Merge pull request #2205 from freqtrade/master_add_2199

Release 2019.8-1 - hotfix data-dir not including exchange

.dependabot/config.yml

@@ -0,0 +1,17 @@
+version: 1
+
+update_configs:
+  - package_manager: "python"
+    directory: "/"
+    update_schedule: "weekly"
+    allowed_updates:
+    - match:
+        update_type: "all"
+    target_branch: "develop"
+
+  - package_manager: "docker"
+    directory: "/"
+    update_schedule: "daily"
+    allowed_updates:
+    - match:
+        update_type: "all"

.github/ISSUE_TEMPLATE.md

@@ -5,6 +5,7 @@ If it hasn't been reported, please create a new issue.
 
 ## Step 2: Describe your environment
 
+  * Operating system: ____
   * Python Version: _____ (`python -V`)
   * CCXT version: _____ (`pip freeze | grep ccxt`)
   * Branch: Master | Develop

.gitignore

@@ -6,7 +6,10 @@ config*.json
 .hyperopt
 logfile.txt
 hyperopt_trials.pickle
-user_data/
+user_data/*
+!user_data/notebooks
+user_data/notebooks/*
+!user_data/notebooks/*example.ipynb
 freqtrade-plot.html
 freqtrade-profit-plot.html
 
@@ -80,8 +83,7 @@ docs/_build/
 target/
 
 # Jupyter Notebook
-.ipynb_checkpoints
-*.ipynb
+*.ipynb_checkpoints
 
 # pyenv
 .python-version
@@ -93,3 +95,6 @@ target/
 
 .pytest_cache/
 .mypy_cache/
+
+#exceptions
+!*.gitkeep

.pyup.yml

@@ -1,37 +0,0 @@
-# autogenerated pyup.io config file
-# see https://pyup.io/docs/configuration/ for all available options
-
-# configure updates globally
-# default: all
-# allowed: all, insecure, False
-update: all
-
-# configure dependency pinning globally
-# default: True
-# allowed: True, False
-pin: True
-
-# update schedule
-# default: empty
-# allowed: "every day", "every week", ..
-schedule: "every week"
-
-
-search: False
-# Specify requirement files by hand, default is empty
-# default: empty
-# allowed: list
-requirements:
-  - requirements.txt
-  - requirements-dev.txt
-  - requirements-plot.txt
-  - requirements-common.txt
-
-
-# configure the branch prefix the bot is using
-# default: pyup-
-branch_prefix: pyup/
-
-# allow to close stale PRs
-# default: True
-close_prs: True

.travis.yml

@@ -10,16 +10,11 @@ services:
 env:
   global:
     - IMAGE_NAME=freqtradeorg/freqtrade
-addons:
-  apt:
-    packages:
-    - libelf-dev
-    - libdw-dev
-    - binutils-dev
 install:
-- cd build_helpers && ./install_ta-lib.sh; cd ..
-- export LD_LIBRARY_PATH=/usr/local/lib:$LD_LIBRARY_PATH
-- pip install --upgrade pytest-random-order
+- cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
+- export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
+- export TA_LIBRARY_PATH=${HOME}/dependencies/lib
+- export TA_INCLUDE_PATH=${HOME}/dependencies/lib/include
 - pip install -r requirements-dev.txt
 - pip install -e .
 jobs:
@@ -27,20 +22,25 @@ jobs:
   include:
     - stage: tests
       script:
-      - pytest --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
+      - pytest --random-order --cov=freqtrade --cov-config=.coveragerc freqtrade/tests/
       # Allow failure for coveralls
       - coveralls || true
       name: pytest
     - script:
       - cp config.json.example config.json
-      - python freqtrade --datadir freqtrade/tests/testdata backtesting
+      - freqtrade --datadir freqtrade/tests/testdata backtesting
       name: backtest
     - script:
       - cp config.json.example config.json
-      - python freqtrade --datadir freqtrade/tests/testdata hyperopt -e 5
+      - freqtrade --datadir freqtrade/tests/testdata hyperopt -e 5
       name: hyperopt
     - script: flake8 freqtrade scripts
       name: flake8
+    - script:
+      # Test Documentation boxes -
+      # !!! <TYPE>: is not allowed!
+      - grep -Er '^!{3}\s\S+:' docs/*; test $? -ne 0
+      name: doc syntax
     - script: mypy freqtrade scripts
       name: mypy
 
@@ -56,4 +56,4 @@ notifications:
 cache:
   pip: True
   directories:
-    - /usr/local/lib
+    - $HOME/dependencies

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.7.3-slim-stretch
+FROM python:3.7.4-slim-stretch
 
 RUN apt-get update \
     && apt-get -y install curl build-essential libssl-dev \

bin/freqtrade

@@ -3,9 +3,7 @@
 import sys
 import warnings
 
-from freqtrade.main import main, set_loggers
-
-set_loggers()
+from freqtrade.main import main
 
 warnings.warn(
     "Deprecated - To continue to run the bot like this, please run `pip install -e .` again.",

build_helpers/install_ta-lib.sh

@@ -1,8 +1,14 @@
-if [ ! -f "/usr/local/lib/libta_lib.a" ]; then
+if [ -z "$1" ]; then
+  INSTALL_LOC=/usr/local
+else
+  INSTALL_LOC=${1}
+fi
+echo "Installing to ${INSTALL_LOC}"
+if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
-  && ./configure \
+  && ./configure --prefix=${INSTALL_LOC}/ \
   && make \
   && which sudo && sudo make install || make install \
   && cd ..

config_full.json.example

@@ -123,5 +123,5 @@
         "process_throttle_secs": 5
     },
     "strategy": "DefaultStrategy",
-    "strategy_path": "/some/folder/"
+    "strategy_path": "user_data/strategies/"
 }

docs/backtesting.md

@@ -3,9 +3,43 @@
 This page explains how to validate your strategy performance by using
 Backtesting.
 
+## Getting data for backtesting and hyperopt
+
+To download data (candles / OHLCV) needed for backtesting and hyperoptimization use the `freqtrade download-data` command.
+
+If no additional parameter is specified, freqtrade will download data for `"1m"` and `"5m"` timeframes.
+Exchange and pairs will come from `config.json` (if specified using `-c/--config`). Otherwise `--exchange` becomes mandatory.
+
+Alternatively, a `pairs.json` file can be used.
+
+If you are using Binance for example:
+
+- create a directory `user_data/data/binance` and copy `pairs.json` in that directory.
+- update the `pairs.json` to contain the currency pairs you are interested in.
+
+```bash
+mkdir -p user_data/data/binance
+cp freqtrade/tests/testdata/pairs.json user_data/data/binance
+```
+
+Then run:
+
+```bash
+freqtrade download-data --exchange binance
+```
+
+This will download ticker data for all the currency pairs you defined in `pairs.json`.
+
+- To use a different directory than the exchange specific default, use `--datadir user_data/data/some_directory`.
+- To change the exchange used to download the tickers, please use a different configuration file (you'll probably need to adjust ratelimits etc.)
+- To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
+- To download ticker data for only 10 days, use `--days 10` (defaults to 30 days).
+- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
+- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
+
 ## Test your strategy with Backtesting
 
-Now you have good Buy and Sell strategies, you want to test it against
+Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
@@ -13,7 +47,7 @@ Backtesting will use the crypto-currencies (pair) from your config file
 and load static tickers located in
 [/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata).
 If the 5 min and 1 min ticker for the crypto-currencies to test is not
-already in the `testdata` folder, backtesting will download them
+already in the `testdata` directory, backtesting will download them
 automatically. Testdata files will not be updated until you specify it.
 
 The result of backtesting will confirm you if your bot has better odds of making a profit than a loss.
@@ -24,53 +58,52 @@ The backtesting is very easy with freqtrade.
 #### With 5 min tickers (Per default)
 
 ```bash
-python3 freqtrade backtesting
+freqtrade backtesting
 ```
 
 #### With 1 min tickers
 
 ```bash
-python3 freqtrade backtesting --ticker-interval 1m
-```
-
-#### Update cached pairs with the latest data
-
-```bash
-python3 freqtrade backtesting --refresh-pairs-cached
-```
-
-#### With live data (do not alter your testdata files)
-
-```bash
-python3 freqtrade backtesting --live
+freqtrade backtesting --ticker-interval 1m
 ```
 
 #### Using a different on-disk ticker-data source
 
+Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. 
+You can then use this data for backtesting as follows:
+
 ```bash
-python3 freqtrade backtesting --datadir freqtrade/tests/testdata-20180101
+freqtrade backtesting --datadir user_data/data/bittrex-20180101
 ```
 
 #### With a (custom) strategy file
 
 ```bash
-python3 freqtrade -s TestStrategy backtesting
+freqtrade -s TestStrategy backtesting
 ```
 
-Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory
+Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory.
+
+#### Comparing multiple Strategies
+
+```bash
+freqtrade backtesting --strategy-list TestStrategy1 AwesomeStrategy --ticker-interval 5m
+```
+
+Where `TestStrategy1` and `AwesomeStrategy` refer to class names of strategies.
 
 #### Exporting trades to file
 
 ```bash
-python3 freqtrade backtesting --export trades
+freqtrade backtesting --export trades
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
+The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
 
 #### Exporting trades to file specifying a custom filename
 
 ```bash
-python3 freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
+freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json
 ```
 
 #### Running backtest with smaller testset
@@ -81,7 +114,7 @@ you want to use. The last N ticks/timeframes will be used.
 Example:
 
 ```bash
-python3 freqtrade backtesting --timerange=-200
+freqtrade backtesting --timerange=-200
 ```
 
 #### Advanced use of timerange
@@ -101,37 +134,6 @@ The full timerange specification:
 - Use tickframes between POSIX timestamps 1527595200 1527618600:
                                                 `--timerange=1527595200-1527618600`
 
-#### Downloading new set of ticker data
-
-To download new set of backtesting ticker data, you can use a download script.
-
-If you are using Binance for example:
-
-- create a folder `user_data/data/binance` and copy `pairs.json` in that folder.
-- update the `pairs.json` to contain the currency pairs you are interested in.
-
-```bash
-mkdir -p user_data/data/binance
-cp freqtrade/tests/testdata/pairs.json user_data/data/binance
-```
-
-Then run:
-
-```bash
-python scripts/download_backtest_data.py --exchange binance
-```
-
-This will download ticker data for all the currency pairs you defined in `pairs.json`.
-
-- To use a different folder than the exchange specific default, use `--datadir user_data/data/some_directory`.
-- To change the exchange used to download the tickers, use `--exchange`. Default is `bittrex`.
-- To use `pairs.json` from some other folder, use `--pairs-file some_other_dir/pairs.json`.
-- To download ticker data for only 10 days, use `--days 10`.
-- Use `--timeframes` to specify which tickers to download. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute tickers.
-- To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with other options.
-
-For help about backtesting usage, please refer to [Backtesting commands](#backtesting-commands).
-
 ## Understand the backtesting result
 
 The most important in the backtesting is to understand the result.
@@ -231,13 +233,13 @@ To backtest multiple strategies, a list of Strategies can be provided.
 This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this should give a nice runtime boost.
 
-All listed Strategies need to be in the same folder.
+All listed Strategies need to be in the same directory.
 
 ``` bash
 freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
 ```
 
-This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
+This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
 There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
 Detailed output for all strategies one after the other will be available, so make sure to scroll up.
 

docs/bot-usage.md

@@ -2,62 +2,70 @@
 
 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] [--version] [-c PATH] [-d PATH]
-                 [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]]
+usage: freqtrade [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                 [--userdir PATH] [-s NAME] [--strategy-path PATH]
                  [--db-url PATH] [--sd-notify]
-                 {backtesting,edge,hyperopt} ...
+                 {backtesting,edge,hyperopt,create-userdir,list-exchanges} ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {backtesting,edge,hyperopt}
+  {backtesting,edge,hyperopt,create-userdir,list-exchanges}
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
+    create-userdir      Create user-data directory.
+    list-exchanges      Print available exchanges.
 
 optional arguments:
   -h, --help            show this help message and exit
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified
-  --version             show program's version number and exit
+  --logfile FILE        Log to the file specified.
+  -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: None). Multiple
-                        --config options may be used. Can be set to '-' to
-                        read config from stdin.
+                        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 backtest data.
+                        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).
+                        `DefaultStrategy`).
   --strategy-path PATH  Specify additional strategy lookup path.
-  --dynamic-whitelist [INT]
-                        Dynamically generate and update whitelist based on 24h
-                        BaseVolume (default: 20). DEPRECATED.
-  --db-url PATH         Override trades database URL, this is useful if
-                        dry_run is enabled or in custom deployments (default:
-                        None).
+  --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.
+
 ```
 
-### How to use a different configuration file?
+### How to specify which configuration file be used?
 
-The bot allows you to select which configuration file you want to use. Per
-default, the bot will load the file `./config.json`
+The bot allows you to select which configuration file you want to use by means of
+the `-c/--config` command line option:
 
 ```bash
-python3 freqtrade -c path/far/far/away/config.json
+freqtrade -c path/far/far/away/config.json
 ```
 
+Per default, the bot loads the `config.json` configuration file from the current
+working directory.
+
 ### How to use multiple configuration files?
 
 The bot allows you to use multiple configuration files by specifying multiple
-`-c/--config` configuration options in the command line. Configuration parameters
-defined in the last configuration file override parameters with the same name
-defined in the previous configuration file specified in the command line.
+`-c/--config` options in the command line. Configuration parameters
+defined in the latter configuration files override parameters with the same name
+defined in the previous configuration files specified in the command line earlier.
 
 For example, you can make a separate configuration file with your key and secrete
 for the Exchange you use for trading, specify default configuration file with
@@ -65,13 +73,13 @@ empty key and secrete values while running in the Dry Mode (which does not actua
 require them):
 
 ```bash
-python3 freqtrade -c ./config.json
+freqtrade -c ./config.json
 ```
 
 and specify both configuration files when running in the normal Live Trade Mode:
 
 ```bash
-python3 freqtrade -c ./config.json -c path/to/secrets/keys.config.json
+freqtrade -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
@@ -82,6 +90,29 @@ of your configuration in the project issues or in the Internet.
 See more details on this technique with examples in the documentation page on
 [configuration](configuration.md).
 
+### Where to store custom data
+
+Freqtrade allows the creation of a user-data directory using `freqtrade create-userdir --userdir someDirectory`.
+This directory will look as follows:
+
+```
+user_data/
+├── backtest_results
+├── data
+├── hyperopts
+├── hyperopts_results
+├── plot
+└── strategies
+```
+
+You can add the entry "user_data_dir" setting to your configuration, to always point your bot to this directory.
+Alternatively, pass in `--userdir` to every command.
+The bot will fail to start if the directory does not exist, but will create necessary subdirectories.
+
+This directory should contain your custom strategies, custom hyperopts and hyperopt loss functions, backtesting historical data (downloaded using either backtesting command or the download script) and plot outputs.
+
+It is recommended to use version control to keep track of changes to your strategies.
+
 ### How to use **--strategy**?
 
 This parameter will allow you to load your custom strategy class.
@@ -97,7 +128,7 @@ In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
 a strategy class called `AwesomeStrategy` to load it:
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 If the bot does not find your strategy file, it will display in an error
@@ -109,27 +140,17 @@ Learn more about strategy file in
 ### How to use **--strategy-path**?
 
 This parameter allows you to add an additional strategy lookup path, which gets
-checked before the default locations (The passed path must be a folder!):
+checked before the default locations (The passed path must be a directory!):
+
 ```bash
-python3 freqtrade --strategy AwesomeStrategy --strategy-path /some/folder
+freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 #### How to install a strategy?
 
-This is very simple. Copy paste your strategy file into the folder
+This is very simple. Copy paste your strategy file into the directory
 `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
 
-### How to use **--dynamic-whitelist**?
-
-!!! danger "DEPRECATED"
-    This command line option is deprecated. Please move your configurations using it
-to the configurations that utilize the `StaticPairList` or `VolumePairList` methods set
-in the configuration file
-as outlined [here](configuration/#dynamic-pairlists)
-
-Description of this deprecated feature was moved to [here](deprecated.md).
-Please no longer use it.
-
 ### How to use **--db-url**?
 
 When you run the bot in Dry-run mode, per default no transactions are
@@ -138,7 +159,7 @@ using `--db-url`. This can also be used to specify a custom database
 in production mode. Example command:
 
 ```bash
-python3 freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
+freqtrade -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
 ## Backtesting commands
@@ -174,9 +195,8 @@ optional arguments:
                         Disable applying `max_open_trades` during backtest
                         (same as setting `max_open_trades` to a very high
                         number).
-  -l, --live            Use live data.
   --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
-                        Provide a commaseparated list of strategies to
+                        Provide a space-separated list of strategies to
                         backtest Please note that ticker-interval needs to be
                         set either in config or via command line. When using
                         this together with --export trades, the strategy-name
@@ -187,24 +207,16 @@ optional arguments:
   --export-filename PATH
                         Save backtest results to this filename requires
                         --export to be set as well Example --export-
-                        filename=user_data/backtest_data/backtest_today.json
-                        (default: user_data/backtest_data/backtest-
+                        filename=user_data/backtest_results/backtest_today.json
+                        (default: user_data/backtest_results/backtest-
                         result.json)
 ```
 
-### How to use **--refresh-pairs-cached** parameter?
+### Getting historic data for backtesting
 
-The first time your run Backtesting, it will take the pairs you have
-set in your config file and download data from the Exchange.
-
-If for any reason you want to update your data set, you use
-`--refresh-pairs-cached` to force Backtesting to update the data it has.
-
-!!! Note
-    Use it only if you want to update your data set. You will not be able to come back to the previous version.
-
-To test your strategy with latest data, we recommend continuing using
-the parameter `-l` or `--live`.
+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
 
 ## Hyperopt commands
 
@@ -213,19 +225,23 @@ to find optimal parameter values for your stategy.
 
 ```
 usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
-                        [--max_open_trades MAX_OPEN_TRADES]
-                        [--stake_amount STAKE_AMOUNT] [-r]
-                        [--customhyperopt NAME] [--eps] [--dmmp] [-e INT]
-                        [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
-                        [--print-all] [-j JOBS]
+                          [--max_open_trades INT]
+                          [--stake_amount STAKE_AMOUNT] [-r]
+                          [--customhyperopt NAME] [--hyperopt-path PATH]
+                          [--eps] [-e INT]
+                          [-s {all,buy,sell,roi,stoploss} [{all,buy,sell,roi,stoploss} ...]]
+                          [--dmmp] [--print-all] [--no-color] [-j JOBS]
+                          [--random-state INT] [--min-trades INT] [--continue]
+                          [--hyperopt-loss NAME]
 
 optional arguments:
   -h, --help            show this help message and exit
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
-                        Specify ticker interval (1m, 5m, 30m, 1h, 1d).
+                        Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
+                        `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --max_open_trades MAX_OPEN_TRADES
+  --max_open_trades INT
                         Specify max_open_trades to use.
   --stake_amount STAKE_AMOUNT
                         Specify stake_amount.
@@ -235,30 +251,48 @@ optional arguments:
                         run your optimization commands with up-to-date data.
   --customhyperopt NAME
                         Specify hyperopt class name (default:
-                        DefaultHyperOpts).
+                        `DefaultHyperOpts`).
+  --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} ...]
+                        Specify which parameters to hyperopt. Space-separated
+                        list. Default: `all`.
   --dmmp, --disable-max-market-positions
                         Disable applying `max_open_trades` during backtest
                         (same as setting `max_open_trades` to a very high
                         number).
-  -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} ...]
-                        Specify which parameters to hyperopt. Space separate
-                        list. Default: all.
   --print-all           Print all results, not only the best ones.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
                         hyperoptimization (hyperopt worker processes). If -1
                         (default), all CPUs are used, for -2, all CPUs but one
                         are used, etc. If 1 is given, no parallel computing
                         code is used at all.
+  --random-state INT    Set random state to some positive integer for
+                        reproducible hyperopt results.
+  --min-trades INT      Set minimal desired number of trades for evaluations
+                        in the hyperopt optimization path (default: 1).
+  --continue            Continue hyperopt from previous runs. By default,
+                        temporary files will be removed and hyperopt will
+                        start from scratch.
+  --hyperopt-loss NAME  Specify the class name of the hyperopt loss function
+                        class (IHyperOptLoss). Different functions can
+                        generate completely different results, since the
+                        target for optimization is different. Built-in
+                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss.
+                        (default: `DefaultHyperOptLoss`).
 ```
 
 ## Edge commands
 
-To know your trade expectacny and winrate against historical data, you can use Edge.
+To know your trade expectancy and winrate against historical data, you can use Edge.
 
 ```
 usage: freqtrade edge [-h] [-i TICKER_INTERVAL] [--timerange TIMERANGE]
@@ -289,11 +323,6 @@ optional arguments:
 
 To understand edge and how to read the results, please read the [edge documentation](edge.md).
 
-## A parameter missing in the configuration?
-
-All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
-in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
-
 ## Next step
 
 The optimal strategy of the bot will change with time depending of the market trends. The next step is to

docs/configuration.md

@@ -1,15 +1,34 @@
 # Configure the bot
 
-This page explains how to configure your `config.json` file.
+This page explains how to configure the bot.
 
-## Setup config.json
+## The Freqtrade configuration file
 
-We recommend to copy and use the `config.json.example` as a template
+The bot uses a set of configuration parameters during its operation that all together conform the bot configuration. It normally reads its configuration from a file (Freqtrade configuration file).
+
+Per default, the bot loads configuration from the `config.json` file located in the current working directory.
+
+You can change the name of the configuration file used by the bot with the `-c/--config` command line option.
+
+In some advanced use cases, multiple configuration files can be specified and used by the bot or the bot can read its configuration parameters from the process standard input stream.
+
+If you used the [Quick start](installation.md/#quick-start) method for installing 
+the bot, the installation script should have already created the default configuration file (`config.json`) for you.
+
+If default configuration file is not created we recommend you to copy and use the `config.json.example` as a template
 for your bot configuration.
 
-The table below will list all configuration parameters.
+The Freqtrade configuration file is to be written in the JSON format.
 
-Mandatory Parameters are marked as **Required**.
+Additionally to the standard JSON syntax, you may use one-line `// ...` and multi-line `/* ... */` comments in your configuration files and trailing commas in the lists of parameters.
+
+Do not worry if you are not familiar with JSON format -- simply open the configuration file with an editor of your choice, make some changes to the parameters you need, save your changes and, finally, restart the bot or, if it was previously stopped, run it again with the changes you made to the configuration. The bot validates syntax of the configuration file at startup and will warn you if you made any errors editing it.
+
+## Configuration parameters
+
+The table below will list all configuration parameters available.
+
+Mandatory parameters are marked as **Required**.
 
 |  Command | Default | Description |
 |----------|---------|-------------|
@@ -44,8 +63,8 @@ Mandatory Parameters are marked as **Required**.
 | `exchange.sandbox` | false | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.
 | `exchange.key` | '' | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | '' | API secret to use for the exchange. Only required when you are in production mode.
-| `exchange.pair_whitelist` | [] | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
-| `exchange.pair_blacklist` | [] | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
+| `exchange.pair_whitelist` | [] | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
+| `exchange.pair_blacklist` | [] | List of pairs the bot must absolutely avoid for trading and backtesting. Can be overriden by dynamic pairlists (see [below](#dynamic-pairlists)).
 | `exchange.ccxt_config` | None | Additional CCXT parameters passed to the regular ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
 | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
@@ -53,7 +72,8 @@ Mandatory Parameters are marked as **Required**.
 | `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
 | `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
 | `experimental.ignore_roi_if_buy_signal` | false | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
-| `pairlist.method` | StaticPairList | Use Static whitelist. [More information below](#dynamic-pairlists).
+| `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).
 | `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`.
@@ -67,10 +87,11 @@ Mandatory Parameters are marked as **Required**.
 | `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_path` | null | Adds an additional strategy lookup path (must be a folder).
+| `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.sd_notify` | false | Enables use of the sd_notify protocol to tell systemd service manager about changes in the bot state and issue keep-alive pings. See [here](installation.md#7-optional-configure-freqtrade-as-a-systemd-service) for more details.
 | `logfile` | | Specify Logfile. Uses a rolling strategy of 10 files, with 1Mb per file.
+| `user_data_dir` | cwd()/user_data | Directory containing user data. Defaults to `./user_data/`.
 
 ### Parameters in the strategy
 
@@ -380,8 +401,6 @@ section of the configuration.
 * `StaticPairList`
   * It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklist`.
 * `VolumePairList`
-  * Formerly available as `--dynamic-whitelist [<number_assets>]`. This command line
-option is deprecated and should no longer be used.
   * 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

docs/data-analysis.md

@@ -1,42 +1,202 @@
-# Analyzing bot data
+# Analyzing bot data with Jupyter notebooks  
 
-After performing backtests, or after running the bot for some time, it will be interesting to analyze the results your bot generated.
+You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at `user_data/notebooks/`.  
 
-A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data.
+## Pro tips  
 
-The following helpers will help you loading the data into Pandas DataFrames, and may also give you some starting points in analyzing the results.
+* See [jupyter.org](https://jupyter.org/documentation) for usage instructions.
+* Don't forget to start a Jupyter notebook server from within your conda or venv environment or use [nb_conda_kernels](https://github.com/Anaconda-Platform/nb_conda_kernels)*
+* Copy the example notebook before use so your changes don't get clobbered with the next freqtrade update.
 
-## Backtesting
+## Fine print  
 
-To analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
-You can then load the trades to perform further analysis.
+Some tasks don't work especially well in notebooks. For example, anything using asynchronous execution is a problem for Jupyter. Also, freqtrade's primary entry point is the shell cli, so using pure python in a notebook bypasses arguments that provide required objects and parameters to helper functions. You may need to set those values or create expected objects manually.
 
-Freqtrade provides the `load_backtest_data()` helper function to easily load the backtest results, which takes the path to the the backtest-results file as parameter.
+## Recommended workflow  
 
-``` python
+| Task | Tool |  
+  --- | ---  
+Bot operations | CLI  
+Repetitive tasks | Shell scripts
+Data analysis & visualization | Notebook  
+
+1. Use the CLI to
+    * download historical data
+    * run a backtest
+    * run with real-time data
+    * export results  
+
+1. Collect these actions in shell scripts
+    * save complicated commands with arguments
+    * execute multi-step operations  
+    * automate testing strategies and preparing data for analysis
+
+1. Use a notebook to
+    * visualize data
+    * munge and plot to generate insights
+
+## Example utility snippets  
+
+### Change directory to root  
+
+Jupyter notebooks execute from the notebook directory. The following snippet searches for the project root, so relative paths remain consistent.
+
+```python
+import os
+from pathlib import Path
+
+# Change directory
+# Modify this cell to insure that the output shows the correct path.
+# Define all paths relative to the project root shown in the cell output
+project_root = "somedir/freqtrade"
+i=0
+try:
+    os.chdirdir(project_root)
+    assert Path('LICENSE').is_file()
+except:
+    while i<4 and (not Path('LICENSE').is_file()):
+        os.chdir(Path(Path.cwd(), '../'))
+        i+=1
+    project_root = Path.cwd()
+print(Path.cwd())
+```
+
+## Load existing objects into a Jupyter notebook
+
+These examples assume that you have already generated data using the cli. They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload.
+
+### Load backtest results into a pandas dataframe
+
+```python
 from freqtrade.data.btanalysis import load_backtest_data
-df = load_backtest_data("user_data/backtest-result.json")
+
+# Load backtest results
+df = load_backtest_data("user_data/backtest_results/backtest-result.json")
 
 # Show value-counts per pair
 df.groupby("pair")["sell_reason"].value_counts()
-
 ```
 
-This will allow you to drill deeper into your backtest results, and perform analysis which otherwise would make the regular backtest-output very difficult to digest due to information overload.
-
-If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a Pull Request so the community can benefit from it.
-
-## Live data
-
-To analyze the trades your bot generated, you can load them to a DataFrame as follows:
+### Load live trading results into a pandas dataframe
 
 ``` python
 from freqtrade.data.btanalysis import load_trades_from_db
 
+# Fetch trades from database
 df = load_trades_from_db("sqlite:///tradesv3.sqlite")
 
+# Display results
 df.groupby("pair")["sell_reason"].value_counts()
+```
 
+### Load multiple configuration files
+
+This option can be useful to inspect the results of passing in multiple configs
+
+``` python
+import json
+from freqtrade.configuration import Configuration
+
+# Load config from multiple files
+config = Configuration.from_files(["config1.json", "config2.json"])
+
+# Show the config in memory
+print(json.dumps(config, indent=1))
+```
+
+### Load exchange data to a pandas dataframe
+
+This loads candle data to a dataframe
+
+```python
+from pathlib import Path
+from freqtrade.data.history import load_pair_history
+
+# Load data using values passed to function
+ticker_interval = "5m"
+data_location = Path('user_data', 'data', 'bitrex')
+pair = "BTC_USDT"
+candles = load_pair_history(datadir=data_location,
+                            ticker_interval=ticker_interval,
+                            pair=pair)
+
+# Confirm success
+print(f"Loaded len(candles) rows of data for {pair} from {data_location}")
+candles.head()
+```
+
+## Strategy debugging example  
+
+Debugging a strategy can be time-consuming. FreqTrade offers helper functions to visualize raw data.
+
+### Define variables used in analyses  
+
+You can override strategy settings as demonstrated below.
+
+```python
+# Customize these according to your needs.
+
+# Define some constants
+ticker_interval = "5m"
+# Name of the strategy class
+strategy_name = 'TestStrategy'
+# Path to user data
+user_data_dir = 'user_data'
+# Location of the strategy
+strategy_location = Path(user_data_dir, 'strategies')
+# Location of the data
+data_location = Path(user_data_dir, 'data', 'binance')
+# Pair to analyze - Only use one pair here
+pair = "BTC_USDT"
+```
+
+### Load exchange data
+
+```python
+from pathlib import Path
+from freqtrade.data.history import load_pair_history
+
+# Load data using values set above
+candles = load_pair_history(datadir=data_location,
+                            ticker_interval=ticker_interval,
+                            pair=pair)
+
+# Confirm success
+print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
+candles.head()
+```
+
+### Load and run strategy  
+
+* Rerun each time the strategy file is changed
+
+```python
+from freqtrade.resolvers import StrategyResolver
+
+# Load strategy using values set above
+strategy = StrategyResolver({'strategy': strategy_name,
+                            'user_data_dir': user_data_dir,
+                            'strategy_path': strategy_location}).strategy
+
+# Generate buy/sell signals using strategy
+df = strategy.analyze_ticker(candles, {'pair': pair})
+```
+
+### Display the trade details
+
+* Note that using `data.tail()` is preferable to `data.head()` as most indicators have some "startup" data at the top of the dataframe.
+* Some possible problems
+    * Columns with NaN values at the end of the dataframe
+    * Columns used in `crossed*()` functions with completely different units
+* Comparison with full backtest
+    * having 200 buy signals as output for one pair from `analyze_ticker()` does not necessarily mean that 200 trades will be made during backtesting.
+    * Assuming you use only one condition such as, `df['rsi'] < 30` as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available.  
+
+```python
+# Report results
+print(f"Generated {df['buy'].sum()} buy signals")
+data = df.set_index('date', drop=True)
+data.tail()
 ```
 
 Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

docs/deprecated.md

@@ -4,28 +4,25 @@ This page contains description of the command line arguments, configuration para
 and the bot features that were declared as DEPRECATED by the bot development team
 and are no longer supported. Please avoid their usage in your configuration.
 
+## Deprecated
+
+### the `--refresh-pairs-cached` command line option
+
+`--refresh-pairs-cached` in the context of backtesting, hyperopt and edge allows to refresh candle data for backtesting.
+Since this leads to much confusion, and slows down backtesting (while not being part of backtesting) this has been singled out 
+as a seperate freqtrade subcommand `freqtrade download-data`.
+
+This command line option was deprecated in `2019.7-dev` and will be removed after the next release.
+
+## Removed features
+
 ### The **--dynamic-whitelist** command line option
 
-Per default `--dynamic-whitelist` will retrieve the 20 currencies based
-on BaseVolume. This value can be changed when you run the script.
-
-**By Default**
-Get the 20 currencies based on BaseVolume.
-
-```bash
-python3 freqtrade --dynamic-whitelist
-```
-
-**Customize the number of currencies to retrieve**
-Get the 30 currencies based on BaseVolume.
-
-```bash
-python3 freqtrade --dynamic-whitelist 30
-```
-
-**Exception**
-`--dynamic-whitelist` must be greater than 0. If you enter 0 or a
-negative value (e.g -2), `--dynamic-whitelist` will use the default
-value (20).
+This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch)
+and in freqtrade 2019.7 (master branch).
 
+### the `--live` command line option
 
+`--live` in the context of backtesting allowed to download the latest tick data for backtesting.
+Did only download the latest 500 candles, so was ineffective in getting good backtest data.
+Removed in 2019-7-dev (develop branch) and in freqtrade 2019-8 (master branch)

docs/developer.md

@@ -12,11 +12,34 @@ Special fields for the documentation (like Note boxes, ...) can be found [here](
 
 ## Developer setup
 
-To configure a development environment, use best use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
-Alternatively (if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -r requirements-dev.txt`.
+To configure a development environment, best use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
+Alternatively (if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`.
 
 This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
 
+### Tests
+
+New code should be covered by basic unittests. Depending on the complexity of the feature, Reviewers may request more in-depth unittests.
+If necessary, the Freqtrade team can assist and give guidance with writing good tests (however please don't expect anyone to write the tests for you).
+
+#### Checking log content in tests
+
+Freqtrade uses 2 main methods to check log content in tests, `log_has()` and `log_has_re()` (to check using regex, in case of dynamic log-messages).
+These are available from `conftest.py` and can be imported in any test module.
+
+A sample check looks as follows:
+
+``` python
+from freqtrade.tests.conftest import log_has, log_has_re
+
+def test_method_to_test(caplog):
+    method_to_test()
+
+    assert log_has("This event happened", caplog)
+    # Check regex with trailing number ...
+    assert log_has_re(r"This dynamic event happened and produced \d+", caplog)
+```
+
 ## Modules
 
 ### Dynamic Pairlist
@@ -130,7 +153,7 @@ If the day shows the same day, then the last candle can be assumed as incomplete
 
 This part of the documentation is aimed at maintainers, and shows how to create a release.
 
-### create release branch
+### Create release branch
 
 ``` bash
 # make sure you're in develop branch
@@ -140,11 +163,14 @@ git checkout develop
 git checkout -b new_release
 ```
 
-* Edit `freqtrade/__init__.py` and add the desired version (for example `0.18.0`)
+* Edit `freqtrade/__init__.py` and add the version matching the current date (for example `2019.7` for July 2019). Minor versions can be `2019.7-1` should we need to do a second release that month.
 * Commit this part
 * push that branch to the remote and create a PR against the master branch
 
-### create changelog from git commits
+### Create changelog from git commits
+
+!!! Note
+    Make sure that both master and develop are up-todate!.
 
 ``` bash
 # Needs to be done before merging / pulling that branch.
@@ -153,6 +179,8 @@ git log --oneline --no-decorate --no-merges master..develop
 
 ### Create github release / tag
 
+Once the PR against master is merged (best right after merging):
+
 * Use the button "Draft a new release" in the Github UI (subsection releases)
 * Use the version-number specified as tag. 
 * Use "master" as reference (this step comes after the above PR is merged).
@@ -160,5 +188,5 @@ git log --oneline --no-decorate --no-merges master..develop
 
 ### After-release
 
-* Update version in develop to next valid version and postfix that with `-dev` (`0.18.0 -> 0.18.1-dev`).
+* Update version in develop by postfixing that with `-dev` (`2019.6 -> 2019.6-dev`).
 * Create a PR against develop to update that branch.

docs/docker.md

@@ -26,6 +26,10 @@ To update the image, simply run the above commands again and restart your runnin
 
 Should you require additional libraries, please [build the image yourself](#build-your-own-docker-image).
 
+!!! Note Docker image update frequency
+    The official docker images with tags `master`, `develop` and `latest` are automatically rebuild once a week to keep the base image uptodate.
+    In addition to that, every merge to `develop` will trigger a rebuild for `develop` and `latest`.
+
 ### Prepare the configuration files
 
 Even though you will use docker, you'll still need some files from the github repository.
@@ -140,7 +144,7 @@ To run a restartable instance in the background (feel free to place your configu
 
 #### Move your config file and database
 
-The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden folder in your home directory. Feel free to use a different folder and replace the folder in the upcomming commands.
+The following will assume that you place your configuration / database files to `~/.freqtrade`, which is a hidden directory in your home directory. Feel free to use a different directory and replace the directory in the upcomming commands.
 
 ```bash
 mkdir ~/.freqtrade

docs/edge.md

@@ -3,7 +3,7 @@
 This page explains how to use Edge Positioning module in your bot in order to enter into a trade only if the trade has a reasonable win rate and risk reward ratio, and consequently adjust your position size and stoploss.
 
 !!! Warning
-    Edge positioning is not compatible with dynamic whitelist. If enabled, it overrides the dynamic whitelist option.
+    Edge positioning is not compatible with dynamic (volume-based) whitelist.
 
 !!! Note
     Edge does not consider anything else than buy/sell/stoploss signals. So trailing stoploss, ROI, and everything else are ignored in its calculation.
@@ -209,7 +209,7 @@ Edge will remove sudden pumps in a given market while going through historical d
 You can run Edge independently in order to see in details the result. Here is an example:
 
 ```bash
-python3 freqtrade edge
+freqtrade edge
 ```
 
 An example of its output:
@@ -234,20 +234,19 @@ An example of its output:
 
 ### Update cached pairs with the latest data
 
-```bash
-python3 freqtrade edge --refresh-pairs-cached
-```
+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.
 
 ### Precising stoploss range
 
 ```bash
-python3 freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
+freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
 ```
 
 ### Advanced use of timerange
 
 ```bash
-python3 freqtrade edge --timerange=20181110-20181113
+freqtrade edge --timerange=20181110-20181113
 ```
 
 Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.

docs/faq.md

@@ -1,14 +1,25 @@
 # Freqtrade FAQ
 
-### Freqtrade commons
+## Freqtrade common issues
 
-#### I have waited 5 minutes, why hasn't the bot made any trades yet?!
+### The bot does not start
+
+Running the bot with `freqtrade --config config.json` does show the output `freqtrade: command not found`.
+
+This could have the following reasons:
+
+* The virtual environment is not active
+  * run `source .env/bin/activate` to activate the virtual environment
+* The installation did not work correctly.
+  * Please check the [Installation documentation](installation.md).
+
+### I have waited 5 minutes, why hasn't the bot made any trades yet?!
 
 Depending on the buy strategy, the amount of whitelisted coins, the
 situation of the market etc, it can take up to hours to find good entry
 position for a trade. Be patient!
 
-#### I have made 12 trades already, why is my total profit negative?!
+### I have made 12 trades already, why is my total profit negative?!
 
 I understand your disappointment but unfortunately 12 trades is just
 not enough to say anything. If you run backtesting, you can see that our
@@ -19,24 +30,34 @@ of course constantly aim to improve the bot but it will _always_ be a
 gamble, which should leave you with modest wins on monthly basis but
 you can't say much from few trades.
 
-#### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
+### I’d like to change the stake amount. Can I just stop the bot with /stop and then change the config.json and run it again?
 
 Not quite. Trades are persisted to a database but the configuration is
 currently only read when the bot is killed and restarted. `/stop` more
 like pauses. You can stop your bot, adjust settings and start it again.
 
-#### I want to improve the bot with a new strategy
+### I want to improve the bot with a new strategy
 
 That's great. We have a nice backtesting and hyperoptimizing setup. See
 the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-commands).
 
-#### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
+### Is there a setting to only SELL the coins being held and not perform anymore BUYS?
 
 You can use the `/forcesell all` command from Telegram.
 
-### Hyperopt module
+### I get the message "RESTRICTED_MARKET"
 
-#### How many epoch do I need to get a good Hyperopt result?
+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.
+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.
+
+## Hyperopt module
+
+### How many epoch do I need to get a good Hyperopt result?
 
 Per default Hyperopts without `-e` or `--epochs` parameter will only
 run 100 epochs, means 100 evals of your triggers, guards, ... Too few
@@ -47,16 +68,16 @@ compute.
 We recommend you to run it at least 10.000 epochs:
 
 ```bash
-python3 freqtrade hyperopt -e 10000
+freqtrade hyperopt -e 10000
 ```
 
 or if you want intermediate result to see
 
 ```bash
-for i in {1..100}; do python3 freqtrade hyperopt -e 100; done
+for i in {1..100}; do freqtrade hyperopt -e 100; done
 ```
 
-#### Why it is so long to run hyperopt?
+### Why it is so long to run hyperopt?
 
 Finding a great Hyperopt results takes time.
 
@@ -74,13 +95,14 @@ already 8\*10^9\*10 evaluations. A roughly total of 80 billion evals.
 Did you run 100 000 evals? Congrats, you've done roughly 1 / 100 000 th
 of the search space.
 
-### Edge module
+## Edge module
 
-#### Edge implements interesting approach for controlling position size, is there any theory behind it?
+### Edge implements interesting approach for controlling position size, is there any theory behind it?
 
 The Edge module is mostly a result of brainstorming of [@mishaker](https://github.com/mishaker) and [@creslinux](https://github.com/creslinux) freqtrade team members.
 
 You can find further info on expectancy, winrate, risk management and position size in the following sources:
+
 - https://www.tradeciety.com/ultimate-math-guide-for-traders/
 - http://www.vantharp.com/tharp-concepts/expectancy.asp
 - https://samuraitradingacademy.com/trading-expectancy/

docs/hyperopt.md

@@ -18,23 +18,28 @@ Configuring hyperopt is similar to writing your own strategy, and many tasks wil
 
 ### Checklist on all tasks / possibilities in hyperopt
 
-Depending on the space you want to optimize, only some of the below are required.
+Depending on the space you want to optimize, only some of the below are required:
 
 * fill `populate_indicators` - probably a copy from your strategy
 * fill `buy_strategy_generator` - for buy signal optimization
 * fill `indicator_space` - for buy signal optimzation
 * fill `sell_strategy_generator` - for sell signal optimization
 * fill `sell_indicator_space` - for sell signal optimzation
-* fill `roi_space` - for ROI optimization
-* fill `generate_roi_table` - for ROI optimization (if you need more than 3 entries)
-* fill `stoploss_space` - stoploss optimization
-* Optional but recommended
-  * copy `populate_buy_trend` from your strategy - otherwise default-strategy will be used
-  * copy `populate_sell_trend` from your strategy - otherwise default-strategy will be used
+
+Optional, but recommended:
+
+* copy `populate_buy_trend` from your strategy - otherwise default-strategy will be used
+* copy `populate_sell_trend` from your strategy - otherwise default-strategy will be used
+
+Rarely you may also need to override:
+
+* `roi_space` - for custom ROI optimization (if you need the ranges for the ROI parameters in the optimization hyperspace that differ from default)
+* `generate_roi_table` - for custom ROI optimization (if you need more than 4 entries in the ROI table)
+* `stoploss_space` - for custom stoploss optimization (if you need the range for the stoploss parameter in the optimization hyperspace that differs from default)
 
 ### 1. Install a Custom Hyperopt File
 
-Put your hyperopt file into the folder`user_data/hyperopts`.
+Put your hyperopt file into the directory `user_data/hyperopts`.
 
 Let assume you want a hyperopt file `awesome_hyperopt.py`:  
 Copy the file `user_data/hyperopts/sample_hyperopt.py` into `user_data/hyperopts/awesome_hyperopt.py`
@@ -144,21 +149,94 @@ it will end with telling you which paramter combination produced the best profit
 
 The search for best parameters starts with a few random combinations and then uses a
 regressor algorithm (currently ExtraTreesRegressor) to quickly find a parameter combination
-that minimizes the value of the objective function `calculate_loss` in `hyperopt.py`.
+that minimizes the value of the [loss function](#loss-functions).
 
 The above setup expects to find ADX, RSI and Bollinger Bands in the populated indicators.
 When you want to test an indicator that isn't used by the bot currently, remember to
 add it to the `populate_indicators()` method in `hyperopt.py`.
 
+## Loss-functions
+
+Each hyperparameter tuning requires a target. This is usually defined as a loss function (sometimes also called objective function), which should decrease for more desirable results, and increase for bad results.
+
+By default, FreqTrade uses a loss function, which has been with freqtrade since the beginning and optimizes mostly for short trade duration and avoiding losses.
+
+A different loss function can be specified by using the `--hyperopt-loss <Class-name>` argument.
+This class should be in its own file within the `user_data/hyperopts/` directory.
+
+Currently, the following loss functions are builtin:
+
+* `DefaultHyperOptLoss` (default legacy Freqtrade hyperoptimization loss function)
+* `OnlyProfitHyperOptLoss` (which takes only amount of profit into consideration)
+* `SharpeHyperOptLoss` (optimizes Sharpe Ratio calculated on the trade returns)
+
+### Creating and using a custom loss function
+
+To use a custom loss function class, make sure that the function `hyperopt_loss_function` is defined in your custom hyperopt loss class.
+For the sample below, you then need to add the command line parameter `--hyperopt-loss SuperDuperHyperOptLoss` to your hyperopt call so this fuction is being used.
+
+A sample of this can be found below, which is identical to the Default Hyperopt loss implementation. A full sample can be found [user_data/hyperopts/](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_loss.py)
+
+``` python
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+TARGET_TRADES = 600
+EXPECTED_MAX_PROFIT = 3.0
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+class SuperDuperHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        This is the legacy algorithm (used until now in freqtrade).
+        Weights are distributed as follows:
+        * 0.4 to trade duration
+        * 0.25: Avoiding trade loss
+        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result
+```
+
+Currently, the arguments are:
+
+* `results`: DataFrame containing the result  
+    The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
+    `pair, profit_percent, profit_abs, open_time, close_time, open_index, close_index, trade_duration, open_at_end, open_rate, close_rate, sell_reason`
+* `trade_count`: Amount of trades (identical to `len(results)`)
+* `min_date`: Start date of the hyperopting TimeFrame
+* `min_date`: End date of the hyperopting TimeFrame
+
+This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
+
+!!! Note
+    This function is called once per iteration - so please make sure to have this as optimized as possible to not slow hyperopt down unnecessarily.
+
+!!! Note
+    Please keep the arguments `*args` and `**kwargs` in the interface to allow us to extend this interface later.
+
 ## Execute Hyperopt
 
 Once you have updated your hyperopt configuration you can run it.
-Because hyperopt tries a lot of combinations to find the best parameters it will take time you will have the result (more than 30 mins).
+Because hyperopt tries a lot of combinations to find the best parameters it will take time to get a good result. More time usually results in better results.
 
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
 ```bash
-python3 freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
+freqtrade -c config.json hyperopt --customhyperopt <hyperoptname> -e 5000 --spaces all
 ```
 
 Use  `<hyperoptname>` as the name of the custom hyperopt used.
@@ -168,8 +246,11 @@ running at least several thousand evaluations.
 
 The `--spaces all` flag determines that all possible parameters should be optimized. Possibilities are listed below.
 
+!!! Note
+    By default, hyperopt will erase previous results and start from scratch. Continuation can be archived by using `--continue`.
+
 !!! Warning
-    When switching parameters or changing configuration options, the file `user_data/hyperopt_results.pickle` should be removed. It's used to be able to continue interrupted calculations, but does not detect changes to settings or the hyperopt file.
+    When switching parameters or changing configuration options, make sure to not use the argument `--continue` so temporary results can be removed.
 
 ### Execute Hyperopt with Different Ticker-Data Source
 
@@ -179,12 +260,11 @@ use data from directory `user_data/data`.
 
 ### Running Hyperopt with Smaller Testset
 
-Use the `--timerange` argument to change how much of the testset
-you want to use. The last N ticks/timeframes will be used.
-Example:
+Use the `--timerange` argument to change how much of the testset you want to use.
+For example, to use one month of data, pass the following parameter to the hyperopt call:
 
 ```bash
-python3 freqtrade hyperopt --timerange -200
+freqtrade hyperopt --timerange 20180401-20180501
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -197,12 +277,33 @@ new buy strategy you have.
 
 Legal values are:
 
-- `all`: optimize everything
-- `buy`: just search for a new buy strategy
-- `sell`: just search for a new sell strategy
-- `roi`: just optimize the minimal profit table for your strategy
-- `stoploss`: search for the best stoploss value
-- space-separated list of any of the above values for example `--spaces roi stoploss`
+* `all`: optimize everything
+* `buy`: just search for a new buy strategy
+* `sell`: just search for a new sell strategy
+* `roi`: just optimize the minimal profit table for your strategy
+* `stoploss`: search for the best stoploss value
+* space-separated list of any of the above values for example `--spaces roi stoploss`
+
+### Position stacking and disabling max market positions
+
+In some situations, you may need to run Hyperopt (and Backtesting) with the 
+`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
+
+By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
+open trade is allowed for every traded pair. The total number of trades open for all pairs 
+is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
+some potential trades to be hidden (or masked) by previosly open trades.
+
+The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
+while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades` 
+during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
+number).
+
+!!! Note
+    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
+
+You can also enable position stacking in the configuration file by explicitly setting 
+`"position_stacking"=true`.
 
 ## Understand the Hyperopt Result
 
@@ -211,8 +312,10 @@ Given the following result from hyperopt:
 
 ```
 Best result:
-   135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins.
-with values:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
 {    'adx-value': 44,
      'rsi-value': 29,
      'adx-enabled': False,
@@ -231,7 +334,7 @@ method, what those values match to.
 
 So for example you had `rsi-value: 29.0` so we would look at `rsi`-block, that translates to the following code block:
 
-```
+``` python
 (dataframe['rsi'] < 29.0)
 ```
 
@@ -249,27 +352,25 @@ def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
     return dataframe
 ```
 
+By default, hyperopt prints colorized results -- epochs with positive profit are printed in the green color. This highlighting helps you find epochs that can be interesting for later analysis. Epochs with zero total profit or with negative profits (losses) are printed in the normal color. If you do not need colorization of results (for instance, when you are redirecting hyperopt output to a file) you can switch colorization off by specifying the `--no-color` option in the command line.
+
+You can use the `--print-all` command line option if you would like to see all results in the hyperopt output, not only the best ones. When `--print-all` is used, current best results are also colorized by default -- they are printed in bold (bright) style. This can also be switched off with the `--no-color` command line option.
+
 ### Understand Hyperopt ROI results
 
-If you are optimizing ROI, you're result will look as follows and include a ROI table.
+If you are optimizing ROI (i.e. if optimization search-space contains 'all' or 'roi'), your result will look as follows and include a ROI table:
 
 ```
 Best result:
-   135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins.
-with values:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
 {   'adx-value': 44,
     'rsi-value': 29,
-    'adx-enabled': false,
+    'adx-enabled': False,
     'rsi-enabled': True,
-    'trigger': 'bb_lower',
-    'roi_t1': 40,
-    'roi_t2': 57,
-    'roi_t3': 21,
-    'roi_p1': 0.03634636907306948,
-    'roi_p2': 0.055237357937802885,
-    'roi_p3': 0.015163796015548354,
-    'stoploss': -0.37996664668703606
-}
+    'trigger': 'bb_lower'}
 ROI table:
 {   0: 0.10674752302642071,
     21: 0.09158372701087236,
@@ -280,27 +381,54 @@ ROI table:
 This would translate to the following ROI table:
 
 ``` python
- minimal_roi = {
+minimal_roi = {
         "118": 0,
-        "78": 0.0363463,
+        "78": 0.0363,
         "21": 0.0915,
         "0": 0.106
     }
 ```
 
-### Validate backtest result
+If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace for you -- it's the hyperspace of components for the ROI tables. By default, each ROI table generated by the Freqtrade consists of 4 rows (steps) with the values that can vary in the following ranges:
+
+| # | minutes | ROI percentage |
+|---|---|---|
+| 1 | always 0 | 0.03...0.31 |
+| 2 | 10...40 | 0.02...0.11 |
+| 3 | 20...100 | 0.01...0.04 |
+| 4 | 30...220 | always 0 |
+
+This structure of the ROI table is sufficient in most cases. Override the `roi_space()` method defining the ranges desired if you need components of the ROI tables to vary in other ranges.
+
+Override the `generate_roi_table()` and `roi_space()` methods and implement your own custom approach for generation of the ROI tables during hyperoptimization in these methods if you need a different structure of the ROI table or other amount of rows (steps) in the ROI tables.
+
+### Understand Hyperopt Stoploss results
+
+If you are optimizing stoploss values (i.e. if optimization search-space contains 'all' or 'stoploss'), your result will look as follows and include stoploss:
+
+```
+Best result:
+
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+
+Buy hyperspace params:
+{   'adx-value': 44,
+    'rsi-value': 29,
+    'adx-enabled': False,
+    'rsi-enabled': True,
+    'trigger': 'bb_lower'}
+Stoploss: -0.37996664668703606
+```
+
+If you are optimizing stoploss values, Freqtrade creates the 'stoploss' optimization hyperspace for you. By default, the stoploss values in that hyperspace can vary in the range -0.5...-0.02, which is sufficient in most cases.
+
+Override the `stoploss_space()` method and define the desired range in it if you need stoploss values to vary in other range during hyperoptimization.
+
+### Validate backtesting results
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
-To archive the same results (number of trades, ...) than during hyperopt, please use the command line flags `--disable-max-market-positions` and `--enable-position-stacking` for backtesting.
 
-This configuration is the default in hyperopt for performance reasons.
-
-You can overwrite position stacking in the configuration by explicitly setting `"position_stacking"=false` or by changing the relevant line in your hyperopt file [here](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/optimize/hyperopt.py#L191).
-
-Enabling the market-position for hyperopt is currently not possible.
-
-!!! Note
-    Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
+To achieve same results (number of trades, their durations, profit, etc.) than during Hyperopt, please use same set of arguments `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
 
 ## Next Step
 

docs/installation.md

@@ -4,12 +4,22 @@ This page explains how to prepare your environment for running the bot.
 
 ## Prerequisite
 
+### Requirements
+
+Click each one for install guide:
+
+* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
+* [pip](https://pip.pypa.io/en/stable/installing/)
+* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
+* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
+* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
+
+### API keys
+
 Before running your bot in production you will need to setup few
 external API. In production mode, the bot will require valid Exchange API
 credentials. We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot) (optional but recommended).
 
-- [Setup your exchange account](#setup-your-exchange-account)
-
 ### Setup your exchange account
 
 You will need to create API Keys (Usually you get `key` and `secret`) from the Exchange website and insert this into the appropriate fields in the configuration or when asked by the installation script.
@@ -18,6 +28,9 @@ You will need to create API Keys (Usually you get `key` and `secret`) from the E
 
 Freqtrade provides a Linux/MacOS script to install all dependencies and help you to 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
@@ -30,7 +43,7 @@ git checkout develop
 
 ## Easy Installation - Linux Script
 
-If you are on Debian, Ubuntu or MacOS a freqtrade provides a script to Install, Update, Configure, and Reset your bot.
+If you are on Debian, Ubuntu or MacOS freqtrade provides a script to Install, Update, Configure, and Reset your bot.
 
 ```bash
 $ ./setup.sh
@@ -45,7 +58,7 @@ usage:
 
 This script will install everything you need to run the bot:
 
-* Mandatory software as: `Python3`, `ta-lib`, `wget`
+* Mandatory software as: `ta-lib`
 * Setup your virtualenv
 * Configure your `config.json` file
 
@@ -70,24 +83,16 @@ Config parameter is a `config.json` configurator. This script will ask you quest
 We've included/collected install instructions for Ubuntu 16.04, MacOS, and Windows. These are guidelines and your success may vary with other distros.
 OS Specific steps are listed first, the [Common](#common) section below is necessary for all systems.
 
-### Requirements
-
-Click each one for install guide:
-
-* [Python >= 3.6.x](http://docs.python-guide.org/en/latest/starting/installation/)
-* [pip](https://pip.pypa.io/en/stable/installing/)
-* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-* [virtualenv](https://virtualenv.pypa.io/en/stable/installation/) (Recommended)
-* [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)
+!!! Note
+    Python3.6 or higher and the corresponding pip are assumed to be available.
 
 ### Linux - Ubuntu 16.04
 
-#### Install Python 3.6, Git, and wget
+#### Install necessary dependencies
 
 ```bash
-sudo add-apt-repository ppa:jonathonf/python-3.6
 sudo apt-get update
-sudo apt-get install python3.6 python3.6-venv python3.6-dev build-essential autoconf libtool pkg-config make wget git
+sudo apt-get install build-essential git
 ```
 
 #### Raspberry Pi / Raspbian
@@ -111,14 +116,6 @@ python3 -m pip install -r requirements-common.txt
 python3 -m pip install -e .
 ```
 
-### MacOS
-
-#### Install Python 3.6, git and wget
-
-```bash
-brew install python3 git wget
-```
-
 ### Common
 
 #### 1. Install TA-Lib
@@ -159,7 +156,7 @@ git clone https://github.com/freqtrade/freqtrade.git
 
 ```
 
-Optionally checkout the stable/master branch:
+Optionally checkout the master branch to get the latest stable release:
 
 ```bash
 git checkout master
@@ -177,9 +174,9 @@ cp config.json.example config.json
 #### 5. Install python dependencies
 
 ``` bash
-pip3 install --upgrade pip
-pip3 install -r requirements.txt
-pip3 install -e .
+python3 -m pip install --upgrade pip
+python3 -m pip install -r requirements.txt
+python3 -m pip install -e .
 ```
 
 #### 6. Run the Bot
@@ -187,7 +184,7 @@ pip3 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
-python3.6 freqtrade -c config.json
+freqtrade -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.
@@ -218,10 +215,21 @@ The `freqtrade.service.watchdog` file contains an example of the service unit co
 as the watchdog.
 
 !!! Note
-  The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
+    The sd_notify communication between the bot and the systemd service manager will not work if the bot runs in a Docker container.
 
 ------
 
+## Using Conda
+
+Freqtrade can also be installed using Anaconda (or Miniconda).
+
+``` bash
+conda env create -f environment.yml
+```
+
+!!! Note
+    This requires the [ta-lib](#1-install-ta-lib) C-library to be installed first.
+
 ## Windows
 
 We recommend that Windows users use [Docker](docker.md) as this will work much easier and smoother (also more secure).
@@ -237,8 +245,6 @@ If that is not available on your system, feel free to try the instructions below
 git clone https://github.com/freqtrade/freqtrade.git
 ```
 
-copy paste `config.json` to ``\path\freqtrade-develop\freqtrade`
-
 #### Install ta-lib
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).

docs/plotting.md

@@ -15,7 +15,7 @@ pip install -U -r requirements-plot.txt
 Usage for the price plotter:
 
 ``` bash
-python3 script/plot_dataframe.py [-h] [-p pairs] [--live]
+python3 script/plot_dataframe.py [-h] [-p pairs]
 ```
 
 Example
@@ -41,20 +41,12 @@ To plot multiple pairs, separate them with a comma:
 python3 scripts/plot_dataframe.py -p BTC/ETH,XRP/ETH
 ```
 
-To plot the current live price use the `--live` flag:
-
-``` bash
-python3 scripts/plot_dataframe.py -p BTC/ETH --live
-```
-
 To plot a timerange (to zoom in):
 
 ``` bash
-python3 scripts/plot_dataframe.py -p BTC/ETH --timerange=100-200
+python3 scripts/plot_dataframe.py -p BTC/ETH --timerange=20180801-20180805
 ```
 
-Timerange doesn't work with live data.
-
 To plot trades stored in a database use `--db-url` argument:
 
 ``` bash
@@ -64,7 +56,7 @@ python3 scripts/plot_dataframe.py --db-url sqlite:///tradesv3.dry_run.sqlite -p
 To plot trades from a backtesting result, use `--export-filename <filename>`
 
 ``` bash
-python3 scripts/plot_dataframe.py --export-filename user_data/backtest_data/backtest-result.json -p BTC/ETH
+python3 scripts/plot_dataframe.py --export-filename user_data/backtest_results/backtest-result.json -p BTC/ETH
 ```
 
 To plot a custom strategy the strategy should have first be backtested.

docs/requirements-docs.txt

@@ -1 +1 @@
-mkdocs-material==3.1.0
+mkdocs-material==4.4.0

docs/rest-api.md

@@ -16,10 +16,10 @@ Sample configuration:
     },
 ```
 
-!!! Danger: Security warning
+!!! Danger Security warning
   By default, the configuration listens on localhost only (so it's not reachable from other systems). We strongly recommend to not expose this API to the internet and choose a strong, unique password, since others will potentially be able to control your bot.
 
-!!! Danger: Password selection
+!!! 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.
@@ -62,7 +62,7 @@ docker run -d \
 ```
 
 !!! Danger "Security warning"
-  By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot.
+    By using `-p 8080:8080` the API is available to everyone connecting to the server under the correct port, so others may be able to control your bot.
 
 ## Consuming the API
 

docs/strategy-customization.md

@@ -5,8 +5,7 @@ indicators.
 
 ## Install a custom strategy file
 
-This is very simple. Copy paste your strategy file into the folder
-`user_data/strategies`.
+This is very simple. Copy paste your strategy file into the directory `user_data/strategies`.
 
 Let assume you have a class called `AwesomeStrategy` in the file `awesome-strategy.py`:
 
@@ -14,7 +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
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 ## Change your strategy
@@ -22,7 +21,7 @@ python3 freqtrade --strategy AwesomeStrategy
 The bot includes a default strategy file. However, we recommend you to
 use your own file to not have to lose your parameters every time the default
 strategy file will be updated on Github. Put your custom strategy file
-into the folder `user_data/strategies`.
+into the directory `user_data/strategies`.
 
 Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
 `cp  user_data/strategies/test_strategy.py user_data/strategies/awesome-strategy.py`
@@ -41,7 +40,7 @@ The bot also include a sample strategy called `TestStrategy` you can update: `us
 You can test it with the parameter: `--strategy TestStrategy`
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy
+freqtrade --strategy AwesomeStrategy
 ```
 
 **For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py)
@@ -275,27 +274,24 @@ 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 all pairs in the whitelist, returns DataFrame or empty DataFrame
-- `historic_ohlcv(pair, ticker_interval)` - Data stored on disk
+- `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.
+- `historic_ohlcv(pair, ticker_interval)` - 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).
 - `runmode` - Property containing the current runmode.
 
-#### ohlcv / historic_ohlcv
+#### Example: fetch live ohlcv / historic data for the first informative pair
 
 ``` python
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
-        if (f'{self.stake_currency}/BTC', self.ticker_interval) in self.dp.available_pairs:
-            data_eth = self.dp.ohlcv(pair='{self.stake_currency}/BTC',
-                                     ticker_interval=self.ticker_interval)
-    else:
-        # Get historic ohlcv data (cached on disk).
-        history_eth = self.dp.historic_ohlcv(pair='{self.stake_currency}/BTC',
-                                             ticker_interval='1h')
+    inf_pair, inf_timeframe = self.informative_pairs()[0]
+    informative = self.dp.get_pair_dataframe(pair=inf_pair,
+                                             ticker_interval=inf_timeframe)
 ```
 
 !!! Warning Warning about backtesting
-    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` provides the full time-range in one go,
+    Be carefull when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
+    for the backtesting runmode) provides the full time-range in one go,
     so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
 
 !!! Warning Warning in hyperopt
@@ -310,8 +306,10 @@ if self.dp:
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]
 ```
-!Warning The order book is not part of the historic data which means backtesting and hyperopt will not work if this
- method is used.
+
+!!! Warning
+    The order book is not part of the historic data which means backtesting and hyperopt will not work if this
+    method is used.
 
 #### Available Pairs
 
@@ -321,7 +319,6 @@ if self.dp:
         print(f"available {pair}, {ticker}")
 ```
 
-
 #### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
@@ -398,10 +395,10 @@ The default buy strategy is located in the file
 
 ### Specify custom strategy location
 
-If you want to use a strategy from a different folder you can pass `--strategy-path`
+If you want to use a strategy from a different directory you can pass `--strategy-path`
 
 ```bash
-python3 freqtrade --strategy AwesomeStrategy --strategy-path /some/folder
+freqtrade --strategy AwesomeStrategy --strategy-path /some/directory
 ```
 
 ### Further strategy ideas

environment.yml

@@ -0,0 +1,59 @@
+name: freqtrade
+channels:
+  - defaults
+  - conda-forge
+dependencies:
+  # Required for app
+  - python>=3.6
+  - pip
+  - wheel
+  - numpy
+  - pandas
+  - scipy
+  - SQLAlchemy
+  - scikit-learn
+  - arrow
+  - requests
+  - urllib3
+  - wrapt
+  - joblib
+  - jsonschema
+  - tabulate
+  - python-rapidjson
+  - filelock
+  - flask
+  - python-dotenv
+  - cachetools
+  - scikit-optimize
+  - python-telegram-bot
+  # Optional for plotting
+  - plotly
+  # Optional for development
+  - flake8
+  - pytest
+  - pytest-mock
+  - pytest-asyncio
+  - pytest-cov
+  - coveralls
+  - mypy
+  # Useful for jupyter
+  - jupyter
+  - ipykernel
+  - isort
+  - yapf
+  - pip:
+    # Required for app
+    - cython
+    - coinmarketcap
+    - ccxt
+    - TA-Lib
+    - py_find_1st
+    - sdnotify
+    # Optional for develpment
+    - flake8-tidy-imports
+    - flake8-type-annotations
+    - pytest-random-order
+    - -e .
+
+
+

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ FreqTrade bot """
-__version__ = '2019.6'
+__version__ = '2019.8-1'
 
 
 class DependencyException(Exception):

freqtrade/arguments.py

@@ -1,526 +0,0 @@
-"""
-This module contains the argument manager class
-"""
-
-import argparse
-import os
-import re
-from typing import List, NamedTuple, Optional
-import arrow
-from freqtrade import __version__, constants
-
-
-class TimeRange(NamedTuple):
-    """
-    NamedTuple Defining timerange inputs.
-    [start/stop]type defines if [start/stop]ts shall be used.
-    if *type is none, don't use corresponding startvalue.
-    """
-    starttype: Optional[str] = None
-    stoptype: Optional[str] = None
-    startts: int = 0
-    stopts: int = 0
-
-
-class Arguments(object):
-    """
-    Arguments Class. Manage the arguments received by the cli
-    """
-
-    def __init__(self, args: Optional[List[str]], description: str) -> None:
-        self.args = args
-        self.parsed_arg: Optional[argparse.Namespace] = None
-        self.parser = argparse.ArgumentParser(description=description)
-
-    def _load_args(self) -> None:
-        self.common_options()
-        self.main_options()
-        self._build_subcommands()
-
-    def get_parsed_arg(self) -> argparse.Namespace:
-        """
-        Return the list of arguments
-        :return: List[str] List of arguments
-        """
-        if self.parsed_arg is None:
-            self._load_args()
-            self.parsed_arg = self.parse_args()
-
-        return self.parsed_arg
-
-    def parse_args(self, no_default_config: bool = False) -> argparse.Namespace:
-        """
-        Parses given arguments and returns an argparse Namespace instance.
-        """
-        parsed_arg = self.parser.parse_args(self.args)
-
-        # Workaround issue in argparse with action='append' and default value
-        # (see https://bugs.python.org/issue16399)
-        if not no_default_config and parsed_arg.config is None:
-            parsed_arg.config = [constants.DEFAULT_CONFIG]
-
-        return parsed_arg
-
-    def common_options(self) -> None:
-        """
-        Parses arguments that are common for the main Freqtrade, all subcommands and scripts.
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '-v', '--verbose',
-            help='Verbose mode (-vv for more, -vvv to get all messages).',
-            action='count',
-            dest='loglevel',
-            default=0,
-        )
-        parser.add_argument(
-            '--logfile',
-            help='Log to the file specified.',
-            dest='logfile',
-            metavar='FILE',
-        )
-        parser.add_argument(
-            '--version',
-            action='version',
-            version=f'%(prog)s {__version__}'
-        )
-        parser.add_argument(
-            '-c', '--config',
-            help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
-                 f'Multiple --config options may be used. '
-                 f'Can be set to `-` to read config from stdin.',
-            dest='config',
-            action='append',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '-d', '--datadir',
-            help='Path to backtest data.',
-            dest='datadir',
-            metavar='PATH',
-        )
-
-    def main_options(self) -> None:
-        """
-        Parses arguments for the main Freqtrade.
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '-s', '--strategy',
-            help='Specify strategy class name (default: `%(default)s`).',
-            dest='strategy',
-            default='DefaultStrategy',
-            metavar='NAME',
-        )
-        parser.add_argument(
-            '--strategy-path',
-            help='Specify additional strategy lookup path.',
-            dest='strategy_path',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '--dynamic-whitelist',
-            help='Dynamically generate and update whitelist '
-                 'based on 24h BaseVolume (default: %(const)s). '
-                 'DEPRECATED.',
-            dest='dynamic_whitelist',
-            const=constants.DYNAMIC_WHITELIST,
-            type=int,
-            metavar='INT',
-            nargs='?',
-        )
-        parser.add_argument(
-            '--db-url',
-            help=f'Override trades database URL, this is useful in custom deployments '
-                 f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
-                 f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
-            dest='db_url',
-            metavar='PATH',
-        )
-        parser.add_argument(
-            '--sd-notify',
-            help='Notify systemd service manager.',
-            action='store_true',
-            dest='sd_notify',
-        )
-
-    def common_optimize_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses arguments common for Backtesting, Edge and Hyperopt modules.
-        :param parser:
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-i', '--ticker-interval',
-            help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
-            dest='ticker_interval',
-        )
-        parser.add_argument(
-            '--timerange',
-            help='Specify what timerange of data to use.',
-            dest='timerange',
-        )
-        parser.add_argument(
-            '--max_open_trades',
-            help='Specify max_open_trades to use.',
-            type=int,
-            dest='max_open_trades',
-        )
-        parser.add_argument(
-            '--stake_amount',
-            help='Specify stake_amount.',
-            type=float,
-            dest='stake_amount',
-        )
-        parser.add_argument(
-            '-r', '--refresh-pairs-cached',
-            help='Refresh the pairs files in tests/testdata with the latest data from the '
-                 'exchange. Use it if you want to run your optimization commands with '
-                 'up-to-date data.',
-            action='store_true',
-            dest='refresh_pairs',
-        )
-
-    def backtesting_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Backtesting module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--eps', '--enable-position-stacking',
-            help='Allow buying the same pair multiple times (position stacking).',
-            action='store_true',
-            dest='position_stacking',
-            default=False
-        )
-        parser.add_argument(
-            '--dmmp', '--disable-max-market-positions',
-            help='Disable applying `max_open_trades` during backtest '
-                 '(same as setting `max_open_trades` to a very high number).',
-            action='store_false',
-            dest='use_max_market_positions',
-            default=True
-        )
-        parser.add_argument(
-            '-l', '--live',
-            help='Use live data.',
-            action='store_true',
-            dest='live',
-        )
-        parser.add_argument(
-            '--strategy-list',
-            help='Provide a comma-separated list of strategies to backtest. '
-                 'Please note that ticker-interval needs to be set either in config '
-                 'or via command line. When using this together with `--export trades`, '
-                 'the strategy-name is injected into the filename '
-                 '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
-            nargs='+',
-            dest='strategy_list',
-        )
-        parser.add_argument(
-            '--export',
-            help='Export backtest results, argument are: trades. '
-                 'Example: `--export=trades`',
-            dest='export',
-        )
-        parser.add_argument(
-            '--export-filename',
-            help='Save backtest results to the file with this filename (default: `%(default)s`). '
-                 'Requires `--export` to be set as well. '
-                 'Example: `--export-filename=user_data/backtest_data/backtest_today.json`',
-            default=os.path.join('user_data', 'backtest_data', 'backtest-result.json'),
-            dest='exportfilename',
-            metavar='PATH',
-        )
-
-    def edge_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Edge module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--stoplosses',
-            help='Defines a range of stoploss values against which edge will assess the strategy. '
-                 'The format is "min,max,step" (without any space). '
-                 'Example: `--stoplosses=-0.01,-0.1,-0.001`',
-            dest='stoploss_range',
-        )
-
-    def hyperopt_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for Hyperopt module.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '--customhyperopt',
-            help='Specify hyperopt class name (default: `%(default)s`).',
-            dest='hyperopt',
-            default=constants.DEFAULT_HYPEROPT,
-            metavar='NAME',
-        )
-        parser.add_argument(
-            '--eps', '--enable-position-stacking',
-            help='Allow buying the same pair multiple times (position stacking).',
-            action='store_true',
-            dest='position_stacking',
-            default=False
-        )
-        parser.add_argument(
-            '--dmmp', '--disable-max-market-positions',
-            help='Disable applying `max_open_trades` during backtest '
-                 '(same as setting `max_open_trades` to a very high number).',
-            action='store_false',
-            dest='use_max_market_positions',
-            default=True
-        )
-        parser.add_argument(
-            '-e', '--epochs',
-            help='Specify number of epochs (default: %(default)d).',
-            dest='epochs',
-            default=constants.HYPEROPT_EPOCH,
-            type=int,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '-s', '--spaces',
-            help='Specify which parameters to hyperopt. Space-separated list. '
-                 'Default: `%(default)s`.',
-            choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
-            default='all',
-            nargs='+',
-            dest='spaces',
-        )
-        parser.add_argument(
-            '--print-all',
-            help='Print all results, not only the best ones.',
-            action='store_true',
-            dest='print_all',
-            default=False
-        )
-        parser.add_argument(
-            '-j', '--job-workers',
-            help='The number of concurrently running jobs for hyperoptimization '
-                 '(hyperopt worker processes). '
-                 'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
-                 'If 1 is given, no parallel computing code is used at all.',
-            dest='hyperopt_jobs',
-            default=-1,
-            type=int,
-            metavar='JOBS',
-        )
-        parser.add_argument(
-            '--random-state',
-            help='Set random state to some positive integer for reproducible hyperopt results.',
-            dest='hyperopt_random_state',
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '--min-trades',
-            help="Set minimal desired number of trades for evaluations in the hyperopt "
-                 "optimization path (default: 1).",
-            dest='hyperopt_min_trades',
-            default=1,
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-
-    def list_exchanges_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses given arguments for the list-exchanges command.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-1', '--one-column',
-            help='Print exchanges in one column.',
-            action='store_true',
-            dest='print_one_column',
-        )
-
-    def _build_subcommands(self) -> None:
-        """
-        Builds and attaches all subcommands.
-        :return: None
-        """
-        from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
-        from freqtrade.utils import start_list_exchanges
-
-        subparsers = self.parser.add_subparsers(dest='subparser')
-
-        # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
-        backtesting_cmd.set_defaults(func=start_backtesting)
-        self.common_optimize_options(backtesting_cmd)
-        self.backtesting_options(backtesting_cmd)
-
-        # Add edge subcommand
-        edge_cmd = subparsers.add_parser('edge', help='Edge module.')
-        edge_cmd.set_defaults(func=start_edge)
-        self.common_optimize_options(edge_cmd)
-        self.edge_options(edge_cmd)
-
-        # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.')
-        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self.common_optimize_options(hyperopt_cmd)
-        self.hyperopt_options(hyperopt_cmd)
-
-        # Add list-exchanges subcommand
-        list_exchanges_cmd = subparsers.add_parser(
-            'list-exchanges',
-            help='Print available exchanges.'
-        )
-        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
-        self.list_exchanges_options(list_exchanges_cmd)
-
-    @staticmethod
-    def parse_timerange(text: Optional[str]) -> TimeRange:
-        """
-        Parse the value of the argument --timerange to determine what is the range desired
-        :param text: value from --timerange
-        :return: Start and End range period
-        """
-        if text is None:
-            return TimeRange(None, None, 0, 0)
-        syntax = [(r'^-(\d{8})$', (None, 'date')),
-                  (r'^(\d{8})-$', ('date', None)),
-                  (r'^(\d{8})-(\d{8})$', ('date', 'date')),
-                  (r'^-(\d{10})$', (None, 'date')),
-                  (r'^(\d{10})-$', ('date', None)),
-                  (r'^(\d{10})-(\d{10})$', ('date', 'date')),
-                  (r'^(-\d+)$', (None, 'line')),
-                  (r'^(\d+)-$', ('line', None)),
-                  (r'^(\d+)-(\d+)$', ('index', 'index'))]
-        for rex, stype in syntax:
-            # Apply the regular expression to text
-            match = re.match(rex, text)
-            if match:  # Regex has matched
-                rvals = match.groups()
-                index = 0
-                start: int = 0
-                stop: int = 0
-                if stype[0]:
-                    starts = rvals[index]
-                    if stype[0] == 'date' and len(starts) == 8:
-                        start = arrow.get(starts, 'YYYYMMDD').timestamp
-                    else:
-                        start = int(starts)
-                    index += 1
-                if stype[1]:
-                    stops = rvals[index]
-                    if stype[1] == 'date' and len(stops) == 8:
-                        stop = arrow.get(stops, 'YYYYMMDD').timestamp
-                    else:
-                        stop = int(stops)
-                return TimeRange(stype[0], stype[1], start, stop)
-        raise Exception('Incorrect syntax for timerange "%s"' % text)
-
-    @staticmethod
-    def check_int_positive(value: str) -> int:
-        try:
-            uint = int(value)
-            if uint <= 0:
-                raise ValueError
-        except ValueError:
-            raise argparse.ArgumentTypeError(
-                f"{value} is invalid for this parameter, should be a positive integer value"
-            )
-        return uint
-
-    def common_scripts_options(self, subparser: argparse.ArgumentParser = None) -> None:
-        """
-        Parses arguments common for scripts.
-        """
-        parser = subparser or self.parser
-
-        parser.add_argument(
-            '-p', '--pairs',
-            help='Show profits for only these pairs. Pairs are comma-separated.',
-            dest='pairs',
-        )
-
-    def download_data_options(self) -> None:
-        """
-        Parses given arguments for testdata download script
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '--pairs-file',
-            help='File containing a list of pairs to download.',
-            dest='pairs_file',
-            metavar='FILE',
-        )
-        parser.add_argument(
-            '--days',
-            help='Download data for given number of days.',
-            dest='days',
-            type=Arguments.check_int_positive,
-            metavar='INT',
-        )
-        parser.add_argument(
-            '--exchange',
-            help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
-                 f'Only valid if no config is provided.',
-            dest='exchange',
-        )
-        parser.add_argument(
-            '-t', '--timeframes',
-            help=f'Specify which tickers to download. Space-separated list. '
-                 f'Default: `{constants.DEFAULT_DOWNLOAD_TICKER_INTERVALS}`.',
-            choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
-                     '6h', '8h', '12h', '1d', '3d', '1w'],
-            nargs='+',
-            dest='timeframes',
-        )
-        parser.add_argument(
-            '--erase',
-            help='Clean all existing data for the selected exchange/pairs/timeframes.',
-            dest='erase',
-            action='store_true'
-        )
-
-    def plot_dataframe_options(self) -> None:
-        """
-        Parses given arguments for plot dataframe script
-        """
-        parser = self.parser
-
-        parser.add_argument(
-            '--indicators1',
-            help='Set indicators from your strategy you want in the first row of the graph. '
-                 'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
-            default='sma,ema3,ema5',
-            dest='indicators1',
-        )
-
-        parser.add_argument(
-            '--indicators2',
-            help='Set indicators from your strategy you want in the third row of the graph. '
-                 'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
-            default='macd,macdsignal',
-            dest='indicators2',
-        )
-        parser.add_argument(
-            '--plot-limit',
-            help='Specify tick limit for plotting. Notice: too high values cause huge files. '
-                 'Default: %(default)s.',
-            dest='plot_limit',
-            default=750,
-            type=int,
-        )
-        parser.add_argument(
-            '--trade-source',
-            help='Specify the source for trades (Can be DB or file (backtest file)) '
-                 'Default: %(default)s',
-            dest='trade_source',
-            default="file",
-            choices=["DB", "file"]
-        )

freqtrade/configuration.py

@@ -1,458 +0,0 @@
-"""
-This module contains the configuration class
-"""
-import json
-import logging
-import os
-import sys
-from argparse import Namespace
-from logging.handlers import RotatingFileHandler
-from typing import Any, Callable, Dict, List, Optional
-
-from jsonschema import Draft4Validator, validators
-from jsonschema.exceptions import ValidationError, best_match
-
-from freqtrade import OperationalException, constants
-from freqtrade.exchange import (is_exchange_bad, is_exchange_available,
-                                is_exchange_officially_supported, available_exchanges)
-from freqtrade.misc import deep_merge_dicts
-from freqtrade.state import RunMode
-
-logger = logging.getLogger(__name__)
-
-
-def set_loggers(log_level: int = 0) -> None:
-    """
-    Set the logger level for Third party libs
-    :return: None
-    """
-
-    logging.getLogger('requests').setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
-    logging.getLogger("urllib3").setLevel(logging.INFO if log_level <= 1 else logging.DEBUG)
-    logging.getLogger('ccxt.base.exchange').setLevel(
-        logging.INFO if log_level <= 2 else logging.DEBUG)
-    logging.getLogger('telegram').setLevel(logging.INFO)
-
-
-def _extend_validator(validator_class):
-    """
-    Extended validator for the Freqtrade configuration JSON Schema.
-    Currently it only handles defaults for subschemas.
-    """
-    validate_properties = validator_class.VALIDATORS['properties']
-
-    def set_defaults(validator, properties, instance, schema):
-        for prop, subschema in properties.items():
-            if 'default' in subschema:
-                instance.setdefault(prop, subschema['default'])
-
-        for error in validate_properties(
-            validator, properties, instance, schema,
-        ):
-            yield error
-
-    return validators.extend(
-        validator_class, {'properties': set_defaults}
-    )
-
-
-FreqtradeValidator = _extend_validator(Draft4Validator)
-
-
-class Configuration(object):
-    """
-    Class to read and init the bot configuration
-    Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
-    """
-
-    def __init__(self, args: Namespace, runmode: RunMode = None) -> None:
-        self.args = args
-        self.config: Optional[Dict[str, Any]] = None
-        self.runmode = runmode
-
-    def load_config(self) -> Dict[str, Any]:
-        """
-        Extract information for sys.argv and load the bot configuration
-        :return: Configuration dictionary
-        """
-        config: Dict[str, Any] = {}
-        # Now expecting a list of config filenames here, not a string
-        for path in self.args.config:
-            logger.info('Using config: %s ...', path)
-
-            # Merge config options, overwriting old values
-            config = deep_merge_dicts(self._load_config_file(path), config)
-
-        if 'internals' not in config:
-            config['internals'] = {}
-
-        logger.info('Validating configuration ...')
-        self._validate_config_schema(config)
-        self._validate_config_consistency(config)
-
-        # Set strategy if not specified in config and or if it's non default
-        if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
-            config.update({'strategy': self.args.strategy})
-
-        if self.args.strategy_path:
-            config.update({'strategy_path': self.args.strategy_path})
-
-        # Load Common configuration
-        config = self._load_common_config(config)
-
-        # Load Optimize configurations
-        config = self._load_optimize_config(config)
-
-        # Add plotting options if available
-        config = self._load_plot_config(config)
-
-        # Set runmode
-        if not self.runmode:
-            # Handle real mode, infer dry/live from config
-            self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
-
-        config.update({'runmode': self.runmode})
-
-        return config
-
-    def _load_config_file(self, path: str) -> Dict[str, Any]:
-        """
-        Loads a config file from the given path
-        :param path: path as str
-        :return: configuration as dictionary
-        """
-        try:
-            # Read config from stdin if requested in the options
-            with open(path) if path != '-' else sys.stdin as file:
-                conf = json.load(file)
-        except FileNotFoundError:
-            raise OperationalException(
-                f'Config file "{path}" not found!'
-                ' Please create a config file or check whether it exists.')
-
-        return conf
-
-    def _load_logging_config(self, config: Dict[str, Any]) -> None:
-        """
-        Extract information for sys.argv and load logging configuration:
-        the --loglevel, --logfile options
-        """
-        # Log level
-        if 'loglevel' in self.args and self.args.loglevel:
-            config.update({'verbosity': self.args.loglevel})
-        else:
-            config.update({'verbosity': 0})
-
-        # Log to stdout, not stderr
-        log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)]
-        if 'logfile' in self.args and self.args.logfile:
-            config.update({'logfile': self.args.logfile})
-
-        # Allow setting this as either configuration or argument
-        if 'logfile' in config:
-            log_handlers.append(RotatingFileHandler(config['logfile'],
-                                                    maxBytes=1024 * 1024,  # 1Mb
-                                                    backupCount=10))
-
-        logging.basicConfig(
-            level=logging.INFO if config['verbosity'] < 1 else logging.DEBUG,
-            format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
-            handlers=log_handlers
-        )
-        set_loggers(config['verbosity'])
-        logger.info('Verbosity set to %s', config['verbosity'])
-
-    def _load_common_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
-        """
-        Extract information for sys.argv and load common configuration
-        :return: configuration as dictionary
-        """
-        self._load_logging_config(config)
-
-        # Support for sd_notify
-        if self.args.sd_notify:
-            config['internals'].update({'sd_notify': True})
-
-        # Add dynamic_whitelist if found
-        if 'dynamic_whitelist' in self.args and self.args.dynamic_whitelist:
-            # Update to volumePairList (the previous default)
-            config['pairlist'] = {'method': 'VolumePairList',
-                                  'config': {'number_assets': self.args.dynamic_whitelist}
-                                  }
-            logger.warning(
-                'Parameter --dynamic-whitelist has been deprecated, '
-                'and will be completely replaced by the whitelist dict in the future. '
-                'For now: using dynamically generated whitelist based on VolumePairList. '
-                '(not applicable with Backtesting and Hyperopt)'
-            )
-
-        if self.args.db_url and self.args.db_url != constants.DEFAULT_DB_PROD_URL:
-            config.update({'db_url': self.args.db_url})
-            logger.info('Parameter --db-url detected ...')
-
-        if config.get('dry_run', False):
-            logger.info('Dry run is enabled')
-            if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
-                # Default to in-memory db for dry_run if not specified
-                config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
-        else:
-            if not config.get('db_url', None):
-                config['db_url'] = constants.DEFAULT_DB_PROD_URL
-            logger.info('Dry run is disabled')
-
-        if config.get('forcebuy_enable', False):
-            logger.warning('`forcebuy` RPC message enabled.')
-
-        # Setting max_open_trades to infinite if -1
-        if config.get('max_open_trades') == -1:
-            config['max_open_trades'] = float('inf')
-
-        logger.info(f'Using DB: "{config["db_url"]}"')
-
-        # Check if the exchange set by the user is supported
-        self.check_exchange(config)
-
-        return config
-
-    def _create_datadir(self, config: Dict[str, Any], datadir: Optional[str] = None) -> str:
-        if not datadir:
-            # set datadir
-            exchange_name = config.get('exchange', {}).get('name').lower()
-            datadir = os.path.join('user_data', 'data', exchange_name)
-
-        if not os.path.isdir(datadir):
-            os.makedirs(datadir)
-            logger.info(f'Created data directory: {datadir}')
-        return datadir
-
-    def _args_to_config(self, config: Dict[str, Any], argname: str,
-                        logstring: str, logfun: Optional[Callable] = None) -> None:
-        """
-        :param config: Configuration dictionary
-        :param argname: Argumentname in self.args - will be copied to config dict.
-        :param logstring: Logging String
-        :param logfun: logfun is applied to the configuration entry before passing
-                        that entry to the log string using .format().
-                        sample: logfun=len (prints the length of the found
-                        configuration instead of the content)
-        """
-        if argname in self.args and getattr(self.args, argname):
-
-            config.update({argname: getattr(self.args, argname)})
-            if logfun:
-                logger.info(logstring.format(logfun(config[argname])))
-            else:
-                logger.info(logstring.format(config[argname]))
-
-    def _load_datadir_config(self, config: Dict[str, Any]) -> None:
-        """
-        Extract information for sys.argv and load datadir configuration:
-        the --datadir option
-        """
-        if 'datadir' in self.args and self.args.datadir:
-            config.update({'datadir': self._create_datadir(config, self.args.datadir)})
-        else:
-            config.update({'datadir': self._create_datadir(config, None)})
-        logger.info('Using data folder: %s ...', config.get('datadir'))
-
-    def _load_optimize_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
-        """
-        Extract information for sys.argv and load Optimize configuration
-        :return: configuration as dictionary
-        """
-
-        # This will override the strategy configuration
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Parameter -i/--ticker-interval detected ... '
-                             'Using ticker_interval: {} ...')
-
-        self._args_to_config(config, argname='live',
-                             logstring='Parameter -l/--live detected ...')
-
-        self._args_to_config(config, argname='position_stacking',
-                             logstring='Parameter --enable-position-stacking detected ...')
-
-        if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
-            config.update({'use_max_market_positions': False})
-            logger.info('Parameter --disable-max-market-positions detected ...')
-            logger.info('max_open_trades set to unlimited ...')
-        elif 'max_open_trades' in self.args and self.args.max_open_trades:
-            config.update({'max_open_trades': self.args.max_open_trades})
-            logger.info('Parameter --max_open_trades detected, '
-                        'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
-        else:
-            logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
-
-        self._args_to_config(config, argname='stake_amount',
-                             logstring='Parameter --stake_amount detected, '
-                             'overriding stake_amount to: {} ...')
-
-        self._args_to_config(config, argname='timerange',
-                             logstring='Parameter --timerange detected: {} ...')
-
-        self._load_datadir_config(config)
-
-        self._args_to_config(config, argname='refresh_pairs',
-                             logstring='Parameter -r/--refresh-pairs-cached detected ...')
-
-        self._args_to_config(config, argname='strategy_list',
-                             logstring='Using strategy list of {} Strategies', logfun=len)
-
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Overriding ticker interval with Command line argument')
-
-        self._args_to_config(config, argname='export',
-                             logstring='Parameter --export detected: {} ...')
-
-        self._args_to_config(config, argname='exportfilename',
-                             logstring='Storing backtest results to {} ...')
-
-        # Edge section:
-        if 'stoploss_range' in self.args and self.args.stoploss_range:
-            txt_range = eval(self.args.stoploss_range)
-            config['edge'].update({'stoploss_range_min': txt_range[0]})
-            config['edge'].update({'stoploss_range_max': txt_range[1]})
-            config['edge'].update({'stoploss_range_step': txt_range[2]})
-            logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
-
-        # Hyperopt section
-        self._args_to_config(config, argname='hyperopt',
-                             logstring='Using Hyperopt file {}')
-
-        self._args_to_config(config, argname='epochs',
-                             logstring='Parameter --epochs detected ... '
-                             'Will run Hyperopt with for {} epochs ...'
-                             )
-
-        self._args_to_config(config, argname='spaces',
-                             logstring='Parameter -s/--spaces detected: {}')
-
-        self._args_to_config(config, argname='print_all',
-                             logstring='Parameter --print-all detected ...')
-
-        self._args_to_config(config, argname='hyperopt_jobs',
-                             logstring='Parameter -j/--job-workers detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_random_state',
-                             logstring='Parameter --random-state detected: {}')
-
-        self._args_to_config(config, argname='hyperopt_min_trades',
-                             logstring='Parameter --min-trades detected: {}')
-
-        return config
-
-    def _load_plot_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
-        """
-        Extract information for sys.argv Plotting configuration
-        :return: configuration as dictionary
-        """
-
-        self._args_to_config(config, argname='pairs',
-                             logstring='Using pairs {}')
-
-        self._args_to_config(config, argname='indicators1',
-                             logstring='Using indicators1: {}')
-
-        self._args_to_config(config, argname='indicators2',
-                             logstring='Using indicators2: {}')
-
-        self._args_to_config(config, argname='plot_limit',
-                             logstring='Limiting plot to: {}')
-        self._args_to_config(config, argname='trade_source',
-                             logstring='Using trades from: {}')
-        return config
-
-    def _validate_config_schema(self, conf: Dict[str, Any]) -> Dict[str, Any]:
-        """
-        Validate the configuration follow the Config Schema
-        :param conf: Config in JSON format
-        :return: Returns the config if valid, otherwise throw an exception
-        """
-        try:
-            FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
-            return conf
-        except ValidationError as exception:
-            logger.critical(
-                'Invalid configuration. See config.json.example. Reason: %s',
-                exception
-            )
-            raise ValidationError(
-                best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
-            )
-
-    def _validate_config_consistency(self, conf: Dict[str, Any]) -> None:
-        """
-        Validate the configuration consistency
-        :param conf: Config in JSON format
-        :return: Returns None if everything is ok, otherwise throw an OperationalException
-        """
-
-        # validating trailing stoploss
-        self._validate_trailing_stoploss(conf)
-
-    def _validate_trailing_stoploss(self, conf: Dict[str, Any]) -> None:
-        # Skip if trailing stoploss is not activated
-        if not conf.get('trailing_stop', False):
-            return
-
-        tsl_positive = float(conf.get('trailing_stop_positive', 0))
-        tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
-        tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
-
-        if tsl_only_offset:
-            if tsl_positive == 0.0:
-                raise OperationalException(
-                    f'The config trailing_only_offset_is_reached needs '
-                    'trailing_stop_positive_offset to be more than 0 in your config.')
-        if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
-            raise OperationalException(
-                f'The config trailing_stop_positive_offset needs '
-                'to be greater than trailing_stop_positive_offset in your config.')
-
-    def get_config(self) -> Dict[str, Any]:
-        """
-        Return the config. Use this method to get the bot config
-        :return: Dict: Bot config
-        """
-        if self.config is None:
-            self.config = self.load_config()
-
-        return self.config
-
-    def check_exchange(self, config: Dict[str, Any], check_for_bad: bool = True) -> bool:
-        """
-        Check if the exchange name in the config file is supported by Freqtrade
-        :param check_for_bad: if True, check the exchange against the list of known 'bad'
-                              exchanges
-        :return: False if exchange is 'bad', i.e. is known to work with the bot with
-                 critical issues or does not work at all, crashes, etc. True otherwise.
-                 raises an exception if the exchange if not supported by ccxt
-                 and thus is not known for the Freqtrade at all.
-        """
-        logger.info("Checking exchange...")
-
-        exchange = config.get('exchange', {}).get('name').lower()
-        if not is_exchange_available(exchange):
-            raise OperationalException(
-                    f'Exchange "{exchange}" is not supported by ccxt '
-                    f'and therefore not available for the bot.\n'
-                    f'The following exchanges are supported by ccxt: '
-                    f'{", ".join(available_exchanges())}'
-            )
-
-        if check_for_bad and is_exchange_bad(exchange):
-            logger.warning(f'Exchange "{exchange}" is known to not work with the bot yet. '
-                           f'Use it only for development and testing purposes.')
-            return False
-
-        if is_exchange_officially_supported(exchange):
-            logger.info(f'Exchange "{exchange}" is officially supported '
-                        f'by the Freqtrade development team.')
-        else:
-            logger.warning(f'Exchange "{exchange}" is supported by ccxt '
-                           f'and therefore available for the bot but not officially supported '
-                           f'by the Freqtrade development team. '
-                           f'It may work flawlessly (please report back) or have serious issues. '
-                           f'Use it at your own discretion.')
-
-        return True

freqtrade/configuration/__init__.py

@@ -0,0 +1,4 @@
+from freqtrade.configuration.arguments import Arguments  # noqa: F401
+from freqtrade.configuration.timerange import TimeRange  # noqa: F401
+from freqtrade.configuration.configuration import Configuration  # noqa: F401
+from freqtrade.configuration.config_validation import validate_config_consistency  # noqa: F401

freqtrade/configuration/arguments.py

@@ -0,0 +1,141 @@
+"""
+This module contains the argument manager class
+"""
+import argparse
+from typing import List, Optional
+
+from freqtrade.configuration.cli_options import AVAILABLE_CLI_OPTIONS
+from freqtrade import constants
+
+ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]
+
+ARGS_STRATEGY = ["strategy", "strategy_path"]
+
+ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
+
+ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
+                        "max_open_trades", "stake_amount", "refresh_pairs"]
+
+ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
+                                        "strategy_list", "export", "exportfilename"]
+
+ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
+                                        "position_stacking", "epochs", "spaces",
+                                        "use_max_market_positions", "print_all",
+                                        "print_colorized", "print_json", "hyperopt_jobs",
+                                        "hyperopt_random_state", "hyperopt_min_trades",
+                                        "hyperopt_continue", "hyperopt_loss"]
+
+ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
+
+ARGS_LIST_EXCHANGES = ["print_one_column"]
+
+ARGS_CREATE_USERDIR = ["user_data_dir"]
+
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "exchange", "timeframes", "erase"]
+
+ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
+                       ["pairs", "indicators1", "indicators2", "plot_limit", "db_url",
+                        "trade_source", "export", "exportfilename", "timerange",
+                        "refresh_pairs"])
+
+ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
+                    ["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
+
+NO_CONF_REQURIED = ["start_download_data"]
+
+
+class Arguments(object):
+    """
+    Arguments Class. Manage the arguments received by the cli
+    """
+    def __init__(self, args: Optional[List[str]], description: str,
+                 no_default_config: bool = False) -> None:
+        self.args = args
+        self._parsed_arg: Optional[argparse.Namespace] = None
+        self.parser = argparse.ArgumentParser(description=description)
+        self._no_default_config = no_default_config
+
+    def _load_args(self) -> None:
+        self._build_args(optionlist=ARGS_MAIN)
+        self._build_subcommands()
+
+    def get_parsed_arg(self) -> argparse.Namespace:
+        """
+        Return the list of arguments
+        :return: List[str] List of arguments
+        """
+        if self._parsed_arg is None:
+            self._load_args()
+            self._parsed_arg = self._parse_args()
+
+        return self._parsed_arg
+
+    def _parse_args(self) -> argparse.Namespace:
+        """
+        Parses given arguments and returns an argparse Namespace instance.
+        """
+        parsed_arg = self.parser.parse_args(self.args)
+
+        # 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 (not self._no_default_config and parsed_arg.config is None
+                and not (hasattr(parsed_arg, 'func')
+                         and parsed_arg.func.__name__ in NO_CONF_REQURIED)):
+            parsed_arg.config = [constants.DEFAULT_CONFIG]
+
+        return parsed_arg
+
+    def _build_args(self, optionlist, parser=None):
+        parser = parser or self.parser
+
+        for val in optionlist:
+            opt = AVAILABLE_CLI_OPTIONS[val]
+            parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
+
+    def _build_subcommands(self) -> None:
+        """
+        Builds and attaches all subcommands.
+        :return: None
+        """
+        from freqtrade.optimize import start_backtesting, start_hyperopt, start_edge
+        from freqtrade.utils import start_create_userdir, start_download_data, start_list_exchanges
+
+        subparsers = self.parser.add_subparsers(dest='subparser')
+
+        # Add backtesting subcommand
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.')
+        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.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.set_defaults(func=start_hyperopt)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
+
+        create_userdir_cmd = subparsers.add_parser('create-userdir',
+                                                   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.'
+        )
+        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
+        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
+
+        # Add download-data subcommand
+        download_data_cmd = subparsers.add_parser(
+            'download-data',
+            help='Download backtesting data.'
+        )
+        download_data_cmd.set_defaults(func=start_download_data)
+        self._build_args(optionlist=ARGS_DOWNLOAD_DATA, parser=download_data_cmd)

freqtrade/configuration/check_exchange.py

@@ -0,0 +1,47 @@
+import logging
+from typing import Any, Dict
+
+from freqtrade import OperationalException
+from freqtrade.exchange import (available_exchanges, get_exchange_bad_reason,
+                                is_exchange_available, is_exchange_bad,
+                                is_exchange_officially_supported)
+
+logger = logging.getLogger(__name__)
+
+
+def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
+    """
+    Check if the exchange name in the config file is supported by Freqtrade
+    :param check_for_bad: if True, check the exchange against the list of known 'bad'
+                          exchanges
+    :return: False if exchange is 'bad', i.e. is known to work with the bot with
+             critical issues or does not work at all, crashes, etc. True otherwise.
+             raises an exception if the exchange if not supported by ccxt
+             and thus is not known for the Freqtrade at all.
+    """
+    logger.info("Checking exchange...")
+
+    exchange = config.get('exchange', {}).get('name').lower()
+    if not is_exchange_available(exchange):
+        raise OperationalException(
+                f'Exchange "{exchange}" is not supported by ccxt '
+                f'and therefore not available for the bot.\n'
+                f'The following exchanges are supported by ccxt: '
+                f'{", ".join(available_exchanges())}'
+        )
+
+    if check_for_bad and is_exchange_bad(exchange):
+        raise OperationalException(f'Exchange "{exchange}" is known to not work with the bot yet. '
+                                   f'Reason: {get_exchange_bad_reason(exchange)}')
+
+    if is_exchange_officially_supported(exchange):
+        logger.info(f'Exchange "{exchange}" is officially supported '
+                    f'by the Freqtrade development team.')
+    else:
+        logger.warning(f'Exchange "{exchange}" is supported by ccxt '
+                       f'and therefore available for the bot but not officially supported '
+                       f'by the Freqtrade development team. '
+                       f'It may work flawlessly (please report back) or have serious issues. '
+                       f'Use it at your own discretion.')
+
+    return True

freqtrade/configuration/cli_options.py

@@ -0,0 +1,319 @@
+"""
+Definition of cli arguments used in arguments.py
+"""
+import argparse
+import os
+
+from freqtrade import __version__, constants
+
+
+def check_int_positive(value: str) -> int:
+    try:
+        uint = int(value)
+        if uint <= 0:
+            raise ValueError
+    except ValueError:
+        raise argparse.ArgumentTypeError(
+            f"{value} is invalid for this parameter, should be a positive integer value"
+        )
+    return uint
+
+
+class Arg:
+    # Optional CLI arguments
+    def __init__(self, *args, **kwargs):
+        self.cli = args
+        self.kwargs = kwargs
+
+
+# List of available command line options
+AVAILABLE_CLI_OPTIONS = {
+    # Common options
+    "verbosity": Arg(
+        '-v', '--verbose',
+        help='Verbose mode (-vv for more, -vvv to get all messages).',
+        action='count',
+        default=0,
+    ),
+    "logfile": Arg(
+        '--logfile',
+        help='Log to the file specified.',
+        metavar='FILE',
+    ),
+    "version": Arg(
+        '-V', '--version',
+        action='version',
+        version=f'%(prog)s {__version__}',
+    ),
+    "config": Arg(
+        '-c', '--config',
+        help=f'Specify configuration file (default: `{constants.DEFAULT_CONFIG}`). '
+        f'Multiple --config options may be used. '
+        f'Can be set to `-` to read config from stdin.',
+        action='append',
+        metavar='PATH',
+    ),
+    "datadir": Arg(
+        '-d', '--datadir',
+        help='Path to directory with historical backtesting data.',
+        metavar='PATH',
+    ),
+    "user_data_dir": Arg(
+        '--userdir', '--user-data-dir',
+        help='Path to userdata directory.',
+        metavar='PATH',
+    ),
+    # Main options
+    "strategy": Arg(
+        '-s', '--strategy',
+        help='Specify strategy class name (default: `%(default)s`).',
+        metavar='NAME',
+        default='DefaultStrategy',
+    ),
+    "strategy_path": Arg(
+        '--strategy-path',
+        help='Specify additional strategy lookup path.',
+        metavar='PATH',
+    ),
+    "db_url": Arg(
+        '--db-url',
+        help=f'Override trades database URL, this is useful in custom deployments '
+        f'(default: `{constants.DEFAULT_DB_PROD_URL}` for Live Run mode, '
+        f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
+        metavar='PATH',
+    ),
+    "sd_notify": Arg(
+        '--sd-notify',
+        help='Notify systemd service manager.',
+        action='store_true',
+    ),
+    # Optimize common
+    "ticker_interval": Arg(
+        '-i', '--ticker-interval',
+        help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
+    ),
+    "timerange": Arg(
+        '--timerange',
+        help='Specify what timerange of data to use.',
+    ),
+    "max_open_trades": Arg(
+        '--max_open_trades',
+        help='Specify max_open_trades to use.',
+        type=int,
+        metavar='INT',
+    ),
+    "stake_amount": Arg(
+        '--stake_amount',
+        help='Specify stake_amount.',
+        type=float,
+    ),
+    "refresh_pairs": Arg(
+        '-r', '--refresh-pairs-cached',
+        help='Refresh the pairs files in tests/testdata with the latest data from the '
+        'exchange. Use it if you want to run your optimization commands with '
+        'up-to-date data.',
+        action='store_true',
+    ),
+    # Backtesting
+    "position_stacking": Arg(
+        '--eps', '--enable-position-stacking',
+        help='Allow buying the same pair multiple times (position stacking).',
+        action='store_true',
+        default=False,
+    ),
+    "use_max_market_positions": Arg(
+        '--dmmp', '--disable-max-market-positions',
+        help='Disable applying `max_open_trades` during backtest '
+        '(same as setting `max_open_trades` to a very high number).',
+        action='store_false',
+        default=True,
+    ),
+    "strategy_list": Arg(
+        '--strategy-list',
+        help='Provide a space-separated list of strategies to backtest. '
+        'Please note that ticker-interval needs to be set either in config '
+        'or via command line. When using this together with `--export trades`, '
+        'the strategy-name is injected into the filename '
+        '(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
+        nargs='+',
+    ),
+    "export": Arg(
+        '--export',
+        help='Export backtest results, argument are: trades. '
+        'Example: `--export=trades`',
+    ),
+    "exportfilename": Arg(
+        '--export-filename',
+        help='Save backtest results to the file with this filename (default: `%(default)s`). '
+        'Requires `--export` to be set as well. '
+        'Example: `--export-filename=user_data/backtest_results/backtest_today.json`',
+        metavar='PATH',
+        default=os.path.join('user_data', 'backtest_results',
+                             'backtest-result.json'),
+    ),
+    # Edge
+    "stoploss_range": Arg(
+        '--stoplosses',
+        help='Defines a range of stoploss values against which edge will assess the strategy. '
+        'The format is "min,max,step" (without any space). '
+        'Example: `--stoplosses=-0.01,-0.1,-0.001`',
+    ),
+    # Hyperopt
+    "hyperopt": Arg(
+        '--customhyperopt',
+        help='Specify hyperopt class name (default: `%(default)s`).',
+        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT,
+    ),
+    "hyperopt_path": Arg(
+        '--hyperopt-path',
+        help='Specify additional lookup path for Hyperopts and Hyperopt Loss functions.',
+        metavar='PATH',
+    ),
+    "epochs": Arg(
+        '-e', '--epochs',
+        help='Specify number of epochs (default: %(default)d).',
+        type=check_int_positive,
+        metavar='INT',
+        default=constants.HYPEROPT_EPOCH,
+    ),
+    "spaces": Arg(
+        '-s', '--spaces',
+        help='Specify which parameters to hyperopt. Space-separated list. '
+        'Default: `%(default)s`.',
+        choices=['all', 'buy', 'sell', 'roi', 'stoploss'],
+        nargs='+',
+        default='all',
+    ),
+    "print_all": Arg(
+        '--print-all',
+        help='Print all results, not only the best ones.',
+        action='store_true',
+        default=False,
+    ),
+    "print_colorized": Arg(
+        '--no-color',
+        help='Disable colorization of hyperopt results. May be useful if you are '
+        'redirecting output to a file.',
+        action='store_false',
+        default=True,
+    ),
+    "print_json": Arg(
+        '--print-json',
+        help='Print best result detailization in JSON format.',
+        action='store_true',
+        default=False,
+    ),
+    "hyperopt_jobs": Arg(
+        '-j', '--job-workers',
+        help='The number of concurrently running jobs for hyperoptimization '
+        '(hyperopt worker processes). '
+        'If -1 (default), all CPUs are used, for -2, all CPUs but one are used, etc. '
+        'If 1 is given, no parallel computing code is used at all.',
+        type=int,
+        metavar='JOBS',
+        default=-1,
+    ),
+    "hyperopt_random_state": Arg(
+        '--random-state',
+        help='Set random state to some positive integer for reproducible hyperopt results.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
+    "hyperopt_min_trades": Arg(
+        '--min-trades',
+        help="Set minimal desired number of trades for evaluations in the hyperopt "
+        "optimization path (default: 1).",
+        type=check_int_positive,
+        metavar='INT',
+        default=1,
+    ),
+    "hyperopt_continue": Arg(
+        "--continue",
+        help="Continue hyperopt from previous runs. "
+        "By default, temporary files will be removed and hyperopt will start from scratch.",
+        default=False,
+        action='store_true',
+    ),
+    "hyperopt_loss": Arg(
+        '--hyperopt-loss',
+        help='Specify the class name of the hyperopt loss function class (IHyperOptLoss). '
+        'Different functions can generate completely different results, '
+        'since the target for optimization is different. Built-in Hyperopt-loss-functions are: '
+        'DefaultHyperOptLoss, OnlyProfitHyperOptLoss, SharpeHyperOptLoss.'
+        '(default: `%(default)s`).',
+        metavar='NAME',
+        default=constants.DEFAULT_HYPEROPT_LOSS,
+    ),
+    # List exchanges
+    "print_one_column": Arg(
+        '-1', '--one-column',
+        help='Print exchanges in one column.',
+        action='store_true',
+    ),
+    # Script options
+    "pairs": Arg(
+        '-p', '--pairs',
+        help='Show profits for only these pairs. Pairs are space-separated.',
+        nargs='+',
+    ),
+    # Download data
+    "pairs_file": Arg(
+        '--pairs-file',
+        help='File containing a list of pairs to download.',
+        metavar='FILE',
+    ),
+    "days": Arg(
+        '--days',
+        help='Download data for given number of days.',
+        type=check_int_positive,
+        metavar='INT',
+    ),
+    "exchange": Arg(
+        '--exchange',
+        help=f'Exchange name (default: `{constants.DEFAULT_EXCHANGE}`). '
+        f'Only valid if no config is provided.',
+    ),
+    "timeframes": Arg(
+        '-t', '--timeframes',
+        help=f'Specify which tickers to download. Space-separated list. '
+        f'Default: `1m 5m`.',
+        choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
+                 '6h', '8h', '12h', '1d', '3d', '1w'],
+        default=['1m', '5m'],
+        nargs='+',
+    ),
+    "erase": Arg(
+        '--erase',
+        help='Clean all existing data for the selected exchange/pairs/timeframes.',
+        action='store_true',
+    ),
+    # Plot dataframe
+    "indicators1": Arg(
+        '--indicators1',
+        help='Set indicators from your strategy you want in the first row of the graph. '
+        'Comma-separated list. Example: `ema3,ema5`. Default: `%(default)s`.',
+        default='sma,ema3,ema5',
+    ),
+    "indicators2": Arg(
+        '--indicators2',
+        help='Set indicators from your strategy you want in the third row of the graph. '
+        'Comma-separated list. Example: `fastd,fastk`. Default: `%(default)s`.',
+        default='macd,macdsignal',
+    ),
+    "plot_limit": Arg(
+        '--plot-limit',
+        help='Specify tick limit for plotting. Notice: too high values cause huge files. '
+        'Default: %(default)s.',
+        type=check_int_positive,
+        metavar='INT',
+        default=750,
+    ),
+    "trade_source": Arg(
+        '--trade-source',
+        help='Specify the source for trades (Can be DB or file (backtest file)) '
+        'Default: %(default)s',
+        choices=["DB", "file"],
+        default="file",
+    ),
+}

freqtrade/configuration/config_validation.py

@@ -0,0 +1,113 @@
+import logging
+from typing import Any, Dict
+
+from jsonschema import Draft4Validator, validators
+from jsonschema.exceptions import ValidationError, best_match
+
+from freqtrade import constants, OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def _extend_validator(validator_class):
+    """
+    Extended validator for the Freqtrade configuration JSON Schema.
+    Currently it only handles defaults for subschemas.
+    """
+    validate_properties = validator_class.VALIDATORS['properties']
+
+    def set_defaults(validator, properties, instance, schema):
+        for prop, subschema in properties.items():
+            if 'default' in subschema:
+                instance.setdefault(prop, subschema['default'])
+
+        for error in validate_properties(
+            validator, properties, instance, schema,
+        ):
+            yield error
+
+    return validators.extend(
+        validator_class, {'properties': set_defaults}
+    )
+
+
+FreqtradeValidator = _extend_validator(Draft4Validator)
+
+
+def validate_config_schema(conf: Dict[str, Any]) -> Dict[str, Any]:
+    """
+    Validate the configuration follow the Config Schema
+    :param conf: Config in JSON format
+    :return: Returns the config if valid, otherwise throw an exception
+    """
+    try:
+        FreqtradeValidator(constants.CONF_SCHEMA).validate(conf)
+        return conf
+    except ValidationError as e:
+        logger.critical(
+            f"Invalid configuration. See config.json.example. Reason: {e}"
+        )
+        raise ValidationError(
+            best_match(Draft4Validator(constants.CONF_SCHEMA).iter_errors(conf)).message
+        )
+
+
+def validate_config_consistency(conf: Dict[str, Any]) -> None:
+    """
+    Validate the configuration consistency.
+    Should be ran after loading both configuration and strategy,
+    since strategies can set certain configuration settings too.
+    :param conf: Config in JSON format
+    :return: Returns None if everything is ok, otherwise throw an OperationalException
+    """
+    # validating trailing stoploss
+    _validate_trailing_stoploss(conf)
+    _validate_edge(conf)
+
+
+def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
+
+    if conf.get('stoploss') == 0.0:
+        raise OperationalException(
+            'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
+            )
+    # Skip if trailing stoploss is not activated
+    if not conf.get('trailing_stop', False):
+        return
+
+    tsl_positive = float(conf.get('trailing_stop_positive', 0))
+    tsl_offset = float(conf.get('trailing_stop_positive_offset', 0))
+    tsl_only_offset = conf.get('trailing_only_offset_is_reached', False)
+
+    if tsl_only_offset:
+        if tsl_positive == 0.0:
+            raise OperationalException(
+                'The config trailing_only_offset_is_reached needs '
+                'trailing_stop_positive_offset to be more than 0 in your config.')
+    if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
+        raise OperationalException(
+            'The config trailing_stop_positive_offset needs '
+            'to be greater than trailing_stop_positive in your config.')
+
+    # Fetch again without default
+    if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
+        raise OperationalException(
+            'The config trailing_stop_positive needs to be different from 0 '
+            'to avoid problems with sell orders.'
+        )
+
+
+def _validate_edge(conf: Dict[str, Any]) -> None:
+    """
+    Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
+    """
+
+    if not conf.get('edge', {}).get('enabled'):
+        return
+
+    if conf.get('pairlist', {}).get('method') == 'VolumePairList':
+        raise OperationalException(
+            "Edge and VolumePairList are incompatible, "
+            "Edge will override whatever pairs VolumePairlist selects."
+        )

freqtrade/configuration/configuration.py

@@ -0,0 +1,371 @@
+"""
+This module contains the configuration class
+"""
+import logging
+import warnings
+from argparse import Namespace
+from copy import deepcopy
+from pathlib import Path
+from typing import Any, Callable, Dict, List, Optional
+
+from freqtrade import OperationalException, constants
+from freqtrade.configuration.check_exchange import check_exchange
+from freqtrade.configuration.config_validation import (
+    validate_config_consistency, validate_config_schema)
+from freqtrade.configuration.directory_operations import (create_datadir,
+                                                          create_userdata_dir)
+from freqtrade.configuration.load_config import load_config_file
+from freqtrade.loggers import setup_logging
+from freqtrade.misc import deep_merge_dicts, json_load
+from freqtrade.state import RunMode
+
+logger = logging.getLogger(__name__)
+
+
+class Configuration(object):
+    """
+    Class to read and init the bot configuration
+    Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
+    """
+
+    def __init__(self, args: Namespace, runmode: RunMode = None) -> None:
+        self.args = args
+        self.config: Optional[Dict[str, Any]] = None
+        self.runmode = runmode
+
+    def get_config(self) -> Dict[str, Any]:
+        """
+        Return the config. Use this method to get the bot config
+        :return: Dict: Bot config
+        """
+        if self.config is None:
+            self.config = self.load_config()
+
+        return self.config
+
+    @staticmethod
+    def from_files(files: List[str]) -> Dict[str, Any]:
+        """
+        Iterate through the config files passed in, loading all of them
+        and merging their contents.
+        Files are loaded in sequence, parameters in later configuration files
+        override the same parameter from an earlier file (last definition wins).
+        :param files: List of file paths
+        :return: configuration dictionary
+        """
+        # Keep this method as staticmethod, so it can be used from interactive environments
+        config: Dict[str, Any] = {}
+
+        if not files:
+            return deepcopy(constants.MINIMAL_CONFIG)
+
+        # We expect here a list of config filenames
+        for path in files:
+            logger.info(f'Using config: {path} ...')
+
+            # Merge config options, overwriting old values
+            config = deep_merge_dicts(load_config_file(path), config)
+
+        # Normalize config
+        if 'internals' not in config:
+            config['internals'] = {}
+
+        # validate configuration before returning
+        logger.info('Validating configuration ...')
+        validate_config_schema(config)
+
+        return config
+
+    def load_config(self) -> Dict[str, Any]:
+        """
+        Extract information for sys.argv and load the bot configuration
+        :return: Configuration dictionary
+        """
+        # Load all configs
+        config: Dict[str, Any] = Configuration.from_files(self.args.config)
+
+        self._process_common_options(config)
+
+        self._process_optimize_options(config)
+
+        self._process_plot_options(config)
+
+        self._process_runmode(config)
+
+        # Check if the exchange set by the user is supported
+        check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
+
+        self._resolve_pairs_list(config)
+
+        validate_config_consistency(config)
+
+        return config
+
+    def _process_logging_options(self, config: Dict[str, Any]) -> None:
+        """
+        Extract information for sys.argv and load logging configuration:
+        the -v/--verbose, --logfile options
+        """
+        # Log level
+        if 'verbosity' in self.args and self.args.verbosity:
+            config.update({'verbosity': self.args.verbosity})
+        else:
+            config.update({'verbosity': 0})
+
+        if 'logfile' in self.args and self.args.logfile:
+            config.update({'logfile': self.args.logfile})
+
+        setup_logging(config)
+
+    def _process_common_options(self, config: Dict[str, Any]) -> None:
+
+        self._process_logging_options(config)
+
+        # Set strategy if not specified in config and or if it's non default
+        if self.args.strategy != constants.DEFAULT_STRATEGY or not config.get('strategy'):
+            config.update({'strategy': self.args.strategy})
+
+        self._args_to_config(config, argname='strategy_path',
+                             logstring='Using additional Strategy lookup path: {}')
+
+        if ('db_url' in self.args and self.args.db_url and
+                self.args.db_url != constants.DEFAULT_DB_PROD_URL):
+            config.update({'db_url': self.args.db_url})
+            logger.info('Parameter --db-url detected ...')
+
+        if config.get('dry_run', False):
+            logger.info('Dry run is enabled')
+            if config.get('db_url') in [None, constants.DEFAULT_DB_PROD_URL]:
+                # Default to in-memory db for dry_run if not specified
+                config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
+        else:
+            if not config.get('db_url', None):
+                config['db_url'] = constants.DEFAULT_DB_PROD_URL
+            logger.info('Dry run is disabled')
+
+        logger.info(f'Using DB: "{config["db_url"]}"')
+
+        if config.get('forcebuy_enable', False):
+            logger.warning('`forcebuy` RPC message enabled.')
+
+        # Setting max_open_trades to infinite if -1
+        if config.get('max_open_trades') == -1:
+            config['max_open_trades'] = float('inf')
+
+        # Support for sd_notify
+        if 'sd_notify' in self.args and self.args.sd_notify:
+            config['internals'].update({'sd_notify': True})
+
+    def _process_datadir_options(self, config: Dict[str, Any]) -> None:
+        """
+        Extract information for sys.argv and load directory configurations
+        --user-data, --datadir
+        """
+        # Check exchange parameter here - otherwise `datadir` might be wrong.
+        if "exchange" in self.args and self.args.exchange:
+            config['exchange']['name'] = self.args.exchange
+            logger.info(f"Using exchange {config['exchange']['name']}")
+
+        if 'user_data_dir' in self.args and self.args.user_data_dir:
+            config.update({'user_data_dir': self.args.user_data_dir})
+        elif 'user_data_dir' not in config:
+            # Default to cwd/user_data (legacy option ...)
+            config.update({'user_data_dir': str(Path.cwd() / "user_data")})
+
+        # reset to user_data_dir so this contains the absolute path.
+        config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
+        logger.info('Using user-data directory: %s ...', config['user_data_dir'])
+
+        if 'datadir' in self.args and self.args.datadir:
+            config.update({'datadir': create_datadir(config, self.args.datadir)})
+        else:
+            config.update({'datadir': create_datadir(config, None)})
+        logger.info('Using data directory: %s ...', config.get('datadir'))
+
+    def _process_optimize_options(self, config: Dict[str, Any]) -> None:
+
+        # This will override the strategy configuration
+        self._args_to_config(config, argname='ticker_interval',
+                             logstring='Parameter -i/--ticker-interval detected ... '
+                             'Using ticker_interval: {} ...')
+
+        self._args_to_config(config, argname='position_stacking',
+                             logstring='Parameter --enable-position-stacking detected ...')
+
+        if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
+            config.update({'use_max_market_positions': False})
+            logger.info('Parameter --disable-max-market-positions detected ...')
+            logger.info('max_open_trades set to unlimited ...')
+        elif 'max_open_trades' in self.args and self.args.max_open_trades:
+            config.update({'max_open_trades': self.args.max_open_trades})
+            logger.info('Parameter --max_open_trades detected, '
+                        'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
+        else:
+            logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
+
+        self._args_to_config(config, argname='stake_amount',
+                             logstring='Parameter --stake_amount detected, '
+                             'overriding stake_amount to: {} ...')
+
+        self._args_to_config(config, argname='timerange',
+                             logstring='Parameter --timerange detected: {} ...')
+
+        self._process_datadir_options(config)
+
+        self._args_to_config(config, argname='refresh_pairs',
+                             logstring='Parameter -r/--refresh-pairs-cached detected ...',
+                             deprecated_msg='-r/--refresh-pairs-cached will be removed soon.')
+
+        self._args_to_config(config, argname='strategy_list',
+                             logstring='Using strategy list of {} Strategies', logfun=len)
+
+        self._args_to_config(config, argname='ticker_interval',
+                             logstring='Overriding ticker interval with Command line argument')
+
+        self._args_to_config(config, argname='export',
+                             logstring='Parameter --export detected: {} ...')
+
+        self._args_to_config(config, argname='exportfilename',
+                             logstring='Storing backtest results to {} ...')
+
+        # Edge section:
+        if 'stoploss_range' in self.args and self.args.stoploss_range:
+            txt_range = eval(self.args.stoploss_range)
+            config['edge'].update({'stoploss_range_min': txt_range[0]})
+            config['edge'].update({'stoploss_range_max': txt_range[1]})
+            config['edge'].update({'stoploss_range_step': txt_range[2]})
+            logger.info('Parameter --stoplosses detected: %s ...', self.args.stoploss_range)
+
+        # Hyperopt section
+        self._args_to_config(config, argname='hyperopt',
+                             logstring='Using Hyperopt file {}')
+
+        self._args_to_config(config, argname='hyperopt_path',
+                             logstring='Using additional Hyperopt lookup path: {}')
+
+        self._args_to_config(config, argname='epochs',
+                             logstring='Parameter --epochs detected ... '
+                             'Will run Hyperopt with for {} epochs ...'
+                             )
+
+        self._args_to_config(config, argname='spaces',
+                             logstring='Parameter -s/--spaces detected: {}')
+
+        self._args_to_config(config, argname='print_all',
+                             logstring='Parameter --print-all detected ...')
+
+        if 'print_colorized' in self.args and not self.args.print_colorized:
+            logger.info('Parameter --no-color detected ...')
+            config.update({'print_colorized': False})
+        else:
+            config.update({'print_colorized': True})
+
+        self._args_to_config(config, argname='print_json',
+                             logstring='Parameter --print-json detected ...')
+
+        self._args_to_config(config, argname='hyperopt_jobs',
+                             logstring='Parameter -j/--job-workers detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_random_state',
+                             logstring='Parameter --random-state detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_min_trades',
+                             logstring='Parameter --min-trades detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_continue',
+                             logstring='Hyperopt continue: {}')
+
+        self._args_to_config(config, argname='hyperopt_loss',
+                             logstring='Using loss function: {}')
+
+    def _process_plot_options(self, config: Dict[str, Any]) -> None:
+
+        self._args_to_config(config, argname='pairs',
+                             logstring='Using pairs {}')
+
+        self._args_to_config(config, argname='indicators1',
+                             logstring='Using indicators1: {}')
+
+        self._args_to_config(config, argname='indicators2',
+                             logstring='Using indicators2: {}')
+
+        self._args_to_config(config, argname='plot_limit',
+                             logstring='Limiting plot to: {}')
+        self._args_to_config(config, argname='trade_source',
+                             logstring='Using trades from: {}')
+
+        self._args_to_config(config, argname='erase',
+                             logstring='Erase detected. Deleting existing data.')
+
+        self._args_to_config(config, argname='timeframes',
+                             logstring='timeframes --timeframes: {}')
+
+        self._args_to_config(config, argname='days',
+                             logstring='Detected --days: {}')
+
+    def _process_runmode(self, config: Dict[str, Any]) -> None:
+
+        if not self.runmode:
+            # Handle real mode, infer dry/live from config
+            self.runmode = RunMode.DRY_RUN if config.get('dry_run', True) else RunMode.LIVE
+            logger.info(f"Runmode set to {self.runmode}.")
+
+        config.update({'runmode': self.runmode})
+
+    def _args_to_config(self, config: Dict[str, Any], argname: str,
+                        logstring: str, logfun: Optional[Callable] = None,
+                        deprecated_msg: Optional[str] = None) -> None:
+        """
+        :param config: Configuration dictionary
+        :param argname: Argumentname in self.args - will be copied to config dict.
+        :param logstring: Logging String
+        :param logfun: logfun is applied to the configuration entry before passing
+                        that entry to the log string using .format().
+                        sample: logfun=len (prints the length of the found
+                        configuration instead of the content)
+        """
+        if argname in self.args and getattr(self.args, argname):
+
+            config.update({argname: getattr(self.args, argname)})
+            if logfun:
+                logger.info(logstring.format(logfun(config[argname])))
+            else:
+                logger.info(logstring.format(config[argname]))
+            if deprecated_msg:
+                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
+
+    def _resolve_pairs_list(self, config: Dict[str, Any]) -> None:
+        """
+        Helper for download script.
+        Takes first found:
+        * -p (pairs argument)
+        * --pairs-file
+        * whitelist from config
+        """
+
+        if "pairs" in config:
+            return
+
+        if "pairs_file" in self.args and self.args.pairs_file:
+            pairs_file = Path(self.args.pairs_file)
+            logger.info(f'Reading pairs file "{pairs_file}".')
+            # Download pairs from the pairs file if no config is specified
+            # or if pairs file is specified explicitely
+            if not pairs_file.exists():
+                raise OperationalException(f'No pairs file found with path "{pairs_file}".')
+            with pairs_file.open('r') as f:
+                config['pairs'] = json_load(f)
+                config['pairs'].sort()
+            return
+
+        if "config" in self.args and self.args.config:
+            logger.info("Using pairlist from configuration.")
+            config['pairs'] = config.get('exchange', {}).get('pair_whitelist')
+        else:
+            # Fall back to /dl_path/pairs.json
+            pairs_file = Path(config['datadir']) / "pairs.json"
+            if pairs_file.exists():
+                with pairs_file.open('r') as f:
+                    config['pairs'] = json_load(f)
+                if 'pairs' in config:
+                    config['pairs'].sort()

freqtrade/configuration/directory_operations.py

@@ -0,0 +1,50 @@
+import logging
+from typing import Any, Dict, Optional
+from pathlib import Path
+
+from freqtrade import OperationalException
+
+logger = logging.getLogger(__name__)
+
+
+def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> str:
+
+    folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
+    if not datadir:
+        # set datadir
+        exchange_name = config.get('exchange', {}).get('name').lower()
+        folder = folder.joinpath(exchange_name)
+
+    if not folder.is_dir():
+        folder.mkdir(parents=True)
+        logger.info(f'Created data directory: {datadir}')
+    return str(folder)
+
+
+def create_userdata_dir(directory: str, create_dir=False) -> Path:
+    """
+    Create userdata directory structure.
+    if create_dir is True, then the parent-directory will be created if it does not exist.
+    Sub-directories will always be created if the parent directory exists.
+    Raises OperationalException if given a non-existing directory.
+    :param directory: Directory to check
+    :param create_dir: Create directory if it does not exist.
+    :return: Path object containing the directory
+    """
+    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "plot", "strategies", ]
+    folder = Path(directory)
+    if not folder.is_dir():
+        if create_dir:
+            folder.mkdir(parents=True)
+            logger.info(f'Created user-data directory: {folder}')
+        else:
+            raise OperationalException(
+                f"Directory `{folder}` does not exist. "
+                "Please use `freqtrade create-userdir` to create a user directory")
+
+    # Create required subdirectories
+    for f in sub_dirs:
+        subfolder = folder / f
+        if not subfolder.is_dir():
+            subfolder.mkdir(parents=False)
+    return folder

freqtrade/configuration/load_config.py

@@ -0,0 +1,33 @@
+"""
+This module contain functions to load the configuration file
+"""
+import rapidjson
+import logging
+import sys
+from typing import Any, Dict
+
+from freqtrade import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+CONFIG_PARSE_MODE = rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS
+
+
+def load_config_file(path: str) -> Dict[str, Any]:
+    """
+    Loads a config file from the given path
+    :param path: path as str
+    :return: configuration as dictionary
+    """
+    try:
+        # Read config from stdin if requested in the options
+        with open(path) if path != '-' else sys.stdin as file:
+            config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
+    except FileNotFoundError:
+        raise OperationalException(
+            f'Config file "{path}" not found!'
+            ' Please create a config file or check whether it exists.')
+
+    return config

freqtrade/configuration/timerange.py

@@ -0,0 +1,70 @@
+"""
+This module contains the argument manager class
+"""
+import re
+from typing import Optional
+
+import arrow
+
+
+class TimeRange():
+    """
+    object defining timerange inputs.
+    [start/stop]type defines if [start/stop]ts shall be used.
+    if *type is None, don't use corresponding startvalue.
+    """
+
+    def __init__(self, starttype: Optional[str] = None, stoptype: Optional[str] = None,
+                 startts: int = 0, stopts: int = 0):
+
+        self.starttype: Optional[str] = starttype
+        self.stoptype: Optional[str] = stoptype
+        self.startts: int = startts
+        self.stopts: int = stopts
+
+    def __eq__(self, other):
+        """Override the default Equals behavior"""
+        return (self.starttype == other.starttype and self.stoptype == other.stoptype
+                and self.startts == other.startts and self.stopts == other.stopts)
+
+    @staticmethod
+    def parse_timerange(text: Optional[str]):
+        """
+        Parse the value of the argument --timerange to determine what is the range desired
+        :param text: value from --timerange
+        :return: Start and End range period
+        """
+        if text is None:
+            return TimeRange(None, None, 0, 0)
+        syntax = [(r'^-(\d{8})$', (None, 'date')),
+                  (r'^(\d{8})-$', ('date', None)),
+                  (r'^(\d{8})-(\d{8})$', ('date', 'date')),
+                  (r'^-(\d{10})$', (None, 'date')),
+                  (r'^(\d{10})-$', ('date', None)),
+                  (r'^(\d{10})-(\d{10})$', ('date', 'date')),
+                  (r'^(-\d+)$', (None, 'line')),
+                  (r'^(\d+)-$', ('line', None)),
+                  (r'^(\d+)-(\d+)$', ('index', 'index'))]
+        for rex, stype in syntax:
+            # Apply the regular expression to text
+            match = re.match(rex, text)
+            if match:  # Regex has matched
+                rvals = match.groups()
+                index = 0
+                start: int = 0
+                stop: int = 0
+                if stype[0]:
+                    starts = rvals[index]
+                    if stype[0] == 'date' and len(starts) == 8:
+                        start = arrow.get(starts, 'YYYYMMDD').timestamp
+                    else:
+                        start = int(starts)
+                    index += 1
+                if stype[1]:
+                    stops = rvals[index]
+                    if stype[1] == 'date' and len(stops) == 8:
+                        stop = arrow.get(stops, 'YYYYMMDD').timestamp
+                    else:
+                        stop = int(stops)
+                return TimeRange(stype[0], stype[1], start, stop)
+        raise Exception('Incorrect syntax for timerange "%s"' % text)

freqtrade/constants.py

@@ -5,13 +5,13 @@ bot constants
 """
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
-DYNAMIC_WHITELIST = 20  # pairs
 PROCESS_THROTTLE_SECS = 5  # sec
 DEFAULT_TICKER_INTERVAL = 5  # min
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 DEFAULT_STRATEGY = 'DefaultStrategy'
 DEFAULT_HYPEROPT = 'DefaultHyperOpts'
+DEFAULT_HYPEROPT_LOSS = 'DefaultHyperOptLoss'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -22,7 +22,6 @@ ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList']
 DRY_RUN_WALLET = 999.9
-DEFAULT_DOWNLOAD_TICKER_INTERVALS = '1m 5m'
 
 TICKER_INTERVALS = [
     '1m', '3m', '5m', '15m', '30m',
@@ -38,6 +37,20 @@ SUPPORTED_FIAT = [
     "BTC", "XBT", "ETH", "XRP", "LTC", "BCH", "USDT"
 ]
 
+MINIMAL_CONFIG = {
+    'stake_currency': '',
+    'dry_run': True,
+    'exchange': {
+        'name': '',
+        'key': '',
+        'secret': '',
+        'pair_whitelist': [],
+        'ccxt_async_config': {
+            'enableRateLimit': True,
+        }
+    }
+}
+
 # Required json-schema for user specified config
 CONF_SCHEMA = {
     'type': 'object',

freqtrade/data/btanalysis.py

@@ -3,6 +3,7 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
+from typing import Dict
 
 import numpy as np
 import pandas as pd
@@ -29,7 +30,7 @@ def load_backtest_data(filename) -> pd.DataFrame:
         filename = Path(filename)
 
     if not filename.is_file():
-        raise ValueError("File {filename} does not exist.")
+        raise ValueError(f"File {filename} does not exist.")
 
     with filename.open() as file:
         data = json_load(file)
@@ -66,7 +67,6 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
     dates = pd.Series(pd.concat(dates).values, name='date')
     df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
 
-    df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
     df2 = pd.concat([dates, df2], axis=1)
     df2 = df2.set_index('date')
     df_final = df2.resample(freq)[['pair']].count()
@@ -81,19 +81,30 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     """
     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
-    columns = ["pair", "profit", "open_time", "close_time",
-               "open_rate", "close_rate", "duration", "sell_reason",
-               "max_rate", "min_rate"]
 
-    trades = pd.DataFrame([(t.pair, t.calc_profit(),
+    columns = ["pair", "open_time", "close_time", "profit", "profitperc",
+               "open_rate", "close_rate", "amount", "duration", "sell_reason",
+               "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
+               "stake_amount", "max_rate", "min_rate", "id", "exchange",
+               "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
+
+    trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=pytz.UTC),
                             t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
-                            t.open_rate, t.close_rate,
-                            t.close_date.timestamp() - t.open_date.timestamp()
-                            if t.close_date else None,
+                            t.calc_profit(), t.calc_profit_percent(),
+                            t.open_rate, t.close_rate, t.amount,
+                            (t.close_date.timestamp() - t.open_date.timestamp()
+                                if t.close_date else None),
                             t.sell_reason,
+                            t.fee_open, t.fee_close,
+                            t.open_rate_requested,
+                            t.close_rate_requested,
+                            t.stake_amount,
                             t.max_rate,
                             t.min_rate,
+                            t.id, t.exchange,
+                            t.stop_loss, t.initial_stop_loss,
+                            t.strategy, t.ticker_interval
                             )
                            for t in Trade.query.all()],
                           columns=columns)
@@ -101,6 +112,18 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
+def load_trades(config) -> pd.DataFrame:
+    """
+    Based on configuration option "trade_source":
+    * loads data from DB (using `db_url`)
+    * loads data from backtestfile (using `exportfilename`)
+    """
+    if config["trade_source"] == "DB":
+        return load_trades_from_db(config["db_url"])
+    elif config["trade_source"] == "file":
+        return load_backtest_data(Path(config["exportfilename"]))
+
+
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
     """
     Compare trades and backtested pair DataFrames to get trades performed on backtested period
@@ -109,3 +132,34 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
     trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
                         (trades['close_time'] <= dataframe.iloc[-1]['date'])]
     return trades
+
+
+def combine_tickers_with_mean(tickers: Dict[str, pd.DataFrame], column: str = "close"):
+    """
+    Combine multiple dataframes "column"
+    :param tickers: Dict of Dataframes, dict key should be pair.
+    :param column: Column in the original dataframes to use
+    :return: DataFrame with the column renamed to the dict key, and a column
+        named mean, containing the mean of all pairs.
+    """
+    df_comb = pd.concat([tickers[pair].set_index('date').rename(
+        {column: pair}, axis=1)[pair] for pair in tickers], axis=1)
+
+    df_comb['mean'] = df_comb.mean(axis=1)
+
+    return df_comb
+
+
+def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str) -> pd.DataFrame:
+    """
+    Adds a column `col_name` with the cumulative profit for the given trades array.
+    :param df: DataFrame with date index
+    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :return: Returns df with one additional column, col_name, containing the cumulative profit.
+    """
+    df[col_name] = trades.set_index('close_time')['profitperc'].cumsum()
+    # Set first value to 0
+    df.loc[df.iloc[0].name, col_name] = 0
+    # FFill to get continuous
+    df[col_name] = df[col_name].ffill()
+    return df

freqtrade/data/dataprovider.py

@@ -17,7 +17,7 @@ from freqtrade.state import RunMode
 logger = logging.getLogger(__name__)
 
 
-class DataProvider(object):
+class DataProvider():
 
     def __init__(self, config: dict, exchange: Exchange) -> None:
         self._config = config
@@ -44,36 +44,49 @@ class DataProvider(object):
 
     def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
         """
-        get ohlcv data for the given pair as DataFrame
-        Please check `available_pairs` to verify which pairs are currently cached.
+        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 pair for
-        :param copy: copy dataframe before returning.
-                     Use false only for RO operations (where the dataframe is not modified)
+        :param ticker_interval: ticker interval 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):
-            if ticker_interval:
-                pairtick = (pair, ticker_interval)
-            else:
-                pairtick = (pair, self._config['ticker_interval'])
-
-            return self._exchange.klines(pairtick, copy=copy)
+            return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
+                                         copy=copy)
         else:
             return DataFrame()
 
-    def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame:
+    def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
         """
-        get stored historic ohlcv data
+        Get stored historic ohlcv data
         :param pair: pair to get the data for
-        :param ticker_interval: ticker_interval to get pair for
+        :param ticker_interval: ticker interval to get data for
         """
         return load_pair_history(pair=pair,
-                                 ticker_interval=ticker_interval,
+                                 ticker_interval=ticker_interval or self._config['ticker_interval'],
                                  refresh_pairs=False,
                                  datadir=Path(self._config['datadir']) if self._config.get(
                                      'datadir') else None
                                  )
 
+    def get_pair_dataframe(self, pair: str, ticker_interval: 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
+        """
+        if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
+            # Get live ohlcv data.
+            data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
+        else:
+            # Get historic ohlcv data (cached on disk).
+            data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
+        if len(data) == 0:
+            logger.warning(f"No data found for ({pair}, {ticker_interval}).")
+        return data
+
     def ticker(self, pair: str):
         """
         Return last ticker data
@@ -81,11 +94,14 @@ class DataProvider(object):
         # TODO: Implement me
         pass
 
-    def orderbook(self, pair: str, max: int):
+    def orderbook(self, pair: str, maximum: int):
         """
         return latest orderbook data
+        :param pair: pair to get the data for
+        :param maximum: Maximum number of orderbook entries to query
+        :return: dict including bids/asks with a total of `maximum` entries.
         """
-        return self._exchange.get_order_book(pair, max)
+        return self._exchange.get_order_book(pair, maximum)
 
     @property
     def runmode(self) -> RunMode:

freqtrade/data/history.py

@@ -16,7 +16,7 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade import OperationalException, misc
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.exchange import Exchange, timeframe_to_minutes
 
@@ -43,7 +43,7 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
             start_index += 1
 
     if timerange.stoptype == 'line':
-        start_index = len(tickerlist) + timerange.stopts
+        start_index = max(len(tickerlist) + timerange.stopts, 0)
     if timerange.stoptype == 'index':
         stop_index = timerange.stopts
     elif timerange.stoptype == 'date':
@@ -57,10 +57,8 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     return tickerlist[start_index:stop_index]
 
 
-def load_tickerdata_file(
-        datadir: Optional[Path], pair: str,
-        ticker_interval: str,
-        timerange: Optional[TimeRange] = None) -> Optional[list]:
+def load_tickerdata_file(datadir: Optional[Path], pair: str, ticker_interval: str,
+                         timerange: Optional[TimeRange] = None) -> Optional[list]:
     """
     Load a pair from file, either .json.gz or .json
     :return: tickerlist or None if unsuccesful
@@ -68,13 +66,22 @@ def load_tickerdata_file(
     filename = pair_data_filename(datadir, pair, ticker_interval)
     pairdata = misc.file_load_json(filename)
     if not pairdata:
-        return None
+        return []
 
     if timerange:
         pairdata = trim_tickerlist(pairdata, timerange)
     return pairdata
 
 
+def store_tickerdata_file(datadir: Optional[Path], pair: str,
+                          ticker_interval: str, data: list, is_zip: bool = False):
+    """
+    Stores tickerdata to file
+    """
+    filename = pair_data_filename(datadir, pair, ticker_interval)
+    misc.file_dump_json(filename, data, is_zip=is_zip)
+
+
 def load_pair_history(pair: str,
                       ticker_interval: str,
                       datadir: Optional[Path],
@@ -122,7 +129,7 @@ def load_pair_history(pair: str,
     else:
         logger.warning(
             f'No history data for pair: "{pair}", interval: {ticker_interval}. '
-            'Use --refresh-pairs-cached option or download_backtest_data.py '
+            'Use --refresh-pairs-cached option or `freqtrade download-data` '
             'script to download the data'
         )
         return None
@@ -177,11 +184,14 @@ def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str)
     return filename
 
 
-def load_cached_data_for_updating(filename: Path, ticker_interval: str,
+def load_cached_data_for_updating(datadir: Optional[Path], pair: str, ticker_interval: str,
                                   timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                            Optional[int]]:
     """
-    Load cached data and choose what part of the data should be updated
+    Load cached data to download more data.
+    If timerange is passed in, checks wether data from an before the stored data will be downloaded.
+    If that's the case than what's available should be completely overwritten.
+    Only used by download_pair_history().
     """
 
     since_ms = None
@@ -195,12 +205,11 @@ def load_cached_data_for_updating(filename: Path, ticker_interval: str,
             since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
 
     # read the cached file
-    if filename.is_file():
-        with open(filename, "rt") as file:
-            data = misc.json_load(file)
-        # remove the last item, could be incomplete candle
-        if data:
-            data.pop()
+    # Intentionally don't pass timerange in - since we need to load the full dataset.
+    data = load_tickerdata_file(datadir, pair, ticker_interval)
+    # remove the last item, could be incomplete candle
+    if data:
+        data.pop()
     else:
         data = []
 
@@ -239,29 +248,28 @@ def download_pair_history(datadir: Optional[Path],
         )
 
     try:
-        filename = pair_data_filename(datadir, pair, ticker_interval)
-
         logger.info(
             f'Download history data for pair: "{pair}", interval: {ticker_interval} '
             f'and store in {datadir}.'
         )
 
-        data, since_ms = load_cached_data_for_updating(filename, ticker_interval, timerange)
+        data, since_ms = load_cached_data_for_updating(datadir, pair, ticker_interval, 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_history(pair=pair, ticker_interval=ticker_interval,
-                                        since_ms=since_ms if since_ms
-                                        else
-                                        int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000)
+        new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+                                               since_ms=since_ms if since_ms
+                                               else
+                                               int(arrow.utcnow().shift(
+                                                   days=-30).float_timestamp) * 1000)
         data.extend(new_data)
 
         logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
         logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
 
-        misc.file_dump_json(filename, data)
+        store_tickerdata_file(datadir, pair, ticker_interval, data=data)
         return True
 
     except Exception as e:

freqtrade/edge/__init__.py

@@ -10,8 +10,7 @@ import utils_find_1st as utf1st
 from pandas import DataFrame
 
 from freqtrade import constants, OperationalException
-from freqtrade.arguments import Arguments
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.strategy.interface import SellType
 
@@ -76,7 +75,7 @@ class Edge():
             self._stoploss_range_step
         )
 
-        self._timerange: TimeRange = Arguments.parse_timerange("%s-" % arrow.now().shift(
+        self._timerange: TimeRange = TimeRange.parse_timerange("%s-" % arrow.now().shift(
             days=-1 * self._since_number_of_days).format('YYYYMMDD'))
 
         self.fee = self.exchange.get_fee()

freqtrade/exchange/__init__.py

@@ -1,10 +1,13 @@
 from freqtrade.exchange.exchange import Exchange  # noqa: F401
-from freqtrade.exchange.exchange import (is_exchange_bad,  # noqa: F401
+from freqtrade.exchange.exchange import (get_exchange_bad_reason,  # noqa: F401
+                                         is_exchange_bad,
                                          is_exchange_available,
                                          is_exchange_officially_supported,
                                          available_exchanges)
 from freqtrade.exchange.exchange import (timeframe_to_seconds,  # noqa: F401
                                          timeframe_to_minutes,
-                                         timeframe_to_msecs)
+                                         timeframe_to_msecs,
+                                         timeframe_to_next_date,
+                                         timeframe_to_prev_date)
 from freqtrade.exchange.kraken import Kraken  # noqa: F401
 from freqtrade.exchange.binance import Binance  # noqa: F401

freqtrade/exchange/exchange.py

@@ -6,7 +6,7 @@ import asyncio
 import inspect
 import logging
 from copy import deepcopy
-from datetime import datetime
+from datetime import datetime, timezone
 from math import ceil, floor
 from random import randint
 from typing import Any, Dict, List, Optional, Tuple
@@ -25,6 +25,11 @@ logger = logging.getLogger(__name__)
 
 
 API_RETRY_COUNT = 4
+BAD_EXCHANGES = {
+    "bitmex": "Various reasons",
+    "bitstamp": "Does not provide history. "
+                "Details in https://github.com/freqtrade/freqtrade/issues/1983",
+    }
 
 
 def retrier_async(f):
@@ -85,6 +90,9 @@ class Exchange(object):
         it does basic validation whether the specified exchange and pairs are valid.
         :return: None
         """
+        self._api: ccxt.Exchange = None
+        self._api_async: ccxt_async.Exchange = None
+
         self._config.update(config)
 
         self._cached_ticker: Dict[str, Any] = {}
@@ -117,9 +125,9 @@ class Exchange(object):
         self._ohlcv_partial_candle = self._ft_has['ohlcv_partial_candle']
 
         # Initialize ccxt objects
-        self._api: ccxt.Exchange = self._init_ccxt(
+        self._api = self._init_ccxt(
             exchange_config, ccxt_kwargs=exchange_config.get('ccxt_config'))
-        self._api_async: ccxt_async.Exchange = self._init_ccxt(
+        self._api_async = self._init_ccxt(
             exchange_config, ccxt_async, ccxt_kwargs=exchange_config.get('ccxt_async_config'))
 
         logger.info('Using Exchange "%s"', self.name)
@@ -171,8 +179,10 @@ class Exchange(object):
         try:
 
             api = getattr(ccxt_module, name.lower())(ex_config)
-        except (KeyError, AttributeError):
-            raise OperationalException(f'Exchange {name} is not supported')
+        except (KeyError, AttributeError) as e:
+            raise OperationalException(f'Exchange {name} is not supported') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(f"Initialization of ccxt failed. Reason: {e}") from e
 
         self.set_sandbox(api, exchange_config, name)
 
@@ -255,7 +265,7 @@ class Exchange(object):
 
         if not self.markets:
             logger.warning('Unable to validate pairs (assuming they are correct).')
-        #     return
+            return
 
         for pair in pairs:
             # Note: ccxt has BaseCurrency/QuoteCurrency format for pairs
@@ -264,11 +274,35 @@ class Exchange(object):
                 raise OperationalException(
                     f'Pair {pair} is not available on {self.name}. '
                     f'Please remove {pair} from your whitelist.')
+            elif self.markets[pair].get('info', {}).get('IsRestricted', False):
+                # Warn users about restricted pairs in whitelist.
+                # We cannot determine reliably if Users are affected.
+                logger.warning(f"Pair {pair} is restricted for some users on this exchange."
+                               f"Please check if you are impacted by this restriction "
+                               f"on the exchange and eventually remove {pair} from your whitelist.")
+
+    def get_valid_pair_combination(self, curr_1, curr_2) -> str:
+        """
+        Get valid pair combination of curr_1 and curr_2 by trying both combinations.
+        """
+        for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
+            if pair in self.markets and self.markets[pair].get('active'):
+                return pair
+        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
     def validate_timeframes(self, timeframe: List[str]) -> None:
         """
         Checks if ticker interval from config is a supported timeframe on the exchange
         """
+        if not hasattr(self._api, "timeframes") or self._api.timeframes is None:
+            # If timeframes attribute is missing (or is None), the exchange probably
+            # has no fetchOHLCV method.
+            # Therefore we also show that.
+            raise OperationalException(
+                f"The ccxt library does not provide the list of timeframes "
+                f"for the exchange \"{self.name}\" and this exchange "
+                f"is therefore not supported. ccxt fetchOHLCV: {self.exchange_has('fetchOHLCV')}")
+
         timeframes = self._api.timeframes
         if timeframe not in timeframes:
             raise OperationalException(
@@ -342,7 +376,7 @@ class Exchange(object):
             'side': side,
             'remaining': amount,
             'datetime': arrow.utcnow().isoformat(),
-            'status': "open",
+            'status': "closed" if ordertype == "market" else "open",
             'fee': None,
             "info": {}
         }
@@ -364,7 +398,9 @@ class Exchange(object):
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.symbol_amount_prec(pair, amount)
-            rate = self.symbol_price_prec(pair, rate) if ordertype != 'market' else None
+            needs_price = (ordertype != 'market'
+                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
+            rate = self.symbol_price_prec(pair, rate) if needs_price else None
 
             return self._api.create_order(pair, ordertype, side,
                                           amount, rate, params)
@@ -372,18 +408,18 @@ class Exchange(object):
         except ccxt.InsufficientFunds as e:
             raise DependencyException(
                 f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
-                f'Message: {e}')
+                f'Tried to {side} amount {amount} at rate {rate}.'
+                f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise DependencyException(
                 f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate} (total {rate*amount}).'
-                f'Message: {e}')
+                f'Tried to {side} amount {amount} at rate {rate}.'
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     def buy(self, pair: str, ordertype: str, amount: float,
             rate: float, time_in_force) -> Dict:
@@ -436,7 +472,7 @@ class Exchange(object):
 
         order = self.create_order(pair, ordertype, 'sell', amount, rate, params)
         logger.info('stoploss limit order added for %s. '
-                    'stop price: %s. limit: %s' % (pair, stop_price, rate))
+                    'stop price: %s. limit: %s', pair, stop_price, rate)
         return order
 
     @retrier
@@ -468,9 +504,9 @@ class Exchange(object):
             return balances
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get balance due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_tickers(self) -> Dict:
@@ -479,18 +515,18 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not load tickers due to {e.__class__.__name__}. Message: {e}')
+                f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_ticker(self, pair: str, refresh: Optional[bool] = True) -> dict:
         if refresh or pair not in self._cached_ticker.keys():
             try:
-                if pair not in self._api.markets:
+                if pair not in self._api.markets or not self._api.markets[pair].get('active'):
                     raise DependencyException(f"Pair {pair} not available")
                 data = self._api.fetch_ticker(pair)
                 try:
@@ -503,26 +539,31 @@ class Exchange(object):
                 return data
             except (ccxt.NetworkError, ccxt.ExchangeError) as e:
                 raise TemporaryError(
-                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}')
+                    f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
             except ccxt.BaseError as e:
-                raise OperationalException(e)
+                raise OperationalException(e) from e
         else:
             logger.info("returning cached ticker-data for %s", pair)
             return self._cached_ticker[pair]
 
-    def get_history(self, pair: str, ticker_interval: str,
-                    since_ms: int) -> List:
+    def get_historic_ohlcv(self, pair: str, ticker_interval: 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 since_ms: Timestamp in milliseconds to get history from
+        :returns List of tickers
         """
         return asyncio.get_event_loop().run_until_complete(
-            self._async_get_history(pair=pair, ticker_interval=ticker_interval,
-                                    since_ms=since_ms))
+            self._async_get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
+                                           since_ms=since_ms))
 
-    async def _async_get_history(self, pair: str,
-                                 ticker_interval: str,
-                                 since_ms: int) -> List:
+    async def _async_get_historic_ohlcv(self, pair: str,
+                                        ticker_interval: str,
+                                        since_ms: int) -> List:
 
         one_call = timeframe_to_msecs(ticker_interval) * self._ohlcv_candle_limit
         logger.debug(
@@ -548,7 +589,10 @@ class Exchange(object):
 
     def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
         """
-        Refresh in-memory ohlcv asyncronously and set `_klines` with the result
+        Refresh in-memory ohlcv asynchronously and set `_klines` with the result
+        Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
+        :param pair_list: List of 2 element tuples containing pair, interval to refresh
+        :return: Returns a List of ticker-dataframes.
         """
         logger.debug("Refreshing ohlcv data for %d pairs", len(pair_list))
 
@@ -596,7 +640,7 @@ class Exchange(object):
     async def _async_get_candle_history(self, pair: str, ticker_interval: str,
                                         since_ms: Optional[int] = None) -> Tuple[str, str, List]:
         """
-        Asyncronously gets candle histories using fetch_ohlcv
+        Asynchronously gets candle histories using fetch_ohlcv
         returns tuple: (pair, ticker_interval, ohlcv_list)
         """
         try:
@@ -626,12 +670,12 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical candlestick data.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not load ticker history due to {e.__class__.__name__}. Message: {e}')
+            raise TemporaryError(f'Could not load ticker history due to {e.__class__.__name__}. '
+                                 f'Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(f'Could not fetch ticker data. Msg: {e}')
+            raise OperationalException(f'Could not fetch ticker data. Msg: {e}') from e
 
     @retrier
     def cancel_order(self, order_id: str, pair: str) -> None:
@@ -642,28 +686,33 @@ class Exchange(object):
             return self._api.cancel_order(order_id, pair)
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Could not cancel order. Message: {e}')
+                f'Could not cancel order. Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            order = self._dry_run_open_orders[order_id]
-            return order
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}')
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get order due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_order_book(self, pair: str, limit: int = 100) -> dict:
@@ -679,12 +728,12 @@ class Exchange(object):
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
-                f'Message: {e}')
+                f'Message: {e}') from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get order book due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
@@ -694,16 +743,17 @@ class Exchange(object):
             return []
         try:
             # Allow 5s offset to catch slight time offsets (discovered in #1185)
-            my_trades = self._api.fetch_my_trades(pair, since.timestamp() - 5)
+            # since needs to be int in milliseconds
+            my_trades = self._api.fetch_my_trades(pair, int((since.timestamp() - 5) * 1000))
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
 
         except ccxt.NetworkError as e:
             raise TemporaryError(
-                f'Could not get trades due to networking error. Message: {e}')
+                f'Could not get trades due to networking error. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
     @retrier
     def get_fee(self, symbol='ETH/BTC', type='', side='', amount=1,
@@ -717,21 +767,25 @@ class Exchange(object):
                                            price=price, takerOrMaker=taker_or_maker)['rate']
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}')
+                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
-            raise OperationalException(e)
+            raise OperationalException(e) from e
 
 
-def is_exchange_bad(exchange: str) -> bool:
-    return exchange in ['bitmex']
+def is_exchange_bad(exchange_name: str) -> bool:
+    return exchange_name in BAD_EXCHANGES
 
 
-def is_exchange_available(exchange: str, ccxt_module=None) -> bool:
-    return exchange in available_exchanges(ccxt_module)
+def get_exchange_bad_reason(exchange_name: str) -> str:
+    return BAD_EXCHANGES.get(exchange_name, "")
 
 
-def is_exchange_officially_supported(exchange: str) -> bool:
-    return exchange in ['bittrex', 'binance']
+def is_exchange_available(exchange_name: str, ccxt_module=None) -> bool:
+    return exchange_name in available_exchanges(ccxt_module)
+
+
+def is_exchange_officially_supported(exchange_name: str) -> bool:
+    return exchange_name in ['bittrex', 'binance']
 
 
 def available_exchanges(ccxt_module=None) -> List[str]:
@@ -749,13 +803,45 @@ def timeframe_to_seconds(ticker_interval: str) -> int:
 
 def timeframe_to_minutes(ticker_interval: str) -> int:
     """
-    Same as above, but returns minutes.
+    Same as timeframe_to_seconds, but returns minutes.
     """
     return ccxt.Exchange.parse_timeframe(ticker_interval) // 60
 
 
 def timeframe_to_msecs(ticker_interval: str) -> int:
     """
-    Same as above, but returns milliseconds.
+    Same as timeframe_to_seconds, but returns milliseconds.
     """
     return ccxt.Exchange.parse_timeframe(ticker_interval) * 1000
+
+
+def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine last possible candle.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to utcnow()
+    :returns: date of previous candle (with utc timezone)
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+    timeframe_secs = timeframe_to_seconds(timeframe)
+    # Get offset based on timerame_secs
+    offset = date.timestamp() % timeframe_secs
+    # Subtract seconds passed since last offset
+    new_timestamp = date.timestamp() - offset
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
+def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine next candle.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to utcnow()
+    :returns: date of next candle (with utc timezone)
+    """
+    prevdate = timeframe_to_prev_date(timeframe, date)
+    timeframe_secs = timeframe_to_seconds(timeframe)
+
+    # Add one interval to previous candle
+    new_timestamp = prevdate.timestamp() + timeframe_secs
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)

freqtrade/freqtradebot.py

@@ -16,11 +16,12 @@ from freqtrade import (DependencyException, OperationalException, InvalidOrderEx
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
-from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.configuration import validate_config_consistency
+from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver, PairListResolver
-from freqtrade.state import State
+from freqtrade.state import State, RunMode
 from freqtrade.strategy.interface import SellType, IStrategy
 from freqtrade.wallets import Wallets
 
@@ -51,6 +52,9 @@ class FreqtradeBot(object):
 
         self.strategy: IStrategy = StrategyResolver(self.config).strategy
 
+        # Check config consistency here since strategies can set certain options
+        validate_config_consistency(config)
+
         self.rpc: RPCManager = RPCManager(self)
 
         self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange
@@ -75,6 +79,12 @@ class FreqtradeBot(object):
         persistence.init(self.config.get('db_url', None),
                          clean_open_orders=self.config.get('dry_run', False))
 
+        # Stoploss on exchange does not make sense, therefore we need to disable that.
+        if (self.dataprovider.runmode == RunMode.DRY_RUN and
+           self.strategy.order_types.get('stoploss_on_exchange', False)):
+            logger.info("Disabling stoploss_on_exchange during dry-run.")
+            self.strategy.order_types['stoploss_on_exchange'] = False
+            config['order_types']['stoploss_on_exchange'] = False
         # Set initial bot state from config
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
@@ -99,13 +109,12 @@ class FreqtradeBot(object):
             # Adjust stoploss if it was changed
             Trade.stoploss_reinitialization(self.strategy.stoploss)
 
-    def process(self) -> bool:
+    def process(self) -> None:
         """
         Queries the persistence layer for open trades and handles them,
         otherwise a new trade is created.
         :return: True if one or more trades has been created or closed, False otherwise
         """
-        state_changed = False
 
         # Check whether markets have to be reloaded
         self.exchange._reload_markets()
@@ -132,19 +141,17 @@ class FreqtradeBot(object):
 
         # First process current opened trades
         for trade in trades:
-            state_changed |= self.process_maybe_execute_sell(trade)
+            self.process_maybe_execute_sell(trade)
 
         # Then looking for buy opportunities
         if len(trades) < self.config['max_open_trades']:
-            state_changed = self.process_maybe_execute_buy()
+            self.process_maybe_execute_buy()
 
         if 'unfilledtimeout' in self.config:
             # Check and handle any timed out open orders
             self.check_handle_timedout()
             Trade.session.flush()
 
-        return state_changed
-
     def _extend_whitelist_with_trades(self, whitelist: List[str], trades: List[Any]):
         """
         Extend whitelist with pairs from open trades
@@ -253,11 +260,12 @@ class FreqtradeBot(object):
         amount_reserve_percent = max(amount_reserve_percent, 0.5)
         return min(min_stake_amounts) / amount_reserve_percent
 
-    def create_trade(self) -> bool:
+    def create_trades(self) -> bool:
         """
-        Checks the implemented trading indicator(s) for a randomly picked pair,
-        if one pair triggers the buy_signal a new trade record gets created
-        :return: True if a trade object has been created and persisted, False otherwise
+        Checks the implemented trading strategy for buy-signals, using the active pair whitelist.
+        If a pair triggers the buy_signal a new trade record gets created.
+        Checks pairs as long as the open trade count is below `max_open_trades`.
+        :return: True if at least one trade has been created.
         """
         interval = self.strategy.ticker_interval
         whitelist = copy.deepcopy(self.active_pair_whitelist)
@@ -276,15 +284,19 @@ class FreqtradeBot(object):
             logger.info("No currency pair in whitelist, but checking to sell open trades.")
             return False
 
+        buycount = 0
         # running get_signal on historical data fetched
         for _pair in whitelist:
+            if self.strategy.is_pair_locked(_pair):
+                logger.info(f"Pair {_pair} is currently locked.")
+                continue
             (buy, sell) = self.strategy.get_signal(
                 _pair, interval, self.dataprovider.ohlcv(_pair, self.strategy.ticker_interval))
 
-            if buy and not sell:
+            if buy and not sell and len(Trade.get_open_trades()) < self.config['max_open_trades']:
                 stake_amount = self._get_trade_stake_amount(_pair)
                 if not stake_amount:
-                    return False
+                    continue
 
                 logger.info(f"Buy signal found: about create a new trade with stake_amount: "
                             f"{stake_amount} ...")
@@ -294,12 +306,13 @@ class FreqtradeBot(object):
                 if (bidstrat_check_depth_of_market.get('enabled', False)) and\
                         (bidstrat_check_depth_of_market.get('bids_to_ask_delta', 0) > 0):
                     if self._check_depth_of_market_buy(_pair, bidstrat_check_depth_of_market):
-                        return self.execute_buy(_pair, stake_amount)
+                        buycount += self.execute_buy(_pair, stake_amount)
                     else:
-                        return False
-                return self.execute_buy(_pair, stake_amount)
+                        continue
 
-        return False
+                buycount += self.execute_buy(_pair, stake_amount)
+
+        return buycount > 0
 
     def _check_depth_of_market_buy(self, pair: str, conf: Dict) -> bool:
         """
@@ -423,21 +436,17 @@ class FreqtradeBot(object):
 
         return True
 
-    def process_maybe_execute_buy(self) -> bool:
+    def process_maybe_execute_buy(self) -> None:
         """
         Tries to execute a buy trade in a safe way
         :return: True if executed
         """
         try:
             # Create entity and execute trade
-            if self.create_trade():
-                return True
-
-            logger.info('Found no buy signals for whitelisted currencies. Trying again..')
-            return False
+            if not self.create_trades():
+                logger.info('Found no buy signals for whitelisted currencies. Trying again...')
         except DependencyException as exception:
             logger.warning('Unable to create trade: %s', exception)
-            return False
 
     def process_maybe_execute_sell(self, trade: Trade) -> bool:
         """
@@ -478,8 +487,11 @@ class FreqtradeBot(object):
             return order_amount
 
         # use fee from order-dict if possible
-        if 'fee' in order and order['fee'] and (order['fee'].keys() >= {'currency', 'cost'}):
-            if trade.pair.startswith(order['fee']['currency']):
+        if ('fee' in order and order['fee'] is not None and
+                (order['fee'].keys() >= {'currency', 'cost'})):
+            if (order['fee']['currency'] is not None and
+                    order['fee']['cost'] is not None and
+                    trade.pair.startswith(order['fee']['currency'])):
                 new_amount = order_amount - order['fee']['cost']
                 logger.info("Applying fee on amount for %s (from %s to %s) from Order",
                             trade, order['amount'], new_amount)
@@ -496,9 +508,12 @@ class FreqtradeBot(object):
         fee_abs = 0
         for exectrade in trades:
             amount += exectrade['amount']
-            if "fee" in exectrade and (exectrade['fee'].keys() >= {'currency', 'cost'}):
+            if ("fee" in exectrade and exectrade['fee'] is not None and
+                    (exectrade['fee'].keys() >= {'currency', 'cost'})):
                 # only applies if fee is in quote currency!
-                if trade.pair.startswith(exectrade['fee']['currency']):
+                if (exectrade['fee']['currency'] is not None and
+                        exectrade['fee']['cost'] is not None and
+                        trade.pair.startswith(exectrade['fee']['currency'])):
                     fee_abs += exectrade['fee']['cost']
 
         if amount != order_amount:
@@ -518,7 +533,11 @@ class FreqtradeBot(object):
         if trade.open_order_id:
             # Update trade with order values
             logger.info('Found open order for %s', trade)
-            order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            try:
+                order = action_order or self.exchange.get_order(trade.open_order_id, trade.pair)
+            except InvalidOrderException as exception:
+                logger.warning('Unable to fetch order %s: %s', trade.open_order_id, exception)
+                return
             # Try update amount (binance-fix)
             try:
                 new_amount = self.get_real_amount(trade, order)
@@ -586,13 +605,13 @@ class FreqtradeBot(object):
                 logger.info('  order book asks top %s: %0.8f', i, order_book_rate)
                 sell_rate = order_book_rate
 
-                if self.check_sell(trade, sell_rate, buy, sell):
+                if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
             sell_rate = self.get_sell_rate(trade.pair, True)
-            if self.check_sell(trade, sell_rate, buy, sell):
+            if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                 return True
 
         logger.debug('Found no sell signal for %s.', trade)
@@ -643,6 +662,7 @@ class FreqtradeBot(object):
                 return False
 
             except DependencyException as exception:
+                trade.stoploss_order_id = None
                 logger.warning('Unable to place a stoploss order on exchange: %s', exception)
 
         # If stoploss order is canceled for some reason we add it
@@ -655,6 +675,7 @@ class FreqtradeBot(object):
                 trade.stoploss_order_id = str(stoploss_order_id)
                 return False
             except DependencyException as exception:
+                trade.stoploss_order_id = None
                 logger.warning('Stoploss order was cancelled, '
                                'but unable to recreate one: %s', exception)
 
@@ -662,7 +683,10 @@ class FreqtradeBot(object):
         if stoploss_order and stoploss_order['status'] == 'closed':
             trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             trade.update(stoploss_order)
-            self.notify_sell(trade)
+            # Lock pair for one candle to prevent immediate rebuys
+            self.strategy.lock_pair(trade.pair,
+                                    timeframe_to_next_date(self.config['ticker_interval']))
+            self._notify_sell(trade)
             return True
 
         # Finally we check if stoploss on exchange should be moved up because of trailing.
@@ -704,16 +728,19 @@ class FreqtradeBot(object):
                     )['id']
                     trade.stoploss_order_id = str(stoploss_order_id)
                 except DependencyException:
-                    logger.exception(f"Could create trailing stoploss order "
+                    trade.stoploss_order_id = None
+                    logger.exception(f"Could not create trailing stoploss order "
                                      f"for pair {trade.pair}.")
 
-    def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
-        if self.edge:
-            stoploss = self.edge.stoploss(trade.pair)
-            should_sell = self.strategy.should_sell(
-                trade, sell_rate, datetime.utcnow(), buy, sell, force_stoploss=stoploss)
-        else:
-            should_sell = self.strategy.should_sell(trade, sell_rate, datetime.utcnow(), buy, sell)
+    def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
+                                buy: bool, sell: bool) -> bool:
+        """
+        Check and execute sell
+        """
+        should_sell = self.strategy.should_sell(
+                trade, sell_rate, datetime.utcnow(), buy, sell,
+                force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+        )
 
         if should_sell.sell_flag:
             self.execute_sell(trade, sell_rate, should_sell.sell_type)
@@ -741,7 +768,7 @@ class FreqtradeBot(object):
                 if not trade.open_order_id:
                     continue
                 order = self.exchange.get_order(trade.open_order_id, trade.pair)
-            except (RequestException, DependencyException):
+            except (RequestException, DependencyException, InvalidOrderException):
                 logger.info(
                     'Cannot query order for %s due to %s',
                     trade,
@@ -857,19 +884,26 @@ class FreqtradeBot(object):
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
 
         # Execute sell and update trade record
-        order_id = self.exchange.sell(pair=str(trade.pair),
-                                      ordertype=self.strategy.order_types[sell_type],
-                                      amount=trade.amount, rate=limit,
-                                      time_in_force=self.strategy.order_time_in_force['sell']
-                                      )['id']
+        order = self.exchange.sell(pair=str(trade.pair),
+                                   ordertype=self.strategy.order_types[sell_type],
+                                   amount=trade.amount, rate=limit,
+                                   time_in_force=self.strategy.order_time_in_force['sell']
+                                   )
 
-        trade.open_order_id = order_id
+        trade.open_order_id = order['id']
         trade.close_rate_requested = limit
         trade.sell_reason = sell_reason.value
+        # In case of market sell orders the order can be closed immediately
+        if order.get('status', 'unknown') == 'closed':
+            trade.update(order)
         Trade.session.flush()
-        self.notify_sell(trade)
 
-    def notify_sell(self, trade: Trade):
+        # Lock pair for one candle to prevent immediate rebuys
+        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['ticker_interval']))
+
+        self._notify_sell(trade)
+
+    def _notify_sell(self, trade: Trade):
         """
         Sends rpc notification when a sell occured.
         """

freqtrade/loggers.py

@@ -0,0 +1,50 @@
+import logging
+import sys
+
+from logging.handlers import RotatingFileHandler
+from typing import Any, Dict, List
+
+
+logger = logging.getLogger(__name__)
+
+
+def _set_loggers(verbosity: int = 0) -> None:
+    """
+    Set the logging level for third party libraries
+    :return: None
+    """
+
+    logging.getLogger('requests').setLevel(
+            logging.INFO if verbosity <= 1 else logging.DEBUG
+    )
+    logging.getLogger("urllib3").setLevel(
+            logging.INFO if verbosity <= 1 else logging.DEBUG
+    )
+    logging.getLogger('ccxt.base.exchange').setLevel(
+            logging.INFO if verbosity <= 2 else logging.DEBUG
+    )
+    logging.getLogger('telegram').setLevel(logging.INFO)
+
+
+def setup_logging(config: Dict[str, Any]) -> None:
+    """
+    Process -v/--verbose, --logfile options
+    """
+    # Log level
+    verbosity = config['verbosity']
+
+    # Log to stdout, not stderr
+    log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stdout)]
+
+    if config.get('logfile'):
+        log_handlers.append(RotatingFileHandler(config['logfile'],
+                                                maxBytes=1024 * 1024,  # 1Mb
+                                                backupCount=10))
+
+    logging.basicConfig(
+        level=logging.INFO if verbosity < 1 else logging.DEBUG,
+        format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
+        handlers=log_handlers
+    )
+    _set_loggers(verbosity)
+    logger.info('Verbosity set to %s', verbosity)

freqtrade/main.py

@@ -15,8 +15,7 @@ from argparse import Namespace
 from typing import Any, List
 
 from freqtrade import OperationalException
-from freqtrade.arguments import Arguments
-from freqtrade.configuration import set_loggers
+from freqtrade.configuration import Arguments
 from freqtrade.worker import Worker
 
 
@@ -32,8 +31,6 @@ def main(sysargv: List[str] = None) -> None:
     return_code: Any = 1
     worker = None
     try:
-        set_loggers()
-
         arguments = Arguments(
             sysargv,
             'Free, open source crypto trading bot'

freqtrade/misc.py

@@ -5,13 +5,12 @@ import gzip
 import logging
 import re
 from datetime import datetime
-from typing import Dict
+from pathlib import Path
+from typing.io import IO
 
 import numpy as np
-from pandas import DataFrame
 import rapidjson
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -41,25 +40,7 @@ def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray:
     return dates.dt.to_pydatetime()
 
 
-def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
-    """
-    Return dates from Dataframe
-    :param dfs: Dict with format pair: pair_data
-    :return: List of dates
-    """
-    alldates = {}
-    for pair, pair_data in dfs.items():
-        dates = datesarray_to_datetimearray(pair_data['date'])
-        for date in dates:
-            alldates[date] = 1
-    lst = []
-    for date, _ in alldates.items():
-        lst.append(date)
-    arr = np.array(lst)
-    return np.sort(arr, axis=0)
-
-
-def file_dump_json(filename, data, is_zip=False) -> None:
+def file_dump_json(filename: Path, data, is_zip=False) -> None:
     """
     Dump JSON data into a file
     :param filename: file to create
@@ -69,8 +50,8 @@ def file_dump_json(filename, data, is_zip=False) -> None:
     logger.info(f'dumping json to "{filename}"')
 
     if is_zip:
-        if not filename.endswith('.gz'):
-            filename = filename + '.gz'
+        if filename.suffix != '.gz':
+            filename = filename.with_suffix('.gz')
         with gzip.open(filename, 'w') as fp:
             rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
     else:
@@ -80,7 +61,7 @@ def file_dump_json(filename, data, is_zip=False) -> None:
     logger.debug(f'done json to "{filename}"')
 
 
-def json_load(datafile):
+def json_load(datafile: IO):
     """
     load data with rapidjson
     Use this to have a consistent experience,

freqtrade/optimize/__init__.py

@@ -64,14 +64,14 @@ def start_hyperopt(args: Namespace) -> None:
     :return: None
     """
     # Import here to avoid loading hyperopt module when it's not used
-    from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
+    from freqtrade.optimize.hyperopt import Hyperopt
 
     # Initialize configuration
     config = setup_configuration(args, RunMode.HYPEROPT)
 
     logger.info('Starting freqtrade in Hyperopt mode')
 
-    lock = FileLock(HYPEROPT_LOCKFILE)
+    lock = FileLock(Hyperopt.get_lock_filename(config))
 
     try:
         with lock.acquire(timeout=1):

freqtrade/optimize/backtesting.py

@@ -10,9 +10,9 @@ from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional
 
 from pandas import DataFrame
-from tabulate import tabulate
 
-from freqtrade.arguments import Arguments
+from freqtrade import OperationalException
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exchange import timeframe_to_minutes
@@ -21,6 +21,7 @@ from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
 from freqtrade.strategy.interface import IStrategy, SellType
+from tabulate import tabulate
 
 logger = logging.getLogger(__name__)
 
@@ -88,6 +89,9 @@ class Backtesting(object):
         Load strategy into backtesting
         """
         self.strategy = strategy
+        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 = self.config.get('ticker_interval')
         self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
@@ -186,7 +190,7 @@ class Backtesting(object):
         return tabulate(tabular_data, headers=headers,  # type: ignore
                         floatfmt=floatfmt, tablefmt="pipe")
 
-    def _store_backtest_result(self, recordfilename: str, results: DataFrame,
+    def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
                                strategyname: Optional[str] = None) -> None:
 
         records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
@@ -197,10 +201,10 @@ class Backtesting(object):
         if records:
             if strategyname:
                 # Inject strategyname to filename
-                recname = Path(recordfilename)
-                recordfilename = str(Path.joinpath(
-                    recname.parent, f'{recname.stem}-{strategyname}').with_suffix(recname.suffix))
-            logger.info('Dumping backtest results to %s', recordfilename)
+                recordfilename = Path.joinpath(
+                    recordfilename.parent,
+                    f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
+            logger.info(f'Dumping backtest results to {recordfilename}')
             file_dump_json(recordfilename, records)
 
     def _get_ticker_list(self, processed) -> Dict[str, DataFrame]:
@@ -252,22 +256,20 @@ class Backtesting(object):
             sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy,
                                              sell_row.sell, low=sell_row.low, high=sell_row.high)
             if sell.sell_flag:
-
                 trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60)
                 # Special handling if high or low hit STOP_LOSS or ROI
                 if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
                     # Set close_rate to stoploss
                     closerate = trade.stop_loss
                 elif sell.sell_type == (SellType.ROI):
-                    # get next entry in min_roi > to trade duration
-                    # Interface.py skips on trade_duration <= duration
-                    roi_entry = max(list(filter(lambda x: trade_dur >= x,
-                                                self.strategy.minimal_roi.keys())))
-                    roi = self.strategy.minimal_roi[roi_entry]
-
-                    # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
-                    closerate = - (trade.open_rate * roi + trade.open_rate *
-                                   (1 + trade.fee_open)) / (trade.fee_close - 1)
+                    roi = self.strategy.min_roi_reached_entry(trade_dur)
+                    if roi is not None:
+                        # - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
+                        closerate = - (trade.open_rate * roi + trade.open_rate *
+                                       (1 + trade.fee_open)) / (trade.fee_close - 1)
+                    else:
+                        # This should not be reached...
+                        closerate = sell_row.open
                 else:
                     closerate = sell_row.open
 
@@ -321,6 +323,9 @@ class Backtesting(object):
             position_stacking: do we allow position stacking? (default: False)
         :return: DataFrame
         """
+        # Arguments are long and noisy, so this is commented out.
+        # Uncomment if you need to debug the backtest() method.
+#        logger.debug(f"Start backtest, args: {args}")
         processed = args['processed']
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)
@@ -372,7 +377,9 @@ class Backtesting(object):
                         continue
                     trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
 
-                trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
+                # since indexes has been incremented before, we need to go one step back to
+                # also check the buying candle for sell conditions.
+                trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]-1:],
                                                          trade_count_lock, stake_amount,
                                                          max_open_trades)
 
@@ -397,7 +404,7 @@ class Backtesting(object):
         logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
         logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
 
-        timerange = Arguments.parse_timerange(None if self.config.get(
+        timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
         data = history.load_data(
             datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
@@ -406,7 +413,6 @@ class Backtesting(object):
             refresh_pairs=self.config.get('refresh_pairs', False),
             exchange=self.exchange,
             timerange=timerange,
-            live=self.config.get('live', False)
         )
 
         if not data:
@@ -451,7 +457,7 @@ class Backtesting(object):
         for strategy, results in all_results.items():
 
             if self.config.get('export', False):
-                self._store_backtest_result(self.config['exportfilename'], results,
+                self._store_backtest_result(Path(self.config['exportfilename']), results,
                                             strategy if len(self.strategylist) > 1 else None)
 
             print(f"Result for strategy {strategy}")

freqtrade/optimize/default_hyperopt.py

@@ -1,52 +1,61 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+from functools import reduce
+from typing import Any, Callable, Dict, List
+
 import talib.abstract as ta
 from pandas import DataFrame
-from typing import Dict, Any, Callable, List
-from functools import reduce
-
-from skopt.space import Categorical, Dimension, Integer, Real
+from skopt.space import Categorical, Dimension, Integer
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
 
-class_name = 'DefaultHyperOpts'
-
 
 class DefaultHyperOpts(IHyperOpt):
     """
-    Default hyperopt provided by freqtrade bot.
-    You can override it with your own hyperopt
+    Default hyperopt provided by the Freqtrade bot.
+    You can override it with your own Hyperopt
     """
-
     @staticmethod
     def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Add several indicators needed for buy and sell strategies defined below.
+        """
+        # ADX
         dataframe['adx'] = ta.ADX(dataframe)
+        # MACD
         macd = ta.MACD(dataframe)
         dataframe['macd'] = macd['macd']
         dataframe['macdsignal'] = macd['macdsignal']
+        # MFI
         dataframe['mfi'] = ta.MFI(dataframe)
+        # RSI
         dataframe['rsi'] = ta.RSI(dataframe)
+        # Stochastic Fast
         stoch_fast = ta.STOCHF(dataframe)
         dataframe['fastd'] = stoch_fast['fastd']
+        # Minus-DI
         dataframe['minus_di'] = ta.MINUS_DI(dataframe)
         # Bollinger bands
         bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
         dataframe['bb_lowerband'] = bollinger['lower']
         dataframe['bb_upperband'] = bollinger['upper']
+        # SAR
         dataframe['sar'] = ta.SAR(dataframe)
+
         return dataframe
 
     @staticmethod
     def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
         """
-        Define the buy strategy parameters to be used by hyperopt
+        Define the buy strategy parameters to be used by Hyperopt.
         """
         def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
             """
-            Buy strategy Hyperopt will build and use
+            Buy strategy Hyperopt will build and use.
             """
             conditions = []
+
             # GUARDS AND TRENDS
             if 'mfi-enabled' in params and params['mfi-enabled']:
                 conditions.append(dataframe['mfi'] < params['mfi-value'])
@@ -82,7 +91,7 @@ class DefaultHyperOpts(IHyperOpt):
     @staticmethod
     def indicator_space() -> List[Dimension]:
         """
-        Define your Hyperopt space for searching strategy parameters
+        Define your Hyperopt space for searching buy strategy parameters.
         """
         return [
             Integer(10, 25, name='mfi-value'),
@@ -99,14 +108,14 @@ class DefaultHyperOpts(IHyperOpt):
     @staticmethod
     def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
         """
-        Define the sell strategy parameters to be used by hyperopt
+        Define the sell strategy parameters to be used by Hyperopt.
         """
         def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
             """
-            Sell strategy Hyperopt will build and use
+            Sell strategy Hyperopt will build and use.
             """
-            # print(params)
             conditions = []
+
             # GUARDS AND TRENDS
             if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
                 conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
@@ -142,7 +151,7 @@ class DefaultHyperOpts(IHyperOpt):
     @staticmethod
     def sell_indicator_space() -> List[Dimension]:
         """
-        Define your Hyperopt space for searching sell strategy parameters
+        Define your Hyperopt space for searching sell strategy parameters.
         """
         return [
             Integer(75, 100, name='sell-mfi-value'),
@@ -158,47 +167,11 @@ class DefaultHyperOpts(IHyperOpt):
                          'sell-sar_reversal'], name='sell-trigger')
         ]
 
-    @staticmethod
-    def generate_roi_table(params: Dict) -> Dict[int, float]:
-        """
-        Generate the ROI table that will be used by Hyperopt
-        """
-        roi_table = {}
-        roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
-        roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
-        roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
-        roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
-
-        return roi_table
-
-    @staticmethod
-    def stoploss_space() -> List[Dimension]:
-        """
-        Stoploss Value to search
-        """
-        return [
-            Real(-0.5, -0.02, name='stoploss'),
-        ]
-
-    @staticmethod
-    def roi_space() -> List[Dimension]:
-        """
-        Values to search for each ROI steps
-        """
-        return [
-            Integer(10, 120, name='roi_t1'),
-            Integer(10, 60, name='roi_t2'),
-            Integer(10, 40, name='roi_t3'),
-            Real(0.01, 0.04, name='roi_p1'),
-            Real(0.01, 0.07, name='roi_p2'),
-            Real(0.01, 0.20, name='roi_p3'),
-        ]
-
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators. Should be a copy of from strategy
-        must align to populate_indicators in this file
-        Only used when --spaces does not include buy
+        Based on TA indicators. Should be a copy of same method from strategy.
+        Must align to populate_indicators in this file.
+        Only used when --spaces does not include buy space.
         """
         dataframe.loc[
             (
@@ -213,9 +186,9 @@ class DefaultHyperOpts(IHyperOpt):
 
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators. Should be a copy of from strategy
-        must align to populate_indicators in this file
-        Only used when --spaces does not include sell
+        Based on TA indicators. Should be a copy of same method from strategy.
+        Must align to populate_indicators in this file.
+        Only used when --spaces does not include sell space.
         """
         dataframe.loc[
             (
@@ -225,4 +198,5 @@ class DefaultHyperOpts(IHyperOpt):
                 (dataframe['fastd'] > 54)
             ),
             'sell'] = 1
+
         return dataframe

freqtrade/optimize/default_hyperopt_loss.py

@@ -0,0 +1,52 @@
+"""
+DefaultHyperOptLoss
+This module defines the default HyperoptLoss class which is being used for
+Hyperoptimization.
+"""
+from math import exp
+
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+# Set TARGET_TRADES to suit your number concurrent trades so its realistic
+# to the number of days
+TARGET_TRADES = 600
+
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# expected max profit = 3.85
+# Check that the reported Σ% values do not exceed this!
+# Note, this is ratio. 3.85 stated above means 385Σ%.
+EXPECTED_MAX_PROFIT = 3.0
+
+# Max average trade duration in minutes.
+# If eval ends with higher value, we consider it a failed eval.
+MAX_ACCEPTED_TRADE_DURATION = 300
+
+
+class DefaultHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the default loss function for hyperopt
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        This is the Default algorithm
+        Weights are distributed as follows:
+        * 0.4 to trade duration
+        * 0.25: Avoiding trade loss
+        * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
+        """
+        total_profit = results.profit_percent.sum()
+        trade_duration = results.trade_duration.mean()
+
+        trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
+        profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
+        duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+        result = trade_loss + profit_loss + duration_loss
+        return result

freqtrade/optimize/edge_cli.py

@@ -9,7 +9,7 @@ from tabulate import tabulate
 from freqtrade import constants
 from freqtrade.edge import Edge
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import TimeRange
 from freqtrade.exchange import Exchange
 from freqtrade.resolvers import StrategyResolver
 
@@ -41,7 +41,7 @@ class EdgeCli(object):
         self.edge = Edge(config, self.exchange, self.strategy)
         self.edge._refresh_pairs = self.config.get('refresh_pairs', False)
 
-        self.timerange = Arguments.parse_timerange(None if self.config.get(
+        self.timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
         self.edge._timerange = self.timerange

freqtrade/optimize/hyperopt.py

@@ -5,23 +5,29 @@ This module contains the hyperopt logic
 """
 
 import logging
-import os
 import sys
-from math import exp
+
+from collections import OrderedDict
 from operator import itemgetter
 from pathlib import Path
 from pprint import pprint
-from typing import Any, Dict, List
+from typing import Any, Dict, List, Optional
 
+import rapidjson
+
+from colorama import init as colorama_init
+from colorama import Fore, Style
 from joblib import Parallel, delayed, dump, load, wrap_non_picklable_objects, cpu_count
 from pandas import DataFrame
 from skopt import Optimizer
 from skopt.space import Dimension
 
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import TimeRange
 from freqtrade.data.history import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
+# Import IHyperOptLoss to allow users import from this file
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F4
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
 
 
 logger = logging.getLogger(__name__)
@@ -29,12 +35,9 @@ logger = logging.getLogger(__name__)
 
 INITIAL_POINTS = 30
 MAX_LOSS = 100000  # just a big enough number to be bad result in loss optimization
-TICKERDATA_PICKLE = os.path.join('user_data', 'hyperopt_tickerdata.pkl')
-TRIALSDATA_PICKLE = os.path.join('user_data', 'hyperopt_results.pickle')
-HYPEROPT_LOCKFILE = os.path.join('user_data', 'hyperopt.lock')
 
 
-class Hyperopt(Backtesting):
+class Hyperopt:
     """
     Hyperopt class, this class contains all the logic to run a hyperopt simulation
 
@@ -43,30 +46,66 @@ class Hyperopt(Backtesting):
     hyperopt.start()
     """
     def __init__(self, config: Dict[str, Any]) -> None:
-        super().__init__(config)
+        self.config = config
+        self.backtesting = Backtesting(self.config)
+
         self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
 
-        # set TARGET_TRADES to suit your number concurrent trades so its realistic
-        # to the number of days
-        self.target_trades = 600
-        self.total_tries = config.get('epochs', 0)
+        self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
+        self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
+
+        self.trials_file = (self.config['user_data_dir'] /
+                            'hyperopt_results' / 'hyperopt_results.pickle')
+        self.tickerdata_pickle = (self.config['user_data_dir'] /
+                                  'hyperopt_results' / 'hyperopt_tickerdata.pkl')
+        self.total_epochs = config.get('epochs', 0)
+
         self.current_best_loss = 100
 
-        # max average trade duration in minutes
-        # if eval ends with higher value, we consider it a failed eval
-        self.max_accepted_trade_duration = 300
-
-        # This is assumed to be expected avg profit * expected trade count.
-        # For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
-        # self.expected_max_profit = 3.85
-        # Check that the reported Σ% values do not exceed this!
-        # Note, this is ratio. 3.85 stated above means 385Σ%.
-        self.expected_max_profit = 3.0
+        if not self.config.get('hyperopt_continue'):
+            self.clean_hyperopt()
+        else:
+            logger.info("Continuing on previous hyperopt results.")
 
         # Previous evaluations
-        self.trials_file = TRIALSDATA_PICKLE
         self.trials: List = []
 
+        # Populate functions here (hasattr is slow so should not be run during "regular" operations)
+        if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
+            self.backtesting.advise_buy = self.custom_hyperopt.populate_buy_trend  # type: ignore
+
+        if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
+            self.backtesting.advise_sell = self.custom_hyperopt.populate_sell_trend  # type: ignore
+
+        # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
+        if self.config.get('use_max_market_positions', True):
+            self.max_open_trades = self.config['max_open_trades']
+        else:
+            logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
+            self.max_open_trades = 0
+        self.position_stacking = self.config.get('position_stacking', False),
+
+        if self.has_space('sell'):
+            # Make sure experimental is enabled
+            if 'experimental' not in self.config:
+                self.config['experimental'] = {}
+            self.config['experimental']['use_sell_signal'] = True
+
+    @staticmethod
+    def get_lock_filename(config) -> str:
+
+        return str(config['user_data_dir'] / 'hyperopt.lock')
+
+    def clean_hyperopt(self):
+        """
+        Remove hyperopt pickle files to restart hyperopt.
+        """
+        for f in [self.tickerdata_pickle, self.trials_file]:
+            p = Path(f)
+            if p.is_file():
+                logger.info(f"Removing `{p}`.")
+                p.unlink()
+
     def get_args(self, params):
         dimensions = self.hyperopt_space()
         # Ensure the number of dimensions match
@@ -94,7 +133,7 @@ class Hyperopt(Backtesting):
         """
         logger.info('Reading Trials from \'%s\'', self.trials_file)
         trials = load(self.trials_file)
-        os.remove(self.trials_file)
+        self.trials_file.unlink()
         return trials
 
     def log_trials_result(self) -> None:
@@ -103,108 +142,144 @@ class Hyperopt(Backtesting):
         """
         results = sorted(self.trials, key=itemgetter('loss'))
         best_result = results[0]
-        logger.info(
-            'Best result:\n%s\nwith values:\n',
-            best_result['result']
-        )
-        pprint(best_result['params'], indent=4)
-        if 'roi_t1' in best_result['params']:
-            logger.info('ROI table:')
-            pprint(self.custom_hyperopt.generate_roi_table(best_result['params']), indent=4)
+        params = best_result['params']
+        log_str = self.format_results_logstring(best_result)
+        print(f"\nBest result:\n\n{log_str}\n")
+
+        if self.config.get('print_json'):
+            result_dict: Dict = {}
+            if self.has_space('buy') or self.has_space('sell'):
+                result_dict['params'] = {}
+            if self.has_space('buy'):
+                result_dict['params'].update({p.name: params.get(p.name)
+                                             for p in self.hyperopt_space('buy')})
+            if self.has_space('sell'):
+                result_dict['params'].update({p.name: params.get(p.name)
+                                             for p in self.hyperopt_space('sell')})
+            if self.has_space('roi'):
+                # Convert keys in min_roi dict to strings because
+                # rapidjson cannot dump dicts with integer keys...
+                # OrderedDict is used to keep the numeric order of the items
+                # in the dict.
+                result_dict['minimal_roi'] = OrderedDict(
+                    (str(k), v) for k, v in self.custom_hyperopt.generate_roi_table(params).items()
+                )
+            if self.has_space('stoploss'):
+                result_dict['stoploss'] = params.get('stoploss')
+            print(rapidjson.dumps(result_dict, default=str, number_mode=rapidjson.NM_NATIVE))
+        else:
+            if self.has_space('buy'):
+                print('Buy hyperspace params:')
+                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('buy')},
+                       indent=4)
+            if self.has_space('sell'):
+                print('Sell hyperspace params:')
+                pprint({p.name: params.get(p.name) for p in self.hyperopt_space('sell')},
+                       indent=4)
+            if self.has_space('roi'):
+                print("ROI table:")
+                pprint(self.custom_hyperopt.generate_roi_table(params), indent=4)
+            if self.has_space('stoploss'):
+                print(f"Stoploss: {params.get('stoploss')}")
 
     def log_results(self, results) -> None:
         """
         Log results if it is better than any previous evaluation
         """
         print_all = self.config.get('print_all', False)
-        if print_all or results['loss'] < self.current_best_loss:
-            # Output human-friendly index here (starting from 1)
-            current = results['current_tries'] + 1
-            total = results['total_tries']
-            res = results['result']
-            loss = results['loss']
-            self.current_best_loss = results['loss']
-            log_msg = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
-            log_msg = f'*{log_msg}' if results['initial_point'] else f' {log_msg}'
+        is_best_loss = results['loss'] < self.current_best_loss
+        if print_all or is_best_loss:
+            if is_best_loss:
+                self.current_best_loss = results['loss']
+            log_str = self.format_results_logstring(results)
+            # Colorize output
+            if self.config.get('print_colorized', False):
+                if results['total_profit'] > 0:
+                    log_str = Fore.GREEN + log_str
+                if print_all and is_best_loss:
+                    log_str = Style.BRIGHT + log_str
             if print_all:
-                print(log_msg)
+                print(log_str)
             else:
-                print('\n' + log_msg)
+                print('\n' + log_str)
         else:
             print('.', end='')
             sys.stdout.flush()
 
-    def calculate_loss(self, total_profit: float, trade_count: int, trade_duration: float) -> float:
-        """
-        Objective function, returns smaller number for more optimal results
-        """
-        trade_loss = 1 - 0.25 * exp(-(trade_count - self.target_trades) ** 2 / 10 ** 5.8)
-        profit_loss = max(0, 1 - total_profit / self.expected_max_profit)
-        duration_loss = 0.4 * min(trade_duration / self.max_accepted_trade_duration, 1)
-        result = trade_loss + profit_loss + duration_loss
-        return result
+    def format_results_logstring(self, results) -> str:
+        # Output human-friendly index here (starting from 1)
+        current = results['current_epoch'] + 1
+        total = self.total_epochs
+        res = results['results_explanation']
+        loss = results['loss']
+        log_str = f'{current:5d}/{total}: {res} Objective: {loss:.5f}'
+        log_str = f'*{log_str}' if results['is_initial_point'] else f' {log_str}'
+        return log_str
 
     def has_space(self, space: str) -> bool:
         """
         Tell if a space value is contained in the configuration
         """
-        if space in self.config['spaces'] or 'all' in self.config['spaces']:
-            return True
-        return False
+        return any(s in self.config['spaces'] for s in [space, 'all'])
 
-    def hyperopt_space(self) -> List[Dimension]:
+    def hyperopt_space(self, space: Optional[str] = None) -> List[Dimension]:
         """
-        Return the space to use during Hyperopt
+        Return the dimensions in the hyperoptimization space.
+        :param space: Defines hyperspace to return dimensions for.
+        If None, then the self.has_space() will be used to return dimensions
+        for all hyperspaces used.
         """
         spaces: List[Dimension] = []
-        if self.has_space('buy'):
+        if space == 'buy' or (space is None and self.has_space('buy')):
+            logger.debug("Hyperopt has 'buy' space")
             spaces += self.custom_hyperopt.indicator_space()
-        if self.has_space('sell'):
+        if space == 'sell' or (space is None and self.has_space('sell')):
+            logger.debug("Hyperopt has 'sell' space")
             spaces += self.custom_hyperopt.sell_indicator_space()
-            # Make sure experimental is enabled
-            if 'experimental' not in self.config:
-                self.config['experimental'] = {}
-            self.config['experimental']['use_sell_signal'] = True
-        if self.has_space('roi'):
+        if space == 'roi' or (space is None and self.has_space('roi')):
+            logger.debug("Hyperopt has 'roi' space")
             spaces += self.custom_hyperopt.roi_space()
-        if self.has_space('stoploss'):
+        if space == 'stoploss' or (space is None and self.has_space('stoploss')):
+            logger.debug("Hyperopt has 'stoploss' space")
             spaces += self.custom_hyperopt.stoploss_space()
         return spaces
 
     def generate_optimizer(self, _params: Dict) -> Dict:
+        """
+        Used Optimize function. Called once per epoch to optimize whatever is configured.
+        Keep this function as optimized as possible!
+        """
         params = self.get_args(_params)
         if self.has_space('roi'):
-            self.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
+            self.backtesting.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
 
         if self.has_space('buy'):
-            self.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
-        elif hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-            self.advise_buy = self.custom_hyperopt.populate_buy_trend  # type: ignore
+            self.backtesting.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
 
         if self.has_space('sell'):
-            self.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
-        elif hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-            self.advise_sell = self.custom_hyperopt.populate_sell_trend  # type: ignore
+            self.backtesting.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
 
         if self.has_space('stoploss'):
-            self.strategy.stoploss = params['stoploss']
+            self.backtesting.strategy.stoploss = params['stoploss']
+
+        processed = load(self.tickerdata_pickle)
 
-        processed = load(TICKERDATA_PICKLE)
         min_date, max_date = get_timeframe(processed)
-        results = self.backtest(
+
+        results = self.backtesting.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
-                'position_stacking': self.config.get('position_stacking', True),
+                'max_open_trades': self.max_open_trades,
+                'position_stacking': self.position_stacking,
                 'start_date': min_date,
                 'end_date': max_date,
             }
         )
-        result_explanation = self.format_results(results)
+        results_explanation = self.format_results(results)
 
-        total_profit = results.profit_percent.sum()
         trade_count = len(results.index)
-        trade_duration = results.trade_duration.mean()
+        total_profit = results.profit_abs.sum()
 
         # If this evaluation contains too short amount of trades to be
         # interesting -- consider it as 'bad' (assigned max. loss value)
@@ -214,20 +289,23 @@ class Hyperopt(Backtesting):
             return {
                 'loss': MAX_LOSS,
                 'params': params,
-                'result': result_explanation,
+                'results_explanation': results_explanation,
+                'total_profit': total_profit,
             }
 
-        loss = self.calculate_loss(total_profit, trade_count, trade_duration)
+        loss = self.calculate_loss(results=results, trade_count=trade_count,
+                                   min_date=min_date.datetime, max_date=max_date.datetime)
 
         return {
             'loss': loss,
             'params': params,
-            'result': result_explanation,
+            'results_explanation': results_explanation,
+            'total_profit': total_profit,
         }
 
     def format_results(self, results: DataFrame) -> str:
         """
-        Return the format result in a string
+        Return the formatted results explanation in a string
         """
         trades = len(results.index)
         avg_profit = results.profit_percent.mean() * 100.0
@@ -256,7 +334,7 @@ class Hyperopt(Backtesting):
 
     def load_previous_results(self):
         """ read trials file if we have one """
-        if os.path.exists(self.trials_file) and os.path.getsize(self.trials_file) > 0:
+        if self.trials_file.is_file() and self.trials_file.stat().st_size > 0:
             self.trials = self.read_trials()
             logger.info(
                 'Loaded %d previous evaluations from disk.',
@@ -264,14 +342,14 @@ class Hyperopt(Backtesting):
             )
 
     def start(self) -> None:
-        timerange = Arguments.parse_timerange(None if self.config.get(
+        timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
         data = load_data(
             datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
             pairs=self.config['exchange']['pair_whitelist'],
-            ticker_interval=self.ticker_interval,
+            ticker_interval=self.backtesting.ticker_interval,
             refresh_pairs=self.config.get('refresh_pairs', False),
-            exchange=self.exchange,
+            exchange=self.backtesting.exchange,
             timerange=timerange
         )
 
@@ -288,16 +366,15 @@ class Hyperopt(Backtesting):
             (max_date - min_date).days
         )
 
-        if self.has_space('buy') or self.has_space('sell'):
-            self.strategy.advise_indicators = \
-                self.custom_hyperopt.populate_indicators  # type: ignore
+        self.backtesting.strategy.advise_indicators = \
+            self.custom_hyperopt.populate_indicators  # type: ignore
 
-        preprocessed = self.strategy.tickerdata_to_dataframe(data)
+        preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
 
-        dump(preprocessed, TICKERDATA_PICKLE)
+        dump(preprocessed, self.tickerdata_pickle)
 
         # We don't need exchange instance anymore while running hyperopt
-        self.exchange = None  # type: ignore
+        self.backtesting.exchange = None  # type: ignore
 
         self.load_previous_results()
 
@@ -307,29 +384,27 @@ class Hyperopt(Backtesting):
         logger.info(f'Number of parallel jobs set as: {config_jobs}')
 
         opt = self.get_optimizer(config_jobs)
+
+        if self.config.get('print_colorized', False):
+            colorama_init(autoreset=True)
+
         try:
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
                 logger.info(f'Effective number of parallel workers used: {jobs}')
-                EVALS = max(self.total_tries // jobs, 1)
+                EVALS = max(self.total_epochs // jobs, 1)
                 for i in range(EVALS):
                     asked = opt.ask(n_points=jobs)
                     f_val = self.run_optimizer_parallel(parallel, asked)
-                    opt.tell(asked, [i['loss'] for i in f_val])
-
-                    self.trials += f_val
+                    opt.tell(asked, [v['loss'] for v in f_val])
                     for j in range(jobs):
                         current = i * jobs + j
-                        self.log_results({
-                            'loss': f_val[j]['loss'],
-                            'current_tries': current,
-                            'initial_point': current < INITIAL_POINTS,
-                            'total_tries': self.total_tries,
-                            'result': f_val[j]['result'],
-                        })
-                        logger.debug(f"Optimizer params: {f_val[j]['params']}")
-                    for j in range(jobs):
-                        logger.debug(f"Optimizer state: Xi: {opt.Xi[-j-1]}, yi: {opt.yi[-j-1]}")
+                        val = f_val[j]
+                        val['current_epoch'] = current
+                        val['is_initial_point'] = current < INITIAL_POINTS
+                        self.log_results(val)
+                        self.trials.append(val)
+                        logger.debug(f"Optimizer epoch evaluated: {val}")
         except KeyboardInterrupt:
             print('User interrupted..')
 

freqtrade/optimize/hyperopt_interface.py

@@ -7,7 +7,7 @@ from abc import ABC, abstractmethod
 from typing import Dict, Any, Callable, List
 
 from pandas import DataFrame
-from skopt.space import Dimension
+from skopt.space import Dimension, Integer, Real
 
 
 class IHyperOpt(ABC):
@@ -26,56 +26,80 @@ class IHyperOpt(ABC):
     @abstractmethod
     def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Populate indicators that will be used in the Buy and Sell strategy
-        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
-        :return: a Dataframe with all mandatory indicators for the strategies
+        Populate indicators that will be used in the Buy and Sell strategy.
+        :param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe().
+        :return: A Dataframe with all mandatory indicators for the strategies.
         """
 
     @staticmethod
     @abstractmethod
     def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
         """
-        Create a buy strategy generator
+        Create a buy strategy generator.
         """
 
     @staticmethod
     @abstractmethod
     def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
         """
-        Create a sell strategy generator
+        Create a sell strategy generator.
         """
 
     @staticmethod
     @abstractmethod
     def indicator_space() -> List[Dimension]:
         """
-        Create an indicator space
+        Create an indicator space.
         """
 
     @staticmethod
     @abstractmethod
     def sell_indicator_space() -> List[Dimension]:
         """
-        Create a sell indicator space
+        Create a sell indicator space.
         """
 
     @staticmethod
-    @abstractmethod
     def generate_roi_table(params: Dict) -> Dict[int, float]:
         """
-        Create an roi table
+        Create a ROI table.
+
+        Generates the ROI table that will be used by Hyperopt.
+        You may override it in your custom Hyperopt class.
         """
+        roi_table = {}
+        roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
+        roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
+        roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
+        roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
+
+        return roi_table
 
     @staticmethod
-    @abstractmethod
     def stoploss_space() -> List[Dimension]:
         """
-        Create a stoploss space
+        Create a stoploss space.
+
+        Defines range of stoploss values to search.
+        You may override it in your custom Hyperopt class.
         """
+        return [
+            Real(-0.5, -0.02, name='stoploss'),
+        ]
 
     @staticmethod
-    @abstractmethod
     def roi_space() -> List[Dimension]:
         """
-        Create a roi space
+        Create a ROI space.
+
+        Defines values to search for each ROI steps.
+        You may override it in your custom Hyperopt class.
         """
+        return [
+            Integer(10, 120, name='roi_t1'),
+            Integer(10, 60, name='roi_t2'),
+            Integer(10, 40, name='roi_t3'),
+            Real(0.01, 0.04, name='roi_p1'),
+            Real(0.01, 0.07, name='roi_p2'),
+            Real(0.01, 0.20, name='roi_p3'),
+        ]

freqtrade/optimize/hyperopt_loss_interface.py

@@ -0,0 +1,25 @@
+"""
+IHyperOptLoss interface
+This module defines the interface for the loss-function for hyperopts
+"""
+
+from abc import ABC, abstractmethod
+from datetime import datetime
+
+from pandas import DataFrame
+
+
+class IHyperOptLoss(ABC):
+    """
+    Interface for freqtrade hyperopts Loss functions.
+    Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
+    """
+    ticker_interval: str
+
+    @staticmethod
+    @abstractmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime, *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results
+        """

freqtrade/optimize/hyperopt_loss_onlyprofit.py

@@ -0,0 +1,38 @@
+"""
+OnlyProfitHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from pandas import DataFrame
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+# This is assumed to be expected avg profit * expected trade count.
+# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
+# expected max profit = 3.85
+#
+# Note, this is ratio. 3.85 stated above means 385Σ%, 3.0 means 300Σ%.
+#
+# In this implementation it's only used in calculation of the resulting value
+# of the objective function as a normalization coefficient and does not
+# represent any limit for profits as in the Freqtrade legacy default loss function.
+EXPECTED_MAX_PROFIT = 3.0
+
+
+class OnlyProfitHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation takes only profit into account.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for better results.
+        """
+        total_profit = results.profit_percent.sum()
+        return 1 - total_profit / EXPECTED_MAX_PROFIT

freqtrade/optimize/hyperopt_loss_sharpe.py

@@ -0,0 +1,45 @@
+"""
+SharpeHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from datetime import datetime
+
+from pandas import DataFrame
+import numpy as np
+
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class SharpeHyperOptLoss(IHyperOptLoss):
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation uses the Sharpe Ratio calculation.
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+                               min_date: datetime, max_date: datetime,
+                               *args, **kwargs) -> float:
+        """
+        Objective function, returns smaller number for more optimal results.
+
+        Uses Sharpe Ratio calculation.
+        """
+        total_profit = results.profit_percent
+        days_period = (max_date - min_date).days
+
+        # adding slippage of 0.1% per trade
+        total_profit = total_profit - 0.0005
+        expected_yearly_return = total_profit.sum() / days_period
+
+        if (np.std(total_profit) != 0.):
+            sharp_ratio = expected_yearly_return / np.std(total_profit) * np.sqrt(365)
+        else:
+            # Define high (negative) sharpe ratio to be clear that this is NOT optimal.
+            sharp_ratio = -20.
+
+        # print(expected_yearly_return, np.std(total_profit), sharp_ratio)
+        return -sharp_ratio

freqtrade/pairlist/VolumePairList.py

@@ -55,7 +55,6 @@ class VolumePairList(IPairList):
         # Generate dynamic whitelist
         self._whitelist = self._gen_pair_whitelist(
             self._config['stake_currency'], self._sort_key)[:self._number_pairs]
-        logger.info(f"Searching pairs: {self._whitelist}")
 
     @cached(TTLCache(maxsize=1, ttl=1800))
     def _gen_pair_whitelist(self, base_currency: str, key: str) -> List[str]:
@@ -92,4 +91,6 @@ class VolumePairList(IPairList):
                     valid_tickers.remove(t)
 
         pairs = [s['symbol'] for s in valid_tickers]
+        logger.info(f"Searching pairs: {self._whitelist}")
+
         return pairs

freqtrade/plot/plotting.py

@@ -1,22 +1,67 @@
 import logging
-from typing import List
+from pathlib import Path
+from typing import Dict, List, Optional
 
 import pandas as pd
-from pathlib import Path
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.data.btanalysis import (combine_tickers_with_mean,
+                                       create_cum_profit, load_trades)
+from freqtrade.exchange import Exchange
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 logger = logging.getLogger(__name__)
 
 
 try:
-    from plotly import tools
+    from plotly.subplots import make_subplots
     from plotly.offline import plot
-    import plotly.graph_objs as go
+    import plotly.graph_objects as go
 except ImportError:
     logger.exception("Module plotly not found \n Please install using `pip install plotly`")
     exit(1)
 
 
-def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.make_subplots:
+def init_plotscript(config):
+    """
+    Initialize objects needed for plotting
+    :return: Dict with tickers, trades, pairs and strategy
+    """
+    exchange: Optional[Exchange] = None
+
+    # Exchange is only needed when downloading data!
+    if config.get("refresh_pairs", False):
+        exchange = ExchangeResolver(config.get('exchange', {}).get('name'),
+                                    config).exchange
+
+    strategy = StrategyResolver(config).strategy
+    if "pairs" in config:
+        pairs = config["pairs"]
+    else:
+        pairs = config["exchange"]["pair_whitelist"]
+
+    # Set timerange to use
+    timerange = TimeRange.parse_timerange(config.get("timerange"))
+
+    tickers = history.load_data(
+        datadir=Path(str(config.get("datadir"))),
+        pairs=pairs,
+        ticker_interval=config['ticker_interval'],
+        refresh_pairs=config.get('refresh_pairs', False),
+        timerange=timerange,
+        exchange=exchange,
+    )
+
+    trades = load_trades(config)
+    return {"tickers": tickers,
+            "trades": trades,
+            "pairs": pairs,
+            "strategy": strategy,
+            }
+
+
+def add_indicators(fig, row, indicators: List[str], data: pd.DataFrame) -> make_subplots:
     """
     Generator all the indicator selected by the user for a specific row
     :param fig: Plot figure to append to
@@ -33,7 +78,7 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m
                 mode='lines',
                 name=indicator
             )
-            fig.append_trace(scattergl, row, 1)
+            fig.add_trace(scattergl, row, 1)
         else:
             logger.info(
                 'Indicator "%s" ignored. Reason: This indicator is not found '
@@ -44,9 +89,29 @@ def generate_row(fig, row, indicators: List[str], data: pd.DataFrame) -> tools.m
     return fig
 
 
-def plot_trades(fig, trades: pd.DataFrame):
+def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_subplots:
     """
-    Plot trades to "fig"
+    Add profit-plot
+    :param fig: Plot figure to append to
+    :param row: row number for this plot
+    :param data: candlestick DataFrame
+    :param column: Column to use for plot
+    :param name: Name to use
+    :return: fig with added profit plot
+    """
+    profit = go.Scattergl(
+        x=data.index,
+        y=data[column],
+        name=name,
+    )
+    fig.add_trace(profit, row, 1)
+
+    return fig
+
+
+def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
+    """
+    Add trades to "fig"
     """
     # Trades can be empty
     if trades is not None and len(trades) > 0:
@@ -79,20 +144,16 @@ def plot_trades(fig, trades: pd.DataFrame):
                 color='red'
             )
         )
-        fig.append_trace(trade_buys, 1, 1)
-        fig.append_trace(trade_sells, 1, 1)
+        fig.add_trace(trade_buys, 1, 1)
+        fig.add_trace(trade_sells, 1, 1)
     else:
         logger.warning("No trades found.")
     return fig
 
 
-def generate_graph(
-    pair: str,
-    data: pd.DataFrame,
-    trades: pd.DataFrame = None,
-    indicators1: List[str] = [],
-    indicators2: List[str] = [],
-) -> go.Figure:
+def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFrame = None,
+                               indicators1: List[str] = [],
+                               indicators2: List[str] = [],) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB
     Volume will always be ploted in row2, so Row 1 and 3 are to our disposal for custom indicators
@@ -105,7 +166,7 @@ def generate_graph(
     """
 
     # Define the graph
-    fig = tools.make_subplots(
+    fig = make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -127,7 +188,7 @@ def generate_graph(
         close=data.close,
         name='Price'
     )
-    fig.append_trace(candles, 1, 1)
+    fig.add_trace(candles, 1, 1)
 
     if 'buy' in data.columns:
         df_buy = data[data['buy'] == 1]
@@ -144,7 +205,7 @@ def generate_graph(
                     color='green',
                 )
             )
-            fig.append_trace(buys, 1, 1)
+            fig.add_trace(buys, 1, 1)
         else:
             logger.warning("No buy-signals found.")
 
@@ -163,7 +224,7 @@ def generate_graph(
                     color='red',
                 )
             )
-            fig.append_trace(sells, 1, 1)
+            fig.add_trace(sells, 1, 1)
         else:
             logger.warning("No sell-signals found.")
 
@@ -182,11 +243,11 @@ def generate_graph(
             fillcolor="rgba(0,176,246,0.2)",
             line={'color': 'rgba(255,255,255,0)'},
         )
-        fig.append_trace(bb_lower, 1, 1)
-        fig.append_trace(bb_upper, 1, 1)
+        fig.add_trace(bb_lower, 1, 1)
+        fig.add_trace(bb_upper, 1, 1)
 
     # Add indicators to main plot
-    fig = generate_row(fig=fig, row=1, indicators=indicators1, data=data)
+    fig = add_indicators(fig=fig, row=1, indicators=indicators1, data=data)
 
     fig = plot_trades(fig, trades)
 
@@ -196,15 +257,57 @@ def generate_graph(
         y=data['volume'],
         name='Volume'
     )
-    fig.append_trace(volume, 2, 1)
+    fig.add_trace(volume, 2, 1)
 
     # Add indicators to seperate row
-    fig = generate_row(fig=fig, row=3, indicators=indicators2, data=data)
+    fig = add_indicators(fig=fig, row=3, indicators=indicators2, data=data)
 
     return fig
 
 
-def generate_plot_file(fig, pair, ticker_interval) -> None:
+def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
+                          trades: pd.DataFrame) -> go.Figure:
+    # Combine close-values for all pairs, rename columns to "pair"
+    df_comb = combine_tickers_with_mean(tickers, "close")
+
+    # Add combined cumulative profit
+    df_comb = create_cum_profit(df_comb, trades, 'cum_profit')
+
+    # Plot the pairs average close prices, and total profit growth
+    avgclose = go.Scattergl(
+        x=df_comb.index,
+        y=df_comb['mean'],
+        name='Avg close price',
+    )
+
+    fig = make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
+    fig['layout'].update(title="Profit plot")
+
+    fig.add_trace(avgclose, 1, 1)
+    fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
+
+    for pair in pairs:
+        profit_col = f'cum_profit_{pair}'
+        df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col)
+
+        fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
+
+    return fig
+
+
+def generate_plot_filename(pair, ticker_interval) -> str:
+    """
+    Generate filenames per pair/ticker_interval to be used for storing plots
+    """
+    pair_name = pair.replace("/", "_")
+    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
+
+    logger.info('Generate plot file for %s', pair)
+
+    return file_name
+
+
+def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False) -> None:
     """
     Generate a plot html file from pre populated fig plotly object
     :param fig: Plotly Figure to plot
@@ -212,12 +315,9 @@ def generate_plot_file(fig, pair, ticker_interval) -> None:
     :param ticker_interval: Used as part of the filename
     :return: None
     """
-    logger.info('Generate plot file for %s', pair)
+    directory.mkdir(parents=True, exist_ok=True)
 
-    pair_name = pair.replace("/", "_")
-    file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
-
-    Path("user_data/plots").mkdir(parents=True, exist_ok=True)
-
-    plot(fig, filename=str(Path('user_data/plots').joinpath(file_name)),
-         auto_open=False)
+    _filename = directory.joinpath(filename)
+    plot(fig, filename=str(_filename),
+         auto_open=auto_open)
+    logger.info(f"Stored plot as {_filename}")

freqtrade/resolvers/exchange_resolver.py

@@ -28,6 +28,7 @@ class ExchangeResolver(IResolver):
         except ImportError:
             logger.info(
                 f"No {exchange_name} specific subclass found. Using the generic class instead.")
+        if not hasattr(self, "exchange"):
             self.exchange = Exchange(config)
 
     def _load_exchange(
@@ -44,13 +45,13 @@ class ExchangeResolver(IResolver):
 
             exchange = ex_class(kwargs['config'])
             if exchange:
-                logger.info("Using resolved exchange %s", exchange_name)
+                logger.info(f"Using resolved exchange '{exchange_name}'...")
                 return exchange
         except AttributeError:
             # Pass and raise ImportError instead
             pass
 
         raise ImportError(
-            "Impossible to load Exchange '{}'. This class does not exist"
-            " or contains Python code errors".format(exchange_name)
+            f"Impossible to load Exchange '{exchange_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/resolvers/hyperopt_resolver.py

@@ -7,8 +7,10 @@ import logging
 from pathlib import Path
 from typing import Optional, Dict
 
-from freqtrade.constants import DEFAULT_HYPEROPT
+from freqtrade import OperationalException
+from freqtrade.constants import DEFAULT_HYPEROPT, DEFAULT_HYPEROPT_LOSS
 from freqtrade.optimize.hyperopt_interface import IHyperOpt
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
 
 logger = logging.getLogger(__name__)
@@ -21,16 +23,16 @@ class HyperOptResolver(IResolver):
 
     __slots__ = ['hyperopt']
 
-    def __init__(self, config: Optional[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
         hyperopt_name = config.get('hyperopt') or DEFAULT_HYPEROPT
-        self.hyperopt = self._load_hyperopt(hyperopt_name, extra_dir=config.get('hyperopt_path'))
+        self.hyperopt = self._load_hyperopt(hyperopt_name, config,
+                                            extra_dir=config.get('hyperopt_path'))
 
         # Assign ticker_interval to be used in hyperopt
         self.hyperopt.__class__.ticker_interval = str(config['ticker_interval'])
@@ -43,35 +45,88 @@ class HyperOptResolver(IResolver):
                            "Using populate_sell_trend from DefaultStrategy.")
 
     def _load_hyperopt(
-            self, hyperopt_name: str, extra_dir: Optional[str] = None) -> IHyperOpt:
+            self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:
         """
         Search and loads the specified hyperopt.
         :param hyperopt_name: name of the module to import
+        :param config: configuration dictionary
         :param extra_dir: additional directory to search for the given hyperopt
         :return: HyperOpt instance or None
         """
         current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
 
         abs_paths = [
-            current_path.parent.parent.joinpath('user_data/hyperopts'),
+            config['user_data_dir'].joinpath('hyperopts'),
             current_path,
         ]
 
         if extra_dir:
             # Add extra hyperopt directory on top of search paths
-            abs_paths.insert(0, Path(extra_dir))
+            abs_paths.insert(0, Path(extra_dir).resolve())
 
-        for _path in abs_paths:
-            try:
-                hyperopt = self._search_object(directory=_path, object_type=IHyperOpt,
-                                               object_name=hyperopt_name)
-                if hyperopt:
-                    logger.info("Using resolved hyperopt %s from '%s'", hyperopt_name, _path)
-                    return hyperopt
-            except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
-
-        raise ImportError(
-            "Impossible to load Hyperopt '{}'. This class does not exist"
-            " or contains Python code errors".format(hyperopt_name)
+        hyperopt = self._load_object(paths=abs_paths, object_type=IHyperOpt,
+                                     object_name=hyperopt_name)
+        if hyperopt:
+            return hyperopt
+        raise OperationalException(
+            f"Impossible to load Hyperopt '{hyperopt_name}'. This class does not exist "
+            "or contains Python code errors."
+        )
+
+
+class HyperOptLossResolver(IResolver):
+    """
+    This class contains all the logic to load custom hyperopt loss class
+    """
+
+    __slots__ = ['hyperoptloss']
+
+    def __init__(self, config: Dict = None) -> None:
+        """
+        Load the custom class from config parameter
+        :param config: configuration dictionary or None
+        """
+        config = config or {}
+
+        # Verify the hyperopt is in the configuration, otherwise fallback to the default hyperopt
+        hyperopt_name = config.get('hyperopt_loss') or DEFAULT_HYPEROPT_LOSS
+        self.hyperoptloss = self._load_hyperoptloss(
+            hyperopt_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`.")
+
+    def _load_hyperoptloss(
+            self, hyper_loss_name: str, config: Dict,
+            extra_dir: Optional[str] = None) -> IHyperOptLoss:
+        """
+        Search and loads the specified hyperopt loss class.
+        :param hyper_loss_name: name of the module to import
+        :param config: configuration dictionary
+        :param extra_dir: additional directory to search for the given hyperopt
+        :return: HyperOptLoss instance or None
+        """
+        current_path = Path(__file__).parent.parent.joinpath('optimize').resolve()
+
+        abs_paths = [
+            config['user_data_dir'].joinpath('hyperopts'),
+            current_path,
+        ]
+
+        if extra_dir:
+            # Add extra hyperopt directory on top of search paths
+            abs_paths.insert(0, Path(extra_dir).resolve())
+
+        hyperoptloss = self._load_object(paths=abs_paths, object_type=IHyperOptLoss,
+                                         object_name=hyper_loss_name)
+        if hyperoptloss:
+            return hyperoptloss
+
+        raise OperationalException(
+            f"Impossible to load HyperoptLoss '{hyper_loss_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/resolvers/iresolver.py

@@ -7,7 +7,7 @@ import importlib.util
 import inspect
 import logging
 from pathlib import Path
-from typing import Optional, Type, Any
+from typing import Any, List, Optional, Tuple, Type, Union
 
 logger = logging.getLogger(__name__)
 
@@ -29,7 +29,8 @@ class IResolver(object):
         """
 
         # Generate spec based on absolute path
-        spec = importlib.util.spec_from_file_location('unknown', str(module_path))
+        # Pass object_name as first argument to have logging print a reasonable name.
+        spec = importlib.util.spec_from_file_location(object_name, str(module_path))
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
@@ -45,7 +46,7 @@ class IResolver(object):
 
     @staticmethod
     def _search_object(directory: Path, object_type, object_name: str,
-                       kwargs: dict = {}) -> Optional[Any]:
+                       kwargs: dict = {}) -> Union[Tuple[Any, Path], Tuple[None, None]]:
         """
         Search for the objectname in the given directory
         :param directory: relative or absolute directory path
@@ -57,9 +58,33 @@ class IResolver(object):
             if not str(entry).endswith('.py'):
                 logger.debug('Ignoring %s', entry)
                 continue
+            module_path = entry.resolve()
             obj = IResolver._get_valid_object(
-                object_type, Path.resolve(directory.joinpath(entry)), object_name
+                object_type, module_path, object_name
             )
             if obj:
-                return obj(**kwargs)
+                return (obj(**kwargs), module_path)
+        return (None, None)
+
+    @staticmethod
+    def _load_object(paths: List[Path], object_type, object_name: str,
+                     kwargs: dict = {}) -> Optional[Any]:
+        """
+        Try to load object from path list.
+        """
+
+        for _path in paths:
+            try:
+                (module, module_path) = IResolver._search_object(directory=_path,
+                                                                 object_type=object_type,
+                                                                 object_name=object_name,
+                                                                 kwargs=kwargs)
+                if module:
+                    logger.info(
+                        f"Using resolved {object_type.__name__.lower()[1:]} {object_name} "
+                        f"from '{module_path}'...")
+                    return module
+            except FileNotFoundError:
+                logger.warning('Path "%s" does not exist.', _path.resolve())
+
         return None

freqtrade/resolvers/pairlist_resolver.py

@@ -6,6 +6,7 @@ This module load custom hyperopts
 import logging
 from pathlib import Path
 
+from freqtrade import OperationalException
 from freqtrade.pairlist.IPairList import IPairList
 from freqtrade.resolvers import IResolver
 
@@ -24,36 +25,30 @@ class PairListResolver(IResolver):
         Load the custom class from config parameter
         :param config: configuration dictionary or None
         """
-        self.pairlist = self._load_pairlist(pairlist_name, kwargs={'freqtrade': freqtrade,
-                                                                   'config': config})
+        self.pairlist = self._load_pairlist(pairlist_name, config, kwargs={'freqtrade': freqtrade,
+                                                                           'config': config})
 
     def _load_pairlist(
-            self, pairlist_name: str, kwargs: dict) -> IPairList:
+            self, pairlist_name: str, config: dict, kwargs: dict) -> IPairList:
         """
         Search and loads the specified pairlist.
         :param pairlist_name: name of the module to import
+        :param config: configuration dictionary
         :param extra_dir: additional directory to search for the given pairlist
         :return: PairList instance or None
         """
         current_path = Path(__file__).parent.parent.joinpath('pairlist').resolve()
 
         abs_paths = [
-            current_path.parent.parent.joinpath('user_data/pairlist'),
+            config['user_data_dir'].joinpath('pairlist'),
             current_path,
         ]
 
-        for _path in abs_paths:
-            try:
-                pairlist = self._search_object(directory=_path, object_type=IPairList,
-                                               object_name=pairlist_name,
-                                               kwargs=kwargs)
-                if pairlist:
-                    logger.info("Using resolved pairlist %s from '%s'", pairlist_name, _path)
-                    return pairlist
-            except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
-
-        raise ImportError(
-            "Impossible to load Pairlist '{}'. This class does not exist"
-            " or contains Python code errors".format(pairlist_name)
+        pairlist = self._load_object(paths=abs_paths, object_type=IPairList,
+                                     object_name=pairlist_name, kwargs=kwargs)
+        if pairlist:
+            return pairlist
+        raise OperationalException(
+            f"Impossible to load Pairlist '{pairlist_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/resolvers/strategy_resolver.py

@@ -11,7 +11,7 @@ from inspect import getfullargspec
 from pathlib import Path
 from typing import Dict, Optional
 
-from freqtrade import constants
+from freqtrade import constants, OperationalException
 from freqtrade.resolvers import IResolver
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.interface import IStrategy
@@ -123,7 +123,7 @@ class StrategyResolver(IResolver):
         current_path = Path(__file__).parent.parent.joinpath('strategy').resolve()
 
         abs_paths = [
-            Path.cwd().joinpath('user_data/strategies'),
+            config['user_data_dir'].joinpath('strategies'),
             current_path,
         ]
 
@@ -132,7 +132,7 @@ class StrategyResolver(IResolver):
             abs_paths.insert(0, Path(extra_dir).resolve())
 
         if ":" in strategy_name:
-            logger.info("loading base64 endocded strategy")
+            logger.info("loading base64 encoded strategy")
             strat = strategy_name.split(":")
 
             if len(strat) == 2:
@@ -147,25 +147,21 @@ class StrategyResolver(IResolver):
                 # register temp path with the bot
                 abs_paths.insert(0, temp.resolve())
 
-        for _path in abs_paths:
-            try:
-                strategy = self._search_object(directory=_path, object_type=IStrategy,
-                                               object_name=strategy_name, kwargs={'config': config})
-                if strategy:
-                    logger.info("Using resolved strategy %s from '%s'", strategy_name, _path)
-                    strategy._populate_fun_len = len(
-                        getfullargspec(strategy.populate_indicators).args)
-                    strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
-                    strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
-                    try:
-                        return import_strategy(strategy, config=config)
-                    except TypeError as e:
-                        logger.warning(
-                            f"Impossible to load strategy '{strategy}' from {_path}. Error: {e}")
-            except FileNotFoundError:
-                logger.warning('Path "%s" does not exist', _path.relative_to(Path.cwd()))
+        strategy = self._load_object(paths=abs_paths, object_type=IStrategy,
+                                     object_name=strategy_name, kwargs={'config': config})
+        if strategy:
+            strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
+            strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
+            strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
 
-        raise ImportError(
-            f"Impossible to load Strategy '{strategy_name}'. This class does not exist"
-            " or contains Python code errors"
+            try:
+                return import_strategy(strategy, config=config)
+            except TypeError as e:
+                logger.warning(
+                    f"Impossible to load strategy '{strategy_name}'. "
+                    f"Error: {e}")
+
+        raise OperationalException(
+            f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
+            "or contains Python code errors."
         )

freqtrade/rpc/rpc.py

@@ -10,7 +10,7 @@ from typing import Dict, Any, List, Optional
 
 import arrow
 import sqlalchemy as sql
-from numpy import mean, nan_to_num, NAN
+from numpy import mean, NAN
 from pandas import DataFrame
 
 from freqtrade import TemporaryError, DependencyException
@@ -195,9 +195,9 @@ class RPC(object):
         trades = Trade.query.order_by(Trade.id).all()
 
         profit_all_coin = []
-        profit_all_percent = []
+        profit_all_perc = []
         profit_closed_coin = []
-        profit_closed_percent = []
+        profit_closed_perc = []
         durations = []
 
         for trade in trades:
@@ -211,7 +211,7 @@ class RPC(object):
             if not trade.is_open:
                 profit_percent = trade.calc_profit_percent()
                 profit_closed_coin.append(trade.calc_profit())
-                profit_closed_percent.append(profit_percent)
+                profit_closed_perc.append(profit_percent)
             else:
                 # Get current rate
                 try:
@@ -223,7 +223,7 @@ class RPC(object):
             profit_all_coin.append(
                 trade.calc_profit(rate=Decimal(trade.close_rate or current_rate))
             )
-            profit_all_percent.append(profit_percent)
+            profit_all_perc.append(profit_percent)
 
         best_pair = Trade.session.query(
             Trade.pair, sql.func.sum(Trade.close_profit).label('profit_sum')
@@ -238,7 +238,8 @@ class RPC(object):
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = round(nan_to_num(mean(profit_closed_percent)) * 100, 2)
+        profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc
+                                 else 0.0)
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
             stake_currency,
@@ -246,7 +247,7 @@ class RPC(object):
         ) if self._fiat_converter else 0
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
-        profit_all_percent = round(nan_to_num(mean(profit_all_percent)) * 100, 2)
+        profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
@@ -281,10 +282,11 @@ class RPC(object):
                 rate = 1.0
             else:
                 try:
-                    if coin in('USDT', 'USD', 'EUR'):
-                        rate = 1.0 / self._freqtrade.get_sell_rate('BTC/' + coin, False)
+                    pair = self._freqtrade.exchange.get_valid_pair_combination(coin, "BTC")
+                    if pair.startswith("BTC"):
+                        rate = 1.0 / self._freqtrade.get_sell_rate(pair, False)
                     else:
-                        rate = self._freqtrade.get_sell_rate(coin + '/BTC', False)
+                        rate = self._freqtrade.get_sell_rate(pair, False)
                 except (TemporaryError, DependencyException):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
@@ -298,7 +300,10 @@ class RPC(object):
                 'est_btc': est_btc,
             })
         if total == 0.0:
-            raise RPCException('all balances are zero')
+            if self._freqtrade.config.get('dry_run', False):
+                raise RPCException('Running in Dry Run, balances are not available.')
+            else:
+                raise RPCException('All balances are zero.')
 
         symbol = fiat_display_currency
         value = self._fiat_converter.convert_amount(total, 'BTC',

freqtrade/rpc/telegram.py

@@ -217,7 +217,8 @@ class Telegram(RPC):
 
                     "*Open Order:* `{open_order}`" if r['open_order'] else ""
                 ]
-                messages.append("\n".join(filter(None, lines)).format(**r))
+                # Filter empty lines using list-comprehension
+                messages.append("\n".join([l for l in lines if l]).format(**r))
 
             for msg in messages:
                 self._send_msg(msg, bot=bot)

freqtrade/strategy/interface.py

@@ -4,9 +4,9 @@ This module defines the interface to apply for strategies
 """
 import logging
 from abc import ABC, abstractmethod
-from datetime import datetime
+from datetime import datetime, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple
 import warnings
 
 import arrow
@@ -107,6 +107,7 @@ class IStrategy(ABC):
         self.config = config
         # Dict to determine if analysis is necessary
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
+        self._pair_locked_until: Dict[str, datetime] = {}
 
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -154,10 +155,45 @@ class IStrategy(ABC):
         """
         return self.__class__.__name__
 
+    def lock_pair(self, pair: str, until: datetime) -> None:
+        """
+        Locks pair until a given timestamp happens.
+        Locked pairs are not analyzed, and are prevented from opening new trades.
+        :param pair: Pair to lock
+        :param until: datetime in UTC until the pair should be blocked from opening new trades.
+                Needs to be timezone aware `datetime.now(timezone.utc)`
+        """
+        self._pair_locked_until[pair] = until
+
+    def is_pair_locked(self, pair: str) -> bool:
+        """
+        Checks if a pair is currently locked
+        """
+        if pair not in self._pair_locked_until:
+            return False
+        return self._pair_locked_until[pair] >= datetime.now(timezone.utc)
+
     def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Parses the given ticker history and returns a populated DataFrame
         add several TA indicators and buy signal to it
+        :param dataframe: Dataframe containing ticker data
+        :param metadata: Metadata dictionary with additional data (e.g. 'pair')
+        :return: DataFrame with ticker data and indicator data
+        """
+        logger.debug("TA Analysis Launched")
+        dataframe = self.advise_indicators(dataframe, metadata)
+        dataframe = self.advise_buy(dataframe, metadata)
+        dataframe = self.advise_sell(dataframe, metadata)
+        return dataframe
+
+    def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Parses the given ticker history and returns a populated DataFrame
+        add several TA indicators and buy signal to it
+        WARNING: Used internally only, may skip analysis if `process_only_new_candles` is set.
+        :param dataframe: Dataframe containing ticker data
+        :param metadata: Metadata dictionary with additional data (e.g. 'pair')
         :return: DataFrame with ticker data and indicator data
         """
 
@@ -168,10 +204,7 @@ class IStrategy(ABC):
         if (not self.process_only_new_candles or
                 self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
             # Defs that only make change on new candle data.
-            logger.debug("TA Analysis Launched")
-            dataframe = self.advise_indicators(dataframe, metadata)
-            dataframe = self.advise_buy(dataframe, metadata)
-            dataframe = self.advise_sell(dataframe, metadata)
+            dataframe = self.analyze_ticker(dataframe, metadata)
             self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
@@ -198,7 +231,7 @@ class IStrategy(ABC):
             return False, False
 
         try:
-            dataframe = self.analyze_ticker(dataframe, {'pair': pair})
+            dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
         except ValueError as error:
             logger.warning(
                 'Unable to analyze ticker for pair %s: %s',
@@ -246,8 +279,8 @@ class IStrategy(ABC):
                     sell: bool, low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
         """
-        This function evaluate if on the condition required to trigger a sell has been reached
-        if the threshold is reached and updates the trade record.
+        This function evaluates if one of the conditions required to trigger a sell
+        has been reached, which can either be a stop-loss, ROI or sell-signal.
         :param low: Only used during backtesting to simulate stoploss
         :param high: Only used during backtesting, to simulate ROI
         :param force_stoploss: Externally provided stoploss
@@ -347,23 +380,32 @@ class IStrategy(ABC):
 
         return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
 
+    def min_roi_reached_entry(self, trade_dur: int) -> Optional[float]:
+        """
+        Based on trade duration defines the ROI entry that may have been reached.
+        :param trade_dur: trade duration in minutes
+        :return: minimal ROI entry value or None if none proper ROI entry was found.
+        """
+        # Get highest entry in ROI dict where key <= trade-duration
+        roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
+        if not roi_list:
+            return None
+        roi_entry = max(roi_list)
+        return self.minimal_roi[roi_entry]
+
     def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
         """
-        Based an earlier trade and current price and ROI configuration, decides whether bot should
+        Based on trade duration, current price and ROI configuration, decides whether bot should
         sell. Requires current_profit to be in percent!!
         :return: True if bot should sell at current rate
         """
-
         # Check if time matches and current rate is above threshold
-        trade_dur = (current_time.timestamp() - trade.open_date.timestamp()) / 60
-
-        # Get highest entry in ROI dict where key >= trade-duration
-        roi_entry = max(list(filter(lambda x: trade_dur >= x, self.minimal_roi.keys())))
-        threshold = self.minimal_roi[roi_entry]
-        if current_profit > threshold:
-            return True
-
-        return False
+        trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
+        roi = self.min_roi_reached_entry(trade_dur)
+        if roi is None:
+            return False
+        else:
+            return current_profit > roi
 
     def tickerdata_to_dataframe(self, tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
         """

freqtrade/tests/config_test_comments.json

@@ -0,0 +1,133 @@
+{
+    /* Single-line C-style comment */
+    "max_open_trades": 3,
+    /*
+     * Multi-line C-style comment
+     */
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "fiat_display_currency": "USD",             // C++-style comment
+    "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
+    "dry_run": false,
+    "ticker_interval": "5m",
+    "trailing_stop": false,
+    "trailing_stop_positive": 0.005,
+    "trailing_stop_positive_offset": 0.0051,
+    "trailing_only_offset_is_reached": false,
+    "minimal_roi": {
+        "40":  0.0,
+        "30":  0.01,
+        "20":  0.02,
+        "0":  0.04
+    },
+    "stoploss": -0.10,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30,				// Trailing comma should also be accepted now
+    },
+    "bid_strategy": {
+        "use_order_book": false,
+        "ask_last_balance": 0.0,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9
+    },
+    "order_types": {
+        "buy": "limit",
+        "sell": "limit",
+        "stoploss": "market",
+        "stoploss_on_exchange": false,
+        "stoploss_on_exchange_interval": 60
+    },
+    "order_time_in_force": {
+        "buy": "gtc",
+        "sell": "gtc"
+    },
+    "pairlist": {
+        "method": "VolumePairList",
+        "config": {
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "precision_filter": false
+        }
+    },
+    "exchange": {
+        "name": "bittrex",
+        "sandbox": false,
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "password": "",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": false,
+            "rateLimit": 500,
+            "aiohttp_trust_env": false
+        },
+        "pair_whitelist": [
+            "ETH/BTC",
+            "LTC/BTC",
+            "ETC/BTC",
+            "DASH/BTC",
+            "ZEC/BTC",
+            "XLM/BTC",
+            "NXT/BTC",
+            "POWR/BTC",
+            "ADA/BTC",
+            "XMR/BTC"
+        ],
+        "pair_blacklist": [
+            "DOGE/BTC"
+        ],
+        "outdated_offset": 5,
+        "markets_refresh_interval": 60
+    },
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "capital_available_percentage": 0.5,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "experimental": {
+        "use_sell_signal": false,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "telegram": {
+// We can now comment out some settings
+//        "enabled": true,
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "db_url": "sqlite:///tradesv3.sqlite",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    },
+    "strategy": "DefaultStrategy",
+    "strategy_path": "user_data/strategies/"
+}

freqtrade/tests/conftest.py

@@ -6,15 +6,15 @@ from copy import deepcopy
 from datetime import datetime
 from functools import reduce
 from pathlib import Path
-from typing import List
 from unittest.mock import MagicMock, PropertyMock
 
 import arrow
 import pytest
+import numpy as np
 from telegram import Chat, Message, Update
 
 from freqtrade import constants, persistence
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.exchange import Exchange
@@ -22,27 +22,39 @@ from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.worker import Worker
 
+
 logging.getLogger('').setLevel(logging.INFO)
 
 
+# Do not mask numpy errors as warnings that no one read, raise the exсeption
+np.seterr(all='raise')
+
+
 def log_has(line, logs):
     # caplog mocker returns log as a tuple: ('freqtrade.something', logging.WARNING, 'foobar')
     # and we want to match line against foobar in the tuple
     return reduce(lambda a, b: a or b,
-                  filter(lambda x: x[2] == line, logs),
+                  filter(lambda x: x[2] == line, logs.record_tuples),
                   False)
 
 
 def log_has_re(line, logs):
     return reduce(lambda a, b: a or b,
-                  filter(lambda x: re.match(line, x[2]), logs),
+                  filter(lambda x: re.match(line, x[2]), logs.record_tuples),
                   False)
 
 
-def get_args(args) -> List[str]:
+def get_args(args):
     return Arguments(args, '').get_parsed_arg()
 
 
+def patched_configuration_load_config_file(mocker, config) -> None:
+    mocker.patch(
+        'freqtrade.configuration.configuration.load_config_file',
+        lambda *args, **kwargs: config
+    )
+
+
 def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
@@ -227,7 +239,8 @@ def default_conf():
         },
         "initial_state": "running",
         "db_url": "sqlite://",
-        "loglevel": logging.DEBUG,
+        "user_data_dir": Path("user_data"),
+        "verbosity": 3,
     }
     return configuration
 
@@ -297,7 +310,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'TKN/BTC': {
             'id': 'tknbtc',
@@ -322,7 +335,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'BLK/BTC': {
             'id': 'blkbtc',
@@ -347,7 +360,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'LTC/BTC': {
             'id': 'ltcbtc',
@@ -372,7 +385,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'XRP/BTC': {
             'id': 'xrpbtc',
@@ -397,7 +410,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'NEO/BTC': {
             'id': 'neobtc',
@@ -422,7 +435,7 @@ def markets():
                     'max': 500000,
                 },
             },
-            'info': '',
+            'info': {},
         },
         'BTT/BTC': {
             'id': 'BTTBTC',
@@ -450,7 +463,7 @@ def markets():
                     'max': None
                 }
             },
-            'info': "",
+            'info': {},
         },
         'ETH/USDT': {
             'id': 'USDT-ETH',
@@ -472,7 +485,7 @@ def markets():
                 }
             },
             'active': True,
-            'info': ""
+            'info': {},
         },
         'LTC/USDT': {
             'id': 'USDT-LTC',
@@ -494,7 +507,7 @@ def markets():
                     'max': None
                 }
             },
-            'info': ""
+            'info': {},
         }
     }
 

freqtrade/tests/data/test_btanalysis.py

@@ -1,14 +1,18 @@
 from unittest.mock import MagicMock
 
-from arrow import Arrow
 import pytest
+from arrow import Arrow
 from pandas import DataFrame, to_datetime
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       combine_tickers_with_mean,
+                                       create_cum_profit,
                                        extract_trades_of_period,
-                                       load_backtest_data, load_trades_from_db)
-from freqtrade.data.history import load_pair_history, make_testdata_path
+                                       load_backtest_data, load_trades,
+                                       load_trades_from_db)
+from freqtrade.data.history import (load_data, load_pair_history,
+                                    make_testdata_path)
 from freqtrade.tests.test_persistence import create_mock_trades
 
 
@@ -41,6 +45,11 @@ def test_load_trades_db(default_conf, fee, mocker):
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
+    assert "profitperc" in trades.columns
+
+    for col in BT_DATA_COLUMNS:
+        if col not in ['index', 'open_at_end']:
+            assert col in trades.columns
 
 
 def test_extract_trades_of_period():
@@ -74,3 +83,52 @@ def test_extract_trades_of_period():
     assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
     assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
     assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
+
+
+def test_load_trades(default_conf, mocker):
+    db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
+    bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
+
+    default_conf['trade_source'] = "DB"
+    load_trades(default_conf)
+
+    assert db_mock.call_count == 1
+    assert bt_mock.call_count == 0
+
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['trade_source'] = "file"
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades(default_conf)
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 1
+
+
+def test_combine_tickers_with_mean():
+    pairs = ["ETH/BTC", "XLM/BTC"]
+    tickers = load_data(datadir=None,
+                        pairs=pairs,
+                        ticker_interval='5m'
+                        )
+    df = combine_tickers_with_mean(tickers)
+    assert isinstance(df, DataFrame)
+    assert "ETH/BTC" in df.columns
+    assert "XLM/BTC" in df.columns
+    assert "mean" in df.columns
+
+
+def test_create_cum_profit():
+    filename = make_testdata_path(None) / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+
+    df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                           datadir=None, timerange=timerange)
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+    assert "cum_profits" in cum_profits.columns
+    assert cum_profits.iloc[0]['cum_profits'] == 0
+    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005

freqtrade/tests/data/test_converter.py

@@ -18,7 +18,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
     dataframe = parse_ticker_dataframe(ticker_history_list, '5m',
                                        pair="UNITTEST/BTC", fill_missing=True)
     assert dataframe.columns.tolist() == columns
-    assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)
+    assert log_has('Parsing tickerlist to dataframe', caplog)
 
 
 def test_ohlcv_fill_up_missing_data(caplog):
@@ -34,8 +34,7 @@ def test_ohlcv_fill_up_missing_data(caplog):
     assert (data.columns == data2.columns).all()
 
     assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}",
-                   caplog.record_tuples)
+                   f"{len(data)} - after: {len(data2)}", caplog)
 
     # Test fillup actually fixes invalid backtest data
     min_date, max_date = get_timeframe({'UNITTEST/BTC': data})
@@ -97,8 +96,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
     assert (data.columns == data2.columns).all()
 
     assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
-                   f"{len(data)} - after: {len(data2)}",
-                   caplog.record_tuples)
+                   f"{len(data)} - after: {len(data2)}", caplog)
 
 
 def test_ohlcv_drop_incomplete(caplog):
@@ -140,11 +138,11 @@ def test_ohlcv_drop_incomplete(caplog):
     data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=False)
     assert len(data) == 4
-    assert not log_has("Dropping last candle", caplog.record_tuples)
+    assert not log_has("Dropping last candle", caplog)
 
     # Drop last candle
     data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
                                   fill_missing=False, drop_incomplete=True)
     assert len(data) == 3
 
-    assert log_has("Dropping last candle", caplog.record_tuples)
+    assert log_has("Dropping last candle", caplog)

freqtrade/tests/data/test_dataprovider.py

@@ -13,6 +13,7 @@ def test_ohlcv(mocker, default_conf, ticker_history):
     exchange = get_patched_exchange(mocker, default_conf)
     exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
     exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.DRY_RUN
     assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
@@ -37,11 +38,9 @@ def test_ohlcv(mocker, default_conf, ticker_history):
 
 
 def test_historic_ohlcv(mocker, default_conf, ticker_history):
-
     historymock = MagicMock(return_value=ticker_history)
     mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
 
-    # exchange = get_patched_exchange(mocker, default_conf)
     dp = DataProvider(default_conf, None)
     data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
     assert isinstance(data, DataFrame)
@@ -51,14 +50,47 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
     assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
 
 
+def test_get_pair_dataframe(mocker, default_conf, ticker_history):
+    default_conf["runmode"] = RunMode.DRY_RUN
+    ticker_interval = default_conf["ticker_interval"]
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.DRY_RUN
+    assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    # Test with and without parameter
+    assert dp.get_pair_dataframe("UNITTEST/BTC",
+                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+
+    default_conf["runmode"] = RunMode.LIVE
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.LIVE
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    historymock = MagicMock(return_value=ticker_history)
+    mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.BACKTEST
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+
 def test_available_pairs(mocker, default_conf, ticker_history):
     exchange = get_patched_exchange(mocker, default_conf)
-
     ticker_interval = default_conf["ticker_interval"]
     exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
     exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
-    dp = DataProvider(default_conf, exchange)
 
+    dp = DataProvider(default_conf, exchange)
     assert len(dp.available_pairs) == 2
     assert dp.available_pairs == [
         ("XRP/BTC", ticker_interval),

freqtrade/tests/data/test_history.py

@@ -12,7 +12,7 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade import OperationalException
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import (download_pair_history,
                                     load_cached_data_for_updating,
@@ -64,8 +64,7 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None:
     assert isinstance(ld, DataFrame)
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 30m '
-        'and store in None.',
-        caplog.record_tuples
+        'and store in None.', caplog
     )
 
 
@@ -75,22 +74,20 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
     assert ld is None
     assert log_has(
         'No history data for pair: "UNITTEST/BTC", interval: 7m. '
-        'Use --refresh-pairs-cached option or download_backtest_data.py '
-        'script to download the data',
-        caplog.record_tuples
+        'Use --refresh-pairs-cached option or `freqtrade download-data` '
+        'script to download the data', caplog
     )
 
 
 def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
     _backup_file(file, copy_file=True)
     history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
     assert os.path.isfile(file) is True
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
-        'and store in None.',
-        caplog.record_tuples
+        'and store in None.', caplog
     )
     _clean_test_file(file)
 
@@ -99,7 +96,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
     """
     Test load_pair_history() with 1 min ticker
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
 
@@ -112,9 +109,8 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
     assert os.path.isfile(file) is False
     assert log_has(
         'No history data for pair: "MEME/BTC", interval: 1m. '
-        'Use --refresh-pairs-cached option or download_backtest_data.py '
-        'script to download the data',
-        caplog.record_tuples
+        'Use --refresh-pairs-cached option or `freqtrade download-data` '
+        'script to download the data', caplog
     )
 
     # download a new pair if refresh_pairs is set
@@ -126,8 +122,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
     assert os.path.isfile(file) is True
     assert log_has(
         'Download history data for pair: "MEME/BTC", interval: 1m '
-        'and store in None.',
-        caplog.record_tuples
+        'and store in None.', caplog
     )
     with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
         history.load_pair_history(datadir=None,
@@ -149,7 +144,7 @@ def test_load_data_live(default_conf, mocker, caplog) -> None:
                       exchange=exchange)
     assert refresh_mock.call_count == 1
     assert len(refresh_mock.call_args_list[0][0][0]) == 2
-    assert log_has('Live: Downloading data for all defined pairs ...', caplog.record_tuples)
+    assert log_has('Live: Downloading data for all defined pairs ...', caplog)
 
 
 def test_load_data_live_noexchange(default_conf, mocker, caplog) -> None:
@@ -183,16 +178,13 @@ def test_load_cached_data_for_updating(mocker) -> None:
     # timeframe starts earlier than the cached data
     # should fully update data
     timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == []
     assert start_ts == test_data[0][0] - 1000
 
     # same with 'line' timeframe
     num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
                                                    TimeRange(None, 'line', 0, -num_lines))
     assert data == []
     assert start_ts < test_data[0][0] - 1
@@ -200,36 +192,29 @@ def test_load_cached_data_for_updating(mocker) -> None:
     # timeframe starts in the center of the cached data
     # should return the chached data w/o the last item
     timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
     # same with 'line' timeframe
     num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
     timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
     # timeframe starts after the chached data
     # should return the chached data w/o the last item
     timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
-    # same with 'line' timeframe
+    # Try loading last 30 lines.
+    # Not supported by load_cached_data_for_updating, we always need to get the full data.
     num_lines = 30
     timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
@@ -237,41 +222,33 @@ def test_load_cached_data_for_updating(mocker) -> None:
     # should return the chached data w/o the last item
     num_lines = 30
     timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
     assert data == test_data[:-1]
     assert test_data[-2][0] < start_ts < test_data[-1][0]
 
     # no datafile exist
     # should return timestamp start time
     timerange = TimeRange('date', None, now_ts - 10000, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
     assert data == []
     assert start_ts == (now_ts - 10000) * 1000
 
     # same with 'line' timeframe
     num_lines = 30
     timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
-                                                   '1m',
-                                                   timerange)
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
     assert data == []
     assert start_ts == (now_ts - num_lines * 60) * 1000
 
     # no datafile exist, no timeframe is set
     # should return an empty array and None
-    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
-                                                   '1m',
-                                                   None)
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
     assert data == []
     assert start_ts is None
 
 
 def test_download_pair_history(ticker_history_list, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
     file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@@ -324,7 +301,7 @@ def test_download_pair_history2(mocker, default_conf) -> None:
         [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
     ]
     json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
     exchange = get_patched_exchange(mocker, default_conf)
     download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
     download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
@@ -332,7 +309,7 @@ def test_download_pair_history2(mocker, default_conf) -> None:
 
 
 def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history',
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
                  side_effect=Exception('File Error'))
 
     exchange = get_patched_exchange(mocker, default_conf)
@@ -350,8 +327,7 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
     _clean_test_file(file1_5)
     assert log_has(
         'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
-        'Error: File Error',
-        caplog.record_tuples
+        'Error: File Error', caplog
     )
 
 
@@ -380,7 +356,7 @@ def test_load_partial_missing(caplog) -> None:
     start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
     assert log_has(f'Missing data at start for pair '
                    f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
-                   caplog.record_tuples)
+                   caplog)
     # Make sure we start fresh - test missing data at end
     caplog.clear()
     start = arrow.get('2018-01-10T00:00:00')
@@ -396,7 +372,7 @@ def test_load_partial_missing(caplog) -> None:
     end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
     assert log_has(f'Missing data at end for pair '
                    f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
-                   caplog.record_tuples)
+                   caplog)
 
 
 def test_init(default_conf, mocker) -> None:
@@ -560,7 +536,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
     assert len(caplog.record_tuples) == 1
     assert log_has(
         "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
-        caplog.record_tuples)
+        caplog)
 
 
 def test_validate_backtest_data(default_conf, mocker, caplog) -> None:

freqtrade/tests/edge/test_edge.py

@@ -311,7 +311,7 @@ def test_edge_process_no_data(mocker, edge_conf, caplog):
 
     assert not edge.calculate()
     assert len(edge._cached_pairs) == 0
-    assert log_has("No data found. Edge is stopped ...", caplog.record_tuples)
+    assert log_has("No data found. Edge is stopped ...", caplog)
     assert edge._last_updated == 0
 
 
@@ -326,7 +326,7 @@ def test_edge_process_no_trades(mocker, edge_conf, caplog):
 
     assert not edge.calculate()
     assert len(edge._cached_pairs) == 0
-    assert log_has("No trades found.", caplog.record_tuples)
+    assert log_has("No trades found.", caplog)
 
 
 def test_edge_init_error(mocker, edge_conf,):

freqtrade/tests/exchange/test_exchange.py

@@ -2,7 +2,7 @@
 # pragma pylint: disable=protected-access
 import copy
 import logging
-from datetime import datetime
+from datetime import datetime, timezone
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock
 
@@ -11,10 +11,14 @@ import ccxt
 import pytest
 from pandas import DataFrame
 
-from freqtrade import (DependencyException, OperationalException,
-                       TemporaryError, InvalidOrderException)
+from freqtrade import (DependencyException, InvalidOrderException,
+                       OperationalException, TemporaryError)
 from freqtrade.exchange import Binance, Exchange, Kraken
-from freqtrade.exchange.exchange import API_RETRY_COUNT
+from freqtrade.exchange.exchange import (API_RETRY_COUNT, timeframe_to_minutes,
+                                         timeframe_to_msecs,
+                                         timeframe_to_next_date,
+                                         timeframe_to_prev_date,
+                                         timeframe_to_seconds)
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re
 
@@ -33,13 +37,13 @@ def get_mock_coro(return_value):
 def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeaDBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -47,13 +51,13 @@ def ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
 
 async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fun, **kwargs):
     with pytest.raises(TemporaryError):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == API_RETRY_COUNT + 1
 
     with pytest.raises(OperationalException):
-        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         await getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
@@ -62,7 +66,7 @@ async def async_ccxt_exception(mocker, default_conf, api_mock, fun, mock_ccxt_fu
 def test_init(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     get_patched_exchange(mocker, default_conf)
-    assert log_has('Instance is running with dry_run enabled', caplog.record_tuples)
+    assert log_has('Instance is running with dry_run enabled', caplog)
 
 
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
@@ -71,8 +75,7 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True}
     ex = Exchange(conf)
-    assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
-                   caplog.record_tuples)
+    assert log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog)
     assert ex._api_async.aiohttp_trust_env
     assert not ex._api.aiohttp_trust_env
 
@@ -81,20 +84,18 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_config'] = {'TestKWARG': 11}
     ex = Exchange(conf)
-    assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}",
-                       caplog.record_tuples)
+    assert not log_has("Applying additional ccxt config: {'aiohttp_trust_env': True}", caplog)
     assert not ex._api_async.aiohttp_trust_env
     assert hasattr(ex._api, 'TestKWARG')
     assert ex._api.TestKWARG == 11
     assert not hasattr(ex._api_async, 'TestKWARG')
-    assert log_has("Applying additional ccxt config: {'TestKWARG': 11}",
-                   caplog.record_tuples)
+    assert log_has("Applying additional ccxt config: {'TestKWARG': 11}", caplog)
 
 
 def test_destroy(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
     get_patched_exchange(mocker, default_conf)
-    assert log_has('Exchange object destroyed, closing async loop', caplog.record_tuples)
+    assert log_has('Exchange object destroyed, closing async loop', caplog)
 
 
 def test_init_exception(default_conf, mocker):
@@ -120,8 +121,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     exchange = ExchangeResolver('Bittrex', default_conf).exchange
     assert isinstance(exchange, Exchange)
-    assert log_has_re(r"No .* specific subclass found. Using the generic class instead.",
-                      caplog.record_tuples)
+    assert log_has_re(r"No .* specific subclass found. Using the generic class instead.", caplog)
     caplog.clear()
 
     exchange = ExchangeResolver('kraken', default_conf).exchange
@@ -129,7 +129,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
     assert isinstance(exchange, Kraken)
     assert not isinstance(exchange, Binance)
     assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
-                          caplog.record_tuples)
+                          caplog)
 
     exchange = ExchangeResolver('binance', default_conf).exchange
     assert isinstance(exchange, Exchange)
@@ -137,7 +137,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
     assert not isinstance(exchange, Kraken)
 
     assert not log_has_re(r"No .* specific subclass found. Using the generic class instead.",
-                          caplog.record_tuples)
+                          caplog)
 
 
 def test_validate_order_time_in_force(default_conf, mocker, caplog):
@@ -249,20 +249,19 @@ def test__load_async_markets(default_conf, mocker, caplog):
     exchange._api_async.load_markets = Mock(side_effect=ccxt.BaseError("deadbeef"))
     exchange._load_async_markets()
 
-    assert log_has('Could not load async markets. Reason: deadbeef',
-                   caplog.record_tuples)
+    assert log_has('Could not load async markets. Reason: deadbeef', caplog)
 
 
 def test__load_markets(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError())
+    api_mock.load_markets = MagicMock(side_effect=ccxt.BaseError("SomeError"))
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
     Exchange(default_conf)
-    assert log_has('Unable to initialize markets. Reason: ', caplog.record_tuples)
+    assert log_has('Unable to initialize markets. Reason: SomeError', caplog)
 
     expected_return = {'ETH/BTC': 'available'}
     api_mock = MagicMock()
@@ -298,27 +297,27 @@ def test__reload_markets(default_conf, mocker, caplog):
     exchange._last_markets_refresh = arrow.utcnow().timestamp - 15 * 60
     exchange._reload_markets()
     assert exchange.markets == updated_markets
-    assert log_has('Performing scheduled market reload..', caplog.record_tuples)
+    assert log_has('Performing scheduled market reload..', caplog)
 
 
 def test__reload_markets_exception(default_conf, mocker, caplog):
     caplog.set_level(logging.DEBUG)
 
     api_mock = MagicMock()
-    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError)
+    api_mock.load_markets = MagicMock(side_effect=ccxt.NetworkError("LoadError"))
     default_conf['exchange']['markets_refresh_interval'] = 10
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
 
     # less than 10 minutes have passed, no reload
     exchange._reload_markets()
     assert exchange._last_markets_refresh == 0
-    assert log_has_re(r"Could not reload markets.*", caplog.record_tuples)
+    assert log_has_re(r"Could not reload markets.*", caplog)
 
 
 def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs directly
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
-        'ETH/BTC': '', 'LTC/BTC': '', 'XRP/BTC': '', 'NEO/BTC': ''
+        'ETH/BTC': {}, 'LTC/BTC': {}, 'XRP/BTC': {}, 'NEO/BTC': {}
     })
     id_mock = PropertyMock(return_value='test_exchange')
     type(api_mock).id = id_mock
@@ -332,7 +331,7 @@ def test_validate_pairs(default_conf, mocker):  # test exchange.validate_pairs d
 def test_validate_pairs_not_available(default_conf, mocker):
     api_mock = MagicMock()
     type(api_mock).markets = PropertyMock(return_value={
-        'XRP/BTC': 'inactive'
+        'XRP/BTC': {'inactive': True}
     })
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
@@ -357,8 +356,23 @@ def test_validate_pairs_exception(default_conf, mocker, caplog):
 
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value={}))
     Exchange(default_conf)
-    assert log_has('Unable to validate pairs (assuming they are correct).',
-                   caplog.record_tuples)
+    assert log_has('Unable to validate pairs (assuming they are correct).', caplog)
+
+
+def test_validate_pairs_restricted(default_conf, mocker, caplog):
+    api_mock = MagicMock()
+    type(api_mock).markets = PropertyMock(return_value={
+        'ETH/BTC': {}, 'LTC/BTC': {}, 'NEO/BTC': {},
+        'XRP/BTC': {'info': {'IsRestricted': True}}
+    })
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
+
+    Exchange(default_conf)
+    assert log_has(f"Pair XRP/BTC is restricted for some users on this exchange."
+                   f"Please check if you are impacted by this restriction "
+                   f"on the exchange and eventually remove XRP/BTC from your whitelist.", caplog)
 
 
 def test_validate_timeframes(default_conf, mocker):
@@ -396,6 +410,45 @@ def test_validate_timeframes_failed(default_conf, mocker):
         Exchange(default_conf)
 
 
+def test_validate_timeframes_emulated_ohlcv_1(default_conf, mocker):
+    default_conf["ticker_interval"] = "3m"
+    api_mock = MagicMock()
+    id_mock = PropertyMock(return_value='test_exchange')
+    type(api_mock).id = id_mock
+
+    # delete timeframes so magicmock does not autocreate it
+    del api_mock.timeframes
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r'The ccxt library does not provide the list of timeframes '
+                             r'for the exchange ".*" and this exchange '
+                             r'is therefore not supported. *'):
+        Exchange(default_conf)
+
+
+def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
+    default_conf["ticker_interval"] = "3m"
+    api_mock = MagicMock()
+    id_mock = PropertyMock(return_value='test_exchange')
+    type(api_mock).id = id_mock
+
+    # delete timeframes so magicmock does not autocreate it
+    del api_mock.timeframes
+
+    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
+    mocker.patch('freqtrade.exchange.Exchange._load_markets',
+                 MagicMock(return_value={'timeframes': None}))
+    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    with pytest.raises(OperationalException,
+                       match=r'The ccxt library does not provide the list of timeframes '
+                             r'for the exchange ".*" and this exchange '
+                             r'is therefore not supported. *'):
+        Exchange(default_conf)
+
+
 def test_validate_timeframes_not_in_config(default_conf, mocker):
     del default_conf["ticker_interval"]
     api_mock = MagicMock()
@@ -504,15 +557,17 @@ def test_dry_run_order(default_conf, mocker, side, exchange_name):
     ("buy"),
     ("sell")
 ])
-@pytest.mark.parametrize("ordertype,rate", [
-    ("market", None),
-    ("limit", 200),
-    ("stop_loss_limit", 200)
+@pytest.mark.parametrize("ordertype,rate,marketprice", [
+    ("market", None, None),
+    ("market", 200, True),
+    ("limit", 200, None),
+    ("stop_loss_limit", 200, None)
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_order(default_conf, mocker, side, ordertype, rate, exchange_name):
+def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_{}_{}'.format(side, randint(0, 10 ** 6))
+    api_mock.options = {} if not marketprice else {"createMarketBuyOrderRequiresPrice": True}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -553,6 +608,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
     time_in_force = 'gtc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -592,25 +648,31 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.buy(pair='ETH/BTC', ordertype=order_type,
+        exchange.buy(pair='ETH/BTC', ordertype='limit',
+                     amount=1, rate=200, time_in_force=time_in_force)
+
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.buy(pair='ETH/BTC', ordertype='market',
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.buy(pair='ETH/BTC', ordertype=order_type,
                      amount=1, rate=200, time_in_force=time_in_force)
@@ -620,6 +682,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -680,6 +743,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -714,22 +778,28 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
-        exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+        exchange.sell(pair='ETH/BTC', ordertype='limit', amount=1, rate=200)
+
+    # Market orders don't require price, so the behaviour is slightly different
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange.sell(pair='ETH/BTC', ordertype='market', amount=1, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
 
@@ -744,6 +814,7 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
             'foo': 'bar'
         }
     })
+    api_mock.options = {}
     default_conf['dry_run'] = False
     mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
     mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
@@ -801,7 +872,7 @@ def test_get_balance_prod(default_conf, mocker, exchange_name):
     assert exchange.get_balance(currency='BTC') == 123.4
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_balance = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
 
         exchange.get_balance(currency='BTC')
@@ -874,7 +945,7 @@ def test_get_tickers(default_conf, mocker, exchange_name):
                            "get_tickers", "fetch_tickers")
 
     with pytest.raises(OperationalException):
-        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_tickers()
 
@@ -893,7 +964,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
         'last': 0.0001,
     }
     api_mock.fetch_ticker = MagicMock(return_value=tick)
-    api_mock.markets = {'ETH/BTC': {}}
+    api_mock.markets = {'ETH/BTC': {'active': True}}
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     # retrieve original ticker
     ticker = exchange.get_ticker(pair='ETH/BTC')
@@ -941,7 +1012,7 @@ def test_get_ticker(default_conf, mocker, exchange_name):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_history(default_conf, mocker, caplog, exchange_name):
+def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name):
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
     tick = [
         [
@@ -962,7 +1033,7 @@ def test_get_history(default_conf, mocker, caplog, exchange_name):
     # one_call calculation * 1.8 should do 2 calls
     since = 5 * 60 * 500 * 1.8
     print(f"since = {since}")
-    ret = exchange.get_history(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
+    ret = exchange.get_historic_ohlcv(pair, "5m", int((arrow.utcnow().timestamp - since) * 1000))
 
     assert exchange._async_get_candle_history.call_count == 2
     # Returns twice the above tick
@@ -998,7 +1069,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
     assert not exchange._klines
     exchange.refresh_latest_ohlcv(pairs)
 
-    assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog.record_tuples)
+    assert log_has(f'Refreshing ohlcv data for {len(pairs)} pairs', caplog)
     assert exchange._klines
     assert exchange._api_async.fetch_ohlcv.call_count == 2
     for pair in pairs:
@@ -1017,7 +1088,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog) -> None:
 
     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]} ...",
-                   caplog.record_tuples)
+                   caplog)
 
 
 @pytest.mark.asyncio
@@ -1047,7 +1118,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     assert res[1] == "5m"
     assert res[2] == tick
     assert exchange._api_async.fetch_ohlcv.call_count == 1
-    assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog.record_tuples)
+    assert not log_has(f"Using cached ohlcv data for {pair} ...", caplog)
 
     # exchange = Exchange(default_conf)
     await async_ccxt_exception(mocker, default_conf, MagicMock(),
@@ -1056,7 +1127,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r'Could not fetch ticker data*'):
-        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
@@ -1106,8 +1177,8 @@ def test_refresh_latest_ohlcv_inv_result(default_conf, mocker, caplog):
     # Test that each is in list at least once as order is not guaranteed
     assert type(res[0]) is tuple or type(res[1]) is tuple
     assert type(res[0]) is TypeError or type(res[1]) is TypeError
-    assert log_has("Error loading ETH/BTC. Result was [[]].", caplog.record_tuples)
-    assert log_has("Async code raised an exception: TypeError", caplog.record_tuples)
+    assert log_has("Error loading ETH/BTC. Result was [[]].", caplog)
+    assert log_has("Async code raised an exception: TypeError", caplog)
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
@@ -1128,15 +1199,15 @@ def test_get_order_book(default_conf, mocker, order_book_l2, exchange_name):
 def test_get_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(TemporaryError):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
     with pytest.raises(OperationalException):
-        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order_book(pair='ETH/BTC', limit=50)
 
@@ -1249,7 +1320,7 @@ def test_cancel_order(default_conf, mocker, exchange_name):
     assert exchange.cancel_order(order_id='_', pair='TKN/BTC') == 123
 
     with pytest.raises(InvalidOrderException):
-        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.cancel_order(order_id='_', pair='TKN/BTC')
     assert api_mock.cancel_order.call_count == 1
@@ -1269,6 +1340,9 @@ def test_get_order(default_conf, mocker, exchange_name):
     print(exchange.get_order('X', 'TKN/BTC'))
     assert exchange.get_order('X', 'TKN/BTC').myid == 123
 
+    with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
+        exchange.get_order('Y', 'TKN/BTC')
+
     default_conf['dry_run'] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value=456)
@@ -1276,7 +1350,7 @@ def test_get_order(default_conf, mocker, exchange_name):
     assert exchange.get_order('X', 'TKN/BTC') == 456
 
     with pytest.raises(InvalidOrderException):
-        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_order(order_id='_', pair='TKN/BTC')
     assert api_mock.fetch_order.call_count == 1
@@ -1299,7 +1373,7 @@ 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)
+    since = datetime(2018, 5, 5, tzinfo=timezone.utc)
     default_conf["dry_run"] = False
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', return_value=True)
     api_mock = MagicMock()
@@ -1329,6 +1403,13 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name):
     orders = exchange.get_trades_for_order(order_id, 'LTC/BTC', since)
     assert len(orders) == 1
     assert orders[0]['price'] == 165
+    assert api_mock.fetch_my_trades.call_count == 1
+    # since argument should be
+    assert isinstance(api_mock.fetch_my_trades.call_args[0][1], int)
+    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
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock, exchange_name,
                            'get_trades_for_order', 'fetch_my_trades',
@@ -1392,22 +1473,22 @@ def test_stoploss_limit_order(default_conf, mocker):
 
     # test exception handling
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(DependencyException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(TemporaryError):
-        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
     with pytest.raises(OperationalException):
-        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock)
         exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
 
@@ -1438,10 +1519,11 @@ def test_stoploss_limit_order_dry_run(default_conf, mocker):
 
 
 def test_merge_ft_has_dict(default_conf, mocker):
-    mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=MagicMock()))
-    mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          _init_ccxt=MagicMock(return_value=MagicMock()),
+                          _load_async_markets=MagicMock(),
+                          validate_pairs=MagicMock(),
+                          validate_timeframes=MagicMock())
     ex = Exchange(default_conf)
     assert ex._ft_has == Exchange._ft_has_default
 
@@ -1462,3 +1544,89 @@ def test_merge_ft_has_dict(default_conf, mocker):
     assert ex._ft_has != Exchange._ft_has_default
     assert not ex._ft_has['stoploss_on_exchange']
     assert ex._ft_has['DeadBeef'] == 20
+
+
+def test_get_valid_pair_combination(default_conf, mocker, markets):
+    mocker.patch.multiple('freqtrade.exchange.Exchange',
+                          _init_ccxt=MagicMock(return_value=MagicMock()),
+                          _load_async_markets=MagicMock(),
+                          validate_pairs=MagicMock(),
+                          validate_timeframes=MagicMock(),
+                          markets=PropertyMock(return_value=markets))
+    ex = Exchange(default_conf)
+
+    assert ex.get_valid_pair_combination("ETH", "BTC") == "ETH/BTC"
+    assert ex.get_valid_pair_combination("BTC", "ETH") == "ETH/BTC"
+    with pytest.raises(DependencyException, match=r"Could not combine.* to get a valid pair."):
+        ex.get_valid_pair_combination("NOPAIR", "ETH")
+
+
+def test_timeframe_to_minutes():
+    assert timeframe_to_minutes("5m") == 5
+    assert timeframe_to_minutes("10m") == 10
+    assert timeframe_to_minutes("1h") == 60
+    assert timeframe_to_minutes("1d") == 1440
+
+
+def test_timeframe_to_seconds():
+    assert timeframe_to_seconds("5m") == 300
+    assert timeframe_to_seconds("10m") == 600
+    assert timeframe_to_seconds("1h") == 3600
+    assert timeframe_to_seconds("1d") == 86400
+
+
+def test_timeframe_to_msecs():
+    assert timeframe_to_msecs("5m") == 300000
+    assert timeframe_to_msecs("10m") == 600000
+    assert timeframe_to_msecs("1h") == 3600000
+    assert timeframe_to_msecs("1d") == 86400000
+
+
+def test_timeframe_to_prev_date():
+    # 2019-08-12 13:22:08
+    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+
+    tf_list = [
+        # 5m -> 2019-08-12 13:20:00
+        ("5m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
+        # 10m -> 2019-08-12 13:20:00
+        ("10m", datetime(2019, 8, 12, 13, 20, 0, tzinfo=timezone.utc)),
+        # 1h -> 2019-08-12 13:00:00
+        ("1h", datetime(2019, 8, 12, 13, 00, 0, tzinfo=timezone.utc)),
+        # 2h -> 2019-08-12 12:00:00
+        ("2h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
+        # 4h -> 2019-08-12 12:00:00
+        ("4h", datetime(2019, 8, 12, 12, 00, 0, tzinfo=timezone.utc)),
+        # 1d -> 2019-08-12 00:00:00
+        ("1d", datetime(2019, 8, 12, 00, 00, 0, tzinfo=timezone.utc)),
+    ]
+    for interval, result in tf_list:
+        assert timeframe_to_prev_date(interval, date) == result
+
+    date = datetime.now(tz=timezone.utc)
+    assert timeframe_to_prev_date("5m", date) < date
+
+
+def test_timeframe_to_next_date():
+    # 2019-08-12 13:22:08
+    date = datetime.fromtimestamp(1565616128, tz=timezone.utc)
+    tf_list = [
+        # 5m -> 2019-08-12 13:25:00
+        ("5m", datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)),
+        # 10m -> 2019-08-12 13:30:00
+        ("10m", datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)),
+        # 1h -> 2019-08-12 14:00:00
+        ("1h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
+        # 2h -> 2019-08-12 14:00:00
+        ("2h", datetime(2019, 8, 12, 14, 00, 0, tzinfo=timezone.utc)),
+        # 4h -> 2019-08-12 14:00:00
+        ("4h", datetime(2019, 8, 12, 16, 00, 0, tzinfo=timezone.utc)),
+        # 1d -> 2019-08-13 00:00:00
+        ("1d", datetime(2019, 8, 13, 0, 0, 0, tzinfo=timezone.utc)),
+    ]
+
+    for interval, result in tf_list:
+        assert timeframe_to_next_date(interval, date) == result
+
+    date = datetime.now(tz=timezone.utc)
+    assert timeframe_to_next_date("5m", date) > date

freqtrade/tests/exchange/test_kraken.py

@@ -11,6 +11,7 @@ def test_buy_kraken_trading_agreement(default_conf, mocker):
     order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
     order_type = 'limit'
     time_in_force = 'ioc'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {
@@ -42,6 +43,7 @@ def test_sell_kraken_trading_agreement(default_conf, mocker):
     api_mock = MagicMock()
     order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
     order_type = 'market'
+    api_mock.options = {}
     api_mock.create_order = MagicMock(return_value={
         'id': order_id,
         'info': {

freqtrade/tests/optimize/test_backtest_detail.py

@@ -14,9 +14,8 @@ from freqtrade.tests.optimize import (BTContainer, BTrade,
                                       _get_frame_time_from_offset,
                                       tests_ticker_interval)
 
-# Test 0 Sell signal sell
+# Test 0: Sell with signal sell in candle 3
 # Test with Stop-loss at 1%
-# TC0: Sell signal in candle 3
 tc0 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -29,9 +28,8 @@ tc0 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
-# Test 1 Minus 8% Close
+# Test 1: Stop-Loss Triggered 1% loss
 # Test with Stop-loss at 1%
-# TC1: Stop-Loss Triggered 1% loss
 tc1 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -45,9 +43,8 @@ tc1 = BTContainer(data=[
 )
 
 
-# Test 2 Minus 4% Low, minus 1% close
+# Test 2: Minus 4% Low, minus 1% close
 # Test with Stop-Loss at 3%
-# TC2: Stop-Loss Triggered 3% Loss
 tc2 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -61,12 +58,12 @@ tc2 = BTContainer(data=[
 )
 
 
-# Test 3 Candle drops 4%, Recovers 1%.
-#               Entry Criteria Met
-# 	            Candle drops 20%
-# Test with Stop-Loss at 2%
-# TC3: Trade-A: Stop-Loss Triggered 2% Loss
-#          Trade-B: Stop-Loss Triggered 2% Loss
+# Test 3: Multiple trades.
+#         Candle drops 4%, Recovers 1%.
+#         Entry Criteria Met
+#         Candle drops 20%
+#  Trade-A: Stop-Loss Triggered 2% Loss
+#           Trade-B: Stop-Loss Triggered 2% Loss
 tc3 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -81,10 +78,10 @@ tc3 = BTContainer(data=[
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
 )
 
-# Test 4 Minus 3% / recovery +15%
+# Test 4: Minus 3% / recovery +15%
 # Candle Data for test 3 – Candle drops 3% Closed 15% up
 # Test with Stop-loss at 2% ROI 6%
-# TC4: Stop-Loss Triggered 2% Loss
+# Stop-Loss Triggered 2% Loss
 tc4 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -97,9 +94,8 @@ tc4 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
-# Test 5 / Drops 0.5% Closes +20%
-# Set stop-loss at 1% ROI 3%
-# TC5: ROI triggers 3% Gain
+# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
+# stop-loss: 1%, ROI: 3%
 tc5 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
@@ -112,9 +108,8 @@ tc5 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
 
-# Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve
-# Set stop-loss at 2% ROI at 5%
-# TC6: Stop-Loss triggers 2% Loss
+# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
+# stop-loss: 2% ROI: 5%
 tc6 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -127,9 +122,8 @@ tc6 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
-# Test 7 - 6% Positive / 1% Negative / Close 1% Positve
-# Set stop-loss at 2% ROI at 3%
-# TC7: ROI Triggers 3% Gain
+# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
+# stop-loss: 2% ROI: 3%
 tc7 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -143,9 +137,8 @@ tc7 = BTContainer(data=[
 )
 
 
-# Test 8 - trailing_stop should raise so candle 3 causes a stoploss.
-# Set stop-loss at 10%, ROI at 10% (should not apply)
-# TC8: Trailing stoploss - stoploss should be adjusted candle 2
+# Test 8: trailing_stop should raise so candle 3 causes a stoploss.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
 tc8 = BTContainer(data=[
     # D   O     H     L    C     V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -158,10 +151,8 @@ tc8 = BTContainer(data=[
 )
 
 
-# Test 9 - trailing_stop should raise - high and low in same candle.
-# Candle Data for test 9
-# Set stop-loss at 10%, ROI at 10% (should not apply)
-# TC9: Trailing stoploss - stoploss should be adjusted candle 3
+# Test 9: trailing_stop should raise - high and low in same candle.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
 tc9 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -173,10 +164,9 @@ tc9 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
-# Test 10 - trailing_stop should raise so candle 3 causes a stoploss
+# Test 10: trailing_stop should raise so candle 3 causes a stoploss
 # without applying trailing_stop_positive since stoploss_offset is at 10%.
-# Set stop-loss at 10%, ROI at 10% (should not apply)
-# TC10: Trailing stoploss - stoploss should be adjusted candle 2
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc10 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -190,10 +180,9 @@ tc10 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
 )
 
-# Test 11 - trailing_stop should raise so candle 3 causes a stoploss
+# Test 11: trailing_stop should raise so candle 3 causes a stoploss
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
-# Set stop-loss at 10%, ROI at 10% (should not apply)
-# TC11: Trailing stoploss - stoploss should be adjusted candle 2,
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc11 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -207,10 +196,9 @@ tc11 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
-# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle
+# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
 # applying a positive trailing stop of 3% since stop_positive_offset is reached.
-# Set stop-loss at 10%, ROI at 10% (should not apply)
-# TC12: Trailing stoploss - stoploss should be adjusted candle 2,
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
 tc12 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@@ -224,6 +212,47 @@ tc12 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
 )
 
+# Test 13: Buy and sell ROI on same candle
+# stop-loss: 10% (should not apply), ROI: 1%
+tc13 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.01, profit_perc=0.01,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
+)
+
+# Test 14 - Buy and Stoploss on same candle
+# stop-loss: 5%, ROI: 10% (should not apply)
+tc14 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.05, roi=0.10, profit_perc=-0.05,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+
+# Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
+# stop-loss: 5%, ROI: 10% (should not apply)
+tc15 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.05, roi=0.01, profit_perc=-0.04,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
+            BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -238,6 +267,9 @@ TESTS = [
     tc10,
     tc11,
     tc12,
+    tc13,
+    tc14,
+    tc15,
 ]
 
 

freqtrade/tests/optimize/test_backtesting.py

@@ -1,8 +1,8 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
-import json
 import math
 import random
+from pathlib import Path
 from unittest.mock import MagicMock
 
 import numpy as np
@@ -10,8 +10,8 @@ import pandas as pd
 import pytest
 from arrow import Arrow
 
-from freqtrade import DependencyException, constants
-from freqtrade.arguments import TimeRange
+from freqtrade import DependencyException, OperationalException, constants
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
@@ -22,7 +22,9 @@ from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import SellType
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 def trim_dictlist(dict_list, num):
@@ -165,9 +167,7 @@ def _trend_alternate(dataframe=None, metadata=None):
 
 # Unit tests
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
@@ -182,21 +182,15 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
-    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
-
-    assert 'live' not in config
-    assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'position_stacking' not in config
-    assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'refresh_pairs' not in config
-    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' not in config
     assert 'export' not in config
@@ -204,11 +198,13 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert config['runmode'] == RunMode.BACKTEST
 
 
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
 def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -216,7 +212,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--datadir', '/foo/bar',
         'backtesting',
         '--ticker-interval', '1m',
-        '--live',
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--refresh-pairs-cached',
@@ -234,51 +229,34 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert 'datadir' in config
     assert config['runmode'] == RunMode.BACKTEST
 
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-                   caplog.record_tuples)
-
-    assert 'live' in config
-    assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
+                   caplog)
 
     assert 'position_stacking' in config
-    assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'use_max_market_positions' in config
-    assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
-    assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
 
     assert 'refresh_pairs' in config
-    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' in config
-    assert log_has(
-        'Parameter --timerange detected: {} ...'.format(config['timerange']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has(
-        'Parameter --export detected: {} ...'.format(config['export']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
-    assert log_has(
-        'Storing backtest results to {} ...'.format(config['exportfilename']),
-        caplog.record_tuples
-    )
+    assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
 
 
 def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
     default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
@@ -295,9 +273,8 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -305,10 +282,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     ]
     args = get_args(args)
     start_backtesting(args)
-    assert log_has(
-        'Starting freqtrade in Backtesting mode',
-        caplog.record_tuples
-    )
+    assert log_has('Starting freqtrade in Backtesting mode', caplog)
     assert start_mock.call_count == 1
 
 
@@ -348,6 +322,23 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert not backtesting.strategy.order_types["stoploss_on_exchange"]
 
 
+def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
+    """
+    Check that stoploss_on_exchange is set to False while backtesting
+    since backtesting assumes a perfect stoploss anyway.
+    """
+    patch_exchange(mocker)
+    del default_conf['ticker_interval']
+    default_conf['strategy_list'] = ['DefaultStrategy',
+                                     'TestStrategy']
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
+    with pytest.raises(OperationalException):
+        Backtesting(default_conf)
+    log_has("Ticker-interval needs to be set in either configuration "
+            "or as cli argument `--ticker-interval 5m`", caplog)
+
+
 def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
     patch_exchange(mocker)
     timerange = TimeRange(None, 'line', 0, -100)
@@ -481,7 +472,6 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = '1m'
-    default_conf['live'] = False
     default_conf['datadir'] = None
     default_conf['export'] = None
     default_conf['timerange'] = '-100'
@@ -496,7 +486,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
         'up to 2017-11-14T22:59:00+00:00 (0 days)..'
     ]
     for line in exists:
-        assert log_has(line, caplog.record_tuples)
+        assert log_has(line, caplog)
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
@@ -515,7 +505,6 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
     default_conf['ticker_interval'] = "1m"
-    default_conf['live'] = False
     default_conf['datadir'] = None
     default_conf['export'] = None
     default_conf['timerange'] = '20180101-20180102'
@@ -524,7 +513,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
     backtesting.start()
     # check the logs, that will contain the backtest result
 
-    assert log_has('No data found. Terminating.', caplog.record_tuples)
+    assert log_has('No data found. Terminating.', caplog)
 
 
 def test_backtest(default_conf, fee, mocker) -> None:
@@ -621,8 +610,9 @@ def test_processed(default_conf, mocker) -> None:
 
 
 def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
+    # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    tests = [['raise', 19], ['lower', 0], ['sine', 18]]
+    tests = [['raise', 19], ['lower', 0], ['sine', 35]]
     # We need to enable sell-signal - otherwise it sells on ROI!!
     default_conf['experimental'] = {"use_sell_signal": True}
 
@@ -787,10 +777,10 @@ def test_backtest_record(default_conf, fee, mocker):
     # reset test to test with strategy name
     names = []
     records = []
-    backtesting._store_backtest_result("backtest-result.json", results, "DefStrat")
+    backtesting._store_backtest_result(Path("backtest-result.json"), results, "DefStrat")
     assert len(results) == 4
     # Assert file_dump_json was only called once
-    assert names == ['backtest-result-DefStrat.json']
+    assert names == [Path('backtest-result-DefStrat.json')]
     records = records[0]
     # Ensure records are of correct type
     assert len(records) == 4
@@ -816,7 +806,7 @@ def test_backtest_record(default_conf, fee, mocker):
         assert dur > 0
 
 
-def test_backtest_start_live(default_conf, mocker, caplog):
+def test_backtest_start_timerange(default_conf, mocker, caplog):
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
 
     async def load_pairs(pair, timeframe, since):
@@ -828,9 +818,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
     patch_exchange(mocker, api_mock)
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
@@ -838,7 +826,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         '--datadir', 'freqtrade/tests/testdata',
         'backtesting',
         '--ticker-interval', '1m',
-        '--live',
         '--timerange', '-100',
         '--enable-position-stacking',
         '--disable-max-market-positions'
@@ -848,20 +835,18 @@ def test_backtest_start_live(default_conf, mocker, caplog):
     # check the logs, that will contain the backtest result
     exists = [
         'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-        'Parameter -l/--live detected ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: -100 ...',
-        'Using data folder: freqtrade/tests/testdata ...',
+        'Using data directory: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
-        'Live: Downloading data for all defined pairs ...',
-        'Backtesting with data from 2017-11-14T19:31:00+00:00 '
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...'
     ]
 
     for line in exists:
-        assert log_has(line, caplog.record_tuples)
+        assert log_has(line, caplog)
 
 
 def test_backtest_start_multi_strat(default_conf, mocker, caplog):
@@ -880,16 +865,13 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
     gen_strattable_mock = MagicMock()
     mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
                  gen_strattable_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
         '--datadir', 'freqtrade/tests/testdata',
         'backtesting',
         '--ticker-interval', '1m',
-        '--live',
         '--timerange', '-100',
         '--enable-position-stacking',
         '--disable-max-market-positions',
@@ -907,14 +889,12 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
     # check the logs, that will contain the backtest result
     exists = [
         'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-        'Parameter -l/--live detected ...',
         'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: -100 ...',
-        'Using data folder: freqtrade/tests/testdata ...',
+        'Using data directory: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
-        'Live: Downloading data for all defined pairs ...',
-        'Backtesting with data from 2017-11-14T19:31:00+00:00 '
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
         'up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
@@ -922,4 +902,4 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
     ]
 
     for line in exists:
-        assert log_has(line, caplog.record_tuples)
+        assert log_has(line, caplog)

freqtrade/tests/optimize/test_edge_cli.py

@@ -1,20 +1,21 @@
 # pragma pylint: disable=missing-docstring, C0103, C0330
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
-import json
 from unittest.mock import MagicMock
 
+import pytest
+
 from freqtrade.edge import PairInfo
 from freqtrade.optimize import setup_configuration, start_edge
 from freqtrade.optimize.edge_cli import EdgeCli
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
@@ -31,25 +32,24 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
-    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'refresh_pairs' not in config
-    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' not in config
     assert 'stoploss_range' not in config
 
 
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
 def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(edge_conf)
-    ))
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+    patched_configuration_load_config_file(mocker, edge_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -70,21 +70,15 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert config['runmode'] == RunMode.EDGE
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-                   caplog.record_tuples)
+                   caplog)
 
     assert 'refresh_pairs' in config
-    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
     assert 'timerange' in config
-    assert log_has(
-        'Parameter --timerange detected: {} ...'.format(config['timerange']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
 
 def test_start(mocker, fee, edge_conf, caplog) -> None:
@@ -92,9 +86,8 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(edge_conf)
-    ))
+    patched_configuration_load_config_file(mocker, edge_conf)
+
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -102,10 +95,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
     ]
     args = get_args(args)
     start_edge(args)
-    assert log_has(
-        'Starting freqtrade in Edge mode',
-        caplog.record_tuples
-    )
+    assert log_has('Starting freqtrade in Edge mode', caplog)
     assert start_mock.call_count == 1
 
 

freqtrade/tests/optimize/test_hyperopt.py

@@ -1,30 +1,51 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
-import json
 import os
 from datetime import datetime
-from unittest.mock import MagicMock
-from filelock import Timeout
+from unittest.mock import MagicMock, PropertyMock
 
 import pandas as pd
 import pytest
+from arrow import Arrow
+from filelock import Timeout
+from pathlib import Path
 
-from freqtrade import DependencyException
+from freqtrade import DependencyException, OperationalException
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
-from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
-from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
 from freqtrade.optimize import setup_configuration, start_hyperopt
-from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
+from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
+from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
+from freqtrade.optimize.hyperopt import Hyperopt
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import get_args, log_has, log_has_re, patch_exchange
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
 
 
 @pytest.fixture(scope='function')
 def hyperopt(default_conf, mocker):
+    default_conf.update({'spaces': ['all']})
     patch_exchange(mocker)
     return Hyperopt(default_conf)
 
 
+@pytest.fixture(scope='function')
+def hyperopt_results():
+    return pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+
 # Functions for recurrent object patching
 def create_trials(mocker, hyperopt) -> None:
     """
@@ -33,20 +54,21 @@ def create_trials(mocker, hyperopt) -> None:
       - we might have a pickle'd file so make sure that we return
         false when looking for it
     """
-    hyperopt.trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
+    hyperopt.trials_file = Path('freqtrade/tests/optimize/ut_trials.pickle')
 
-    mocker.patch('freqtrade.optimize.hyperopt.os.path.exists', return_value=False)
-    mocker.patch('freqtrade.optimize.hyperopt.os.path.getsize', return_value=1)
-    mocker.patch('freqtrade.optimize.hyperopt.os.remove', return_value=True)
+    mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
+    stat_mock = MagicMock()
+    stat_mock.st_size = PropertyMock(return_value=1)
+    mocker.patch.object(Path, "stat", MagicMock(return_value=False))
+
+    mocker.patch.object(Path, "unlink", MagicMock(return_value=True))
     mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
 
     return [{'loss': 1, 'result': 'foo', 'params': {}}]
 
 
 def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = [
         '--config', 'config.json',
@@ -60,32 +82,28 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
-    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog.record_tuples)
-
-    assert 'live' not in config
-    assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
 
     assert 'position_stacking' not in config
-    assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'refresh_pairs' not in config
-    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' not in config
     assert 'runmode' in config
     assert config['runmode'] == RunMode.HYPEROPT
 
 
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
 def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
 
     args = [
         '--config', 'config.json',
@@ -110,49 +128,37 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert 'datadir' in config
     assert config['runmode'] == RunMode.HYPEROPT
 
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-                   caplog.record_tuples)
+                   caplog)
 
     assert 'position_stacking' in config
-    assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'use_max_market_positions' in config
-    assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
-    assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
 
     assert 'refresh_pairs' in config
-    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' in config
-    assert log_has(
-        'Parameter --timerange detected: {} ...'.format(config['timerange']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'epochs' in config
     assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...',
-                   caplog.record_tuples)
+                   caplog)
 
     assert 'spaces' in config
-    assert log_has(
-        'Parameter -s/--spaces detected: {}'.format(config['spaces']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter -s/--spaces detected: {}'.format(config['spaces']), caplog)
     assert 'print_all' in config
-    assert log_has('Parameter --print-all detected ...', caplog.record_tuples)
+    assert log_has('Parameter --print-all detected ...', caplog)
 
 
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
 
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
     hyperopts = DefaultHyperOpts
     delattr(hyperopts, 'populate_buy_trend')
     delattr(hyperopts, 'populate_sell_trend')
@@ -164,18 +170,40 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
     assert log_has("Custom Hyperopt does not provide populate_sell_trend. "
-                   "Using populate_sell_trend from DefaultStrategy.", caplog.record_tuples)
+                   "Using populate_sell_trend from DefaultStrategy.", caplog)
     assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
-                   "Using populate_buy_trend from DefaultStrategy.", caplog.record_tuples)
+                   "Using populate_buy_trend from DefaultStrategy.", caplog)
     assert hasattr(x, "ticker_interval")
 
 
+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
+
+
+def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
+
+    hl = DefaultHyperOptLoss
+    mocker.patch(
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
+        MagicMock(return_value=hl)
+    )
+    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    assert hasattr(x, "hyperopt_loss_function")
+
+
+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
+
+
 def test_start(mocker, default_conf, caplog) -> None:
     start_mock = MagicMock()
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -190,18 +218,12 @@ def test_start(mocker, default_conf, caplog) -> None:
     import pprint
     pprint.pprint(caplog.record_tuples)
 
-    assert log_has(
-        'Starting freqtrade in Hyperopt mode',
-        caplog.record_tuples
-    )
+    assert log_has('Starting freqtrade in Hyperopt mode', caplog)
     assert start_mock.call_count == 1
 
 
 def test_start_no_data(mocker, default_conf, caplog) -> None:
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={}))
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timeframe',
@@ -221,15 +243,12 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
     import pprint
     pprint.pprint(caplog.record_tuples)
 
-    assert log_has('No data found. Terminating.', caplog.record_tuples)
+    assert log_has('No data found. Terminating.', caplog)
 
 
 def test_start_failure(mocker, default_conf, caplog) -> None:
     start_mock = MagicMock()
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -242,18 +261,12 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
     args = get_args(args)
     with pytest.raises(DependencyException):
         start_hyperopt(args)
-    assert log_has(
-        "Please don't use --strategy for hyperopt.",
-        caplog.record_tuples
-    )
+    assert log_has("Please don't use --strategy for hyperopt.", caplog)
 
 
 def test_start_filelock(mocker, default_conf, caplog) -> None:
-    start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE))
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    start_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(default_conf)))
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
     patch_exchange(mocker)
 
@@ -264,44 +277,87 @@ def test_start_filelock(mocker, default_conf, caplog) -> None:
     ]
     args = get_args(args)
     start_hyperopt(args)
-    assert log_has(
-        "Another running instance of freqtrade Hyperopt detected.",
-        caplog.record_tuples
-    )
+    assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
 
 
-def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
-
-    correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)
-    over = hyperopt.calculate_loss(1, hyperopt.target_trades + 100, 20)
-    under = hyperopt.calculate_loss(1, hyperopt.target_trades - 100, 20)
+def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
+    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
+    under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
     assert over > correct
     assert under > correct
 
 
-def test_loss_calculation_prefer_shorter_trades(hyperopt) -> None:
-    shorter = hyperopt.calculate_loss(1, 100, 20)
-    longer = hyperopt.calculate_loss(1, 100, 30)
+def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) -> None:
+    resultsb = hyperopt_results.copy()
+    resultsb.loc[1, 'trade_duration'] = 20
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
+    shorter = hl.hyperopt_loss_function(resultsb, 100)
     assert shorter < longer
 
 
-def test_loss_calculation_has_limited_profit(hyperopt) -> None:
-    correct = hyperopt.calculate_loss(hyperopt.expected_max_profit, hyperopt.target_trades, 20)
-    over = hyperopt.calculate_loss(hyperopt.expected_max_profit * 2, hyperopt.target_trades, 20)
-    under = hyperopt.calculate_loss(hyperopt.expected_max_profit / 2, hyperopt.target_trades, 20)
-    assert over == correct
+def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
+    over = hl.hyperopt_loss_function(results_over, 600)
+    under = hl.hyperopt_loss_function(results_under, 600)
+    assert over < correct
+    assert under > correct
+
+
+def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
+def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
     assert under > correct
 
 
 def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
     hyperopt.current_best_loss = 2
+    hyperopt.total_epochs = 2
     hyperopt.log_results(
         {
             'loss': 1,
-            'current_tries': 1,
-            'total_tries': 2,
-            'result': 'foo.',
-            'initial_point': False
+            'current_epoch': 1,
+            'results_explanation': 'foo.',
+            'is_initial_point': False
         }
     )
     out, err = capsys.readouterr()
@@ -325,10 +381,7 @@ def test_save_trials_saves_trials(mocker, hyperopt, caplog) -> None:
     hyperopt.save_trials()
 
     trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
-    assert log_has(
-        'Saving 1 evaluations to \'{}\''.format(trials_file),
-        caplog.record_tuples
-    )
+    assert log_has('Saving 1 evaluations to \'{}\''.format(trials_file), caplog)
     mock_dump.assert_called_once()
 
 
@@ -337,10 +390,7 @@ def test_read_trials_returns_trials_file(mocker, hyperopt, caplog) -> None:
     mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
     hyperopt_trial = hyperopt.read_trials()
     trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
-    assert log_has(
-        'Reading Trials from \'{}\''.format(trials_file),
-        caplog.record_tuples
-    )
+    assert log_has('Reading Trials from \'{}\''.format(trials_file), caplog)
     assert hyperopt_trial == trials
     mock_load.assert_called_once()
 
@@ -358,7 +408,7 @@ def test_roi_table_generation(hyperopt) -> None:
     assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
-def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
+def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
     mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
     mocker.patch(
@@ -368,7 +418,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
-        MagicMock(return_value=[{'loss': 1, 'result': 'foo result', 'params': {}}])
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
     )
     patch_exchange(mocker)
 
@@ -379,14 +429,23 @@ def test_start_calls_optimizer(mocker, default_conf, caplog) -> None:
                          'hyperopt_jobs': 1, })
 
     hyperopt = Hyperopt(default_conf)
-    hyperopt.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
 
     hyperopt.start()
+
     parallel.assert_called_once()
-    assert log_has('Best result:\nfoo result\nwith values:\n', caplog.record_tuples)
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
+    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
 
 
 def test_format_results(hyperopt):
@@ -429,7 +488,7 @@ def test_populate_indicators(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
                                                          fill_missing=True)}
-    dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
+    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -443,7 +502,7 @@ def test_buy_strategy_generator(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
     tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
                                                          fill_missing=True)}
-    dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
+    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
 
@@ -479,12 +538,12 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     backtest_result = pd.DataFrame.from_records(trades, columns=labels)
 
     mocker.patch(
-        'freqtrade.optimize.hyperopt.Hyperopt.backtest',
+        'freqtrade.optimize.hyperopt.Backtesting.backtest',
         MagicMock(return_value=backtest_result)
     )
     mocker.patch(
         'freqtrade.optimize.hyperopt.get_timeframe',
-        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+        MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     )
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
@@ -518,11 +577,119 @@ def test_generate_optimizer(mocker, default_conf) -> None:
     }
     response_expected = {
         'loss': 1.9840569076926293,
-        'result': '     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
-                  '(   2.31Σ%). Avg duration 100.0 mins.',
-        'params': optimizer_param
+        'results_explanation': '     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
+                               '(   2.31Σ%). Avg duration 100.0 mins.',
+        'params': optimizer_param,
+        'total_profit': 0.00023300
     }
 
     hyperopt = Hyperopt(default_conf)
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
+
+
+def test_clean_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    h = Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 2
+    assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog)
+
+
+def test_continue_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         'hyperopt_continue': True
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 0
+    assert log_has(f"Continuing on previous hyperopt results.", caplog)
+
+
+def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         'print_json': True,
+                         })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+
+
+def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'roi stoploss',
+                         'hyperopt_jobs': 1,
+                         'print_json': True,
+                         })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert '{"minimal_roi":{},"stoploss":null}' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2

freqtrade/tests/pairlist/test_pairlist.py

@@ -34,9 +34,9 @@ def whitelist_conf(default_conf):
 def test_load_pairlist_noexist(mocker, markets, default_conf):
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
     mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
-    with pytest.raises(ImportError,
-                       match=r"Impossible to load Pairlist 'NonexistingPairList'."
-                             r" This class does not exist or contains Python code errors"):
+    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
 
 

freqtrade/tests/rpc/test_fiat_convert.py

@@ -91,7 +91,7 @@ def test_fiat_convert_unsupported_crypto(mocker, caplog):
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
     fiat_convert = CryptoToFiatConverter()
     assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
-    assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog.record_tuples)
+    assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
 
 
 def test_fiat_convert_get_price(mocker):
@@ -190,7 +190,7 @@ def test_fiat_invalid_response(mocker, caplog):
     length_cryptomap = len(fiat_convert._cryptomap)
     assert length_cryptomap == 0
     assert log_has('Could not load FIAT Cryptocurrency map for the following problem: TypeError',
-                   caplog.record_tuples)
+                   caplog)
 
 
 def test_convert_amount(mocker):

freqtrade/tests/rpc/test_rpc.py

@@ -44,7 +44,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_trade_status()
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     results = rpc._rpc_trade_status()
     assert {
         'trade_id': 1,
@@ -116,7 +116,7 @@ def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
     with pytest.raises(RPCException, match=r'.*no active order*'):
         rpc._rpc_status_table()
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     result = rpc._rpc_status_table()
     assert 'instantly' in result['Since'].all()
     assert 'ETH/BTC' in result['Pair'].all()
@@ -151,7 +151,7 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     assert trade
 
@@ -208,7 +208,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
         rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -222,7 +222,7 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     trade.close_date = datetime.utcnow()
     trade.is_open = False
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -292,7 +292,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     # Simulate fulfilled LIMIT_BUY order for trade
     trade.update(limit_buy_order)
@@ -324,7 +324,7 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
     assert prec_satoshi(stats['best_rate'], 6.2)
 
 
-def test_rpc_balance_handle(default_conf, mocker):
+def test_rpc_balance_handle_error(default_conf, mocker):
     mock_balance = {
         'BTC': {
             'free': 10.0,
@@ -371,6 +371,72 @@ def test_rpc_balance_handle(default_conf, mocker):
     assert result['total'] == 12.0
 
 
+def test_rpc_balance_handle(default_conf, mocker):
+    mock_balance = {
+        'BTC': {
+            'free': 10.0,
+            'total': 12.0,
+            'used': 2.0,
+        },
+        'ETH': {
+            'free': 1.0,
+            'total': 5.0,
+            'used': 4.0,
+        },
+        'PAX': {
+            'free': 5.0,
+            'total': 10.0,
+            'used': 5.0,
+        }
+    }
+
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    patch_exchange(mocker)
+    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',
+        get_balances=MagicMock(return_value=mock_balance),
+        get_ticker=MagicMock(
+            side_effect=lambda p, r: {'bid': 100} if p == "BTC/PAX" else {'bid': 0.01}),
+        get_valid_pair_combination=MagicMock(
+            side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}")
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+
+    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    assert prec_satoshi(result['total'], 12.15)
+    assert prec_satoshi(result['value'], 182250)
+    assert 'USD' == result['symbol']
+    assert result['currencies'] == [
+        {'currency': 'BTC',
+            'available': 10.0,
+            'balance': 12.0,
+            'pending': 2.0,
+            'est_btc': 12.0,
+         },
+        {'available': 1.0,
+         'balance': 5.0,
+         'currency': 'ETH',
+         'est_btc': 0.05,
+         'pending': 4.0
+         },
+        {'available': 5.0,
+         'balance': 10.0,
+         'currency': 'PAX',
+         'est_btc': 0.1,
+         'pending': 5.0}
+    ]
+    assert result['total'] == 12.15
+
+
 def test_rpc_start(mocker, default_conf) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
@@ -470,7 +536,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     msg = rpc._rpc_forcesell('all')
     assert msg == {'result': 'Created sell orders for all open trades.'}
 
@@ -504,7 +570,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
     assert cancel_order_mock.call_count == 1
     assert trade.amount == filled_amount
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.filter(Trade.id == '2').first()
     amount = trade.amount
     # make an limit-buy open trade, if there is no 'filled', don't sell it
@@ -523,7 +589,7 @@ def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
     assert cancel_order_mock.call_count == 2
     assert trade.amount == amount
 
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     # make an limit-sell open trade
     mocker.patch(
         'freqtrade.exchange.Exchange.get_order',
@@ -556,7 +622,7 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     assert trade
 
@@ -594,7 +660,7 @@ def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
     assert counts["current"] == 0
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     counts = rpc._rpc_count()
     assert counts["current"] == 1
 

freqtrade/tests/rpc/test_rpc_apiserver.py

@@ -148,8 +148,8 @@ def test_api_run(default_conf, mocker, caplog):
     assert isinstance(server_mock.call_args_list[0][0][2], Flask)
     assert hasattr(apiserver, "srv")
 
-    assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog.record_tuples)
-    assert log_has("Starting Local Rest Server.", caplog.record_tuples)
+    assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog)
+    assert log_has("Starting Local Rest Server.", caplog)
 
     # Test binding to public
     caplog.clear()
@@ -165,22 +165,20 @@ def test_api_run(default_conf, mocker, caplog):
     assert server_mock.call_args_list[0][0][0] == "0.0.0.0"
     assert server_mock.call_args_list[0][0][1] == "8089"
     assert isinstance(server_mock.call_args_list[0][0][2], Flask)
-    assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog.record_tuples)
-    assert log_has("Starting Local Rest Server.", caplog.record_tuples)
+    assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog)
+    assert log_has("Starting Local Rest Server.", caplog)
     assert log_has("SECURITY WARNING - Local Rest Server listening to external connections",
-                   caplog.record_tuples)
+                   caplog)
     assert log_has("SECURITY WARNING - This is insecure please set to your loopback,"
-                   "e.g 127.0.0.1 in config.json",
-                   caplog.record_tuples)
+                   "e.g 127.0.0.1 in config.json", caplog)
     assert log_has("SECURITY WARNING - No password for local REST Server defined. "
-                   "Please make sure that this is intentional!",
-                   caplog.record_tuples)
+                   "Please make sure that this is intentional!", caplog)
 
     # Test crashing flask
     caplog.clear()
     mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception))
     apiserver.run()
-    assert log_has("Api server failed to start.", caplog.record_tuples)
+    assert log_has("Api server failed to start.", caplog)
 
 
 def test_api_cleanup(default_conf, mocker, caplog):
@@ -199,7 +197,7 @@ def test_api_cleanup(default_conf, mocker, caplog):
 
     apiserver.cleanup()
     assert stop_mock.shutdown.call_count == 1
-    assert log_has("Stopping API Server", caplog.record_tuples)
+    assert log_has("Stopping API Server", caplog)
 
 
 def test_api_reloadconf(botclient):
@@ -244,6 +242,8 @@ def test_api_balance(botclient, mocker, rpc_balance):
         }
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
+                 side_effect=lambda a, b: f"{a}/{b}")
 
     rc = client_get(client, f"{BASE_URI}/balance")
     assert_response(rc)
@@ -275,7 +275,7 @@ def test_api_count(botclient, mocker, ticker, fee, markets):
     assert rc.json["max"] == 1.0
 
     # Create some test data
-    ftbot.create_trade()
+    ftbot.create_trades()
     rc = client_get(client, f"{BASE_URI}/count")
     assert_response(rc)
     assert rc.json["current"] == 1.0
@@ -329,7 +329,7 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, li
     assert len(rc.json) == 1
     assert rc.json == {"error": "Error querying _profit: no closed trade"}
 
-    ftbot.create_trade()
+    ftbot.create_trades()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -418,7 +418,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 502)
     assert rc.json == {'error': 'Error querying _status: no active trade'}
 
-    ftbot.create_trade()
+    ftbot.create_trades()
     rc = client_get(client, f"{BASE_URI}/status")
     assert_response(rc)
     assert len(rc.json) == 1
@@ -548,7 +548,7 @@ def test_api_forcesell(botclient, mocker, ticker, fee, markets):
     assert_response(rc, 502)
     assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
 
-    ftbot.create_trade()
+    ftbot.create_trades()
 
     rc = client_post(client, f"{BASE_URI}/forcesell",
                      data='{"tradeid": "1"}')

freqtrade/tests/rpc/test_rpc_manager.py

@@ -19,7 +19,7 @@ def test_init_telegram_disabled(mocker, default_conf, caplog) -> None:
     default_conf['telegram']['enabled'] = False
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert not log_has('Enabling rpc.telegram ...', caplog.record_tuples)
+    assert not log_has('Enabling rpc.telegram ...', caplog)
     assert rpc_manager.registered_modules == []
 
 
@@ -28,7 +28,7 @@ def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert log_has('Enabling rpc.telegram ...', caplog.record_tuples)
+    assert log_has('Enabling rpc.telegram ...', caplog)
     len_modules = len(rpc_manager.registered_modules)
     assert len_modules == 1
     assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
@@ -43,7 +43,7 @@ def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None:
     rpc_manager = RPCManager(freqtradebot)
     rpc_manager.cleanup()
 
-    assert not log_has('Cleaning up rpc.telegram ...', caplog.record_tuples)
+    assert not log_has('Cleaning up rpc.telegram ...', caplog)
     assert telegram_mock.call_count == 0
 
 
@@ -59,7 +59,7 @@ def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None:
     assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
 
     rpc_manager.cleanup()
-    assert log_has('Cleaning up rpc.telegram ...', caplog.record_tuples)
+    assert log_has('Cleaning up rpc.telegram ...', caplog)
     assert 'telegram' not in [mod.name for mod in rpc_manager.registered_modules]
     assert telegram_mock.call_count == 1
 
@@ -75,7 +75,7 @@ def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
         'status': 'test'
     })
 
-    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog.record_tuples)
+    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog)
     assert telegram_mock.call_count == 0
 
 
@@ -90,7 +90,7 @@ def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
         'status': 'test'
     })
 
-    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog.record_tuples)
+    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog)
     assert telegram_mock.call_count == 1
 
 
@@ -100,7 +100,7 @@ def test_init_webhook_disabled(mocker, default_conf, caplog) -> None:
     default_conf['webhook'] = {'enabled': False}
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert not log_has('Enabling rpc.webhook ...', caplog.record_tuples)
+    assert not log_has('Enabling rpc.webhook ...', caplog)
     assert rpc_manager.registered_modules == []
 
 
@@ -110,7 +110,7 @@ def test_init_webhook_enabled(mocker, default_conf, caplog) -> None:
     default_conf['webhook'] = {'enabled': True, 'url': "https://DEADBEEF.com"}
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert log_has('Enabling rpc.webhook ...', caplog.record_tuples)
+    assert log_has('Enabling rpc.webhook ...', caplog)
     assert len(rpc_manager.registered_modules) == 1
     assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
 
@@ -144,7 +144,7 @@ def test_init_apiserver_disabled(mocker, default_conf, caplog) -> None:
     default_conf['telegram']['enabled'] = False
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert not log_has('Enabling rpc.api_server', caplog.record_tuples)
+    assert not log_has('Enabling rpc.api_server', caplog)
     assert rpc_manager.registered_modules == []
     assert run_mock.call_count == 0
 
@@ -160,7 +160,7 @@ def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
                                   "listen_port": "8080"}
     rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
 
-    assert log_has('Enabling rpc.api_server', caplog.record_tuples)
+    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]
     assert run_mock.call_count == 1

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -76,7 +76,7 @@ def test_init(default_conf, mocker, caplog) -> None:
                   "['performance'], ['daily'], ['count'], ['reload_conf'], " \
                   "['stopbuy'], ['whitelist'], ['blacklist'], ['edge'], ['help'], ['version']]"
 
-    assert log_has(message_str, caplog.record_tuples)
+    assert log_has(message_str, caplog)
 
 
 def test_cleanup(default_conf, mocker) -> None:
@@ -102,18 +102,9 @@ def test_authorized_only(default_conf, mocker, caplog) -> None:
     dummy = DummyCls(bot)
     dummy.dummy_handler(bot=MagicMock(), update=update)
     assert dummy.state['called'] is True
-    assert log_has(
-        'Executing handler: dummy_handler for chat_id: 0',
-        caplog.record_tuples
-    )
-    assert not log_has(
-        'Rejected unauthorized message from: 0',
-        caplog.record_tuples
-    )
-    assert not log_has(
-        'Exception occurred within Telegram module',
-        caplog.record_tuples
-    )
+    assert log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
+    assert not log_has('Rejected unauthorized message from: 0', caplog)
+    assert not log_has('Exception occurred within Telegram module', caplog)
 
 
 def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
@@ -128,18 +119,9 @@ def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     dummy = DummyCls(bot)
     dummy.dummy_handler(bot=MagicMock(), update=update)
     assert dummy.state['called'] is False
-    assert not log_has(
-        'Executing handler: dummy_handler for chat_id: 3735928559',
-        caplog.record_tuples
-    )
-    assert log_has(
-        'Rejected unauthorized message from: 3735928559',
-        caplog.record_tuples
-    )
-    assert not log_has(
-        'Exception occurred within Telegram module',
-        caplog.record_tuples
-    )
+    assert not log_has('Executing handler: dummy_handler for chat_id: 3735928559', caplog)
+    assert log_has('Rejected unauthorized message from: 3735928559', caplog)
+    assert not log_has('Exception occurred within Telegram module', caplog)
 
 
 def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
@@ -156,18 +138,9 @@ def test_authorized_only_exception(default_conf, mocker, caplog) -> None:
 
     dummy.dummy_exception(bot=MagicMock(), update=update)
     assert dummy.state['called'] is False
-    assert not log_has(
-        'Executing handler: dummy_handler for chat_id: 0',
-        caplog.record_tuples
-    )
-    assert not log_has(
-        'Rejected unauthorized message from: 0',
-        caplog.record_tuples
-    )
-    assert log_has(
-        'Exception occurred within Telegram module',
-        caplog.record_tuples
-    )
+    assert not log_has('Executing handler: dummy_handler for chat_id: 0', caplog)
+    assert not log_has('Rejected unauthorized message from: 0', caplog)
+    assert log_has('Exception occurred within Telegram module', caplog)
 
 
 def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
@@ -219,7 +192,7 @@ def test_status(default_conf, update, mocker, fee, ticker, markets) -> None:
 
     # Create some test data
     for _ in range(3):
-        freqtradebot.create_trade()
+        freqtradebot.create_trades()
 
     telegram._status(bot=MagicMock(), update=update)
     assert msg_mock.call_count == 1
@@ -267,7 +240,7 @@ def test_status_handle(default_conf, update, ticker, fee, markets, mocker) -> No
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     # Trigger status while we have a fulfilled order for the open trade
     telegram._status(bot=MagicMock(), update=update)
 
@@ -319,7 +292,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
 
     telegram._status_table(bot=MagicMock(), update=update)
 
@@ -335,6 +308,7 @@ def test_status_table_handle(default_conf, update, ticker, fee, markets, mocker)
 def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
                       limit_sell_order, markets, mocker) -> None:
     patch_exchange(mocker)
+    default_conf['max_open_trades'] = 1
     mocker.patch(
         'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
         return_value=15000.0
@@ -358,7 +332,7 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     assert trade
 
@@ -384,9 +358,9 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
 
     # Reset msg_mock
     msg_mock.reset_mock()
+    freqtradebot.config['max_open_trades'] = 2
     # Add two other trades
-    freqtradebot.create_trade()
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
 
     trades = Trade.query.all()
     for trade in trades:
@@ -465,7 +439,7 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     msg_mock.reset_mock()
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
 
     # Simulate fulfilled LIMIT_BUY order for trade
@@ -518,6 +492,8 @@ def test_telegram_balance_handle(default_conf, update, mocker, rpc_balance) -> N
 
     mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
     mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
+                 side_effect=lambda a, b: f"{a}/{b}")
 
     msg_mock = MagicMock()
     mocker.patch.multiple(
@@ -559,10 +535,32 @@ def test_balance_handle_empty_response(default_conf, update, mocker) -> None:
 
     telegram = Telegram(freqtradebot)
 
+    freqtradebot.config['dry_run'] = False
     telegram._balance(bot=MagicMock(), update=update)
     result = msg_mock.call_args_list[0][0][0]
     assert msg_mock.call_count == 1
-    assert 'all balances are zero' in result
+    assert 'All balances are zero.' in result
+
+
+def test_balance_handle_empty_response_dry(default_conf, update, mocker) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value={})
+
+    msg_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _init=MagicMock(),
+        _send_msg=msg_mock
+    )
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+
+    telegram = Telegram(freqtradebot)
+
+    telegram._balance(bot=MagicMock(), update=update)
+    result = msg_mock.call_args_list[0][0][0]
+    assert msg_mock.call_count == 1
+    assert "Running in Dry Run, balances are not available." in result
 
 
 def test_balance_handle_too_large_response(default_conf, update, mocker) -> None:
@@ -736,7 +734,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
 
     trade = Trade.query.first()
     assert trade
@@ -787,7 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
 
     # Decrease the price and sell it
     mocker.patch.multiple(
@@ -835,14 +833,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, markets, mocker
         markets=PropertyMock(return_value=markets),
         validate_pairs=MagicMock(return_value={})
     )
-
+    default_conf['max_open_trades'] = 4
     freqtradebot = FreqtradeBot(default_conf)
     patch_get_signal(freqtradebot, (True, False))
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    for _ in range(4):
-        freqtradebot.create_trade()
+    freqtradebot.create_trades()
     rpc_mock.reset_mock()
 
     update.message.text = '/forcesell all'
@@ -986,7 +983,7 @@ def test_performance_handle(default_conf, update, ticker, fee,
     telegram = Telegram(freqtradebot)
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     trade = Trade.query.first()
     assert trade
 
@@ -1031,7 +1028,7 @@ def test_count_handle(default_conf, update, ticker, fee, markets, mocker) -> Non
     freqtradebot.state = State.RUNNING
 
     # Create some test data
-    freqtradebot.create_trade()
+    freqtradebot.create_trades()
     msg_mock.reset_mock()
     telegram._count(bot=MagicMock(), update=update)
 
@@ -1416,7 +1413,4 @@ def test__send_msg_network_error(default_conf, mocker, caplog) -> None:
 
     # Bot should've tried to send it twice
     assert len(bot.method_calls) == 2
-    assert log_has(
-        'Telegram NetworkError: Oh snap! Trying one more time.',
-        caplog.record_tuples
-    )
+    assert log_has('Telegram NetworkError: Oh snap! Trying one more time.', caplog)

freqtrade/tests/rpc/test_rpc_webhook.py

@@ -115,7 +115,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
     webhook.send_msg({'type': RPCMessageType.BUY_NOTIFICATION})
     assert log_has(f"Message type {RPCMessageType.BUY_NOTIFICATION} not configured for webhooks",
-                   caplog.record_tuples)
+                   caplog)
 
     default_conf["webhook"] = get_webhook_dict()
     default_conf["webhook"]["webhookbuy"]["value1"] = "{DEADBEEF:8f}"
@@ -135,7 +135,7 @@ def test_exception_send_msg(default_conf, mocker, caplog):
     }
     webhook.send_msg(msg)
     assert log_has("Problem calling Webhook. Please check your webhook configuration. "
-                   "Exception: 'DEADBEEF'", caplog.record_tuples)
+                   "Exception: 'DEADBEEF'", caplog)
 
     msg_mock = MagicMock()
     mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
@@ -164,4 +164,4 @@ def test__send_msg(default_conf, mocker, caplog):
     post = MagicMock(side_effect=RequestException)
     mocker.patch("freqtrade.rpc.webhook.post", post)
     webhook._send_msg(msg)
-    assert log_has('Could not call webhook url. Exception: ', caplog.record_tuples)
+    assert log_has('Could not call webhook url. Exception: ', caplog)

freqtrade/tests/strategy/test_interface.py

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 import arrow
 from pandas import DataFrame
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
@@ -19,13 +19,13 @@ _STRATEGY = DefaultStrategy(config={})
 
 def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
 
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
@@ -33,14 +33,14 @@ def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
 
 def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
 
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
 
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
     assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
@@ -49,34 +49,34 @@ def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
 def test_get_signal_empty(default_conf, mocker, caplog):
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
                                                   DataFrame())
-    assert log_has('Empty ticker history for pair foo', caplog.record_tuples)
+    assert log_has('Empty ticker history for pair foo', caplog)
     caplog.clear()
 
     assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
                                                   [])
-    assert log_has('Empty ticker history for pair bar', caplog.record_tuples)
+    assert log_has('Empty ticker history for pair bar', caplog)
 
 
 def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         side_effect=ValueError('xyz')
     )
     assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
                                                   ticker_history)
-    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog.record_tuples)
+    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
 
 
 def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
     caplog.set_level(logging.INFO)
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame([])
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
                                                   ticker_history)
-    assert log_has('Empty dataframe for pair xyz', caplog.record_tuples)
+    assert log_has('Empty dataframe for pair xyz', caplog)
 
 
 def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
@@ -86,15 +86,12 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
     oldtime = arrow.utcnow().shift(minutes=-16)
     ticks = DataFrame([{'buy': 1, 'date': oldtime}])
     mocker.patch.object(
-        _STRATEGY, 'analyze_ticker',
+        _STRATEGY, '_analyze_ticker_internal',
         return_value=DataFrame(ticks)
     )
     assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
                                                   ticker_history)
-    assert log_has(
-        'Outdated history for pair xyz. Last tick is 16 minutes old',
-        caplog.record_tuples
-    )
+    assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
 def test_get_signal_handles_exceptions(mocker, default_conf):
@@ -186,6 +183,39 @@ def test_min_roi_reached2(default_conf, fee) -> None:
         assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
 
 
+def test_min_roi_reached3(default_conf, fee) -> None:
+
+    # test for issue #1948
+    min_roi = {20: 0.07,
+               30: 0.05,
+               55: 0.30,
+               }
+    strategy = DefaultStrategy(default_conf)
+    strategy.minimal_roi = min_roi
+    trade = Trade(
+            pair='ETH/BTC',
+            stake_amount=0.001,
+            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            fee_open=fee.return_value,
+            fee_close=fee.return_value,
+            exchange='bittrex',
+            open_rate=1,
+    )
+
+    assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
+    assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+    assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
+    assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
+
+    # Should not trigger with 20% profit since after 55 minutes only 30% is active.
+    assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
+    assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
+
+
 def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -204,9 +234,8 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     assert buy_mock.call_count == 1
     assert buy_mock.call_count == 1
 
-    assert log_has('TA Analysis Launched', caplog.record_tuples)
-    assert not log_has('Skipping TA Analysis for already analyzed candle',
-                       caplog.record_tuples)
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
     caplog.clear()
 
     strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
@@ -214,12 +243,11 @@ def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
     assert ind_mock.call_count == 2
     assert buy_mock.call_count == 2
     assert buy_mock.call_count == 2
-    assert log_has('TA Analysis Launched', caplog.record_tuples)
-    assert not log_has('Skipping TA Analysis for already analyzed candle',
-                       caplog.record_tuples)
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
 
 
-def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
+def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
     caplog.set_level(logging.DEBUG)
     ind_mock = MagicMock(side_effect=lambda x, meta: x)
     buy_mock = MagicMock(side_effect=lambda x, meta: x)
@@ -234,7 +262,7 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     strategy = DefaultStrategy({})
     strategy.process_only_new_candles = True
 
-    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
     assert 'high' in ret.columns
     assert 'low' in ret.columns
     assert 'close' in ret.columns
@@ -242,12 +270,11 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
     assert buy_mock.call_count == 1
-    assert log_has('TA Analysis Launched', caplog.record_tuples)
-    assert not log_has('Skipping TA Analysis for already analyzed candle',
-                       caplog.record_tuples)
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
     caplog.clear()
 
-    ret = strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
     # No analysis happens as process_only_new_candles is true
     assert ind_mock.call_count == 1
     assert buy_mock.call_count == 1
@@ -257,6 +284,21 @@ def test_analyze_ticker_skip_analyze(ticker_history, mocker, caplog) -> None:
     assert 'sell' in ret.columns
     assert ret['buy'].sum() == 0
     assert ret['sell'].sum() == 0
-    assert not log_has('TA Analysis Launched', caplog.record_tuples)
-    assert log_has('Skipping TA Analysis for already analyzed candle',
-                   caplog.record_tuples)
+    assert not log_has('TA Analysis Launched', caplog)
+    assert log_has('Skipping TA Analysis for already analyzed candle', caplog)
+
+
+def test_is_pair_locked(default_conf):
+    strategy = DefaultStrategy(default_conf)
+    # dict should be empty
+    assert not strategy._pair_locked_until
+
+    pair = 'ETH/BTC'
+    assert not strategy.is_pair_locked(pair)
+    strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
+    # ETH/BTC locked for 4 minutes
+    assert strategy.is_pair_locked(pair)
+
+    # XRP/BTC should not be locked now
+    pair = 'XRP/BTC'
+    assert not strategy.is_pair_locked(pair)

freqtrade/tests/strategy/test_strategy.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
 import logging
+import tempfile
 import warnings
 from base64 import urlsafe_b64encode
 from os import path
@@ -9,11 +10,12 @@ from unittest.mock import Mock
 import pytest
 from pandas import DataFrame
 
+from freqtrade import OperationalException
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy import import_strategy
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.strategy.interface import IStrategy
-from freqtrade.tests.conftest import log_has_re
+from freqtrade.tests.conftest import log_has, log_has_re
 
 
 def test_import_strategy(caplog):
@@ -33,87 +35,90 @@ def test_import_strategy(caplog):
     assert imported_strategy.__module__ == 'freqtrade.strategy'
     assert imported_strategy.some_method() == 42
 
-    assert (
-        'freqtrade.strategy',
-        logging.DEBUG,
-        'Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
-        'as freqtrade.strategy.DefaultStrategy',
-    ) in caplog.record_tuples
+    assert log_has('Imported strategy freqtrade.strategy.default_strategy.DefaultStrategy '
+                   'as freqtrade.strategy.DefaultStrategy', caplog)
 
 
 def test_search_strategy():
     default_config = {}
-    default_location = Path(__file__).parent.parent.joinpath('strategy').resolve()
-    assert isinstance(
-        StrategyResolver._search_object(
-            directory=default_location,
-            object_type=IStrategy,
-            kwargs={'config': default_config},
-            object_name='DefaultStrategy'
-        ),
-        IStrategy
+    default_location = Path(__file__).parent.parent.parent.joinpath('strategy').resolve()
+
+    s, _ = StrategyResolver._search_object(
+        directory=default_location,
+        object_type=IStrategy,
+        kwargs={'config': default_config},
+        object_name='DefaultStrategy'
     )
-    assert StrategyResolver._search_object(
+    assert isinstance(s, IStrategy)
+
+    s, _ = StrategyResolver._search_object(
         directory=default_location,
         object_type=IStrategy,
         kwargs={'config': default_config},
         object_name='NotFoundStrategy'
-    ) is None
+    )
+    assert s is None
 
 
-def test_load_strategy(result):
-    resolver = StrategyResolver({'strategy': 'TestStrategy'})
+def test_load_strategy(default_conf, result):
+    default_conf.update({'strategy': 'TestStrategy'})
+    resolver = StrategyResolver(default_conf)
     assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
 
 
-def test_load_strategy_byte64(result):
-    with open("freqtrade/tests/strategy/test_strategy.py", "r") as file:
-        encoded_string = urlsafe_b64encode(file.read().encode("utf-8")).decode("utf-8")
-    resolver = StrategyResolver({'strategy': 'TestStrategy:{}'.format(encoded_string)})
+def test_load_strategy_base64(result, caplog, default_conf):
+    with open("user_data/strategies/test_strategy.py", "rb") as file:
+        encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
+    default_conf.update({'strategy': 'TestStrategy:{}'.format(encoded_string)})
+
+    resolver = StrategyResolver(default_conf)
     assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    # Make sure strategy was loaded from base64 (using temp directory)!!
+    assert log_has_re(r"Using resolved strategy TestStrategy from '"
+                      + tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.", caplog)
 
 
-def test_load_strategy_invalid_directory(result, caplog):
-    resolver = StrategyResolver()
+def test_load_strategy_invalid_directory(result, caplog, default_conf):
+    resolver = StrategyResolver(default_conf)
     extra_dir = Path.cwd() / 'some/path'
-    resolver._load_strategy('TestStrategy', config={}, extra_dir=extra_dir)
+    resolver._load_strategy('TestStrategy', config=default_conf, extra_dir=extra_dir)
 
-    assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog.record_tuples)
+    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'})
 
 
-def test_load_not_found_strategy():
-    strategy = StrategyResolver()
-    with pytest.raises(ImportError,
-                       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={})
+def test_load_not_found_strategy(default_conf):
+    strategy = StrategyResolver(default_conf)
+    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)
 
 
-def test_load_staticmethod_importerror(mocker, caplog):
+def test_load_staticmethod_importerror(mocker, caplog, default_conf):
     mocker.patch("freqtrade.resolvers.strategy_resolver.import_strategy", Mock(
         side_effect=TypeError("can't pickle staticmethod objects")))
-    with pytest.raises(ImportError,
-                       match=r"Impossible to load Strategy 'DefaultStrategy'."
-                             r" This class does not exist or contains Python code errors"):
-        StrategyResolver()
-    assert log_has_re(r".*Error: can't pickle staticmethod objects", caplog.record_tuples)
+    with pytest.raises(OperationalException,
+                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                             r"This class does not exist or contains Python code errors."):
+        StrategyResolver(default_conf)
+    assert log_has_re(r".*Error: can't pickle staticmethod objects", caplog)
 
 
-def test_strategy(result):
-    config = {'strategy': 'DefaultStrategy'}
+def test_strategy(result, default_conf):
+    default_conf.update({'strategy': 'DefaultStrategy'})
 
-    resolver = StrategyResolver(config)
+    resolver = StrategyResolver(default_conf)
     metadata = {'pair': 'ETH/BTC'}
     assert resolver.strategy.minimal_roi[0] == 0.04
-    assert config["minimal_roi"]['0'] == 0.04
+    assert default_conf["minimal_roi"]['0'] == 0.04
 
     assert resolver.strategy.stoploss == -0.10
-    assert config['stoploss'] == -0.10
+    assert default_conf['stoploss'] == -0.10
 
     assert resolver.strategy.ticker_interval == '5m'
-    assert config['ticker_interval'] == '5m'
+    assert default_conf['ticker_interval'] == '5m'
 
     df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
     assert 'adx' in df_indicators
@@ -125,112 +130,95 @@ def test_strategy(result):
     assert 'sell' in dataframe.columns
 
 
-def test_strategy_override_minimal_roi(caplog):
+def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'minimal_roi': {
             "0": 0.5
         }
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.minimal_roi[0] == 0.5
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'minimal_roi' with value in config file: {'0': 0.5}."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
 
 
-def test_strategy_override_stoploss(caplog):
+def test_strategy_override_stoploss(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'stoploss': -0.5
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.stoploss == -0.5
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'stoploss' with value in config file: -0.5."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
 
 
-def test_strategy_override_trailing_stop(caplog):
+def test_strategy_override_trailing_stop(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'trailing_stop': True
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.trailing_stop
     assert isinstance(resolver.strategy.trailing_stop, bool)
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'trailing_stop' with value in config file: True."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
 
 
-def test_strategy_override_trailing_stop_positive(caplog):
+def test_strategy_override_trailing_stop_positive(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'trailing_stop_positive': -0.1,
         'trailing_stop_positive_offset': -0.2
 
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.trailing_stop_positive == -0.1
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'trailing_stop_positive' with value in config file: -0.1."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
+                   caplog)
 
     assert resolver.strategy.trailing_stop_positive_offset == -0.2
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'trailing_stop_positive' with value in config file: -0.1."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
+                   caplog)
 
 
-def test_strategy_override_ticker_interval(caplog):
+def test_strategy_override_ticker_interval(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'ticker_interval': 60,
         'stake_currency': 'ETH'
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.ticker_interval == 60
     assert resolver.strategy.stake_currency == 'ETH'
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'ticker_interval' with value in config file: 60."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
+                   caplog)
 
 
-def test_strategy_override_process_only_new_candles(caplog):
+def test_strategy_override_process_only_new_candles(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'process_only_new_candles': True
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.process_only_new_candles
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'process_only_new_candles' with value in config file: True."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
+                   caplog)
 
 
-def test_strategy_override_order_types(caplog):
+def test_strategy_override_order_types(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     order_types = {
@@ -239,36 +227,32 @@ def test_strategy_override_order_types(caplog):
         'stoploss': 'limit',
         'stoploss_on_exchange': True,
     }
-
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'order_types': order_types
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.order_types
     for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
         assert resolver.strategy.order_types[method] == order_types[method]
 
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'order_types' with value in config file:"
-            " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
-            " 'stoploss_on_exchange': True}."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'order_types' with value in config file:"
+                   " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
+                   " 'stoploss_on_exchange': True}.", caplog)
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'order_types': {'buy': 'market'}
-    }
+    })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
                        match=r"Impossible to load Strategy 'DefaultStrategy'. "
                              r"Order-types mapping is incomplete."):
-        StrategyResolver(config)
+        StrategyResolver(default_conf)
 
 
-def test_strategy_override_order_tif(caplog):
+def test_strategy_override_order_tif(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     order_time_in_force = {
@@ -276,93 +260,86 @@ def test_strategy_override_order_tif(caplog):
         'sell': 'gtc',
     }
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'order_time_in_force': order_time_in_force
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.order_time_in_force
     for method in ['buy', 'sell']:
         assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
 
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'order_time_in_force' with value in config file:"
-            " {'buy': 'fok', 'sell': 'gtc'}."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'order_time_in_force' with value in config file:"
+                   " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'order_time_in_force': {'buy': 'fok'}
-    }
+    })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,
                        match=r"Impossible to load Strategy 'DefaultStrategy'. "
                              r"Order-time-in-force mapping is incomplete."):
-        StrategyResolver(config)
+        StrategyResolver(default_conf)
 
 
-def test_strategy_override_use_sell_signal(caplog):
+def test_strategy_override_use_sell_signal(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
     assert not resolver.strategy.use_sell_signal
     assert isinstance(resolver.strategy.use_sell_signal, bool)
     # must be inserted to configuration
-    assert 'use_sell_signal' in config['experimental']
-    assert not config['experimental']['use_sell_signal']
+    assert 'use_sell_signal' in default_conf['experimental']
+    assert not default_conf['experimental']['use_sell_signal']
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'experimental': {
             'use_sell_signal': True,
         },
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.use_sell_signal
     assert isinstance(resolver.strategy.use_sell_signal, bool)
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'use_sell_signal' with value in config file: True."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog)
 
 
-def test_strategy_override_use_sell_profit_only(caplog):
+def test_strategy_override_use_sell_profit_only(caplog, default_conf):
     caplog.set_level(logging.INFO)
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
     assert not resolver.strategy.sell_profit_only
     assert isinstance(resolver.strategy.sell_profit_only, bool)
     # must be inserted to configuration
-    assert 'sell_profit_only' in config['experimental']
-    assert not config['experimental']['sell_profit_only']
+    assert 'sell_profit_only' in default_conf['experimental']
+    assert not default_conf['experimental']['sell_profit_only']
 
-    config = {
+    default_conf.update({
         'strategy': 'DefaultStrategy',
         'experimental': {
             'sell_profit_only': True,
         },
-    }
-    resolver = StrategyResolver(config)
+    })
+    resolver = StrategyResolver(default_conf)
 
     assert resolver.strategy.sell_profit_only
     assert isinstance(resolver.strategy.sell_profit_only, bool)
-    assert ('freqtrade.resolvers.strategy_resolver',
-            logging.INFO,
-            "Override strategy 'sell_profit_only' with value in config file: True."
-            ) in caplog.record_tuples
+    assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
 
 
-def test_deprecate_populate_indicators(result):
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_deprecate_populate_indicators(result, default_conf):
     default_location = path.join(path.dirname(path.realpath(__file__)))
-    resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
-                                 'strategy_path': default_location})
+    default_conf.update({'strategy': 'TestStrategyLegacy',
+                         'strategy_path': default_location})
+    resolver = StrategyResolver(default_conf)
     with warnings.catch_warnings(record=True) as w:
         # Cause all warnings to always be triggered.
         warnings.simplefilter("always")
@@ -391,10 +368,12 @@ def test_deprecate_populate_indicators(result):
             in str(w[-1].message)
 
 
-def test_call_deprecated_function(result, monkeypatch):
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_call_deprecated_function(result, monkeypatch, default_conf):
     default_location = path.join(path.dirname(path.realpath(__file__)))
-    resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
-                                 'strategy_path': default_location})
+    default_conf.update({'strategy': 'TestStrategyLegacy',
+                         'strategy_path': default_location})
+    resolver = StrategyResolver(default_conf)
     metadata = {'pair': 'ETH/BTC'}
 
     # Make sure we are using a legacy function

freqtrade/tests/test_arguments.py

@@ -3,7 +3,9 @@ import argparse
 
 import pytest
 
-from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.configuration import Arguments
+from freqtrade.configuration.arguments import ARGS_PLOT_DATAFRAME
+from freqtrade.configuration.cli_options import check_int_positive
 
 
 # Parse common command-line-arguments. Used for all tools
@@ -18,7 +20,7 @@ def test_parse_args_defaults() -> None:
     assert args.config == ['config.json']
     assert args.strategy_path is None
     assert args.datadir is None
-    assert args.loglevel == 0
+    assert args.verbosity == 0
 
 
 def test_parse_args_config() -> None:
@@ -41,17 +43,17 @@ def test_parse_args_db_url() -> None:
 
 def test_parse_args_verbose() -> None:
     args = Arguments(['-v'], '').get_parsed_arg()
-    assert args.loglevel == 1
+    assert args.verbosity == 1
 
     args = Arguments(['--verbose'], '').get_parsed_arg()
-    assert args.loglevel == 1
+    assert args.verbosity == 1
 
 
 def test_common_scripts_options() -> None:
-    arguments = Arguments(['-p', 'ETH/BTC'], '')
-    arguments.common_scripts_options()
-    args = arguments.get_parsed_arg()
-    assert args.pairs == 'ETH/BTC'
+    args = Arguments(['download-data', '-p', 'ETH/BTC', 'XRP/BTC'], '').get_parsed_arg()
+
+    assert args.pairs == ['ETH/BTC', 'XRP/BTC']
+    assert hasattr(args, "func")
 
 
 def test_parse_args_version() -> None:
@@ -84,45 +86,6 @@ def test_parse_args_strategy_path_invalid() -> None:
         Arguments(['--strategy-path'], '').get_parsed_arg()
 
 
-def test_parse_args_dynamic_whitelist() -> None:
-    args = Arguments(['--dynamic-whitelist'], '').get_parsed_arg()
-    assert args.dynamic_whitelist == 20
-
-
-def test_parse_args_dynamic_whitelist_10() -> None:
-    args = Arguments(['--dynamic-whitelist', '10'], '').get_parsed_arg()
-    assert args.dynamic_whitelist == 10
-
-
-def test_parse_args_dynamic_whitelist_invalid_values() -> None:
-    with pytest.raises(SystemExit, match=r'2'):
-        Arguments(['--dynamic-whitelist', 'abc'], '').get_parsed_arg()
-
-
-def test_parse_timerange_incorrect() -> None:
-    assert TimeRange(None, 'line', 0, -200) == Arguments.parse_timerange('-200')
-    assert TimeRange('line', None, 200, 0) == Arguments.parse_timerange('200-')
-    assert TimeRange('index', 'index', 200, 500) == Arguments.parse_timerange('200-500')
-
-    assert TimeRange('date', None, 1274486400, 0) == Arguments.parse_timerange('20100522-')
-    assert TimeRange(None, 'date', 0, 1274486400) == Arguments.parse_timerange('-20100522')
-    timerange = Arguments.parse_timerange('20100522-20150730')
-    assert timerange == TimeRange('date', 'date', 1274486400, 1438214400)
-
-    # Added test for unix timestamp - BTC genesis date
-    assert TimeRange('date', None, 1231006505, 0) == Arguments.parse_timerange('1231006505-')
-    assert TimeRange(None, 'date', 0, 1233360000) == Arguments.parse_timerange('-1233360000')
-    timerange = Arguments.parse_timerange('1231006505-1233360000')
-    assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
-
-    # TODO: Find solution for the following case (passing timestamp in ms)
-    timerange = Arguments.parse_timerange('1231006505000-1233360000000')
-    assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange
-
-    with pytest.raises(Exception, match=r'Incorrect syntax.*'):
-        Arguments.parse_timerange('-')
-
-
 def test_parse_args_backtesting_invalid() -> None:
     with pytest.raises(SystemExit, match=r'2'):
         Arguments(['backtesting --ticker-interval'], '').get_parsed_arg()
@@ -135,7 +98,6 @@ def test_parse_args_backtesting_custom() -> None:
     args = [
         '-c', 'test_conf.json',
         'backtesting',
-        '--live',
         '--ticker-interval', '1m',
         '--refresh-pairs-cached',
         '--strategy-list',
@@ -144,8 +106,7 @@ def test_parse_args_backtesting_custom() -> None:
         ]
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == ['test_conf.json']
-    assert call_args.live is True
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
     assert call_args.ticker_interval == '1m'
@@ -164,7 +125,7 @@ def test_parse_args_hyperopt_custom() -> None:
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == ['test_conf.json']
     assert call_args.epochs == 20
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'hyperopt'
     assert call_args.spaces == ['buy']
     assert call_args.func is not None
@@ -172,17 +133,16 @@ def test_parse_args_hyperopt_custom() -> None:
 
 def test_download_data_options() -> None:
     args = [
+        '--datadir', 'datadir/directory',
+        'download-data',
         '--pairs-file', 'file_with_pairs',
-        '--datadir', 'datadir/folder',
         '--days', '30',
         '--exchange', 'binance'
     ]
-    arguments = Arguments(args, '')
-    arguments.common_options()
-    arguments.download_data_options()
-    args = arguments.parse_args()
+    args = Arguments(args, '').get_parsed_arg()
+
     assert args.pairs_file == 'file_with_pairs'
-    assert args.datadir == 'datadir/folder'
+    assert args.datadir == 'datadir/directory'
     assert args.days == 30
     assert args.exchange == 'binance'
 
@@ -195,29 +155,27 @@ def test_plot_dataframe_options() -> None:
         '-p', 'UNITTEST/BTC',
     ]
     arguments = Arguments(args, '')
-    arguments.common_scripts_options()
-    arguments.plot_dataframe_options()
-    pargs = arguments.parse_args(True)
+    arguments._build_args(ARGS_PLOT_DATAFRAME)
+    pargs = arguments._parse_args()
     assert pargs.indicators1 == "sma10,sma100"
     assert pargs.indicators2 == "macd,fastd,fastk"
     assert pargs.plot_limit == 30
-    assert pargs.pairs == "UNITTEST/BTC"
+    assert pargs.pairs == ["UNITTEST/BTC"]
 
 
 def test_check_int_positive() -> None:
-
-    assert Arguments.check_int_positive("3") == 3
-    assert Arguments.check_int_positive("1") == 1
-    assert Arguments.check_int_positive("100") == 100
+    assert check_int_positive("3") == 3
+    assert check_int_positive("1") == 1
+    assert check_int_positive("100") == 100
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("-2")
+        check_int_positive("-2")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("0")
+        check_int_positive("0")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("3.5")
+        check_int_positive("3.5")
 
     with pytest.raises(argparse.ArgumentTypeError):
-        Arguments.check_int_positive("DeadBeef")
+        check_int_positive("DeadBeef")

freqtrade/tests/test_configuration.py

@@ -1,29 +1,33 @@
 # pragma pylint: disable=missing-docstring, protected-access, invalid-name
-
 import json
 import logging
-from argparse import Namespace
+import warnings
 from copy import deepcopy
-from unittest.mock import MagicMock
 from pathlib import Path
+from unittest.mock import MagicMock
 
 import pytest
 from jsonschema import Draft4Validator, ValidationError, validate
 
 from freqtrade import OperationalException, constants
-from freqtrade.arguments import Arguments
-from freqtrade.configuration import Configuration, set_loggers
+from freqtrade.configuration import Arguments, Configuration, validate_config_consistency
+from freqtrade.configuration.check_exchange import check_exchange
+from freqtrade.configuration.config_validation import validate_config_schema
+from freqtrade.configuration.directory_operations import (create_datadir,
+                                                          create_userdata_dir)
+from freqtrade.configuration.load_config import load_config_file
 from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.loggers import _set_loggers
 from freqtrade.state import RunMode
-from freqtrade.tests.conftest import log_has, log_has_re
+from freqtrade.tests.conftest import (log_has, log_has_re,
+                                      patched_configuration_load_config_file)
 
 
 @pytest.fixture(scope="function")
 def all_conf():
     config_file = Path(__file__).parents[2] / "config_full.json.example"
     print(config_file)
-    configuration = Configuration(Namespace())
-    conf = configuration._load_config_file(str(config_file))
+    conf = load_config_file(str(config_file))
     return conf
 
 
@@ -31,42 +35,63 @@ def test_load_config_invalid_pair(default_conf) -> None:
     default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
 
     with pytest.raises(ValidationError, match=r'.*does not match.*'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_schema(default_conf)
+        validate_config_schema(default_conf)
 
 
 def test_load_config_missing_attributes(default_conf) -> None:
     default_conf.pop('exchange')
 
     with pytest.raises(ValidationError, match=r'.*\'exchange\' is a required property.*'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_schema(default_conf)
+        validate_config_schema(default_conf)
 
 
 def test_load_config_incorrect_stake_amount(default_conf) -> None:
     default_conf['stake_amount'] = 'fake'
 
     with pytest.raises(ValidationError, match=r'.*\'fake\' does not match \'unlimited\'.*'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_schema(default_conf)
+        validate_config_schema(default_conf)
 
 
 def test_load_config_file(default_conf, mocker, caplog) -> None:
-    file_mock = mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+    del default_conf['user_data_dir']
+    file_mock = mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(
         read_data=json.dumps(default_conf)
     ))
 
-    configuration = Configuration(Namespace())
-    validated_conf = configuration._load_config_file('somefile')
+    validated_conf = load_config_file('somefile')
     assert file_mock.call_count == 1
     assert validated_conf.items() >= default_conf.items()
 
 
+def test__args_to_config(caplog):
+
+    arg_list = ['--strategy-path', 'TestTest']
+    args = Arguments(arg_list, '').get_parsed_arg()
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # No warnings ...
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef")
+        assert len(w) == 0
+        assert log_has("DeadBeef", caplog)
+        assert config['strategy_path'] == "TestTest"
+
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # Deprecation warnings!
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef",
+                                      deprecated_msg="Going away soon!")
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "DEPRECATED: Going away soon!" in str(w[-1].message)
+        assert log_has("DeadBeef", caplog)
+        assert config['strategy_path'] == "TestTest"
+
+
 def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
     default_conf['max_open_trades'] = 0
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -74,7 +99,7 @@ def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
 
     assert validated_conf['max_open_trades'] == 0
     assert 'internals' in validated_conf
-    assert log_has('Validating configuration ...', caplog.record_tuples)
+    assert log_has('Validating configuration ...', caplog)
 
 
 def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
@@ -88,7 +113,10 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
     config_files = [conf1, conf2]
 
     configsmock = MagicMock(side_effect=config_files)
-    mocker.patch('freqtrade.configuration.Configuration._load_config_file', configsmock)
+    mocker.patch(
+        'freqtrade.configuration.configuration.load_config_file',
+        configsmock
+    )
 
     arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
     args = Arguments(arg_list, '').get_parsed_arg()
@@ -103,14 +131,41 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
     assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
 
     assert 'internals' in validated_conf
-    assert log_has('Validating configuration ...', caplog.record_tuples)
+    assert log_has('Validating configuration ...', caplog)
+
+
+def test_from_config(default_conf, mocker, caplog) -> None:
+    conf1 = deepcopy(default_conf)
+    conf2 = deepcopy(default_conf)
+    del conf1['exchange']['key']
+    del conf1['exchange']['secret']
+    del conf2['exchange']['name']
+    conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
+    conf2['fiat_display_currency'] = "EUR"
+    config_files = [conf1, conf2]
+
+    configsmock = MagicMock(side_effect=config_files)
+    mocker.patch(
+        'freqtrade.configuration.configuration.load_config_file',
+        configsmock
+    )
+
+    validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json'])
+
+    exchange_conf = default_conf['exchange']
+    assert validated_conf['exchange']['name'] == exchange_conf['name']
+    assert validated_conf['exchange']['key'] == exchange_conf['key']
+    assert validated_conf['exchange']['secret'] == exchange_conf['secret']
+    assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
+    assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
+    assert validated_conf['fiat_display_currency'] == "EUR"
+    assert 'internals' in validated_conf
+    assert log_has('Validating configuration ...', caplog)
 
 
 def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
     default_conf['max_open_trades'] = -1
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -118,26 +173,23 @@ def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) ->
 
     assert validated_conf['max_open_trades'] > 999999999
     assert validated_conf['max_open_trades'] == float('inf')
-    assert log_has('Validating configuration ...', caplog.record_tuples)
+    assert log_has('Validating configuration ...', caplog)
     assert "runmode" in validated_conf
     assert validated_conf['runmode'] == RunMode.DRY_RUN
 
 
 def test_load_config_file_exception(mocker) -> None:
     mocker.patch(
-        'freqtrade.configuration.open',
+        'freqtrade.configuration.configuration.open',
         MagicMock(side_effect=FileNotFoundError('File not found'))
     )
-    configuration = Configuration(Namespace())
 
     with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
-        configuration._load_config_file('somefile')
+        load_config_file('somefile')
 
 
 def test_load_config(default_conf, mocker) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -149,11 +201,9 @@ def test_load_config(default_conf, mocker) -> None:
 
 
 def test_load_config_with_params(default_conf, mocker) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     arglist = [
-        '--dynamic-whitelist', '10',
         '--strategy', 'TestStrategy',
         '--strategy-path', '/some/path',
         '--db-url', 'sqlite:///someurl',
@@ -162,8 +212,6 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
-    assert validated_conf.get('pairlist', {}).get('method') == 'VolumePairList'
-    assert validated_conf.get('pairlist', {}).get('config').get('number_assets') == 10
     assert validated_conf.get('strategy') == 'TestStrategy'
     assert validated_conf.get('strategy_path') == '/some/path'
     assert validated_conf.get('db_url') == 'sqlite:///someurl'
@@ -172,9 +220,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = False
     conf["db_url"] = "sqlite:///path/to/db.sqlite"
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(conf)
-    ))
+    patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -190,9 +236,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = True
     conf["db_url"] = "sqlite:///path/to/db.sqlite"
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(conf)
-    ))
+    patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -208,9 +252,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = False
     del conf["db_url"]
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(conf)
-    ))
+    patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -228,9 +270,7 @@ def test_load_config_with_params(default_conf, mocker) -> None:
     conf = default_conf.copy()
     conf["dry_run"] = True
     conf["db_url"] = DEFAULT_DB_PROD_URL
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(conf)
-    ))
+    patched_configuration_load_config_file(mocker, conf)
 
     arglist = [
         '--strategy', 'TestStrategy',
@@ -248,9 +288,7 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
         'strategy': 'CustomStrategy',
         'strategy_path': '/tmp/strategies',
     })
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
@@ -261,11 +299,9 @@ def test_load_custom_strategy(default_conf, mocker) -> None:
 
 
 def test_show_info(default_conf, mocker, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     arglist = [
-        '--dynamic-whitelist', '10',
         '--strategy', 'TestStrategy',
         '--db-url', 'sqlite:///tmp/testdb',
     ]
@@ -274,21 +310,13 @@ def test_show_info(default_conf, mocker, caplog) -> None:
     configuration = Configuration(args)
     configuration.get_config()
 
-    assert log_has(
-        'Parameter --dynamic-whitelist has been deprecated, '
-        'and will be completely replaced by the whitelist dict in the future. '
-        'For now: using dynamically generated whitelist based on VolumePairList. '
-        '(not applicable with Backtesting and Hyperopt)',
-        caplog.record_tuples
-    )
-    assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog.record_tuples)
-    assert log_has('Dry run is enabled', caplog.record_tuples)
+    assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog)
+    assert log_has('Dry run is enabled', caplog)
 
 
 def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     arglist = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -305,39 +333,39 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert 'user_data_dir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
-    assert not log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
-
-    assert 'live' not in config
-    assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
+    assert not log_has('Parameter -i/--ticker-interval detected ...', caplog)
 
     assert 'position_stacking' not in config
-    assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'refresh_pairs' not in config
-    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
 
     assert 'timerange' not in config
     assert 'export' not in config
 
 
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
-    mocker.patch('freqtrade.configuration.Configuration._create_datadir', lambda s, c, x: x)
-
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_userdata_dir',
+        lambda x, *args, **kwargs: Path(x)
+    )
     arglist = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
         '--datadir', '/foo/bar',
+        '--userdir', "/tmp/freqtrade",
         'backtesting',
         '--ticker-interval', '1m',
-        '--live',
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--refresh-pairs-cached',
@@ -355,46 +383,35 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format("/foo/bar"), caplog)
+    assert log_has('Using user-data directory: {} ...'.format("/tmp/freqtrade"), caplog)
+    assert 'user_data_dir' in config
+
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-                   caplog.record_tuples)
-
-    assert 'live' in config
-    assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
+                   caplog)
 
     assert 'position_stacking'in config
-    assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'use_max_market_positions' in config
-    assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
-    assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
 
     assert 'refresh_pairs'in config
-    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
     assert 'timerange' in config
-    assert log_has(
-        'Parameter --timerange detected: {} ...'.format(config['timerange']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has(
-        'Parameter --export detected: {} ...'.format(config['export']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
 
 
 def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
     """
     Test setup_configuration() function
     """
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
         '--config', 'config.json',
@@ -417,16 +434,13 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     assert 'exchange' in config
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
-    assert log_has(
-        'Using data folder: {} ...'.format(config['datadir']),
-        caplog.record_tuples
-    )
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
     assert 'ticker_interval' in config
     assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
-                   caplog.record_tuples)
+                   caplog)
 
     assert 'strategy_list' in config
-    assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples)
+    assert log_has('Using strategy list of 2 Strategies', caplog)
 
     assert 'position_stacking' not in config
 
@@ -435,16 +449,12 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
     assert 'timerange' not in config
 
     assert 'export' in config
-    assert log_has(
-        'Parameter --export detected: {} ...'.format(config['export']),
-        caplog.record_tuples
-    )
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
 
 
 def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     arglist = [
         'hyperopt',
         '--epochs', '10',
@@ -458,73 +468,67 @@ def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
     assert 'epochs' in config
     assert int(config['epochs']) == 10
     assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 10 epochs ...',
-                   caplog.record_tuples)
+                   caplog)
 
     assert 'spaces' in config
     assert config['spaces'] == ['all']
-    assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog.record_tuples)
+    assert log_has('Parameter -s/--spaces detected: [\'all\']', caplog)
     assert "runmode" in config
     assert config['runmode'] == RunMode.HYPEROPT
 
 
 def test_check_exchange(default_conf, caplog) -> None:
-    configuration = Configuration(Namespace())
-
     # Test an officially supported by Freqtrade team exchange
     default_conf.get('exchange').update({'name': 'BITTREX'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
-                      caplog.record_tuples)
+                      caplog)
     caplog.clear()
 
     # Test an officially supported by Freqtrade team exchange
     default_conf.get('exchange').update({'name': 'binance'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
-                      caplog.record_tuples)
+                      caplog)
     caplog.clear()
 
     # Test an available exchange, supported by ccxt
     default_conf.get('exchange').update({'name': 'kraken'})
-    assert configuration.check_exchange(default_conf)
+    assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
-                      r"by the Freqtrade development team\. .*",
-                      caplog.record_tuples)
+                      r"by the Freqtrade development team\. .*", caplog)
     caplog.clear()
 
     # Test a 'bad' exchange, which known to have serious problems
     default_conf.get('exchange').update({'name': 'bitmex'})
-    assert not configuration.check_exchange(default_conf)
-    assert log_has_re(r"Exchange .* is known to not work with the bot yet\. "
-                      r"Use it only for development and testing purposes\.",
-                      caplog.record_tuples)
+    with pytest.raises(OperationalException,
+                       match=r"Exchange .* is known to not work with the bot yet.*"):
+        check_exchange(default_conf)
     caplog.clear()
 
     # Test a 'bad' exchange with check_for_bad=False
     default_conf.get('exchange').update({'name': 'bitmex'})
-    assert configuration.check_exchange(default_conf, False)
+    assert check_exchange(default_conf, False)
     assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
-                      r"by the Freqtrade development team\. .*",
-                      caplog.record_tuples)
+                      r"by the Freqtrade development team\. .*", caplog)
     caplog.clear()
 
     # Test an invalid exchange
     default_conf.get('exchange').update({'name': 'unknown_exchange'})
-    configuration.config = default_conf
 
     with pytest.raises(
         OperationalException,
         match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
               r'and therefore not available for the bot.*'
     ):
-        configuration.check_exchange(default_conf)
+        check_exchange(default_conf)
 
 
 def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)))
+    patched_configuration_load_config_file(mocker, default_conf)
+
     # Prevent setting loggers
-    mocker.patch('freqtrade.configuration.set_loggers', MagicMock)
+    mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
     arglist = ['-vvv']
     args = Arguments(arglist, '').get_parsed_arg()
 
@@ -532,7 +536,7 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
     validated_conf = configuration.load_config()
 
     assert validated_conf.get('verbosity') == 3
-    assert log_has('Verbosity set to 3', caplog.record_tuples)
+    assert log_has('Verbosity set to 3', caplog)
 
 
 def test_set_loggers() -> None:
@@ -546,7 +550,7 @@ def test_set_loggers() -> None:
     previous_value2 = logging.getLogger('ccxt.base.exchange').level
     previous_value3 = logging.getLogger('telegram').level
 
-    set_loggers()
+    _set_loggers()
 
     value1 = logging.getLogger('requests').level
     assert previous_value1 is not value1
@@ -560,13 +564,13 @@ def test_set_loggers() -> None:
     assert previous_value3 is not value3
     assert value3 is logging.INFO
 
-    set_loggers(log_level=2)
+    _set_loggers(verbosity=2)
 
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
     assert logging.getLogger('telegram').level is logging.INFO
 
-    set_loggers(log_level=3)
+    _set_loggers(verbosity=3)
 
     assert logging.getLogger('requests').level is logging.DEBUG
     assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
@@ -574,8 +578,7 @@ def test_set_loggers() -> None:
 
 
 def test_set_logfile(default_conf, mocker):
-    mocker.patch('freqtrade.configuration.open',
-                 mocker.mock_open(read_data=json.dumps(default_conf)))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     arglist = [
         '--logfile', 'test_file.log',
@@ -592,33 +595,65 @@ def test_set_logfile(default_conf, mocker):
 
 def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
     default_conf['forcebuy_enable'] = True
-    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
-        read_data=json.dumps(default_conf)
-    ))
+    patched_configuration_load_config_file(mocker, default_conf)
 
     args = Arguments([], '').get_parsed_arg()
     configuration = Configuration(args)
     validated_conf = configuration.load_config()
 
     assert validated_conf.get('forcebuy_enable')
-    assert log_has('`forcebuy` RPC message enabled.', caplog.record_tuples)
+    assert log_has('`forcebuy` RPC message enabled.', caplog)
 
 
 def test_validate_default_conf(default_conf) -> None:
     validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
 
 
-def test__create_datadir(mocker, default_conf, caplog) -> None:
-    mocker.patch('os.path.isdir', MagicMock(return_value=False))
-    md = MagicMock()
-    mocker.patch('os.makedirs', md)
-    cfg = Configuration(Namespace())
-    cfg._create_datadir(default_conf, '/foo/bar')
-    assert md.call_args[0][0] == "/foo/bar"
-    assert log_has('Created data directory: /foo/bar', caplog.record_tuples)
+def test_create_datadir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_datadir(default_conf, '/foo/bar')
+    assert md.call_args[1]['parents'] is True
+    assert log_has('Created data directory: /foo/bar', caplog)
+
+
+def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    x = create_userdata_dir('/tmp/bar', create_dir=True)
+    assert md.call_count == 7
+    assert md.call_args[1]['parents'] is False
+    assert log_has('Created user-data directory: /tmp/bar', caplog)
+    assert isinstance(x, Path)
+    assert str(x) == "/tmp/bar"
+
+
+def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_userdata_dir('/tmp/bar')
+    assert md.call_count == 0
+
+
+def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    with pytest.raises(OperationalException, match=r'Directory `/tmp/bar` does not exist.*'):
+        create_userdata_dir('/tmp/bar',  create_dir=False)
+    assert md.call_count == 0
 
 
 def test_validate_tsl(default_conf):
+    default_conf['stoploss'] = 0.0
+    with pytest.raises(OperationalException, match='The config stoploss needs to be different '
+                                                   'from 0 to avoid problems with sell orders.'):
+        validate_config_consistency(default_conf)
+    default_conf['stoploss'] = -0.10
+
     default_conf['trailing_stop'] = True
     default_conf['trailing_stop_positive'] = 0
     default_conf['trailing_stop_positive_offset'] = 0
@@ -627,21 +662,54 @@ def test_validate_tsl(default_conf):
     with pytest.raises(OperationalException,
                        match=r'The config trailing_only_offset_is_reached needs '
                        'trailing_stop_positive_offset to be more than 0 in your config.'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_consistency(default_conf)
+        validate_config_consistency(default_conf)
 
     default_conf['trailing_stop_positive_offset'] = 0.01
     default_conf['trailing_stop_positive'] = 0.015
     with pytest.raises(OperationalException,
                        match=r'The config trailing_stop_positive_offset needs '
-                       'to be greater than trailing_stop_positive_offset in your config.'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_consistency(default_conf)
+                       'to be greater than trailing_stop_positive in your config.'):
+        validate_config_consistency(default_conf)
 
     default_conf['trailing_stop_positive'] = 0.01
     default_conf['trailing_stop_positive_offset'] = 0.015
-    Configuration(Namespace())
-    configuration._validate_config_consistency(default_conf)
+    validate_config_consistency(default_conf)
+
+    # 0 trailing stop positive - results in "Order would trigger immediately"
+    default_conf['trailing_stop_positive'] = 0
+    default_conf['trailing_stop_positive_offset'] = 0.02
+    default_conf['trailing_only_offset_is_reached'] = False
+    with pytest.raises(OperationalException,
+                       match='The config trailing_stop_positive needs to be different from 0 '
+                       'to avoid problems with sell orders'):
+        validate_config_consistency(default_conf)
+
+
+def test_validate_edge(edge_conf):
+    edge_conf.update({"pairlist": {
+        "method": "VolumePairList",
+    }})
+
+    with pytest.raises(OperationalException,
+                       match="Edge and VolumePairList are incompatible, "
+                       "Edge will override whatever pairs VolumePairlist selects."):
+        validate_config_consistency(edge_conf)
+
+    edge_conf.update({"pairlist": {
+        "method": "StaticPairList",
+    }})
+    validate_config_consistency(edge_conf)
+
+
+def test_load_config_test_comments() -> None:
+    """
+    Load config with comments
+    """
+    config_file = Path(__file__).parents[0] / "config_test_comments.json"
+    print(config_file)
+    conf = load_config_file(str(config_file))
+
+    assert conf
 
 
 def test_load_config_default_exchange(all_conf) -> None:
@@ -655,8 +723,7 @@ def test_load_config_default_exchange(all_conf) -> None:
 
     with pytest.raises(ValidationError,
                        match=r'\'exchange\' is a required property'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_schema(all_conf)
+        validate_config_schema(all_conf)
 
 
 def test_load_config_default_exchange_name(all_conf) -> None:
@@ -670,8 +737,7 @@ def test_load_config_default_exchange_name(all_conf) -> None:
 
     with pytest.raises(ValidationError,
                        match=r'\'name\' is a required property'):
-        configuration = Configuration(Namespace())
-        configuration._validate_config_schema(all_conf)
+        validate_config_schema(all_conf)
 
 
 @pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
@@ -694,7 +760,115 @@ def test_load_config_default_subkeys(all_conf, keys) -> None:
 
     assert subkey not in all_conf[key]
 
-    configuration = Configuration(Namespace())
-    configuration._validate_config_schema(all_conf)
+    validate_config_schema(all_conf)
     assert subkey in all_conf[key]
     assert all_conf[key][subkey] == keys[2]
+
+
+def test_pairlist_resolving():
+    arglist = [
+        'download-data',
+        '--pairs', 'ETH/BTC', 'XRP/BTC',
+        '--exchange', 'binance'
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == 'binance'
+
+
+def test_pairlist_resolving_with_config(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == default_conf['exchange']['pair_whitelist']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+    # Override pairs
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs', 'ETH/BTC', 'XRP/BTC',
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+
+def test_pairlist_resolving_with_config_pl(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    load_mock = mocker.patch("freqtrade.configuration.configuration.json_load",
+                             MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
+
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs-file', 'pairs.json',
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert load_mock.call_count == 1
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+
+def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch("freqtrade.configuration.configuration.json_load",
+                 MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs-file', 'pairs.json',
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    with pytest.raises(OperationalException, match=r"No pairs file found with path.*"):
+        configuration = Configuration(args)
+        configuration.get_config()
+
+
+def test_pairlist_resolving_fallback(mocker):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
+    mocker.patch("freqtrade.configuration.configuration.json_load",
+                 MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    arglist = [
+        'download-data',
+        '--exchange', 'binance'
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == 'binance'
+    assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")

freqtrade/tests/test_main.py

@@ -1,16 +1,17 @@
 # pragma pylint: disable=missing-docstring
 
 from copy import deepcopy
-from unittest.mock import MagicMock
+from unittest.mock import MagicMock, PropertyMock
 
 import pytest
 
 from freqtrade import OperationalException
-from freqtrade.arguments import Arguments
+from freqtrade.configuration import Arguments
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.main import main
 from freqtrade.state import State
-from freqtrade.tests.conftest import log_has, patch_exchange
+from freqtrade.tests.conftest import (log_has, patch_exchange,
+                                      patched_configuration_load_config_file)
 from freqtrade.worker import Worker
 
 
@@ -20,14 +21,14 @@ def test_parse_args_backtesting(mocker) -> None:
     further argument parsing is done in test_arguments.py
     """
     backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
+    backtesting_mock.__name__ = PropertyMock("start_backtesting")
     # it's sys.exit(0) at the end of backtesting
     with pytest.raises(SystemExit):
         main(['backtesting'])
     assert backtesting_mock.call_count == 1
     call_args = backtesting_mock.call_args[0][0]
     assert call_args.config == ['config.json']
-    assert call_args.live is False
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'backtesting'
     assert call_args.func is not None
     assert call_args.ticker_interval is None
@@ -35,13 +36,14 @@ def test_parse_args_backtesting(mocker) -> None:
 
 def test_main_start_hyperopt(mocker) -> None:
     hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
+    hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
     # it's sys.exit(0) at the end of hyperopt
     with pytest.raises(SystemExit):
         main(['hyperopt'])
     assert hyperopt_mock.call_count == 1
     call_args = hyperopt_mock.call_args[0][0]
     assert call_args.config == ['config.json']
-    assert call_args.loglevel == 0
+    assert call_args.verbosity == 0
     assert call_args.subparser == 'hyperopt'
     assert call_args.func is not None
 
@@ -50,10 +52,7 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=Exception))
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -62,18 +61,15 @@ def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config.json.example ...', caplog.record_tuples)
-    assert log_has('Fatal exception!', caplog.record_tuples)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('Fatal exception!', caplog)
 
 
 def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
     mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=KeyboardInterrupt))
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -82,8 +78,8 @@ def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config.json.example ...', caplog.record_tuples)
-    assert log_has('SIGINT received, aborting ...', caplog.record_tuples)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('SIGINT received, aborting ...', caplog)
 
 
 def test_main_operational_exception(mocker, default_conf, caplog) -> None:
@@ -93,10 +89,7 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
         'freqtrade.worker.Worker._worker',
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -105,8 +98,8 @@ def test_main_operational_exception(mocker, default_conf, caplog) -> None:
     # Test Main + the KeyboardInterrupt exception
     with pytest.raises(SystemExit):
         main(args)
-    assert log_has('Using config: config.json.example ...', caplog.record_tuples)
-    assert log_has('Oh snap!', caplog.record_tuples)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('Oh snap!', caplog)
 
 
 def test_main_reload_conf(mocker, default_conf, caplog) -> None:
@@ -118,10 +111,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
                                          State.RUNNING,
                                          OperationalException("Oh snap!")])
     mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
 
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
@@ -132,7 +122,7 @@ def test_main_reload_conf(mocker, default_conf, caplog) -> None:
     with pytest.raises(SystemExit):
         main(['-c', 'config.json.example'])
 
-    assert log_has('Using config: config.json.example ...', caplog.record_tuples)
+    assert log_has('Using config: config.json.example ...', caplog)
     assert worker_mock.call_count == 4
     assert reconfigure_mock.call_count == 1
     assert isinstance(worker.freqtrade, FreqtradeBot)
@@ -145,10 +135,7 @@ def test_reconfigure(mocker, default_conf) -> None:
         'freqtrade.worker.Worker._worker',
         MagicMock(side_effect=OperationalException('Oh snap!'))
     )
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: default_conf
-    )
+    patched_configuration_load_config_file(mocker, default_conf)
     mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
     mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
 
@@ -159,10 +146,7 @@ def test_reconfigure(mocker, default_conf) -> None:
     # Renew mock to return modified data
     conf = deepcopy(default_conf)
     conf['stake_amount'] += 1
-    mocker.patch(
-        'freqtrade.configuration.Configuration._load_config_file',
-        lambda *args, **kwargs: conf
-    )
+    patched_configuration_load_config_file(mocker, conf)
 
     worker._config = conf
     # reconfigure should return a new instance

freqtrade/tests/test_misc.py

@@ -1,13 +1,13 @@
 # pragma pylint: disable=missing-docstring,C0103
 
 import datetime
+from pathlib import Path
 from unittest.mock import MagicMock
 
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
-                            file_dump_json, file_load_json, format_ms_time, shorten_date)
-from freqtrade.data.history import load_tickerdata_file, pair_data_filename
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.data.history import pair_data_filename
+from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
+                            file_load_json, format_ms_time, shorten_date)
 
 
 def test_shorten_date() -> None:
@@ -32,29 +32,15 @@ def test_datesarray_to_datetimearray(ticker_history_list):
     assert date_len == 2
 
 
-def test_common_datearray(default_conf) -> None:
-    strategy = DefaultStrategy(default_conf)
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
-    dataframes = strategy.tickerdata_to_dataframe(tickerlist)
-
-    dates = common_datearray(dataframes)
-
-    assert dates.size == dataframes['UNITTEST/BTC']['date'].size
-    assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
-    assert dates[-1] == dataframes['UNITTEST/BTC']['date'].iloc[-1]
-
-
 def test_file_dump_json(mocker) -> None:
     file_open = mocker.patch('freqtrade.misc.open', MagicMock())
     json_dump = mocker.patch('rapidjson.dump', MagicMock())
-    file_dump_json('somefile', [1, 2, 3])
+    file_dump_json(Path('somefile'), [1, 2, 3])
     assert file_open.call_count == 1
     assert json_dump.call_count == 1
     file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock())
     json_dump = mocker.patch('rapidjson.dump', MagicMock())
-    file_dump_json('somefile', [1, 2, 3], True)
+    file_dump_json(Path('somefile'), [1, 2, 3], True)
     assert file_open.call_count == 1
     assert json_dump.call_count == 1
 

freqtrade/tests/test_persistence.py

@@ -151,7 +151,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
     assert trade.close_date is None
     assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
                    "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
-                   caplog.record_tuples)
+                   caplog)
 
     caplog.clear()
     trade.open_order_id = 'something'
@@ -162,7 +162,7 @@ def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
     assert trade.close_date is not None
     assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
                    "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
-                   caplog.record_tuples)
+                   caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -184,7 +184,7 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
     assert trade.close_date is None
     assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, "
                    "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
-                   caplog.record_tuples)
+                   caplog)
 
     caplog.clear()
     trade.open_order_id = 'something'
@@ -195,7 +195,7 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
     assert trade.close_date is not None
     assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, "
                    "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
-                   caplog.record_tuples)
+                   caplog)
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -558,10 +558,9 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.ticker_interval is None
     assert trade.stoploss_order_id is None
     assert trade.stoploss_last_update is None
-    assert log_has("trying trades_bak1", caplog.record_tuples)
-    assert log_has("trying trades_bak2", caplog.record_tuples)
-    assert log_has("Running database migration - backup available as trades_bak2",
-                   caplog.record_tuples)
+    assert log_has("trying trades_bak1", caplog)
+    assert log_has("trying trades_bak2", caplog)
+    assert log_has("Running database migration - backup available as trades_bak2", caplog)
 
 
 def test_migrate_mid_state(mocker, default_conf, fee, caplog):
@@ -621,9 +620,8 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
     assert trade.max_rate == 0.0
     assert trade.stop_loss == 0.0
     assert trade.initial_stop_loss == 0.0
-    assert log_has("trying trades_bak0", caplog.record_tuples)
-    assert log_has("Running database migration - backup available as trades_bak0",
-                   caplog.record_tuples)
+    assert log_has("trying trades_bak0", caplog)
+    assert log_has("Running database migration - backup available as trades_bak0", caplog)
 
 
 def test_adjust_stop_loss(fee):

freqtrade/tests/test_plotting.py

@@ -1,31 +1,35 @@
 
+from copy import deepcopy
+from pathlib import Path
 from unittest.mock import MagicMock
 
-from plotly import tools
-import plotly.graph_objs as go
-from copy import deepcopy
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
 
-from freqtrade.arguments import TimeRange
+from freqtrade.configuration import TimeRange
 from freqtrade.data import history
-from freqtrade.data.btanalysis import load_backtest_data
-from freqtrade.plot.plotting import (generate_graph, generate_plot_file,
-                                     generate_row, plot_trades)
+from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
+from freqtrade.plot.plotting import (add_indicators, add_profit,
+                                     generate_candlestick_graph,
+                                     generate_plot_filename,
+                                     generate_profit_graph, init_plotscript,
+                                     plot_trades, store_plot_file)
 from freqtrade.strategy.default_strategy import DefaultStrategy
 from freqtrade.tests.conftest import log_has, log_has_re
 
 
 def fig_generating_mock(fig, *args, **kwargs):
-    """ Return Fig - used to mock generate_row and plot_trades"""
+    """ Return Fig - used to mock add_indicators and plot_trades"""
     return fig
 
 
 def find_trace_in_fig_data(data, search_string: str):
-    matches = filter(lambda x: x.name == search_string, data)
+    matches = (d for d in data if d.name == search_string)
     return next(matches)
 
 
 def generage_empty_figure():
-    return tools.make_subplots(
+    return make_subplots(
         rows=3,
         cols=1,
         shared_xaxes=True,
@@ -34,7 +38,27 @@ def generage_empty_figure():
     )
 
 
-def test_generate_row(default_conf, caplog):
+def test_init_plotscript(default_conf, mocker):
+    default_conf['timerange'] = "20180110-20180112"
+    default_conf['trade_source'] = "file"
+    default_conf['ticker_interval'] = "5m"
+    default_conf["datadir"] = history.make_testdata_path(None)
+    default_conf['exportfilename'] = str(
+        history.make_testdata_path(None) / "backtest-result_test.json")
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "trades" in ret
+    assert "pairs" in ret
+    assert "strategy" in ret
+
+    default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "POWR/BTC" in ret["tickers"]
+    assert "XLM/BTC" in ret["tickers"]
+
+
+def test_add_indicators(default_conf, caplog):
     pair = "UNITTEST/BTC"
     timerange = TimeRange(None, 'line', 0, -1000)
 
@@ -49,22 +73,22 @@ def test_generate_row(default_conf, caplog):
     fig = generage_empty_figure()
 
     # Row 1
-    fig1 = generate_row(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
+    fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
     figure = fig1.layout.figure
     ema10 = find_trace_in_fig_data(figure.data, "ema10")
     assert isinstance(ema10, go.Scatter)
     assert ema10.yaxis == "y"
 
-    fig2 = generate_row(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
+    fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
     figure = fig2.layout.figure
     macd = find_trace_in_fig_data(figure.data, "macd")
     assert isinstance(macd, go.Scatter)
     assert macd.yaxis == "y3"
 
     # No indicator found
-    fig3 = generate_row(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
+    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
     assert fig == fig3
-    assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog.record_tuples)
+    assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
 
 
 def test_plot_trades(caplog):
@@ -72,7 +96,7 @@ def test_plot_trades(caplog):
     # nothing happens when no trades are available
     fig = plot_trades(fig1, None)
     assert fig == fig1
-    assert log_has("No trades found.", caplog.record_tuples)
+    assert log_has("No trades found.", caplog)
     pair = "ADA/BTC"
     filename = history.make_testdata_path(None) / "backtest-result_test.json"
     trades = load_backtest_data(filename)
@@ -95,8 +119,8 @@ def test_plot_trades(caplog):
     assert trade_sell.marker.color == 'red'
 
 
-def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
-    row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
+def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, caplog):
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
                             MagicMock(side_effect=fig_generating_mock))
     trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
                                MagicMock(side_effect=fig_generating_mock))
@@ -110,8 +134,8 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
 
     indicators1 = []
     indicators2 = []
-    fig = generate_graph(pair=pair, data=data, trades=None,
-                         indicators1=indicators1, indicators2=indicators2)
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
+                                     indicators1=indicators1, indicators2=indicators2)
     assert isinstance(fig, go.Figure)
     assert fig.layout.title.text == pair
     figure = fig.layout.figure
@@ -127,12 +151,12 @@ def test_generate_graph_no_signals_no_trades(default_conf, mocker, caplog):
     assert row_mock.call_count == 2
     assert trades_mock.call_count == 1
 
-    assert log_has("No buy-signals found.", caplog.record_tuples)
-    assert log_has("No sell-signals found.", caplog.record_tuples)
+    assert log_has("No buy-signals found.", caplog)
+    assert log_has("No sell-signals found.", caplog)
 
 
-def test_generate_graph_no_trades(default_conf, mocker):
-    row_mock = mocker.patch('freqtrade.plot.plotting.generate_row',
+def test_generate_candlestick_graph_no_trades(default_conf, mocker):
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
                             MagicMock(side_effect=fig_generating_mock))
     trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
                                MagicMock(side_effect=fig_generating_mock))
@@ -147,8 +171,8 @@ def test_generate_graph_no_trades(default_conf, mocker):
 
     indicators1 = []
     indicators2 = []
-    fig = generate_graph(pair=pair, data=data, trades=None,
-                         indicators1=indicators1, indicators2=indicators2)
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
+                                     indicators1=indicators1, indicators2=indicators2)
     assert isinstance(fig, go.Figure)
     assert fig.layout.title.text == pair
     figure = fig.layout.figure
@@ -178,12 +202,71 @@ def test_generate_graph_no_trades(default_conf, mocker):
     assert trades_mock.call_count == 1
 
 
+def test_generate_Plot_filename():
+    fn = generate_plot_filename("UNITTEST/BTC", "5m")
+    assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
+
+
 def test_generate_plot_file(mocker, caplog):
     fig = generage_empty_figure()
     plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
-    generate_plot_file(fig, "UNITTEST/BTC", "5m")
+    store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
+                    directory=Path("user_data/plots"))
 
     assert plot_mock.call_count == 1
     assert plot_mock.call_args[0][0] == fig
     assert (plot_mock.call_args_list[0][1]['filename']
             == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
+    assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
+                   caplog)
+
+
+def test_add_profit():
+    filename = history.make_testdata_path(None) / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+
+    df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                                   datadir=None, timerange=timerange)
+    fig = generage_empty_figure()
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+
+    fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
+    figure = fig1.layout.figure
+    profits = find_trace_in_fig_data(figure.data, "Profits")
+    assert isinstance(profits, go.Scattergl)
+    assert profits.yaxis == "y2"
+
+
+def test_generate_profit_graph():
+    filename = history.make_testdata_path(None) / "backtest-result_test.json"
+    trades = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+    pairs = ["POWR/BTC", "XLM/BTC"]
+
+    tickers = history.load_data(datadir=None,
+                                pairs=pairs,
+                                ticker_interval='5m',
+                                timerange=timerange
+                                )
+    trades = trades[trades['pair'].isin(pairs)]
+
+    fig = generate_profit_graph(pairs, tickers, trades)
+    assert isinstance(fig, go.Figure)
+
+    assert fig.layout.title.text == "Profit plot"
+    figure = fig.layout.figure
+    assert len(figure.data) == 4
+
+    avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
+    assert isinstance(avgclose, go.Scattergl)
+
+    profit = find_trace_in_fig_data(figure.data, "Profit")
+    assert isinstance(profit, go.Scattergl)
+
+    for pair in pairs:
+        profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
+        assert isinstance(profit_pair, go.Scattergl)

freqtrade/tests/test_talib.py

@@ -13,4 +13,4 @@ def test_talib_bollingerbands_near_zero_values():
         {'close': 0.00000014}
     ])
     bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
-    assert (bollinger['upperband'][3] != bollinger['middleband'][3])
+    assert bollinger['upperband'][3] != bollinger['middleband'][3]

freqtrade/tests/test_timerange.py

@@ -0,0 +1,28 @@
+# pragma pylint: disable=missing-docstring, C0103
+import pytest
+
+from freqtrade.configuration import TimeRange
+
+
+def test_parse_timerange_incorrect() -> None:
+    assert TimeRange(None, 'line', 0, -200) == TimeRange.parse_timerange('-200')
+    assert TimeRange('line', None, 200, 0) == TimeRange.parse_timerange('200-')
+    assert TimeRange('index', 'index', 200, 500) == TimeRange.parse_timerange('200-500')
+
+    assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-')
+    assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522')
+    timerange = TimeRange.parse_timerange('20100522-20150730')
+    assert timerange == TimeRange('date', 'date', 1274486400, 1438214400)
+
+    # Added test for unix timestamp - BTC genesis date
+    assert TimeRange('date', None, 1231006505, 0) == TimeRange.parse_timerange('1231006505-')
+    assert TimeRange(None, 'date', 0, 1233360000) == TimeRange.parse_timerange('-1233360000')
+    timerange = TimeRange.parse_timerange('1231006505-1233360000')
+    assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
+
+    # TODO: Find solution for the following case (passing timestamp in ms)
+    timerange = TimeRange.parse_timerange('1231006505000-1233360000000')
+    assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange
+
+    with pytest.raises(Exception, match=r'Incorrect syntax.*'):
+        TimeRange.parse_timerange('-')

freqtrade/tests/test_utils.py

@@ -1,8 +1,13 @@
-from freqtrade.utils import setup_utils_configuration, start_list_exchanges
-from freqtrade.tests.conftest import get_args
-from freqtrade.state import RunMode
-
 import re
+from pathlib import Path
+from unittest.mock import MagicMock, PropertyMock
+
+import pytest
+
+from freqtrade.state import RunMode
+from freqtrade.tests.conftest import get_args, log_has, patch_exchange
+from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
+                             start_download_data, start_list_exchanges)
 
 
 def test_setup_utils_configuration():
@@ -40,3 +45,110 @@ def test_list_exchanges(capsys):
     assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out)
     assert re.search(r"^binance$", captured.out, re.MULTILINE)
     assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
+
+
+def test_create_datadir_failed(caplog):
+
+    args = [
+        "create-userdir",
+    ]
+    with pytest.raises(SystemExit):
+        start_create_userdir(get_args(args))
+    assert log_has("`create-userdir` requires --userdir to be set.", caplog)
+
+
+def test_create_datadir(caplog, mocker):
+    cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
+    args = [
+        "create-userdir",
+        "--userdir",
+        "/temp/freqtrade/test"
+    ]
+    start_create_userdir(get_args(args))
+
+    assert cud.call_count == 1
+    assert len(caplog.record_tuples) == 0
+
+
+def test_download_data(mocker, markets, caplog):
+    dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "unlink", MagicMock())
+
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+        "--erase",
+    ]
+    start_download_data(get_args(args))
+
+    assert dl_mock.call_count == 4
+    assert dl_mock.call_args[1]['timerange'].starttype is None
+    assert dl_mock.call_args[1]['timerange'].stoptype is None
+    assert log_has("Deleting existing data for pair ETH/BTC, interval 1m.", caplog)
+    assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
+
+
+def test_download_data_days(mocker, markets, caplog):
+    dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "unlink", MagicMock())
+
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+        "--days", "20",
+    ]
+
+    start_download_data(get_args(args))
+
+    assert dl_mock.call_count == 4
+    assert dl_mock.call_args[1]['timerange'].starttype == 'date'
+
+    assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
+
+
+def test_download_data_no_markets(mocker, caplog):
+    dl_mock = mocker.patch('freqtrade.utils.download_pair_history', MagicMock())
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+    ]
+    start_download_data(get_args(args))
+
+    assert dl_mock.call_count == 0
+    assert log_has("Skipping pair ETH/BTC...", caplog)
+    assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog)
+
+
+def test_download_data_keyboardInterrupt(mocker, caplog, markets):
+    dl_mock = mocker.patch('freqtrade.utils.download_pair_history',
+                           MagicMock(side_effect=KeyboardInterrupt))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+    ]
+    with pytest.raises(SystemExit):
+        start_download_data(get_args(args))
+
+    assert dl_mock.call_count == 1