Merge pull request #3805 from freqtrade/new_release

New release 2020.9

.dependabot/config.yml

@@ -1,17 +0,0 @@
-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"

.devcontainer/Dockerfile

@@ -0,0 +1,18 @@
+FROM freqtradeorg/freqtrade:develop
+
+# Install dependencies
+COPY requirements-dev.txt /freqtrade/
+RUN apt-get update \
+    && apt-get -y install git sudo vim \
+    && apt-get clean \
+    && pip install autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir \
+    && useradd -u 1000 -U -m ftuser \
+    && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
+    && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
+    && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
+    && chown ftuser: -R /home/ftuser/
+
+USER ftuser
+
+# Empty the ENTRYPOINT to allow all commands
+ENTRYPOINT []

.devcontainer/devcontainer.json

@@ -0,0 +1,44 @@
+{
+    "name": "freqtrade Develop",
+
+    "dockerComposeFile": [
+        "docker-compose.yml"
+    ],
+
+    "service": "ft_vscode",
+
+    "workspaceFolder": "/freqtrade/",
+
+    "settings": {
+        "terminal.integrated.shell.linux": "/bin/bash",
+        "editor.insertSpaces": true,
+        "files.trimTrailingWhitespace": true,
+        "[markdown]": {
+            "files.trimTrailingWhitespace": false,
+        },
+        "python.pythonPath": "/usr/local/bin/python",
+    },
+
+    // Add the IDs of extensions you want installed when the container is created.
+    "extensions": [
+        "ms-python.python",
+        "ms-python.vscode-pylance",
+        "davidanson.vscode-markdownlint",
+        "ms-azuretools.vscode-docker",
+    ],
+
+    // Use 'forwardPorts' to make a list of ports inside the container available locally.
+    // "forwardPorts": [],
+
+    // Uncomment the next line if you want start specific services in your Docker Compose config.
+    // "runServices": [],
+
+    // Uncomment the next line if you want to keep your containers running after VS Code shuts down.
+    // "shutdownAction": "none",
+
+    // Uncomment the next line to run commands after the container is created - for example installing curl.
+    // "postCreateCommand": "sudo apt-get update && apt-get install -y git",
+
+    // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
+    "remoteUser": "ftuser"
+}

.devcontainer/docker-compose.yml

@@ -0,0 +1,24 @@
+---
+version: '3'
+services:
+  ft_vscode:
+    build:
+      context: ..
+      dockerfile: ".devcontainer/Dockerfile"
+    volumes:
+      # Allow git usage within container
+      - "/home/${USER}/.ssh:/home/ftuser/.ssh:ro"
+      - "/home/${USER}/.gitconfig:/home/ftuser/.gitconfig:ro"
+      - ..:/freqtrade:cached
+      # Persist bash-history
+      - freqtrade-vscode-server:/home/ftuser/.vscode-server
+      - freqtrade-bashhistory:/home/ftuser/commandhistory
+    # Expose API port
+    ports:
+      - "127.0.0.1:8080:8080"
+    command: /bin/sh -c "while sleep 1000; do :; done"
+
+
+volumes:
+  freqtrade-vscode-server:
+  freqtrade-bashhistory:

.dockerignore

@@ -13,3 +13,4 @@ CONTRIBUTING.md
 MANIFEST.in
 README.md
 freqtrade.service
+user_data

.github/ISSUE_TEMPLATE.md

@@ -1,33 +0,0 @@
-## Step 1: Have you search for this issue before posting it?
-
-If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
-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
-  * Last Commit ID: _____ (`git log --format="%H" -n 1`)
-  
-## Step 3: Describe the problem:
-
-*Explain the problem you have encountered*
-
-### Steps to reproduce:
-
-  1. _____
-  2. _____
-  3. _____
-  
-### Observed Results:
-
-  * What happened?
-  * What did you expect to happen?
-
-### Relevant code exceptions or logs:
-
-  ```
-  // paste your log here
-  ```

.github/ISSUE_TEMPLATE/bug_report.md

@@ -0,0 +1,48 @@
+---
+name: Bug report
+about: Create a report to help us improve
+title: ''
+labels: "Triage Needed"
+assignees: ''
+
+---
+<!-- 
+Have you searched for similar issues before posting it?
+
+If you have discovered a bug in the bot, please [search our issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
+If it hasn't been reported, please create a new issue.
+
+Please do not use bug reports to request new features.
+-->
+
+## Describe your environment
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+  
+Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.
+
+## Describe the problem:
+
+*Explain the problem you have encountered*
+
+### Steps to reproduce:
+
+  1. _____
+  2. _____
+  3. _____
+  
+### Observed Results:
+
+  * What happened?
+  * What did you expect to happen?
+
+### Relevant code exceptions or logs
+
+Note: Please copy/paste text of the messages, no screenshots of logs please.
+
+  ```
+  // paste your log here
+  ```

.github/ISSUE_TEMPLATE/feature_request.md

@@ -0,0 +1,27 @@
+---
+name: Feature request
+about: Suggest an idea for this project
+title: ''
+labels: ''
+assignees: ''
+
+---
+
+<!-- 
+Note: this section will not show up in the issue.
+Have you search for this feature before requesting it? It's highly likely that a similar request was already filed.
+-->
+
+## Describe your environment
+(if applicable)
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+
+
+## Describe the enhancement
+
+*Explain the enhancement you would like*
+

.github/ISSUE_TEMPLATE/question.md

@@ -0,0 +1,25 @@
+---
+name: BQuestion
+about: Ask a question you could not find an answer in the docs
+title: ''
+labels: "Question"
+assignees: ''
+
+---
+<!-- 
+Have you searched for similar issues before posting it?
+Did you have a VERY good look at the [documentation](https://www.freqtrade.io/en/latest/) and are sure that the question is not explained there
+
+Please do not use the question template to report bugs or to request new features.
+-->
+
+## Describe your environment
+
+  * Operating system: ____
+  * Python Version: _____ (`python -V`)
+  * CCXT version: _____ (`pip freeze | grep ccxt`)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
+  
+## Your question
+
+*Ask the question you have not been able to find an answer in our [Documentation](https://www.freqtrade.io/en/latest/)*

.github/dependabot.yml

@@ -0,0 +1,13 @@
+version: 2
+updates:
+- package-ecosystem: docker
+  directory: "/"
+  schedule:
+    interval: daily
+  open-pull-requests-limit: 10
+- package-ecosystem: pip
+  directory: "/"
+  schedule:
+    interval: weekly
+  open-pull-requests-limit: 10
+  target-branch: develop

.github/workflows/ci.yml

@@ -4,11 +4,11 @@ on:
   push:
     branches:
       - master
+      - stable
       - develop
-      - github_actions_tests
     tags:
-    release:
-      types: [published]
+  release:
+    types: [published]
   pull_request:
   schedule:
     - cron:  '0 5 * * 4'
@@ -88,7 +88,7 @@ jobs:
       run: |
         cp config.json.example config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --print-all
 
     - name: Flake8
       run: |
@@ -100,7 +100,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI ${{ matrix.os }}*'
@@ -150,7 +150,7 @@ jobs:
       run: |
         cp config.json.example config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt SampleHyperOpt --print-all
 
     - name: Flake8
       run: |
@@ -162,7 +162,7 @@ jobs:
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
         type: ${{ job.status }}
         job_name: '*Freqtrade CI windows*'
@@ -189,6 +189,29 @@ jobs:
         channel: '#notifications'
         url: ${{ secrets.SLACK_WEBHOOK }}
 
+  cleanup-prior-runs:
+    runs-on: ubuntu-latest
+    steps:
+    - name: Cleanup previous runs on this branch
+      uses: rokroskar/workflow-run-cleanup-action@v0.2.2
+      if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
+      env:
+        GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
+
+  # Notify on slack only once - when CI completes (and after deploy) in case it's successfull
+  notify-complete:
+    needs: [ build, build_windows, docs_check ]
+    runs-on: ubuntu-latest
+    steps:
+    - name: Slack Notification
+      uses: homoluctus/slatify@v1.8.0
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      with:
+        type: ${{ job.status }}
+        job_name: '*Freqtrade CI*'
+        channel: '#notifications'
+        url: ${{ secrets.SLACK_WEBHOOK }}
+
   deploy:
     needs: [ build, build_windows, docs_check ]
     runs-on: ubuntu-18.04
@@ -203,7 +226,7 @@ jobs:
 
     - name: Extract branch name
       shell: bash
-      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF#refs/heads/})"
+      run: echo "##[set-output name=branch;]$(echo ${GITHUB_REF##*/})"
       id: extract_branch
 
     - name: Build distribution
@@ -213,7 +236,7 @@ jobs:
 
     - name: Publish to PyPI (Test)
       uses: pypa/gh-action-pypi-publish@master
-      if: (steps.extract_branch.outputs.branch == 'master' || github.event_name == 'release')
+      if: (steps.extract_branch.outputs.branch == 'stable' || github.event_name == 'release')
       with:
         user: __token__
         password: ${{ secrets.pypi_test_password }}
@@ -221,30 +244,50 @@ jobs:
 
     - name: Publish to PyPI
       uses: pypa/gh-action-pypi-publish@master
-      if: (steps.extract_branch.outputs.branch == 'master' || github.event_name == 'release')
+      if: (steps.extract_branch.outputs.branch == 'stable' || github.event_name == 'release')
       with:
         user: __token__
         password: ${{ secrets.pypi_password }}
 
+    - name: Dockerhub login
+      env:
+        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
+        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
+      run: |
+        echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
+
     - name: Build and test and push docker image
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
-        DOCKER_USERNAME: ${{ secrets.DOCKER_USERNAME }}
-        DOCKER_PASSWORD: ${{ secrets.DOCKER_PASSWORD }}
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
         build_helpers/publish_docker.sh
 
-    - name: Build raspberry image for ${{ steps.extract_branch.outputs.branch }}_pi
-      uses: elgohr/Publish-Docker-Github-Action@2.7
+    # We need docker experimental to pull the ARM image.
+    - name: Switch docker to experimental
+      run: |
+          docker version -f '{{.Server.Experimental}}'
+          echo $'{\n    "experimental": true\n}' | sudo tee /etc/docker/daemon.json
+          sudo systemctl restart docker
+          docker version -f '{{.Server.Experimental}}'
+
+    - name: Set up Docker Buildx
+      id: buildx
+      uses: crazy-max/ghaction-docker-buildx@v1
       with:
-        name: freqtradeorg/freqtrade:${{ steps.extract_branch.outputs.branch }}_pi
-        username: ${{ secrets.DOCKER_USERNAME }}
-        password: ${{ secrets.DOCKER_PASSWORD }}
-        dockerfile: Dockerfile.pi
-        # cache: true
-        cache: ${{ github.event_name != 'schedule' }}
-        tag_names: true
+        buildx-version: latest
+        qemu-version: latest
+
+    - name: Available platforms
+      run: echo ${{ steps.buildx.outputs.platforms }}
+
+    - name: Build Raspberry docker image
+      env:
+        IMAGE_NAME: freqtradeorg/freqtrade
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}_pi
+      run: |
+        build_helpers/publish_docker_pi.sh
+
 
     - name: Slack Notification
       uses: homoluctus/slatify@v1.8.0

.github/workflows/docker_update_readme.yml

@@ -2,7 +2,7 @@ name: Update Docker Hub Description
 on:
   push:
     branches:
-    - master
+    - stable
 
 jobs:
   dockerHubDescription:

CONTRIBUTING.md

@@ -8,8 +8,9 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
 
 Few pointers for contributions:
 
-- Create your PR against the `develop` branch, not `master`.
-- New features need to contain unit tests and must be PEP8 conformant (max-line-length = 100).
+- Create your PR against the `develop` branch, not `stable`.
+- New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
+- PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
 If you are unsure, discuss the feature on our [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE)
 or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
@@ -18,7 +19,7 @@ or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
 
 Best start by reading the [documentation](https://www.freqtrade.io/) to get a feel for what is possible with the bot, or head straight to the [Developer-documentation](https://www.freqtrade.io/en/latest/developer/) (WIP) which should help you getting started.
 
-## Before sending the PR:
+## Before sending the PR
 
 ### 1. Run unit tests
 
@@ -114,6 +115,6 @@ Contributors may be given commit privileges. Preference will be given to those w
 1. Access to resources for cross-platform development and testing.
 1. Time to devote to the project regularly.
 
-Being a Committer does not grant write permission on `develop` or `master` for security reasons (Users trust Freqtrade with their Exchange API keys).
+Being a Committer does not grant write permission on `develop` or `stable` for security reasons (Users trust Freqtrade with their Exchange API keys).
 
 After being Committer for some time, a Committer may be named Core Committer and given full repository access.

Dockerfile

@@ -1,7 +1,7 @@
-FROM python:3.8.2-slim-buster
+FROM python:3.8.6-slim-buster
 
 RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev \
+    && apt-get -y install curl build-essential libssl-dev sqlite3 \
     && apt-get clean \
     && pip install --upgrade pip
 
@@ -16,13 +16,14 @@ RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
 ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
-COPY requirements.txt requirements-common.txt requirements-hyperopt.txt /freqtrade/
+COPY requirements.txt requirements-hyperopt.txt /freqtrade/
 RUN pip install numpy --no-cache-dir \
   && pip install -r requirements-hyperopt.txt --no-cache-dir
 
 # Install and execute
 COPY . /freqtrade/
-RUN pip install -e . --no-cache-dir
+RUN pip install -e . --no-cache-dir \
+  && mkdir /freqtrade/user_data/
 ENTRYPOINT ["freqtrade"]
 # Default to trade mode
 CMD [ "trade" ]

Dockerfile.armhf

@@ -0,0 +1,29 @@
+FROM --platform=linux/arm/v7 python:3.7.7-slim-buster
+
+RUN apt-get update \
+  && apt-get -y install curl build-essential libssl-dev libffi-dev libatlas3-base libgfortran5 sqlite3 \
+  && apt-get clean \
+  && pip install --upgrade pip \
+  && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
+
+# Prepare environment
+RUN mkdir /freqtrade
+WORKDIR /freqtrade
+
+# Install TA-lib
+COPY build_helpers/* /tmp/
+RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
+
+ENV LD_LIBRARY_PATH /usr/local/lib
+
+# Install dependencies
+COPY requirements.txt /freqtrade/
+RUN pip install numpy --no-cache-dir \
+  && pip install -r requirements.txt --no-cache-dir
+
+# Install and execute
+COPY . /freqtrade/
+RUN pip install -e . --no-cache-dir
+ENTRYPOINT ["freqtrade"]
+# Default to trade mode
+CMD [ "trade" ]

Dockerfile.pi

@@ -1,41 +0,0 @@
-FROM balenalib/raspberrypi3-debian:stretch
-
-RUN [ "cross-build-start" ]
-
-RUN apt-get update \
- && apt-get -y install wget curl build-essential libssl-dev libffi-dev \
- && apt-get clean
-
-# Prepare environment
-RUN mkdir /freqtrade
-WORKDIR /freqtrade
-
-# Install TA-lib
-COPY build_helpers/ta-lib-0.4.0-src.tar.gz /freqtrade/
-RUN tar -xzf /freqtrade/ta-lib-0.4.0-src.tar.gz \
- && cd /freqtrade/ta-lib/ \
- && ./configure \
- && make \
- && make install \
- && rm /freqtrade/ta-lib-0.4.0-src.tar.gz
-
-ENV LD_LIBRARY_PATH /usr/local/lib
-
-# Install berryconda
-RUN wget -q https://github.com/jjhelmus/berryconda/releases/download/v2.0.0/Berryconda3-2.0.0-Linux-armv7l.sh \
- && bash ./Berryconda3-2.0.0-Linux-armv7l.sh -b \
- && rm Berryconda3-2.0.0-Linux-armv7l.sh
-
-# Install dependencies
-COPY requirements-common.txt /freqtrade/
-RUN ~/berryconda3/bin/conda install -y numpy pandas \
- && ~/berryconda3/bin/pip install -r requirements-common.txt --no-cache-dir
-
-# Install and execute
-COPY . /freqtrade/
-RUN ~/berryconda3/bin/pip install -e . --no-cache-dir
-
-RUN [ "cross-build-end" ]
-
-ENTRYPOINT ["/root/berryconda3/bin/python","./freqtrade/main.py"]
-CMD [ "trade" ]

README.md

@@ -68,40 +68,43 @@ For any other type of installation please refer to [Installation doc](https://ww
 ### Bot commands
 
 ```
-usage: freqtrade [-h] [-v] [--logfile FILE] [--version] [-c PATH] [-d PATH]
-                 [-s NAME] [--strategy-path PATH] [--dynamic-whitelist [INT]]
-                 [--db-url PATH] [--sd-notify]
-                 {backtesting,edge,hyperopt} ...
+usage: freqtrade [-h] [-V]
+                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+                 ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {backtesting,edge,hyperopt}
+  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
+    trade               Trade module.
+    create-userdir      Create user-data directory.
+    new-config          Create new config
+    new-hyperopt        Create new hyperopt
+    new-strategy        Create new strategy
+    download-data       Download backtesting data.
+    convert-data        Convert candle (OHLCV) data from one format to
+                        another.
+    convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
+    hyperopt-list       List Hyperopt results
+    hyperopt-show       Show details of Hyperopt results
+    list-exchanges      Print available exchanges.
+    list-hyperopts      Print available hyperopt classes.
+    list-markets        Print markets on exchange.
+    list-pairs          Print pairs on exchange.
+    list-strategies     Print available strategies.
+    list-timeframes     Print available timeframes for the exchange.
+    show-trades         Show trades.
+    test-pairlist       Test your pairlist configuration.
+    plot-dataframe      Plot candles with indicators.
+    plot-profit         Generate plot showing profits.
 
 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
-  -c PATH, --config PATH
-                        Specify configuration file (default: None). Multiple
-                        --config options may be used.
-  -d PATH, --datadir PATH
-                        Path to backtest data.
-  -s NAME, --strategy NAME
-                        Specify strategy class name (default:
-                        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).
-  --sd-notify           Notify systemd service manager.
+  -V, --version         show program's version number and exit
+
 ```
 
 ### Telegram RPC commands
@@ -120,13 +123,12 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/help`: Show help message
 - `/version`: Show version
 
-
 ## Development branches
 
 The project is currently setup in two main branches:
 
-- `develop` - This branch has often new features, but might also cause breaking changes.
-- `master` - This branch contains the latest stable release. The bot 'should' be stable on this branch, and is generally well tested.
+- `develop` - This branch has often new features, but might also contain breaking changes. We try hard to keep this branch as stable as possible.
+- `stable` - This branch contains the latest stable release. This branch is generally well tested.
 - `feat/*` - These are feature branches, which are being worked on heavily. Please don't use these unless you want to test a specific feature.
 
 ## Support
@@ -169,11 +171,11 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/
 
 **Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
-**Important:** Always create your PR against the `develop` branch, not `master`.
+**Important:** Always create your PR against the `develop` branch, not `stable`.
 
 ## Requirements
 
-### Uptodate clock
+### Up-to-date clock
 
 The clock must be accurate, syncronized to a NTP server very frequently to avoid problems with communication to the exchanges.
 

bin/freqtrade

@@ -1,11 +0,0 @@
-#!/usr/bin/env python3
-
-import sys
-import logging
-
-logger = logging.getLogger(__name__)
-
-
-logger.error("DEPRECATED installation detected, please run `pip install -e .` again.")
-
-sys.exit(2)

build_helpers/install_windows.ps1

@@ -7,10 +7,10 @@ python -m pip install --upgrade pip
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
 if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp37-cp37m-win_amd64.whl
 }
 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.17-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.18-cp38-cp38-win_amd64.whl
 }
 
 pip install -r requirements-dev.txt

build_helpers/publish_docker.sh

@@ -2,6 +2,7 @@
 
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+TAG_PLOT=${TAG}_plot
 echo "Running for ${TAG}"
 
 # Add commit and commit_message to docker container
@@ -16,6 +17,7 @@ else
     docker pull ${IMAGE_NAME}:${TAG}
     docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
 fi
+docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
 
 if [ $? -ne 0 ]; then
     echo "failed building image"
@@ -32,6 +34,7 @@ fi
 
 # Tag image for upload
 docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
+docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
 if [ $? -ne 0 ]; then
     echo "failed tagging image"
     return 1
@@ -42,14 +45,6 @@ if [ "${TAG}" = "develop" ]; then
     docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
 fi
 
-# Login
-docker login -u $DOCKER_USERNAME -p $DOCKER_PASSWORD
-
-if [ $? -ne 0 ]; then
-    echo "failed login"
-    return 1
-fi
-
 # Show all available images
 docker images
 

build_helpers/publish_docker_pi.sh

@@ -0,0 +1,36 @@
+#!/bin/sh
+
+# The below assumes a correctly setup docker buildx environment
+
+# Replace / with _ to create a valid tag
+TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
+PI_PLATFORM="linux/arm/v7"
+echo "Running for ${TAG}"
+CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
+
+# Add commit and commit_message to docker container
+echo "${GITHUB_SHA}" > freqtrade_commit
+
+if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
+    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    docker buildx build \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG} --push .
+else
+    echo "event ${GITHUB_EVENT_NAME}: building with cache"
+    # Pull last build to avoid rebuilding the whole image
+    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
+    docker buildx build \
+        --cache-from=type=registry,ref=${CACHE_TAG} \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG} --push .
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building image"
+    return 1
+fi

config.json.example

@@ -4,9 +4,9 @@
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "dry_run": false,
-    "trailing_stop": false,
+    "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
         "buy": 10,
         "sell": 30
@@ -75,6 +75,16 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

config_binance.json.example

@@ -4,9 +4,9 @@
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "dry_run": true,
-    "trailing_stop": false,
+    "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
         "buy": 10,
         "sell": 30
@@ -80,6 +80,16 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

config_full.json.example

@@ -8,7 +8,8 @@
     "amend_last_stake_amount": false,
     "last_stake_amount_min_ratio": 0.5,
     "dry_run": false,
-    "ticker_interval": "5m",
+    "cancel_open_orders_on_exit": false,
+    "timeframe": "5m",
     "trailing_stop": false,
     "trailing_stop_positive": 0.005,
     "trailing_stop_positive_offset": 0.0051,
@@ -63,8 +64,9 @@
             "sort_key": "quoteVolume",
             "refresh_period": 1800
         },
+        {"method": "AgeFilter", "min_days_listed": 10},
         {"method": "PrecisionFilter"},
-        {"method": "PriceFilter", "low_price_ratio": 0.01},
+        {"method": "PriceFilter", "low_price_ratio": 0.01, "min_price": 0.00000010},
         {"method": "SpreadFilter", "max_spread_ratio": 0.005}
     ],
     "exchange": {
@@ -114,12 +116,24 @@
     "telegram": {
         "enabled": true,
         "token": "your_telegram_token",
-        "chat_id": "your_telegram_chat_id"
+        "chat_id": "your_telegram_chat_id",
+        "notification_settings": {
+            "status": "on",
+            "warning": "on",
+            "startup": "on",
+            "buy": "on",
+            "sell": "on",
+            "buy_cancel": "on",
+            "sell_cancel": "on"
+        }
     },
     "api_server": {
         "enabled": false,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "freqtrader",
         "password": "SuperSecurePassword"
     },
@@ -130,6 +144,7 @@
         "process_throttle_secs": 5,
         "heartbeat_interval": 60
     },
+    "disable_dataframe_checks": false,
     "strategy": "DefaultStrategy",
     "strategy_path": "user_data/strategies/",
     "dataformat_ohlcv": "json",

config_kraken.json.example

@@ -4,9 +4,9 @@
     "stake_amount": 10,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "EUR",
-    "ticker_interval": "5m",
+    "timeframe": "5m",
     "dry_run": true,
-    "trailing_stop": false,
+    "cancel_open_orders_on_exit": false,
     "unfilledtimeout": {
         "buy": 10,
         "sell": 30
@@ -86,6 +86,16 @@
         "token": "your_telegram_token",
         "chat_id": "your_telegram_chat_id"
     },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "",
+        "password": ""
+    },
     "initial_state": "running",
     "forcebuy_enable": false,
     "internals": {

docker-compose.develop.yml

@@ -1,20 +0,0 @@
----
-version: '3'
-services:
-  freqtrade_develop:
-    build:
-      context: .
-      dockerfile: "./Dockerfile.develop"
-    volumes:
-      - ".:/freqtrade"
-    entrypoint:
-      - "freqtrade"
-
-  freqtrade_bash:
-    build:
-      context: .
-      dockerfile: "./Dockerfile.develop"
-    volumes:
-      - ".:/freqtrade"
-    entrypoint:
-      - "/bin/bash"

docker-compose.yml

@@ -2,8 +2,10 @@
 version: '3'
 services:
   freqtrade:
-    image: freqtradeorg/freqtrade:master
+    image: freqtradeorg/freqtrade:stable
     # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
     # Build step - only needed when additional dependencies are needed
     # build:
     #   context: .

docker/Dockerfile.develop

@@ -2,6 +2,7 @@ FROM freqtradeorg/freqtrade:develop
 
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
+
 RUN pip install numpy --no-cache-dir \
   && pip install -r requirements-dev.txt --no-cache-dir
 

docker/Dockerfile.jupyter

@@ -0,0 +1,7 @@
+FROM freqtradeorg/freqtrade:develop_plot
+
+
+RUN pip install jupyterlab --no-cache-dir
+
+# Empty the ENTRYPOINT to allow all commands
+ENTRYPOINT []

docker/Dockerfile.plot

@@ -0,0 +1,10 @@
+ARG sourceimage=develop
+FROM freqtradeorg/freqtrade:${sourceimage}
+
+# Install dependencies
+COPY requirements-plot.txt /freqtrade/
+
+RUN pip install -r requirements-plot.txt --no-cache-dir
+
+# Empty the ENTRYPOINT to allow all commands
+ENTRYPOINT []

docker/docker-compose-jupyter.yml

@@ -0,0 +1,16 @@
+---
+version: '3'
+services:
+  ft_jupyterlab:
+    build:
+      context: ..
+      dockerfile: docker/Dockerfile.jupyter
+    restart: unless-stopped
+    container_name: freqtrade
+    ports:
+      - "127.0.0.1:8888:8888"
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Default command used when running `docker compose up`
+    command: >
+      jupyter lab --port=8888 --ip 0.0.0.0 --allow-root

docs/advanced-hyperopt.md

@@ -63,8 +63,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results.profit_percent.sum()
-        trade_duration = results.trade_duration.mean()
+        total_profit = results['profit_percent'].sum()
+        trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
         profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

docs/advanced-setup.md

@@ -4,6 +4,54 @@ This page explains some advanced tasks and configuration options that can be per
 
 If you do not know what things mentioned here mean, you probably do not need it.
 
+## Running multiple instances of Freqtrade
+
+This section will show you how to run multiple bots at the same time, on the same machine.
+
+### Things to consider
+
+* Use different database files.
+* Use different Telegram bots (requires multiple different configuration files; applies only when Telegram is enabled).
+* Use different ports (applies only when Freqtrade REST API webserver is enabled).
+
+### Different database files
+
+In order to keep track of your trades, profits, etc., freqtrade is using a SQLite database where it stores various types of information such as the trades you performed in the past and the current position(s) you are holding at any time. This allows you to keep track of your profits, but most importantly, keep track of ongoing activity if the bot process would be restarted or would be terminated unexpectedly.
+
+Freqtrade will, by default, use separate database files for dry-run and live bots (this assumes no database-url is given in either configuration nor via command line argument).
+For live trading mode, the default database will be `tradesv3.sqlite` and for dry-run it will be `tradesv3.dryrun.sqlite`.
+
+The optional argument to the trade command used to specify the path of these files is `--db-url`, which requires a valid SQLAlchemy url.
+So when you are starting a bot with only the config and strategy arguments in dry-run mode, the following 2 commands would have the same outcome.
+
+``` bash
+freqtrade trade -c MyConfig.json -s MyStrategy
+# is equivalent to
+freqtrade trade -c MyConfig.json -s MyStrategy --db-url sqlite:///tradesv3.dryrun.sqlite
+```
+
+It means that if you are running the trade command in two different terminals, for example to test your strategy both for trades in USDT and in another instance for trades in BTC, you will have to run them with different databases.
+
+If you specify the URL of a database which does not exist, freqtrade will create one with the name you specified. So to test your custom strategy with BTC and USDT stake currencies, you could use the following commands (in 2 separate terminals):
+
+``` bash
+# Terminal 1:
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.dryrun.sqlite
+# Terminal 2:
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.dryrun.sqlite
+```
+
+Conversely, if you wish to do the same thing in production mode, you will also have to create at least one new database (in addition to the default one) and specify the path to the "live" databases, for example:
+
+``` bash
+# Terminal 1:
+freqtrade trade -c MyConfigBTC.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesBTC.live.sqlite
+# Terminal 2:
+freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user_data/tradesUSDT.live.sqlite
+```
+
+For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
+
 ## Configure the bot running as a systemd service
 
 Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.

docs/backtesting.md

@@ -12,13 +12,17 @@ real data. This is what we call
 [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
 Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
-If no data is available for the exchange / pair / timeframe (ticker interval) combination, backtesting will ask you to download them first using `freqtrade download-data`.
+If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
 The result of backtesting will confirm if your bot has better odds of making a profit than a loss.
 
-!!! Tip "Using dynamic pairlists for backtesting"
-    While using dynamic pairlists during backtesting is not possible, a dynamic pairlist using current data can be generated via the [`test-pairlist`](utils.md#test-pairlist) command, and needs to be specified as `"pair_whitelist"` attribute in the configuration.
+!!! Warning "Using dynamic pairlists for backtesting"
+    Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
+    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Please read the [pairlists documentation](configuration.md#pairlists) for more information.
+
+    To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
 ### Run a backtesting against the currencies listed in your config file
 
@@ -31,7 +35,7 @@ freqtrade backtesting
 #### With 1 min candle (OHLCV) data
 
 ```bash
-freqtrade backtesting --ticker-interval 1m
+freqtrade backtesting --timeframe 1m
 ```
 
 #### Using a different on-disk historical candle (OHLCV) data source
@@ -54,7 +58,7 @@ Where `-s SampleStrategy` refers to the class name within the strategy file `sam
 #### Comparing multiple Strategies
 
 ```bash
-freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
+freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --timeframe 5m
 ```
 
 Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
@@ -62,7 +66,7 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 #### Exporting trades to file
 
 ```bash
-freqtrade backtesting --export trades
+freqtrade backtesting --export trades --config config.json --strategy SampleStrategy
 ```
 
 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.
@@ -153,17 +157,32 @@ A backtesting result will look like that:
 | ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |     1 |      0 |       0 |
 | LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |     1 |      0 |       0 |
 | TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |     2 |      0 |       0 |
+=============== SUMMARY METRICS ===============
+| Metric                | Value               |
+|-----------------------+---------------------|
+| Backtesting from      | 2019-01-01 00:00:00 |
+| Backtesting to        | 2019-05-01 00:00:00 |
+| Total trades          | 429                 |
+| First trade           | 2019-01-01 18:30:00 |
+| First trade Pair      | EOS/USDT            |
+| Total Profit %        | 152.41%             |
+| Trades per day        | 3.575               |
+| Best day              | 25.27%              |
+| Worst day             | -30.67%             |
+| Avg. Duration Winners | 4:23:00             |
+| Avg. Duration Loser   | 6:55:00             |
+|                       |                     |
+| Max Drawdown          | 50.63%              |
+| Drawdown Start        | 2019-02-15 14:10:00 |
+| Drawdown End          | 2019-04-11 18:15:00 |
+| Market change         | -5.88%              |
+===============================================
 ```
 
+### Backtesting report table
+
 The 1st table contains all trades the bot made, including "left open trades".
 
-The 2nd table contains a recap of sell reasons.
-This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that).
-
-The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture.
-This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
-These trades are also included in the first table, but are extracted separately for clarity.
-
 The last line will give you the overall performance of your strategy,
 here:
 
@@ -192,13 +211,65 @@ On the other hand, if you set a too high `minimal_roi` like `"0":  0.55`
 (55%), there is almost no chance that the bot will ever reach this profit.
 Hence, keep in mind that your performance is an integral mix of all different elements of the strategy, your configuration, and the crypto-currency pairs you have set up.
 
+### Sell reasons table
+
+The 2nd table contains a recap of sell reasons.
+This table can tell you which area needs some additional work (e.g. all or many of the `sell_signal` trades are losses, so you should work on improving the sell signal, or consider disabling it).
+
+### Left open trades table
+
+The 3rd table contains all trades the bot had to `forcesell` at the end of the backtesting period to present you the full picture.
+This is necessary to simulate realistic behavior, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.
+These trades are also included in the first table, but are also shown separately in this table for clarity.
+
+### Summary metrics
+
+The last element of the backtest report is the summary metrics table.
+It contains some useful key metrics about performance of your strategy on backtesting data.
+
+```
+=============== SUMMARY METRICS ===============
+| Metric                | Value               |
+|-----------------------+---------------------|
+| Backtesting from      | 2019-01-01 00:00:00 |
+| Backtesting to        | 2019-05-01 00:00:00 |
+| Total trades          | 429                 |
+| First trade           | 2019-01-01 18:30:00 |
+| First trade Pair      | EOS/USDT            |
+| Total Profit %        | 152.41%             |
+| Trades per day        | 3.575               |
+| Best day              | 25.27%              |
+| Worst day             | -30.67%             |
+| Avg. Duration Winners | 4:23:00             |
+| Avg. Duration Loser   | 6:55:00             |
+|                       |                     |
+| Max Drawdown          | 50.63%              |
+| Drawdown Start        | 2019-02-15 14:10:00 |
+| Drawdown End          | 2019-04-11 18:15:00 |
+| Market change         | -5.88%              |
+===============================================
+
+```
+
+- `Total trades`: Identical to the total trades of the backtest output table.
+- `First trade`: First trade entered.
+- `First trade pair`: Which pair was part of the first trade.
+- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
+- `Total Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
+- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
+- `Best day` / `Worst day`: Best and worst day based on daily profit.
+- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
+- `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
+- `Drawdown Start` / `Drawdown End`: Start and end datetimes for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
+- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
+
 ### Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Buys happen at open-price
 - Sell signal sells happen at open-price of the following candle
-- Low happens before high for stoploss, protecting capital first.
+- Low happens before high for stoploss, protecting capital first
 - ROI
   - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
   - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
@@ -208,6 +279,7 @@ Since backtesting lacks some detailed information about what happens within a ca
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
 - Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
+- Stoploss (and trailing stoploss) is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` and/or `trailing_stop` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes.
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.
@@ -223,13 +295,13 @@ You can then load the trades to perform further analysis as shown in our [data a
 
 To compare multiple strategies, a list of Strategies can be provided to backtesting.
 
-This is limited to 1 timeframe (ticker interval) value per run. However, data is only loaded once from disk so if you have multiple
+This is limited to 1 timeframe value per run. However, data is only loaded once from disk so if you have multiple
 strategies you'd like to compare, this will give a nice runtime boost.
 
 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
+freqtrade backtesting --timerange 20180401-20180410 --timeframe 5m --strategy-list Strategy001 Strategy002 --export trades
 ```
 
 This will save the results to `user_data/backtest_results/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.

docs/bot-basics.md

@@ -0,0 +1,58 @@
+# Freqtrade basics
+
+This page provides you some basic concepts on how Freqtrade works and operates.
+
+## Freqtrade terminology
+
+* Trade: Open position.
+* Open Order: Order which is currently placed on the exchange, and is not yet complete.
+* Pair: Tradable pair, usually in the format of Quote/Base (e.g. XRP/USDT).
+* Timeframe: Candle length to use (e.g. `"5m"`, `"1h"`, ...).
+* Indicators: Technical indicators (SMA, EMA, RSI, ...).
+* Limit order: Limit orders which execute at the defined limit price or better.
+* Market order: Guaranteed to fill, may move price depending on the order size.
+
+## Fee handling
+
+All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt / Dry-run modes, the exchange default fee is used (lowest tier on the exchange). For live operations, fees are used as applied by the exchange (this includes BNB rebates etc.).
+
+## Bot execution logic
+
+Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
+By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+
+* Fetch open trades from persistence.
+* Calculate current list of tradable pairs.
+* Download ohlcv data for the pairlist including all [informative pairs](strategy-customization.md#get-data-for-non-tradeable-pairs)  
+  This step is only executed once per Candle to avoid unnecessary network traffic.
+* Call `bot_loop_start()` strategy callback.
+* Analyze strategy per pair.
+  * Call `populate_indicators()`
+  * Call `populate_buy_trend()`
+  * Call `populate_sell_trend()`
+* Check timeouts for open orders.
+  * Calls `check_buy_timeout()` strategy callback for open buy orders.
+  * Calls `check_sell_timeout()` strategy callback for open sell orders.
+* Verifies existing positions and eventually places sell orders.
+  * Considers stoploss, ROI and sell-signal.
+  * Determine sell-price based on `ask_strategy` configuration setting.
+  * Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
+* Check if trade-slots are still available (if `max_open_trades` is reached).
+* Verifies buy signal trying to enter new positions.
+  * Determine buy-price based on `bid_strategy` configuration setting.
+  * Before a buy order is placed, `confirm_trade_entry()` strategy callback is called.
+
+This loop will be repeated again and again until the bot is stopped.
+
+## Backtesting / Hyperopt execution logic
+
+[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
+
+* Load historic data for configured pairlist.
+* Calculate indicators (calls `populate_indicators()`).
+* Calls `populate_buy_trend()` and `populate_sell_trend()`
+* Loops per candle simulating entry and exit points.
+* Generate backtest report output
+
+!!! Note
+    Both Backtesting and Hyperopt include exchange default Fees in the calculation. Custom fees can be passed to backtesting / hyperopt by specifying the `--fee` argument.

docs/bot-usage.md

@@ -5,26 +5,42 @@ 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.
 
+!!! Warning "Up-to-date clock"
+    The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
+
 ## Bot commands
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
+                 {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,backtesting,edge,hyperopt,create-userdir,list-exchanges,list-timeframes,download-data,plot-dataframe,plot-profit}
+  {trade,create-userdir,new-config,new-hyperopt,new-strategy,download-data,convert-data,convert-trade-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,plot-dataframe,plot-profit}
     trade               Trade module.
+    create-userdir      Create user-data directory.
+    new-config          Create new config
+    new-hyperopt        Create new hyperopt
+    new-strategy        Create new strategy
+    download-data       Download backtesting data.
+    convert-data        Convert candle (OHLCV) data from one format to
+                        another.
+    convert-trade-data  Convert trade data from one format to another.
     backtesting         Backtesting module.
     edge                Edge module.
     hyperopt            Hyperopt module.
-    create-userdir      Create user-data directory.
+    hyperopt-list       List Hyperopt results
+    hyperopt-show       Show details of Hyperopt results
     list-exchanges      Print available exchanges.
-    list-timeframes     Print available ticker intervals (timeframes) for the
-                        exchange.
-    download-data       Download backtesting data.
+    list-hyperopts      Print available hyperopt classes.
+    list-markets        Print markets on exchange.
+    list-pairs          Print pairs on exchange.
+    list-strategies     Print available strategies.
+    list-timeframes     Print available timeframes for the exchange.
+    show-trades         Show trades.
+    test-pairlist       Test your pairlist configuration.
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
 
@@ -72,7 +88,6 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
-.
 
 ```
 
@@ -197,7 +212,7 @@ Backtesting also uses the config specified via `-c/--config`.
 ```
 usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-d PATH] [--userdir PATH] [-s NAME]
-                             [--strategy-path PATH] [-i TICKER_INTERVAL]
+                             [--strategy-path PATH] [-i TIMEFRAME]
                              [--timerange TIMERANGE] [--max-open-trades INT]
                              [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                              [--eps] [--dmmp]
@@ -206,7 +221,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE
@@ -280,7 +295,7 @@ to find optimal parameter values for your strategy.
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+                          [-i TIMEFRAME] [--timerange TIMERANGE]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                           [--hyperopt NAME] [--hyperopt-path PATH] [--eps]
@@ -292,7 +307,7 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE
@@ -323,7 +338,7 @@ optional arguments:
   --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.
-  --print-json          Print best results in JSON format.
+  --print-json          Print output in JSON format.
   -j JOBS, --job-workers JOBS
                         The number of concurrently running jobs for
                         hyperoptimization (hyperopt worker processes). If -1
@@ -341,11 +356,11 @@ optional arguments:
                         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, SharpeHyperOptLossDaily,
-                        SortinoHyperOptLoss, SortinoHyperOptLossDaily.
-                        (default: `DefaultHyperOptLoss`).
+                        Hyperopt-loss-functions are: DefaultHyperOptLoss,
+                        OnlyProfitHyperOptLoss, SharpeHyperOptLoss,
+                        SharpeHyperOptLossDaily, SortinoHyperOptLoss,
+                        SortinoHyperOptLossDaily.(default:
+                        `DefaultHyperOptLoss`).
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -378,13 +393,13 @@ To know your trade expectancy and winrate against historical data, you can use E
 ```
 usage: freqtrade edge [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                       [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                      [-i TICKER_INTERVAL] [--timerange TIMERANGE]
+                      [-i TIMEFRAME] [--timerange TIMERANGE]
                       [--max-open-trades INT] [--stake-amount STAKE_AMOUNT]
                       [--fee FLOAT] [--stoplosses STOPLOSS_RANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --timerange TIMERANGE

docs/configuration.md

@@ -47,16 +47,17 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `amend_last_stake_amount` | Use reduced last stake amount if necessary. [More information below](#configuring-amount-per-trade). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `last_stake_amount_min_ratio` | Defines minimum stake amount that has to be left and executed. Applies only to the last stake amount when it's amended to a reduced value (i.e. if `amend_last_stake_amount` is set to `true`). [More information below](#configuring-amount-per-trade). <br>*Defaults to `0.5`.* <br> **Datatype:** Float (as ratio)
 | `amount_reserve_percent` | Reserve some amount in min pair stake amount. The bot will reserve `amount_reserve_percent` + stoploss value when calculating min pair stake amount in order to avoid possible trade refusals. <br>*Defaults to `0.05` (5%).* <br> **Datatype:** Positive Float as ratio.
-| `ticker_interval` | The timeframe (ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
+| `timeframe` | The timeframe (former ticker interval) to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
 | `fiat_display_currency` | Fiat currency used to show your profits. [More information below](#what-values-can-be-used-for-fiat_display_currency). <br> **Datatype:** String
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in the Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
+| `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
-| `minimal_roi` | **Required.** Set the threshold in percent the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
-| `stoploss` |  **Required.** Value of the stoploss in percent used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  <br> **Datatype:** Float (as ratio)
-| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
-| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
-| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
+| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `stoploss` |  **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  <br> **Datatype:** Float (as ratio)
+| `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
+| `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Float
+| `trailing_stop_positive_offset` | Offset on when to apply `trailing_stop_positive`. Percentage value which should be positive. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0` (no offset).* <br> **Datatype:** Float
 | `trailing_only_offset_is_reached` | Only apply trailing stoploss when the offset is reached. [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
 | `unfilledtimeout.buy` | **Required.** How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.sell` | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
@@ -80,14 +81,15 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.key` | API key to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.secret` | API secret to use for the exchange. Only required when you are in production mode.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `exchange.password` | API password to use for the exchange. Only required when you are in production mode and for exchanges that use password for API requests.<br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
-| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#dynamic-pairlists)). <br> **Datatype:** List
-| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#dynamic-pairlists)). <br> **Datatype:** List
-| `exchange.ccxt_config` | 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) <br> **Datatype:** Dict
+| `exchange.pair_whitelist` | List of pairs to use by the bot for trading and to check for potential trades during backtesting. Not used by VolumePairList (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
+| `exchange.pair_blacklist` | List of pairs the bot must absolutely avoid for trading and backtesting (see [below](#pairlists-and-pairlist-handlers)). <br> **Datatype:** List
+| `exchange.ccxt_config` | Additional CCXT parameters passed to both ccxt instances (sync and async). This is usually the correct place for ccxt configurations. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) <br> **Datatype:** Dict
+| `exchange.ccxt_sync_config` | Additional CCXT parameters passed to the regular (sync) 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) <br> **Datatype:** Dict
 | `exchange.ccxt_async_config` | 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) <br> **Datatype:** Dict
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation.
 | `experimental.block_bad_exchanges` | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
-| `pairlists` | Define one or more pairlists to be used. [More information below](#dynamic-pairlists). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
+| `pairlists` | Define one or more pairlists to be used. [More information below](#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `telegram.chat_id` | Your personal Telegram account id. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
@@ -101,14 +103,16 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** Boolean
 | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details. <br> **Datatype:** IPv4
 | `api_server.listen_port` | Bind Port. See the [API Server documentation](rest-api.md) for more details. <br>**Datatype:** Integer between 1024 and 65535
+| `api_server.verbosity` | Logging verbosity. `info` will print all RPC Calls, while "error" will only display errors. <br>**Datatype:** Enum, either `info` or `error`. Defaults to `info`.
 | `api_server.username` | Username for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
 | `api_server.password` | Password for API server. See the [API Server documentation](rest-api.md) for more details. <br>**Keep it in secret, do not disclose publicly.**<br> **Datatype:** String
 | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances. <br> **Datatype:** String, SQLAlchemy connect string
 | `initial_state` | Defines the initial application state. More information below. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
 | `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below. <br> **Datatype:** Boolean
+| `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).<br> *Defaults to `False`*. <br> **Datatype:** Boolean
 | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`. <br> **Datatype:** ClassName
 | `strategy_path` | Adds an additional strategy lookup path (must be a directory). <br> **Datatype:** String
-| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Intege
+| `internals.process_throttle_secs` | Set the process throttle. Value in second. <br>*Defaults to `5` seconds.* <br> **Datatype:** Positive Integer
 | `internals.heartbeat_interval` | Print heartbeat message every N seconds. Set to 0 to disable heartbeat messages. <br>*Defaults to `60` seconds.* <br> **Datatype:** Positive Integer or 0
 | `internals.sd_notify` | 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. <br> **Datatype:** Boolean
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
@@ -122,7 +126,7 @@ The following parameters can be set in either configuration file or strategy.
 Values set in the configuration file always overwrite values set in the strategy.
 
 * `minimal_roi`
-* `ticker_interval`
+* `timeframe`
 * `stoploss`
 * `trailing_stop`
 * `trailing_stop_positive`
@@ -134,6 +138,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `stake_currency`
 * `stake_amount`
 * `unfilledtimeout`
+* `disable_dataframe_checks`
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
@@ -213,7 +218,7 @@ To allow the bot to trade all the available `stake_currency` in your account (mi
 ### Understand minimal_roi
 
 The `minimal_roi` configuration parameter is a JSON object where the key is a duration
-in minutes and the value is the minimum ROI in percent.
+in minutes and the value is the minimum ROI as ratio.
 See the example below:
 
 ```json
@@ -267,26 +272,19 @@ the static list of pairs) if we should buy.
 
 ### Understand order_types
 
-The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
+The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
 
 This allows to buy using limit orders, sell using
-limit-orders, and create stoplosses using using market orders. It also allows to set the
+limit-orders, and create stoplosses using market orders. It also allows to set the
 stoploss "on exchange" which means stoploss order would be placed immediately once
 the buy order is fulfilled.
-If `stoploss_on_exchange` and `trailing_stop` are both set, then the bot will use `stoploss_on_exchange_interval` to check and update the stoploss on exchange periodically.
-`order_types` can be set in the configuration file or in the strategy.
+    
 `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place.
 
 If this is configured, the following 4 values (`buy`, `sell`, `stoploss` and
 `stoploss_on_exchange`) need to be present, otherwise the bot will fail to start.
 
-`emergencysell` is an optional value, which defaults to `market` and is used when creating stoploss on exchange orders fails.
-The below is the default which is used if this is not configured in either strategy or configuration file.
-
-Since `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.
-`stoploss` defines the stop-price - and limit should be slightly below this. This defaults to 0.99 / 1% (configurable via `stoploss_on_exchange_limit_ratio`).
-Calculation example: we bought the asset at 100$.
-Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the stoploss will happen between 95$ and 94.05$.
+For information on (`emergencysell`,`stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md)
 
 Syntax for Strategy:
 
@@ -326,7 +324,10 @@ Configuration:
     refer to [the stoploss documentation](stoploss.md).
 
 !!! Note
-    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new order.
+    If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order.
+
+!!! Warning "Using market orders"
+    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
 
 !!! Warning "Warning: stoploss_on_exchange failures"
     If stoploss on exchange creation fails for some reason, then an "emergency sell" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencysell` value in the `order_types` dictionary - however this is not advised.
@@ -374,7 +375,7 @@ Freqtrade is based on [CCXT library](https://github.com/ccxt/ccxt) that supports
 exchange markets and trading APIs. The complete up-to-date list can be found in the
 [CCXT repo homepage](https://github.com/ccxt/ccxt/tree/master/python).
  However, the bot was tested by the development team with only Bittrex, Binance and Kraken,
- so the these are the only officially supported exhanges:
+ so the these are the only officially supported exchanges:
 
 - [Bittrex](https://bittrex.com/): "bittrex"
 - [Binance](https://www.binance.com/): "binance"
@@ -454,6 +455,9 @@ Prices are always retrieved right before an order is placed, either by querying
 !!! Note
     Orderbook data used by Freqtrade are the data retrieved from exchange by the ccxt's function `fetch_order_book()`, i.e. are usually data from the L2-aggregated orderbook, while the ticker data are the structures returned by the ccxt's `fetch_ticker()`/`fetch_tickers()` functions. Refer to the ccxt library [documentation](https://github.com/ccxt/ccxt/wiki/Manual#market-data) for more details.
 
+!!! Warning "Using market orders"
+    Please read the section [Market order pricing](#market-order-pricing) section when using market orders.
+
 ### Buy price
 
 #### Check depth of market
@@ -544,32 +548,57 @@ A fixed slot (mirroring `bid_strategy.order_book_top`) can be defined by setting
     Using `ask_strategy.order_book_max` higher than 1 will result in improper dry-run results (significantly better than real orders executed on exchange), since dry-run assumes orders to be filled almost instantly.
     It is therefore advised to not use this setting for dry-runs.
 
-
 #### Sell price without Orderbook enabled
 
 When not using orderbook (`ask_strategy.use_order_book=False`), the price at the `ask_strategy.price_side` side (defaults to `"ask"`) from the ticker will be used as the sell price.
 
-## Pairlists
+### Market order pricing
 
-Pairlists define the list of pairs that the bot should trade.
-There are [`StaticPairList`](#static-pair-list) and dynamic Whitelists available.
+When using market orders, prices should be configured to use the "correct" side of the orderbook to allow realistic pricing detection.
+Assuming both buy and sell are using market orders, a configuration similar to the following might be used
 
-[`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter) act as filters, removing low-value pairs.
+``` jsonc
+  "order_types": {
+    "buy": "market",
+    "sell": "market"
+    // ...
+  },
+  "bid_strategy": {
+    "price_side": "ask",
+    // ...
+  },
+  "ask_strategy":{
+    "price_side": "bid",
+    // ...
+  },
+```
 
-All pairlists can be chained, and a combination of all pairlists will become your new whitelist. Pairlists are executed in the sequence they are configured. You should always configure either `StaticPairList` or `DynamicPairList` as starting pairlists.
+Obviously, if only one side is using limit orders, different pricing combinations can be used.
 
-Inactive markets and blacklisted pairs are always removed from the resulting `pair_whitelist`.
+## Pairlists and Pairlist Handlers
 
-### Available Pairlists
+Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
+
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
+
+Additionaly, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter) and [`SpreadFilter`](#spreadfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
+
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You should always configure either `StaticPairList` or `VolumePairList` as the starting Pairlist Handler.
+
+Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
+
+### Available Pairlist Handlers
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
-* [`PrecisionFilter`](#precision-filter)
-* [`PriceFilter`](#price-pair-filter)
-* [`SpreadFilter`](#spread-filter)
+* [`AgeFilter`](#agefilter)
+* [`PrecisionFilter`](#precisionfilter)
+* [`PriceFilter`](#pricefilter)
+* [`ShuffleFilter`](#shufflefilter)
+* [`SpreadFilter`](#spreadfilter)
 
 !!! Tip "Testing pairlists"
-    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) subcommand to test your configuration quickly.
+    Pairlist configurations can be quite tricky to get right. Best use the [`test-pairlist`](utils.md#test-pairlist) utility subcommand to test your configuration quickly.
 
 #### Static Pair List
 
@@ -585,16 +614,16 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 
 #### Volume Pair List
 
-`VolumePairList` selects `number_assets` top pairs based on `sort_key`, which can be one of `askVolume`, `bidVolume` and `quoteVolume` and defaults to `quoteVolume`.
+`VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
 
-`VolumePairList` considers outputs of previous pairlists unless  it's the first configured pairlist, it does not consider `pair_whitelist`, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
+When used in the chain of Pairlist Handlers in a non-leading position (after StaticPairList and other Pairlist Filters), `VolumePairList` considers outputs of previous Pairlist Handlers, adding its sorting/selection of the pairs by the trading volume.
 
-`refresh_period` allows setting the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+When used on the leading position of the chain of Pairlist Handlers, it does not consider `pair_whitelist` configuration setting, but selects the top assets from all available markets (with matching stake-currency) on the exchange.
 
-`VolumePairList` is based on the ticker data, as reported by the ccxt library:
+The `refresh_period` setting allows to define the period (in seconds), at which the pairlist will be refreshed. Defaults to 1800s (30 minutes).
+
+`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
 
-* The `bidVolume` is the volume (amount) of current best bid in the orderbook.
-* The `askVolume` is the volume (amount) of current best ask in the orderbook.
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
 ```json
@@ -603,32 +632,67 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
         "number_assets": 20,
         "sort_key": "quoteVolume",
         "refresh_period": 1800,
-],
+}],
 ```
 
-#### Precision Filter
+#### AgeFilter
 
-Filters low-value coins which would not allow setting a stoploss.
+Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`).
 
-#### Price Pair Filter
+When pairs are first listed on an exchange they can suffer huge price drops and volatility
+in the first few days while the pair goes through its price-discovery period. Bots can often
+be caught out buying before the pair has finished dropping in price.
 
-The `PriceFilter` allows filtering of pairs by price.
-Currently, only `low_price_ratio` is implemented, where a raise of 1 price unit (pip) is below the `low_price_ratio` ratio.
-This option is disabled by default, and will only apply if set to <> 0.
+This filter allows freqtrade to ignore pairs until they have been listed for at least `min_days_listed` days.
 
-Calculation example:  
-Min price precision is 8 decimals. If price is 0.00000011 - one step would be 0.00000012 - which is almost 10% higher than the previous value. 
+#### PrecisionFilter
 
-These pairs are dangerous since it may be impossible to place the desired stoploss - and often result in high losses.
+Filters low-value coins which would not allow setting stoplosses.
+
+#### PriceFilter
+
+The `PriceFilter` allows filtering of pairs by price. Currently the following price filters are supported:
+
+* `min_price`
+* `max_price`
+* `low_price_ratio`
+
+The `min_price` setting removes pairs where the price is below the specified price. This is useful if you wish to avoid trading very low-priced pairs.
+This option is disabled by default, and will only apply if set to > 0.
+
+The `max_price` setting removes pairs where the price is above the specified price. This is useful if you wish to trade only low-priced pairs.
+This option is disabled by default, and will only apply if set to > 0.
+
+The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
+This option is disabled by default, and will only apply if set to > 0.
+
+For `PriceFiler` at least one of its `min_price`, `max_price` or `low_price_ratio` settings must be applied.
+
+Calculation example:
+
+Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 - one price step above would be 0.00000012, which is ~9% higher than the previous price value. You may filter out this pair by using PriceFilter with `low_price_ratio` set to 0.09 (9%) or with `min_price` set to 0.00000011, correspondingly.
+
+!!! Warning "Low priced pairs"
+    Low priced pairs with high "1 pip movements" are dangerous since they are often illiquid and it may also be impossible to place the desired stoploss, which can often result in high losses since price needs to be rounded to the next tradable price - so instead of having a stoploss of -5%, you could end up with a stoploss of -9% simply due to price rounding.
+
+#### ShuffleFilter
+
+Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
+
+!!! Tip
+    You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order.
+
+#### SpreadFilter
+
+Removes pairs that have a difference between asks and bids above the specified ratio, `max_spread_ratio` (defaults to `0.005`).
 
-#### Spread Filter
-Removes pairs that have a difference between asks and bids above the specified ratio (default `0.005`).
 Example:
-If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027 the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` 
 
-### Full Pairlist example
+If `DOGE/BTC` maximum bid is 0.00000026 and minimum ask is 0.00000027, the ratio is calculated as: `1 - bid/ask ~= 0.037` which is `> 0.005` and this pair will be filtered out.
 
-The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting by `quoteVolume` and applies both [`PrecisionFilter`](#precision-filter) and [`PriceFilter`](#price-pair-filter), filtering all assets where 1 priceunit is > 1%.
+### Full example of Pairlist Handlers
+
+The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets, sorting pairs by `quoteVolume` and applies both [`PrecisionFilter`](#precisionfilter) and [`PriceFilter`](#price-filter), filtering all assets where 1 priceunit is > 1%. Then the `SpreadFilter` is applied and pairs are finally shuffled with the random seed set to some predefined value.
 
 ```json
 "exchange": {
@@ -641,8 +705,11 @@ The below example blacklists `BNB/BTC`, uses `VolumePairList` with `20` assets,
         "number_assets": 20,
         "sort_key": "quoteVolume",
     },
+    {"method": "AgeFilter", "min_days_listed": 10},
     {"method": "PrecisionFilter"},
-    {"method": "PriceFilter", "low_price_ratio": 0.01}
+    {"method": "PriceFilter", "low_price_ratio": 0.01},
+    {"method": "SpreadFilter", "max_spread_ratio": 0.005},
+    {"method": "ShuffleFilter", "seed": 42}
     ],
 ```
 

docs/data-analysis.md

@@ -1,12 +1,22 @@
 # Analyzing bot data with Jupyter notebooks  
 
-You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at `user_data/notebooks/`.  
+You can analyze the results of backtests and trading history easily using Jupyter notebooks. Sample notebooks are located at `user_data/notebooks/` after initializing the user directory with `freqtrade create-userdir --userdir user_data`.  
 
-## Pro tips  
+## Quick start with docker
+
+Freqtrade provides a docker-compose file which starts up a jupyter lab server.
+You can run this server using the following command: `docker-compose -f docker/docker-compose-jupyter.yml up`
+
+This will create a dockercontainer running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
+Please use the link that's printed in the console after startup for simplified login.
+
+For more information, Please visit the [Data analysis with Docker](docker_quickstart.md#data-analayis-using-docker-compose) section.
+
+### Pro tips
 
 * 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.
+* Copy the example notebook before use so your changes don't get overwritten with the next freqtrade update.
 
 ### Using virtual environment with system-wide Jupyter installation
 
@@ -28,10 +38,8 @@ ipython kernel install --user --name=freqtrade
 !!! Note
     This section is provided for completeness, the Freqtrade Team won't provide full support for problems with this setup and will recommend to install Jupyter in the virtual environment directly, as that is the easiest way to get jupyter notebooks up and running. For help with this setup please refer to the [Project Jupyter](https://jupyter.org/) [documentation](https://jupyter.org/documentation) or [help channels](https://jupyter.org/community).
 
-    
-## Fine print  
-
-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.
+!!! Warning
+    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.
 
 ## Recommended workflow  
 

docs/data-download.md

@@ -8,82 +8,121 @@ If no additional parameter is specified, freqtrade will download data for `"1m"`
 Exchange and pairs will come from `config.json` (if specified using `-c/--config`).
 Otherwise `--exchange` becomes mandatory.
 
+You can use a relative timerange (`--days 20`) or an absolute starting point (`--timerange 20200101`). For incremental downloads, the relative approach should be used.
+
 !!! Tip "Tip: Updating existing data"
     If you already have backtesting data available in your data-directory and would like to refresh this data up to today, use `--days xx` with a number slightly higher than the missing number of days. Freqtrade will keep the available data and only download the missing data.
-    Be carefull though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
+    Be careful though: If the number is too small (which would result in a few missing days), the whole dataset will be removed and only xx days will be downloaded.
 
 ### Usage
 
 ```
-usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
-                               [--pairs-file FILE] [--days INT] [--dl-trades] [--exchange EXCHANGE]
-                               [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
-                               [--erase] [--data-format-ohlcv {json,jsongz}] [--data-format-trades {json,jsongz}]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
-                        Show profits for only these pairs. Pairs are space-separated.
-  --pairs-file FILE     File containing a list of pairs to download.
-  --days INT            Download data for given number of days.
-  --dl-trades           Download trades instead of OHLCV data. The bot will resample trades to the desired timeframe as specified as
-                        --timeframes/-t.
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
-  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
-                        Specify which tickers to download. Space-separated list. Default: `1m 5m`.
-  --erase               Clean all existing data for the selected exchange/pairs/timeframes.
-  --data-format-ohlcv {json,jsongz}
-                        Storage format for downloaded candle (OHLCV) data. (default: `json`).
-  --data-format-trades {json,jsongz}
-                        Storage format for downloaded trades data. (default: `jsongz`).
-
-Common arguments:
-  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
-  -V, --version         show program's version number and exit
-  -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`). Multiple --config options may be used. Can be set to `-`
-                        to read config from stdin.
-  -d PATH, --datadir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-```
-
-### Data format
-
-Freqtrade currently supports 2 dataformats, `json` (plain "text" json files) and `jsongz` (a gzipped version of json files).
-By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
-
-This can be changed via the `--data-format-ohlcv` and `--data-format-trades` parameters respectivly.
-
-If the default dataformat has been changed during download, then the keys `dataformat_ohlcv` and `dataformat_trades` in the configuration file need to be adjusted to the selected dataformat as well.
-
-!!! Note
-    You can convert between data-formats using the [convert-data](#subcommand-convert-data) and [convert-trade-data](#subcommand-convert-trade-data) methods.
-
-#### Subcommand convert data
-
-```
-usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                              [-d PATH] [--userdir PATH]
-                              [-p PAIRS [PAIRS ...]] --format-from
-                              {json,jsongz} --format-to {json,jsongz}
-                              [--erase]
-                              [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]]
+usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                               [-d PATH] [--userdir PATH]
+                               [-p PAIRS [PAIRS ...]] [--pairs-file FILE]
+                               [--days INT] [--timerange TIMERANGE]
+                               [--dl-trades] [--exchange EXCHANGE]
+                               [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+                               [--erase]
+                               [--data-format-ohlcv {json,jsongz,hdf5}]
+                               [--data-format-trades {json,jsongz,hdf5}]
 
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Show profits for only these pairs. Pairs are space-
                         separated.
-  --format-from {json,jsongz}
+  --pairs-file FILE     File containing a list of pairs to download.
+  --days INT            Download data for given number of days.
+  --timerange TIMERANGE
+                        Specify what timerange of data to use.
+  --dl-trades           Download trades instead of OHLCV data. The bot will
+                        resample trades to the desired timeframe as specified
+                        as --timeframes/-t.
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
+                        Specify which tickers to download. Space-separated
+                        list. Default: `1m 5m`.
+  --erase               Clean all existing data for the selected
+                        exchange/pairs/timeframes.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  --data-format-trades {json,jsongz,hdf5}
+                        Storage format for downloaded trades data. (default:
+                        `jsongz`).
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
+!!! Note "Startup period"
+    `download-data` is a strategy-independent command. The idea is to download a big chunk of data once, and then iteratively increase the amount of data stored.
+
+    For that reason, `download-data` does not care about the "startup-period" defined in a strategy. It's up to the user to download additional days if the backtest should start at a specific point in time (while respecting startup period).
+
+### Data format
+
+Freqtrade currently supports 3 data-formats for both OHLCV and trades data:
+
+* `json` (plain "text" json files)
+* `jsongz` (a gzip-zipped version of json files)
+* `hdf5` (a high performance datastore)
+
+By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
+
+This can be changed via the `--data-format-ohlcv` and `--data-format-trades` command line arguments respectively.
+To persist this change, you can should also add the following snippet to your configuration, so you don't have to insert the above arguments each time:
+
+``` jsonc
+    // ...
+    "dataformat_ohlcv": "hdf5",
+    "dataformat_trades": "hdf5",
+    // ...
+```
+
+If the default data-format has been changed during download, then the keys `dataformat_ohlcv` and `dataformat_trades` in the configuration file need to be adjusted to the selected dataformat as well.
+
+!!! Note
+    You can convert between data-formats using the [convert-data](#sub-command-convert-data) and [convert-trade-data](#sub-command-convert-trade-data) methods.
+
+#### Sub-command convert data
+
+```
+usage: freqtrade convert-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                              [-d PATH] [--userdir PATH]
+                              [-p PAIRS [PAIRS ...]] --format-from
+                              {json,jsongz,hdf5} --format-to
+                              {json,jsongz,hdf5} [--erase]
+                              [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
+  --format-from {json,jsongz,hdf5}
                         Source format for data conversion.
-  --format-to {json,jsongz}
+  --format-to {json,jsongz,hdf5}
                         Destination format for data conversion.
   --erase               Clean all existing data for the selected
                         exchange/pairs/timeframes.
-  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w} ...]
+  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
                         Specify which tickers to download. Space-separated
                         list. Default: `1m 5m`.
 
@@ -94,9 +133,10 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -109,26 +149,26 @@ The following command will convert all candle (OHLCV) data available in `~/.freq
 It'll also remove original json data files (`--erase` parameter).
 
 ``` bash
-freqtrade convert-data --format-from json --format-to jsongz --data-dir ~/.freqtrade/data/binance -t 5m 15m --erase
+freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtrade/data/binance -t 5m 15m --erase
 ```
 
-#### Subcommand convert-trade data
+#### Sub-command convert trade data
 
 ```
 usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                     [-d PATH] [--userdir PATH]
                                     [-p PAIRS [PAIRS ...]] --format-from
-                                    {json,jsongz} --format-to {json,jsongz}
-                                    [--erase]
+                                    {json,jsongz,hdf5} --format-to
+                                    {json,jsongz,hdf5} [--erase]
 
 optional arguments:
   -h, --help            show this help message and exit
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Show profits for only these pairs. Pairs are space-
                         separated.
-  --format-from {json,jsongz}
+  --format-from {json,jsongz,hdf5}
                         Source format for data conversion.
-  --format-to {json,jsongz}
+  --format-to {json,jsongz,hdf5}
                         Destination format for data conversion.
   --erase               Clean all existing data for the selected
                         exchange/pairs/timeframes.
@@ -140,13 +180,15 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
+
 ```
 
 ##### Example converting trades
@@ -155,7 +197,60 @@ The following command will convert all available trade-data in `~/.freqtrade/dat
 It'll also remove original jsongz data files (`--erase` parameter).
 
 ``` bash
-freqtrade convert-trade-data --format-from jsongz --format-to json --data-dir ~/.freqtrade/data/kraken --erase
+freqtrade convert-trade-data --format-from jsongz --format-to json --datadir ~/.freqtrade/data/kraken --erase
+```
+
+### Sub-command list-data
+
+You can get a list of downloaded data using the `list-data` sub-command.
+
+```
+usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
+                           [--userdir PATH] [--exchange EXCHANGE]
+                           [--data-format-ohlcv {json,jsongz,hdf5}]
+                           [-p PAIRS [PAIRS ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --data-format-ohlcv {json,jsongz,hdf5}
+                        Storage format for downloaded candle (OHLCV) data.
+                        (default: `json`).
+  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
+                        Show profits for only these pairs. Pairs are space-
+                        separated.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
+#### Example list-data
+
+```bash
+> freqtrade list-data --userdir ~/.freqtrade/user_data/
+
+Found 33 pair / timeframe combinations.
+pairs       timeframe
+----------  -----------------------------------------
+ADA/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ADA/ETH     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
 ```
 
 ### Pairs file
@@ -197,15 +292,16 @@ This will download historical candle (OHLCV) data for all the currency pairs you
 ### Other Notes
 
 - 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 historical data from, please use a different configuration file (you'll probably need to adjust ratelimits etc.)
+- To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
 - To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
 - To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
+- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
 - Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
 - 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.
 
 ### Trades (tick) data
 
-By default, `download-data` subcommand downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
+By default, `download-data` sub-command downloads Candles (OHLCV) data. Some exchanges also provide historic trade-data via their API.
 This data can be useful if you need many different timeframes, since it is only downloaded once, and then resampled locally to the desired timeframes.
 
 Since this data is large by default, the files use gzip by default. They are stored in your data-directory with the naming convention of `<pair>-trades.json.gz` (`ETH_BTC-trades.json.gz`). Incremental mode is also supported, as for historic OHLCV data, so downloading the data once per week with `--days 8` will create an incremental data-repository.

docs/deprecated.md

@@ -9,18 +9,27 @@ and are no longer supported. Please avoid their usage in your configuration.
 ### 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`.
+Since this leads to much confusion, and slows down backtesting (while not being part of backtesting) this has been singled out as a separate freqtrade sub-command `freqtrade download-data`.
 
-This command line option was deprecated in 2019.7-dev (develop branch) and removed in 2019.9 (master branch).
+This command line option was deprecated in 2019.7-dev (develop branch) and removed in 2019.9.
 
 ### The **--dynamic-whitelist** command line option
 
 This command line option was deprecated in 2018 and removed freqtrade 2019.6-dev (develop branch)
-and in freqtrade 2019.7 (master branch).
+and in freqtrade 2019.7.
 
 ### 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)
+Removed in 2019-7-dev (develop branch) and in freqtrade 2019.8.
+
+### Allow running multiple pairlists in sequence
+
+The former `"pairlist"` section in the configuration has been removed, and is replaced by `"pairlists"` - being a list to specify a sequence of pairlists.
+
+The old section of configuration parameters (`"pairlist"`) has been deprecated in 2019.11 and has been removed in 2020.4.
+
+### deprecation of bidVolume and askVolume from volume-pairlist
+
+Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9.

docs/developer.md

@@ -10,13 +10,35 @@ Documentation is available at [https://freqtrade.io](https://www.freqtrade.io/)
 
 Special fields for the documentation (like Note boxes, ...) can be found [here](https://squidfunk.github.io/mkdocs-material/extensions/admonition/).
 
+To test the documentation locally use the following commands.
+
+``` bash
+pip install -r docs/requirements-docs.txt
+mkdocs serve
+```
+
+This will spin up a local server (usually on port 8000) so you can see if everything looks as you'd like it to.
+
 ## Developer setup
 
-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]`.
+To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
+Alternatively (e.g. 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`.
 
+### Devcontainer setup
+
+The fastest and easiest way to get started is to use [VSCode](https://code.visualstudio.com/) with the Remote container extension.
+This gives developers the ability to start the bot with all required dependencies *without* needing to install any freqtrade specific dependencies on your local machine.
+
+#### Devcontainer dependencies
+
+* [VSCode](https://code.visualstudio.com/)
+* [docker](https://docs.docker.com/install/)
+* [Remote container extension documentation](https://code.visualstudio.com/docs/remote)
+
+For more information about the [Remote container extension](https://code.visualstudio.com/docs/remote), best consult the documentation.
+
 ### Tests
 
 New code should be covered by basic unittests. Depending on the complexity of the feature, Reviewers may request more in-depth unittests.
@@ -41,50 +63,37 @@ def test_method_to_test(caplog):
 
 ```
 
-### Local docker usage
+## ErrorHandling
 
-The fastest and easiest way to start up is to use docker-compose.develop which gives developers the ability to start the bot up with all the required dependencies, *without* needing to install any freqtrade specific dependencies on your local machine.
+Freqtrade Exceptions all inherit from `FreqtradeException`.
+This general class of error should however not be used directly. Instead, multiple specialized sub-Exceptions exist.
 
-#### Install
+Below is an outline of exception inheritance hierarchy:
 
-* [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
-* [docker](https://docs.docker.com/install/)
-* [docker-compose](https://docs.docker.com/compose/install/)
-
-#### Starting the bot
-##### Use the develop dockerfile
-
-``` bash
-rm docker-compose.yml && mv docker-compose.develop.yml docker-compose.yml
 ```
-
-#### Docker Compose
-
-##### Starting
-
-``` bash
-docker-compose up
++ FreqtradeException
+|
++---+ OperationalException
+|
++---+ DependencyException
+|   |
+|   +---+ PricingError
+|   |
+|   +---+ ExchangeError
+|       |
+|       +---+ TemporaryError
+|       |
+|       +---+ DDosProtection
+|       |
+|       +---+ InvalidOrderException
+|           |
+|           +---+ RetryableOrderError
+|           |
+|           +---+ InsufficientFundsError
+|
++---+ StrategyError
 ```
 
-![Docker compose up](https://user-images.githubusercontent.com/419355/65456322-47f63a80-de06-11e9-90c6-3c74d1bad0b8.png)
-
-##### Rebuilding
-
-``` bash
-docker-compose build
-```
-
-##### Execing (effectively SSH into the container)
-
-The `exec` command requires that the container already be running, if you want to start it
-that can be effected by `docker-compose up` or `docker-compose run freqtrade_develop`
-
-``` bash
-docker-compose exec freqtrade_develop /bin/bash
-```
-
-![image](https://user-images.githubusercontent.com/419355/65456522-ba671a80-de06-11e9-9598-df9ca0d8dcac.png)
-
 ## Modules
 
 ### Dynamic Pairlist
@@ -92,13 +101,13 @@ docker-compose exec freqtrade_develop /bin/bash
 You have a great idea for a new pair selection algorithm you would like to try out? Great.
 Hopefully you also want to contribute this back upstream.
 
-Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist provider.
+Whatever your motivations are - This should get you off the ground in trying to develop a new Pairlist Handler.
 
-First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) provider, and best copy this file with a name of your new Pairlist Provider.
+First of all, have a look at the [VolumePairList](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/pairlist/VolumePairList.py) Handler, and best copy this file with a name of your new Pairlist Handler.
 
-This is a simple provider, which however serves as a good example on how to start developing.
+This is a simple Handler, which however serves as a good example on how to start developing.
 
-Next, modify the classname of the provider (ideally align this with the Filename).
+Next, modify the class-name of the Handler (ideally align this with the module filename).
 
 The base-class provides an instance of the exchange (`self._exchange`) the pairlist manager (`self._pairlistmanager`), as well as the main configuration (`self._config`), the pairlist dedicated configuration (`self._pairlistconfig`) and the absolute position within the list of pairlists.
 
@@ -114,27 +123,43 @@ Now, let's step through the methods which require actions:
 
 #### Pairlist configuration
 
-Configuration for PairListProvider is done in the bot configuration file in the element `"pairlist"`.
-This Pairlist-object may contain configurations with additional configurations for the configured pairlist.
-By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the whitelist. Please follow this to ensure a consistent user experience.
+Configuration for the chain of Pairlist Handlers is done in the bot configuration file in the element `"pairlists"`, an array of configuration parameters for each Pairlist Handlers in the chain.
 
-Additional elements can be configured as needed. `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successfull and dynamic.
+By convention, `"number_assets"` is used to specify the maximum number of pairs to keep in the pairlist. Please follow this to ensure a consistent user experience.
+
+Additional parameters can be configured as needed. For instance, `VolumePairList` uses `"sort_key"` to specify the sorting value - however feel free to specify whatever is necessary for your great algorithm to be successful and dynamic.
 
 #### short_desc
 
 Returns a description used for Telegram messages.
-This should contain the name of the Provider, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
+
+This should contain the name of the Pairlist Handler, as well as a short description containing the number of assets. Please follow the format `"PairlistName - top/bottom X pairs"`.
+
+#### gen_pairlist
+
+Override this method if the Pairlist Handler can be used as the leading Pairlist Handler in the chain, defining the initial pairlist which is then handled by all Pairlist Handlers in the chain. Examples are `StaticPairList` and `VolumePairList`.
+
+This is called with each iteration of the bot (only if the Pairlist Handler is at the first location) - so consider implementing caching for compute/network heavy calculations.
+
+It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers).
+
+Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the end-result is not shorter than expected.
 
 #### filter_pairlist
 
-Override this method and run all calculations needed in this method.
+This method is called for each Pairlist Handler in the chain by the pairlist manager.
+
 This is called with each iteration of the bot - so consider implementing caching for compute/network heavy calculations.
 
-It get's passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
+It gets passed a pairlist (which can be the result of previous pairlists) as well as `tickers`, a pre-fetched version of `get_tickers()`.
 
-It must return the resulting pairlist (which may then be passed into the next pairlist filter).
+The default implementation in the base class simply calls the `_validate_pair()` method for each pair in the pairlist, but you may override it. So you should either implement the `_validate_pair()` in your Pairlist Handler or override `filter_pairlist()` to do something else.
 
-Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the endresult is not shorter than expected.
+If overridden, it must return the resulting pairlist (which may then be passed into the next Pairlist Handler in the chain).
+
+Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the end result is not shorter than expected.
+
+In `VolumePairList`, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
 
 ##### sample
 
@@ -145,11 +170,6 @@ Validations are optional, the parent class exposes a `_verify_blacklist(pairlist
         return pairs
 ```
 
-#### _gen_pair_whitelist
-
-This is a simple method used by `VolumePairList` - however serves as a good example.
-In VolumePairList, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
-
 ## Implement a new Exchange (WIP)
 
 !!! Note
@@ -161,7 +181,7 @@ Most exchanges supported by CCXT should work out of the box.
 
 Check if the new exchange supports Stoploss on Exchange orders through their API.
 
-Since CCXT does not provide unification for Stoploss On Exchange yet, we'll need to implement the exchange-specific parameters ourselfs. Best look at `binance.py` for an example implementation of this. You'll need to dig through the documentation of the Exchange's API on how exactly this can be done. [CCXT Issues](https://github.com/ccxt/ccxt/issues) may also provide great help, since others may have implemented something similar for their projects.
+Since CCXT does not provide unification for Stoploss On Exchange yet, we'll need to implement the exchange-specific parameters ourselves. Best look at `binance.py` for an example implementation of this. You'll need to dig through the documentation of the Exchange's API on how exactly this can be done. [CCXT Issues](https://github.com/ccxt/ccxt/issues) may also provide great help, since others may have implemented something similar for their projects.
 
 ### Incomplete candles
 
@@ -211,13 +231,14 @@ jupyter nbconvert --ClearOutputPreprocessor.enabled=True --to markdown freqtrade
 This documents some decisions taken for the CI Pipeline.
 
 * CI runs on all OS variants, Linux (ubuntu), macOS and Windows.
-* Docker images are build for the branches `master` and `develop`.
-* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:master_pi` and `develop_pi`.
+* Docker images are build for the branches `stable` and `develop`.
+* Docker images containing Plot dependencies are also available as `stable_plot` and `develop_plot`.
+* Raspberry PI Docker images are postfixed with `_pi` - so tags will be `:stable_pi` and `develop_pi`.
 * Docker images contain a file, `/freqtrade/freqtrade_commit` containing the commit this image is based of.
 * Full docker image rebuilds are run once a week via schedule.
 * Deployments run on ubuntu.
 * ta-lib binaries are contained in the build_helpers directory to avoid fails related to external unavailability.
-* All tests must pass for a PR to be merged to `master` or `develop`.
+* All tests must pass for a PR to be merged to `stable` or `develop`.
 
 ## Creating a release
 
@@ -234,21 +255,22 @@ git checkout -b new_release <commitid>
 
 Determine if crucial bugfixes have been made between this commit and the current state, and eventually cherry-pick these.
 
+* Merge the release branch (stable) into this branch.
 * 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. Version numbers must follow allowed versions from PEP0440 to avoid failures pushing to pypi.
 * Commit this part
-* push that branch to the remote and create a PR against the master branch
+* push that branch to the remote and create a PR against the stable branch
 
 ### Create changelog from git commits
 
 !!! Note
-    Make sure that the master branch is uptodate!
+    Make sure that the `stable` branch is up-to-date!
 
 ``` bash
 # Needs to be done before merging / pulling that branch.
-git log --oneline --no-decorate --no-merges master..new_release
+git log --oneline --no-decorate --no-merges stable..new_release
 ```
 
-To keep the release-log short, best wrap the full git changelog into a collapsible details secction.
+To keep the release-log short, best wrap the full git changelog into a collapsible details section.
 
 ```markdown
 <details>
@@ -261,17 +283,20 @@ To keep the release-log short, best wrap the full git changelog into a collapsib
 
 ### Create github release / tag
 
-Once the PR against master is merged (best right after merging):
+Once the PR against stable 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).
+* Use "stable" as reference (this step comes after the above PR is merged).
 * Use the above changelog as release comment (as codeblock)
 
 ## Releases
 
 ### pypi
 
+!!! Note
+    This process is now automated as part of Github Actions.
+
 To create a pypi release, please run the following commands:
 
 Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.

docs/docker.md

@@ -1,142 +1,7 @@
-# Using Freqtrade with Docker
-
-## Install Docker
-
-Start by downloading and installing Docker CE for your platform:
-
-* [Mac](https://docs.docker.com/docker-for-mac/install/)
-* [Windows](https://docs.docker.com/docker-for-windows/install/)
-* [Linux](https://docs.docker.com/install/)
-
-Optionally, [docker-compose](https://docs.docker.com/compose/install/) should be installed and available to follow the [docker quick start guide](#docker-quick-start).
-
-Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
-
-## Freqtrade with docker-compose
-
-Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
-
-!!! Note
-    The following section assumes that docker and docker-compose is installed and available to the logged in user.
-
-!!! Note
-    All below comands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
-
-### Docker quick start
-
-Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
-
-``` bash
-mkdir ft_userdata
-cd ft_userdata/
-# Download the docker-compose file from the repository
-curl https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docker-compose.yml -o docker-compose.yml
-
-# Pull the freqtrade image
-docker-compose pull
-
-# Create user directory structure
-docker-compose run --rm freqtrade create-userdir --userdir user_data
-
-# Create configuration - Requires answering interactive questions
-docker-compose run --rm freqtrade new-config --config user_data/config.json
-```
-
-The above snippet creates a new directory called "ft_userdata", downloads the latest compose file and pulls the freqtrade image.
-The last 2 steps in the snippet create the directory with user-data, as well as (interactively) the default configuration based on your selections.
-
-!!! Note
-    You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
-
-#### Adding your strategy
-
-The configuration is now available as `user_data/config.json`.
-You should now copy your strategy to `user_data/strategies/` - and add the Strategy class name to the `docker-compose.yml` file, replacing `SampleStrategy`. If you wish to run the bot with the SampleStrategy, just leave it as it is.
-
-!!! Warning
-    The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
-    Please always backtest the strategy and use dry-run for some time before risking real money!
-
-Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
-
-``` bash
-docker-compose up -d
-```
-
-#### Docker-compose logs
-
-Logs will be written to `user_data/freqtrade.log`. 
-Alternatively, you can check the latest logs using `docker-compose logs -f`.
-
-#### Database
-
-The database will be in the user_data directory as well, and will be called `user_data/tradesv3.sqlite`.
-
-#### Updating freqtrade with docker-compose
-
-To update freqtrade when using docker-compose is as simple as running the following 2 commands:
-
-``` bash
-# Download the latest image
-docker-compose pull
-# Restart the image
-docker-compose up -d
-```
-
-This will first pull the latest image, and will then restart the container with the just pulled version.
-
-!!! Note
-    You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
-
-#### Going from here
-
-Advanced users may edit the docker-compose file further to include all possible options or arguments.
-
-All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
-
-!!! Note "`docker-compose run --rm`"
-    Including `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
-
-##### Example: Download data with docker-compose
-
-Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.
-
-``` bash
-docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
-```
-
-Head over to the [Data Downloading Documentation](data-download.md) for more details on downloading data.
-
-##### Example: Backtest with docker-compose
-
-Run backtesting in docker-containers for SampleStrategy and specified timerange of historical data, on 5m timeframe:
-
-``` bash
-docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
-```
-
-Head over to the [Backtesting Documentation](backtesting.md) to learn more.
-
-#### Additional dependencies with docker-compose
-
-If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
-For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) for an example).
-
-You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
-
-``` yaml
-    image: freqtrade_custom
-    build:
-      context: .
-      dockerfile: "./Dockerfile.<yourextension>"
-```
-
-You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
-
 ## Freqtrade with docker without docker-compose
 
 !!! Warning
-    The below documentation is provided for completeness and assumes that you are somewhat familiar with running docker containers. If you're just starting out with docker, we recommend to follow the [Freqtrade with docker-compose](#freqtrade-with-docker-compose) instructions.
+    The below documentation is provided for completeness and assumes that you are familiar with running docker containers. If you're just starting out with Docker, we recommend to follow the [Quickstart](docker.md) instructions.
 
 ### Download the official Freqtrade docker image
 
@@ -145,9 +10,9 @@ Pull the image from docker hub.
 Branches / tags available can be checked out on [Dockerhub tags page](https://hub.docker.com/r/freqtradeorg/freqtrade/tags/).
 
 ```bash
-docker pull freqtradeorg/freqtrade:develop
+docker pull freqtradeorg/freqtrade:stable
 # Optionally tag the repository so the run-commands remain shorter
-docker tag freqtradeorg/freqtrade:develop freqtrade
+docker tag freqtradeorg/freqtrade:stable freqtrade
 ```
 
 To update the image, simply run the above commands again and restart your running container.
@@ -155,7 +20,7 @@ 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.
+    The official docker images with tags `stable`, `develop` and `latest` are automatically rebuild once a week to keep the base image up-to-date.
     In addition to that, every merge to `develop` will trigger a rebuild for `develop` and `latest`.
 
 ### Prepare the configuration files
@@ -187,39 +52,38 @@ cp -n config.json.example config.json
 
 #### Create your database file
 
-Production
+=== "Dry-Run"
+    ``` bash
+    touch tradesv3.dryrun.sqlite
+    ```
 
-```bash
-touch tradesv3.sqlite
-````
+=== "Production"
+    ``` bash
+    touch tradesv3.sqlite
+    ```
 
-Dry-Run
 
-```bash
-touch tradesv3.dryrun.sqlite
-```
-
-!!! Note
-    Make sure to use the path to this file when starting the bot in docker.
+!!! Warning "Database File Path"
+    Make sure to use the path to the correct database file when starting the bot in Docker.
 
 ### Build your own Docker image
 
 Best start by pulling the official docker image from dockerhub as explained [here](#download-the-official-docker-image) to speed up building.
 
-To add additional libraries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image.
+To add additional libraries to your docker image, best check out [Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) which adds the [technical](https://github.com/freqtrade/technical) module to the image.
 
 ```bash
-docker build -t freqtrade -f Dockerfile.technical .
+docker build -t freqtrade -f docker/Dockerfile.technical .
 ```
 
-If you are developing using Docker, use `Dockerfile.develop` to build a dev Docker image, which will also set up develop dependencies:
+If you are developing using Docker, use `docker/Dockerfile.develop` to build a dev Docker image, which will also set up develop dependencies:
 
 ```bash
-docker build -f Dockerfile.develop -t freqtrade-dev .
+docker build -f docker/Dockerfile.develop -t freqtrade-dev .
 ```
 
-!!! Note
-    For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see the "5. Run a restartable docker image" section) to keep it between  updates.
+!!! Warning "Include your config file manually"
+    For security reasons, your configuration file will not be included in the image, you will need to bind mount it. It is also advised to bind mount an SQLite database file (see [5. Run a restartable docker image](#run-a-restartable-docker-image)") to keep it between  updates.
 
 #### Verify the Docker image
 
@@ -240,37 +104,36 @@ docker run --rm -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
 ```
 
 !!! Warning
-    In this example, the database will be created inside the docker instance and will be lost when you will refresh your image.
+    In this example, the database will be created inside the docker instance and will be lost when you refresh your image.
 
 #### Adjust timezone
 
 By default, the container will use UTC timezone.
-Should you find this irritating please add the following to your docker commands:
+If you would like to change the timezone use the following commands:
 
-##### Linux
+=== "Linux"
+    ``` bash
+    -v /etc/timezone:/etc/timezone:ro
 
-``` bash
--v /etc/timezone:/etc/timezone:ro
+    # Complete command:
+    docker run --rm -v /etc/timezone:/etc/timezone:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
+    ```
 
-# Complete command:
-docker run --rm -v /etc/timezone:/etc/timezone:ro -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-```
+=== "MacOS"
+    ```bash
+    docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
+    ```
 
-##### MacOS
-
-There is known issue in OSX Docker versions after 17.09.1, whereby `/etc/localtime` cannot be shared causing Docker to not start. A work-around for this is to start with the following cmd.
-
-```bash
-docker run --rm -e TZ=`ls -la /etc/localtime | cut -d/ -f8-9` -v `pwd`/config.json:/freqtrade/config.json -it freqtrade
-```
-
-More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396).
+!!! Note "MacOS Issues"
+    The OSX Docker versions after 17.09.1 have a known issue whereby `/etc/localtime` cannot be shared causing Docker to not start.<br>
+    A work-around for this is to start with the MacOS command above
+    More information on this docker issue and work-around can be read [here](https://github.com/docker/for-mac/issues/2396).
 
 ### Run a restartable docker image
 
 To run a restartable instance in the background (feel free to place your configuration and database files wherever it feels comfortable on your filesystem).
 
-#### Move your config file and database
+#### 1. Move your config file and database
 
 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.
 
@@ -280,7 +143,7 @@ mv config.json ~/.freqtrade
 mv tradesv3.sqlite ~/.freqtrade
 ```
 
-#### Run the docker image
+#### 2. Run the docker image
 
 ```bash
 docker run -d \

docs/docker_quickstart.md

@@ -0,0 +1,191 @@
+# Using Freqtrade with Docker
+
+## Install Docker
+
+Start by downloading and installing Docker CE for your platform:
+
+* [Mac](https://docs.docker.com/docker-for-mac/install/)
+* [Windows](https://docs.docker.com/docker-for-windows/install/)
+* [Linux](https://docs.docker.com/install/)
+
+Optionally, [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the [docker quick start guide](#docker-quick-start).
+
+Once you have Docker installed, simply prepare the config file (e.g. `config.json`) and run the image for `freqtrade` as explained below.
+
+## Freqtrade with docker-compose
+
+Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) ready for usage.
+
+!!! Note
+    - The following section assumes that `docker` and `docker-compose` are installed and available to the logged in user.
+    - All below commands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
+
+### Docker quick start
+
+Create a new directory and place the [docker-compose file](https://github.com/freqtrade/freqtrade/blob/develop/docker-compose.yml) in this directory.
+
+=== "PC/MAC/Linux"
+    ``` bash
+    mkdir ft_userdata
+    cd ft_userdata/
+    # Download the docker-compose file from the repository
+    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+
+    # Pull the freqtrade image
+    docker-compose pull
+
+    # Create user directory structure
+    docker-compose run --rm freqtrade create-userdir --userdir user_data
+
+    # Create configuration - Requires answering interactive questions
+    docker-compose run --rm freqtrade new-config --config user_data/config.json
+    ```
+
+=== "RaspberryPi"
+    ``` bash
+    mkdir ft_userdata
+    cd ft_userdata/
+    # Download the docker-compose file from the repository
+    curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
+
+    # Pull the freqtrade image
+    docker-compose pull
+
+    # Create user directory structure
+    docker-compose run --rm freqtrade create-userdir --userdir user_data
+
+    # Create configuration - Requires answering interactive questions
+    docker-compose run --rm freqtrade new-config --config user_data/config.json
+    ```
+
+    !!! Note "Change your docker Image"
+        You have to change the docker image in the docker-compose file for your Raspberry build to work properly.
+        ``` yml
+        image: freqtradeorg/freqtrade:stable_pi
+        # image: freqtradeorg/freqtrade:develop_pi
+        ```
+
+The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
+The last 2 steps in the snippet create the directory with `user_data`, as well as (interactively) the default configuration based on your selections.
+
+!!! Question "How to edit the bot configuration?"
+    You can edit the configuration at any time, which is available as `user_data/config.json` (within the directory `ft_userdata`) when using the above configuration.
+
+    You can also change the both Strategy and commands by editing the `docker-compose.yml` file.
+
+#### Adding a custom strategy
+
+1. The configuration is now available as `user_data/config.json`
+2. Copy a custom strategy to the directory `user_data/strategies/`
+3. add the Strategy' class name to the `docker-compose.yml` file
+
+The `SampleStrategy` is run by default.
+
+!!! Warning "`SampleStrategy` is just a demo!"
+    The `SampleStrategy` is there for your reference and give you ideas for your own strategy.
+    Please always backtest the strategy and use dry-run for some time before risking real money!
+
+Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
+
+``` bash
+docker-compose up -d
+```
+
+#### Docker-compose logs
+
+Logs will be located at: `user_data/logs/freqtrade.log`. 
+You can check the latest log with the command `docker-compose logs -f`.
+
+#### Database
+
+The database will be at: `user_data/tradesv3.sqlite`
+
+#### Updating freqtrade with docker-compose
+
+To update freqtrade when using `docker-compose` is as simple as running the following 2 commands:
+
+``` bash
+# Download the latest image
+docker-compose pull
+# Restart the image
+docker-compose up -d
+```
+
+This will first pull the latest image, and will then restart the container with the just pulled version.
+
+!!! Warning "Check the Changelog"
+    You should always check the changelog for breaking changes / manual interventions required and make sure the bot starts correctly after the update.
+
+### Editing the docker-compose file
+
+Advanced users may edit the docker-compose file further to include all possible options or arguments.
+
+All possible freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
+
+!!! Note "`docker-compose run --rm`"
+    Including `--rm` will clean up the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
+
+#### Example: Download data with docker-compose
+
+Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.
+
+``` bash
+docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
+```
+
+Head over to the [Data Downloading Documentation](data-download.md) for more details on downloading data.
+
+#### Example: Backtest with docker-compose
+
+Run backtesting in docker-containers for SampleStrategy and specified timerange of historical data, on 5m timeframe:
+
+``` bash
+docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
+```
+
+Head over to the [Backtesting Documentation](backtesting.md) to learn more.
+
+### Additional dependencies with docker-compose
+
+If your strategy requires dependencies not included in the default image (like [technical](https://github.com/freqtrade/technical)) - it will be necessary to build the image on your host.
+For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.technical](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.technical) for an example).
+
+You'll then also need to modify the `docker-compose.yml` file and uncomment the build step, as well as rename the image to avoid naming collisions.
+
+``` yaml
+    image: freqtrade_custom
+    build:
+      context: .
+      dockerfile: "./Dockerfile.<yourextension>"
+```
+
+You can then run `docker-compose build` to build the docker image, and run it using the commands described above.
+
+## Plotting with docker-compose
+
+Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
+You can then use these commands as follows:
+
+``` bash
+docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
+```
+
+The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
+
+## Data analayis using docker compose
+
+Freqtrade provides a docker-compose file which starts up a jupyter lab server.
+You can run this server using the following command:
+
+``` bash
+docker-compose --rm -f docker/docker-compose-jupyter.yml up
+```
+
+This will create a dockercontainer running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
+Please use the link that's printed in the console after startup for simplified login.
+
+Since part of this image is built on your machine, it is recommended to rebuild the image from time to time to keep freqtrade (and dependencies) uptodate.
+
+``` bash
+docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
+```

docs/edge.md

@@ -1,95 +1,146 @@
 # Edge positioning
 
-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.
+The `Edge Positioning` module uses probability to calculate your win rate and risk reward ration. It will use these statistics to control your strategy trade entry points, position side and, stoploss. 
 
 !!! Warning
-    Edge positioning is not compatible with dynamic (volume-based) whitelist.
+    `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.
+    `Edge Positioning` only considers *its own* buy/sell/stoploss signals. It ignores the stoploss, trailing stoploss, and ROI settings in the strategy configuration file.
+    `Edge Positioning` improves the performance of some trading strategies and *decreases* the performance of others.
 
 ## Introduction
 
-Trading is all about probability. No one can claim that he has a strategy working all the time. You have to assume that sometimes you lose.
+Trading strategies are not perfect. They are frameworks that are susceptible to the market and its indicators. Because the market is not at all predictable, sometimes a strategy will win and sometimes the same strategy will lose.
 
-But it doesn't mean there is no rule, it only means rules should work "most of the time". Let's play a game: we toss a coin, heads: I give you 10$, tails: you give me 10$. Is it an interesting game? No, it's quite boring, isn't it?
+To obtain an edge in the market, a strategy has to make more money than it loses. Making money in trading is not only about *how often* the strategy makes or loses money. 
 
-But let's say the probability that we have heads is 80% (because our coin has the displaced distribution of mass or other defect), and the probability that we have tails is 20%. Now it is becoming interesting...
+!!! tip "It doesn't matter how often, but how much!"
+    A bad strategy might make 1 penny in *ten* transactions but lose 1 dollar in *one* transaction. If one only checks the number of winning trades, it would be misleading to think that the strategy is actually making a profit.
 
-That means 10$ X 80% versus 10$ X 20%. 8$ versus 2$. That means over time you will win 8$ risking only 2$ on each toss of coin.
+The Edge Positioning module seeks to improve a strategy's winning probability and the money that the strategy will make *on the long run*. 
 
-Let's complicate it more: you win 80% of the time but only 2$, I win 20% of the time but 8$. The calculation is: 80% X 2$ versus 20% X 8$. It is becoming boring again because overtime you win $1.6$ (80% X 2$) and me $1.6 (20% X 8$) too.
+We raise the following question[^1]:
 
-The question is: How do you calculate that? How do you know if you wanna play?
+!!! Question "Which trade is a better option?"
+    a) A trade with 80% of chance of losing $100 and 20% chance of winning $200<br/>
+    b) A trade with 100% of chance of losing $30
 
-The answer comes to two factors:
+???+ Info "Answer"
+    The expected value of *a)* is smaller than the expected value of *b)*.<br/>
+    Hence, *b*) represents a smaller loss in the long run.<br/>
+    However, the answer is: *it depends*
 
-- Win Rate
-- Risk Reward Ratio
+Another way to look at it is to ask a similar question:
 
-### Win Rate
+!!! Question "Which trade is a better option?"
+    a) A trade with 80% of chance of winning 100 and 20% chance of losing $200<br/>
+    b) A trade with 100% of chance of winning $30
 
-Win Rate (*W*) is is the mean over some amount of trades (*N*) what is the percentage of winning trades to total number of trades (note that we don't consider how much you gained but only if you won or not).
+Edge positioning tries to answer the hard questions about risk/reward and position size automatically, seeking to minimizes the chances of losing of a given strategy.
 
-```
-W = (Number of winning trades) / (Total number of trades) = (Number of winning trades) / N
-```
+### Trading, winning and losing
 
-Complementary Loss Rate (*L*) is defined as
+Let's call $o$ the return of a single transaction $o$ where $o \in \mathbb{R}$. The collection $O = \{o_1, o_2, ..., o_N\}$ is the set of all returns of transactions made during a trading session. We say that $N$ is the cardinality of $O$, or, in lay terms, it is the number of transactions made in a trading session.
 
-```
-L = (Number of losing trades) / (Total number of trades) = (Number of losing trades) / N
-```
+!!! Example
+    In a session where a strategy made three transactions we can say that $O = \{3.5, -1, 15\}$. That means that $N = 3$ and $o_1 = 3.5$, $o_2 = -1$, $o_3 = 15$.
 
-or, which is the same, as
+A winning trade is a trade where a strategy *made* money. Making money means that the strategy closed the position in a value that returned a profit, after all deducted fees. Formally, a winning trade will have a return $o_i > 0$. Similarly, a losing trade will have a return $o_j \leq 0$. With that, we can discover the set of all winning trades, $T_{win}$, as follows:
 
-```
-L = 1 – W
-```
+$$ T_{win} = \{ o \in O | o > 0 \} $$
+
+Similarly, we can discover the set of losing trades $T_{lose}$ as follows:
+
+$$ T_{lose} = \{o \in O | o \leq 0\} $$
+
+!!! Example
+    In a section where a strategy made three transactions $O = \{3.5, -1, 15, 0\}$:<br>
+    $T_{win} = \{3.5, 15\}$<br>
+    $T_{lose} = \{-1, 0\}$<br>
+
+### Win Rate and Lose Rate
+
+The win rate $W$ is the proportion of winning trades with respect to all the trades made by a strategy. We use the following function to compute the win rate:
+
+$$W = \frac{|T_{win}|}{N}$$
+
+Where $W$ is the win rate, $N$ is the number of trades and, $T_{win}$ is the set of all trades where the strategy made money.
+
+Similarly, we can compute the rate of losing trades:
+
+$$ 
+    L = \frac{|T_{lose}|}{N} 
+$$
+
+Where $L$ is the lose rate, $N$ is the amount of trades made and, $T_{lose}$ is the set of all trades where the strategy lost money. Note that the above formula is the same as calculating $L = 1 – W$ or $W = 1 – L$
 
 ### Risk Reward Ratio
 
-Risk Reward Ratio (*R*) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose:
+Risk Reward Ratio ($R$) is a formula used to measure the expected gains of a given investment against the risk of loss. It is basically what you potentially win divided by what you potentially lose. Formally:
 
-```
-R = Profit / Loss
-```
+$$ R = \frac{\text{potential_profit}}{\text{potential_loss}} $$
 
-Over time, on many trades, you can calculate your risk reward by dividing your average profit on winning trades by your average loss on losing trades:
+???+ Example "Worked example of $R$ calculation"
+    Let's say that you think that the price of *stonecoin* today is $10.0. You believe that, because they will start mining stonecoin, it will go up to $15.0 tomorrow. There is the risk that the stone is too hard, and the GPUs can't mine it, so the price might go to $0 tomorrow. You are planning to invest $100.<br>
+    Your potential profit is calculated as:<br>
+    $\begin{aligned} 
+        \text{potential_profit} &= (\text{potential_price} - \text{cost_per_unit}) * \frac{\text{investment}}{\text{cost_per_unit}} \\
+                                &= (15 - 10) * \frac{100}{15}\\
+                                &= 33.33
+    \end{aligned}$<br>
+    Since the price might go to $0, the $100 dolars invested could turn into 0. We can compute the Risk Reward Ratio as follows:<br>
+    $\begin{aligned}
+        R   &= \frac{\text{potential_profit}}{\text{potential_loss}}\\
+            &= \frac{33.33}{100}\\
+            &= 0.333...
+    \end{aligned}$<br>
+    What it effectivelly means is that the strategy have the potential to make $0.33 for each $1 invested. 
 
-```
-Average profit = (Sum of profits) / (Number of winning trades)
+On a long horizon, that is, on many trades, we can calculate the risk reward by dividing the strategy' average profit on winning trades by the strategy' average loss on losing trades. We can calculate the average profit, $\mu_{win}$, as follows:
 
-Average loss = (Sum of losses) / (Number of losing trades)
+$$ \text{average_profit} = \mu_{win} = \frac{\text{sum_of_profits}}{\text{count_winning_trades}} = \frac{\sum^{o \in T_{win}} o}{|T_{win}|} $$
 
-R = (Average profit) / (Average loss)
-```
+Similarly, we can calculate the average loss, $\mu_{lose}$, as follows:
+
+$$ \text{average_loss} = \mu_{lose} = \frac{\text{sum_of_losses}}{\text{count_losing_trades}} = \frac{\sum^{o \in T_{lose}} o}{|T_{lose}|} $$
+
+Finally, we can calculate the Risk Reward ratio, $R$, as follows:
+
+$$ R = \frac{\text{average_profit}}{\text{average_loss}} = \frac{\mu_{win}}{\mu_{lose}}\\ $$
+
+
+???+ Example "Worked example of $R$ calculation using mean profit/loss"
+    Let's say the strategy that we are using makes an average win $\mu_{win} = 2.06$ and an average loss $\mu_{loss} = 4.11$.<br>
+    We calculate the risk reward ratio as follows:<br>
+    $R = \frac{\mu_{win}}{\mu_{loss}} = \frac{2.06}{4.11} = 0.5012...$
+    
 
 ### Expectancy
 
-At this point we can combine *W* and *R* to create an expectancy ratio. This is a simple process of multiplying the risk reward ratio by the percentage of winning trades and subtracting the percentage of losing trades, which is calculated as follows:
+By combining the Win Rate $W$ and and the Risk Reward ratio $R$ to create an expectancy ratio $E$. A expectance ratio is the expected return of the investment made in a trade. We can compute the value of $E$ as follows:
 
-```
-Expectancy Ratio = (Risk Reward Ratio X Win Rate) – Loss Rate = (R X W) – L
-```
+$$E = R * W - L$$
 
-So lets say your Win rate is 28% and your Risk Reward Ratio is 5:
+!!! Example "Calculating $E$"
+    Let's say that a strategy has a win rate $W = 0.28$ and a risk reward ratio $R = 5$. What this means is that the strategy is expected to make 5 times the investment around on 28% of the trades it makes. Working out the example:<br>
+    $E = R * W - L = 5 * 0.28 - 0.72 = 0.68$
+    <br>
 
-```
-Expectancy = (5 X 0.28) – 0.72 = 0.68
-```
+The expectancy worked out in the example above means that, on average, this strategy' trades will return 1.68 times the size of its losses. Said another way, the strategy makes $1.68 for every $1 it loses, on average. 
 
-Superficially, this means that on average you expect this strategy’s trades to return 1.68 times the size of your loses. Said another way, you can expect to win $1.68 for every $1 you lose. This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
+This is important for two reasons: First, it may seem obvious, but you know right away that you have a positive return. Second, you now have a number you can compare to other candidate systems to make decisions about which ones you employ.
 
 It is important to remember that any system with an expectancy greater than 0 is profitable using past data. The key is finding one that will be profitable in the future.
 
 You can also use this value to evaluate the effectiveness of modifications to this system.
 
-**NOTICE:** It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology, but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
+!!! Note
+    It's important to keep in mind that Edge is testing your expectancy using historical data, there's no guarantee that you will have a similar edge in the future. It's still vital to do this testing in order to build confidence in your methodology but be wary of "curve-fitting" your approach to the historical data as things are unlikely to play out the exact same way for future trades.
 
 ## How does it work?
 
-If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
+Edge combines dynamic stoploss, dynamic positions, and whitelist generation into one isolated module which is then applied to the trading strategy. If enabled in config, Edge will go through historical data with a range of stoplosses in order to find buy and sell/stoploss signals. It then calculates win rate and expectancy over *N* trades for each stoploss. Here is an example:
 
 | Pair   |      Stoploss      |  Win Rate | Risk Reward Ratio | Expectancy |
 |----------|:-------------:|-------------:|------------------:|-----------:|
@@ -98,13 +149,13 @@ If enabled in config, Edge will go through historical data with a range of stopl
 | XZC/ETH  |  -0.03        |   0.52       |1.359670           | 0.228      |
 | XZC/ETH  |  -0.04        |   0.51       |1.234539           | 0.117      |
 
-The goal here is to find the best stoploss for the strategy in order to have the maximum expectancy. In the above example stoploss at 3% leads to the maximum expectancy according to historical data.
+The goal here is to find the best stoploss for the strategy in order to have the maximum expectancy. In the above example stoploss at $3%$ leads to the maximum expectancy according to historical data.
 
 Edge module then forces stoploss value it evaluated to your strategy dynamically.
 
 ### Position size
 
-Edge also dictates the stake amount for each trade to the bot according to the following factors:
+Edge dictates the amount at stake for each trade to the bot according to the following factors:
 
 - Allowed capital at risk
 - Stoploss
@@ -115,9 +166,9 @@ Allowed capital at risk is calculated as follows:
 Allowed capital at risk = (Capital available_percentage) X (Allowed risk per trade)
 ```
 
-Stoploss is calculated as described above against historical data.
+Stoploss is calculated as described above with respect to historical data.
 
-Your position size then will be:
+The position size is calculated as follows:
 
 ```
 Position size = (Allowed capital at risk) / Stoploss
@@ -125,19 +176,23 @@ Position size = (Allowed capital at risk) / Stoploss
 
 Example:
 
-Let's say the stake currency is ETH and you have 10 ETH on the exchange, your capital available percentage is 50% and you would allow 1% of risk for each trade. thus your available capital for trading is **10 x 0.5 = 5 ETH** and allowed capital at risk would be **5 x 0.01 = 0.05 ETH**.
+Let's say the stake currency is **ETH** and there is $10$ **ETH** on the wallet. The capital available percentage is $50%$ and the allowed risk per trade is $1\%$. Thus, the available capital for trading is $10 * 0.5 = 5$ **ETH** and the allowed capital at risk would be $5 * 0.01 = 0.05$ **ETH**.
 
-Let's assume Edge has calculated that for **XLM/ETH** market your stoploss should be at 2%. So your position size will be **0.05 / 0.02 = 2.5 ETH**.
+-   **Trade 1:** The strategy detects a new buy signal in the **XLM/ETH** market. `Edge Positioning` calculates a stoploss of $2\%$ and a position of $0.05 / 0.02 = 2.5$ **ETH**. The bot takes a position of $2.5$ **ETH** in the **XLM/ETH** market.
 
-Bot takes a position of 2.5 ETH on XLM/ETH (call it trade 1). Up next, you receive another buy signal while trade 1 is still open. This time on **BTC/ETH** market. Edge calculated stoploss for this market at 4%. So your position size would be 0.05 / 0.04 = 1.25 ETH (call it trade 2).
+-   **Trade 2:** The strategy detects a buy signal on the **BTC/ETH** market while **Trade 1** is still open. `Edge Positioning` calculates the stoploss of $4\%$ on this market. Thus, **Trade 2** position size is $0.05 / 0.04 = 1.25$ **ETH**.
 
-Note that available capital for trading didn’t change for trade 2 even if you had already trade 1. The available capital doesn’t mean the free amount on your wallet.
+!!! Tip "Available Capital $\neq$ Available in wallet"
+    The available capital for trading didn't change in **Trade 2** even with **Trade 1** still open. The available capital **is not** the free amount in the wallet.
 
-Now you have two trades open. The bot receives yet another buy signal for another market: **ADA/ETH**. This time the stoploss is calculated at 1%. So your position size is **0.05 / 0.01 = 5 ETH**. But there are already 3.75 ETH blocked in two previous trades. So the position size for this third trade would be **5 – 3.75 = 1.25 ETH**.
+-   **Trade 3:** The strategy detects a buy signal in the **ADA/ETH** market. `Edge Positioning` calculates a stoploss of $1\%$ and a position of $0.05 / 0.01 = 5$ **ETH**. Since **Trade 1** has $2.5$ **ETH** blocked and **Trade 2** has $1.25$ **ETH** blocked, there is only $5 - 1.25 - 2.5 = 1.25$ **ETH** available. Hence, the position size of **Trade 3** is $1.25$ **ETH**. 
 
-Available capital doesn’t change before a position is sold. Let’s assume that trade 1 receives a sell signal and it is sold with a profit of 1 ETH. Your total capital on exchange would be 11 ETH and the available capital for trading becomes 5.5 ETH.
+!!! Tip "Available Capital Updates"
+    The available capital does not change before a position is sold. After a trade is closed the Available Capital goes up if the trade was profitable or goes down if the trade was a loss.
 
-So the Bot receives another buy signal for trade 4 with a stoploss at 2% then your position size would be **0.055 / 0.02 = 2.75 ETH**.
+-   The strategy detects a sell signal in the **XLM/ETH** market. The bot exits **Trade 1** for a profit of $1$ **ETH**. The total capital in the wallet becomes $11$ **ETH** and the available capital for trading becomes $5.5$ **ETH**.
+
+-   **Trade 4** The strategy detects a new buy signal int the **XLM/ETH** market. `Edge Positioning` calculates the stoploss of $2%$, and the position size of $0.055 / 0.02 = 2.75$ **ETH**.
 
 ## Configurations
 
@@ -148,7 +203,6 @@ Edge module has following configuration options:
 | `enabled` | If true, then Edge will run periodically. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `process_throttle_secs` | How often should Edge run in seconds. <br>*Defaults to `3600` (once per hour).* <br> **Datatype:** Integer
 | `calculate_since_number_of_days` | Number of days of data against which Edge calculates Win Rate, Risk Reward and Expectancy. <br> **Note** that it downloads historical data so increasing this number would lead to slowing down the bot. <br>*Defaults to `7`.* <br> **Datatype:** Integer
-| `capital_available_percentage` | **DEPRECATED - [replaced with `tradable_balance_ratio`](configuration.md#Available balance)** This is the percentage of the total capital on exchange in stake currency. <br>As an example if you have 10 ETH available in your wallet on the exchange and this value is 0.5 (which is 50%), then the bot will use a maximum amount of 5 ETH for trading and considers it as available capital. <br>*Defaults to `0.5`.* <br> **Datatype:** Float
 | `allowed_risk` | Ratio of allowed risk per trade. <br>*Defaults to `0.01` (1%)).* <br> **Datatype:** Float
 | `stoploss_range_min` | Minimum stoploss. <br>*Defaults to `-0.01`.* <br> **Datatype:** Float
 | `stoploss_range_max` | Maximum stoploss. <br>*Defaults to `-0.10`.* <br> **Datatype:** Float
@@ -156,7 +210,7 @@ Edge module has following configuration options:
 | `minimum_winrate` | It filters out pairs which don't have at least minimum_winrate. <br>This comes handy if you want to be conservative and don't comprise win rate in favour of risk reward ratio. <br>*Defaults to `0.60`.* <br> **Datatype:** Float
 | `minimum_expectancy` | It filters out pairs which have the expectancy lower than this number. <br>Having an expectancy of 0.20 means if you put 10$ on a trade you expect a 12$ return. <br>*Defaults to `0.20`.* <br> **Datatype:** Float
 | `min_trade_number` | When calculating *W*, *R* and *E* (expectancy) against historical data, you always want to have a minimum number of trades. The more this number is the more Edge is reliable. <br>Having a win rate of 100% on a single trade doesn't mean anything at all. But having a win rate of 70% over past 100 trades means clearly something. <br>*Defaults to `10` (it is highly recommended not to decrease this number).* <br> **Datatype:** Integer
-| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe (ticker interval). As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
+| `max_trade_duration_minute` | Edge will filter out trades with long duration. If a trade is profitable after 1 month, it is hard to evaluate the strategy based on it. But if most of trades are profitable and they have maximum duration of 30 minutes, then it is clearly a good sign.<br>**NOTICE:** While configuring this value, you should take into consideration your timeframe. As an example filtering out trades having duration less than one day for a strategy which has 4h interval does not make sense. Default value is set assuming your strategy interval is relatively small (1m or 5m, etc.).<br>*Defaults to `1440` (one day).* <br> **Datatype:** Integer
 | `remove_pumps` | Edge will remove sudden pumps in a given market while going through historical data. However, given that pumps happen very often in crypto markets, we recommend you keep this off.<br>*Defaults to `false`.* <br> **Datatype:** Boolean
 
 ## Running Edge independently
@@ -169,23 +223,29 @@ freqtrade edge
 
 An example of its output:
 
-| pair      |   stoploss |   win rate |   risk reward ratio |   required risk reward |   expectancy |   total number of trades |   average duration (min) |
-|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-------------------------:|-------------------------:|
-| AGI/BTC   |      -0.02 |       0.64 |                5.86 |                   0.56 |         3.41 |                       14 |                       54 |
-| NXS/BTC   |      -0.03 |       0.64 |                2.99 |                   0.57 |         1.54 |                       11 |                       26 |
-| LEND/BTC  |      -0.02 |       0.82 |                2.05 |                   0.22 |         1.50 |                       11 |                       36 |
-| VIA/BTC   |      -0.01 |       0.55 |                3.01 |                   0.83 |         1.19 |                       11 |                       48 |
-| MTH/BTC   |      -0.09 |       0.56 |                2.82 |                   0.80 |         1.12 |                       18 |                       52 |
-| ARDR/BTC  |      -0.04 |       0.42 |                3.14 |                   1.40 |         0.73 |                       12 |                       42 |
-| BCPT/BTC  |      -0.01 |       0.71 |                1.34 |                   0.40 |         0.67 |                       14 |                       30 |
-| WINGS/BTC |      -0.02 |       0.56 |                1.97 |                   0.80 |         0.65 |                       27 |                       42 |
-| VIBE/BTC  |      -0.02 |       0.83 |                0.91 |                   0.20 |         0.59 |                       12 |                       35 |
-| MCO/BTC   |      -0.02 |       0.79 |                0.97 |                   0.27 |         0.55 |                       14 |                       31 |
-| GNT/BTC   |      -0.02 |       0.50 |                2.06 |                   1.00 |         0.53 |                       18 |                       24 |
-| HOT/BTC   |      -0.01 |       0.17 |                7.72 |                   4.81 |         0.50 |                      209 |                        7 |
-| SNM/BTC   |      -0.03 |       0.71 |                1.06 |                   0.42 |         0.45 |                       17 |                       38 |
-| APPC/BTC  |      -0.02 |       0.44 |                2.28 |                   1.27 |         0.44 |                       25 |                       43 |
-| NEBL/BTC  |      -0.03 |       0.63 |                1.29 |                   0.58 |         0.44 |                       19 |                       59 |
+| **pair**     |   **stoploss** |   **win rate** |   **risk reward ratio** |   **required risk reward** |   **expectancy** |   **total number of trades** |   **average duration (min)** |
+|:----------|-----------:|-----------:|--------------------:|-----------------------:|-------------:|-----------------:|---------------:|
+| **AGI/BTC**   |      -0.02 |       0.64 |                5.86 |                   0.56 |         3.41 |                       14 |                       54 |
+| **NXS/BTC**   |      -0.03 |       0.64 |                2.99 |                   0.57 |         1.54 |                       11 |                       26 |
+| **LEND/BTC**  |      -0.02 |       0.82 |                2.05 |                   0.22 |         1.50 |                       11 |                       36 |
+| **VIA/BTC**   |      -0.01 |       0.55 |                3.01 |                   0.83 |         1.19 |                       11 |                       48 |
+| **MTH/BTC**   |      -0.09 |       0.56 |                2.82 |                   0.80 |         1.12 |                       18 |                       52 |
+| **ARDR/BTC**  |      -0.04 |       0.42 |                3.14 |                   1.40 |         0.73 |                       12 |                       42 |
+| **BCPT/BTC**  |      -0.01 |       0.71 |                1.34 |                   0.40 |         0.67 |                       14 |                       30 |
+| **WINGS/BTC** |      -0.02 |       0.56 |                1.97 |                   0.80 |         0.65 |                       27 |                       42 |
+| **VIBE/BTC**  |      -0.02 |       0.83 |                0.91 |                   0.20 |         0.59 |                       12 |                       35 |
+| **MCO/BTC**   |      -0.02 |       0.79 |                0.97 |                   0.27 |         0.55 |                       14 |                       31 |
+| **GNT/BTC**   |      -0.02 |       0.50 |                2.06 |                   1.00 |         0.53 |                       18 |                       24 |
+| **HOT/BTC**   |      -0.01 |       0.17 |                7.72 |                   4.81 |         0.50 |                      209 |                        7 |
+| **SNM/BTC**   |      -0.03 |       0.71 |                1.06 |                   0.42 |         0.45 |                       17 |                       38 |
+| **APPC/BTC**  |      -0.02 |       0.44 |                2.28 |                   1.27 |         0.44 |                       25 |                       43 |
+| **NEBL/BTC**  |      -0.03 |       0.63 |                1.29 |                   0.58 |         0.44 |                       19 |                       59 |
+
+Edge produced the above table by comparing `calculate_since_number_of_days` to `minimum_expectancy` to find `min_trade_number` historical information based on the config file. The timerange Edge uses for its comparisons can be further limited by using the `--timerange` switch.
+
+In live and dry-run modes, after the `process_throttle_secs` has passed, Edge will again process `calculate_since_number_of_days` against `minimum_expectancy` to find `min_trade_number`. If no `min_trade_number` is found, the bot will return "whitelist empty". Depending on the trade strategy being deployed, "whitelist empty" may be return much of the time - or *all* of the time. The use of Edge may also cause trading to occur in bursts, though this is rare.
+
+If you encounter "whitelist empty" a lot, condsider tuning `calculate_since_number_of_days`, `minimum_expectancy`  and `min_trade_number` to align to the trading frequency of your strategy.
 
 ### Update cached pairs with the latest data
 
@@ -212,3 +272,6 @@ The full timerange specification:
 * Use tickframes since 2018/01/31: `--timerange=20180131-`
 * Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
 * Use tickframes between POSIX timestamps 1527595200 1527618600: `--timerange=1527595200-1527618600`
+
+
+[^1]: Question extracted from MIT Opencourseware S096 - Mathematics with applications in Finance: https://ocw.mit.edu/courses/mathematics/18-s096-topics-in-mathematics-with-applications-in-finance-fall-2013/

docs/exchanges.md

@@ -30,6 +30,15 @@ Binance has been split into 3, and users must use the correct ccxt exchange ID f
 The Kraken API does only provide 720 historic candles, which is sufficient for Freqtrade dry-run and live trade modes, but is a problem for backtesting.
 To download data for the Kraken exchange, using `--dl-trades` is mandatory, otherwise the bot will download the same 720 candles over and over, and you'll not have enough backtest data.
 
+Due to the heavy rate-limiting applied by Kraken, the following configuration section should be used to download data:
+
+``` json
+    "ccxt_async_config": {
+        "enableRateLimit": true,
+        "rateLimit": 3100
+    },
+```
+
 ## Bittrex
 
 ### Order types
@@ -62,6 +71,30 @@ res = [ f"{x['MarketCurrency']}/{x['BaseCurrency']}" for x in ct.publicGetMarket
 print(res)
 ```
 
+## FTX
+
+!!! Tip "Stoploss on Exchange"
+    FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide.
+
+
+### Using subaccounts
+
+To use subaccounts with FTX, you need to edit the configuration and add the following:
+
+``` json
+"exchange": {
+    "ccxt_config": {
+        "headers": {
+            "FTX-SUBACCOUNT": "name"
+        }
+    },
+}
+```
+
+!!! Note
+    Older versions of freqtrade may require this key to be added to `"ccxt_async_config"` as well.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

docs/faq.md

@@ -1,5 +1,9 @@
 # Freqtrade FAQ
 
+## Beginner Tips & Tricks
+
+* When you work with your strategy & hyperopt file you should use a proper code editor like vscode or Pycharm. A good code editor will provide syntax highlighting as well as line numbers, making it easy to find syntax errors (most likely, pointed out by Freqtrade during startup).
+
 ## Freqtrade common issues
 
 ### The bot does not start
@@ -15,10 +19,12 @@ This could have the following reasons:
 
 ### 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
+* 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!
 
+* Or it may because of a configuration error? Best check the logs, it's usually telling you if the bot is simply not getting buy signals (only heartbeat messages), or if there is something wrong (errors / exceptions in the log).
+
 ### I have made 12 trades already, why is my total profit negative?!
 
 I understand your disappointment but unfortunately 12 trades is just
@@ -45,6 +51,20 @@ the tutorial [here|Testing-new-strategies-with-Hyperopt](bot-usage.md#hyperopt-c
 
 You can use the `/forcesell all` command from Telegram.
 
+### I want to run multiple bots on the same machine
+
+Please look at the [advanced setup documentation Page](advanced-setup.md#running-multiple-instances-of-freqtrade).
+
+### I'm getting "Missing data fillup" messages in the log
+
+This message is just a warning that the latest candles had missing candles in them.
+Depending on the exchange, this can indicate that the pair didn't have a trade for the timeframe you are using - and the exchange does only return candles with volume.
+On low volume pairs, this is a rather common occurance.
+
+If this happens for all pairs in the pairlist, this might indicate a recent exchange downtime. Please check your exchange's public channels for details.
+
+Irrespectively of the reason, Freqtrade will fill up these candles with "empty" candles, where open, high, low and close are set to the previous candle close - and volume is empty. In a chart, this will look like a `_` - and is aligned with how exchanges usually represent 0 volume candles.
+
 ### I'm getting the "RESTRICTED_MARKET" message in the log
 
 Currently known to happen for US Bittrex users.  
@@ -69,7 +89,7 @@ Same fix should be done in the configuration file, if order types are defined in
 
 ### How do I search the bot logs for something?
 
-By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility subcommands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.
+By default, the bot writes its log into stderr stream. This is implemented this way so that you can easily separate the bot's diagnostics messages from Backtesting, Edge and Hyperopt results, output from other various Freqtrade utility sub-commands, as well as from the output of your custom `print()`'s you may have inserted into your strategy. So if you need to search the log messages with the grep utility, you need to redirect stderr to stdout and disregard stdout.
 
 * In unix shells, this normally can be done as simple as:
 ```shell
@@ -94,7 +114,7 @@ and then grep it as:
 ```shell
 $ cat /path/to/mylogfile.log | grep 'something'
 ```
-or even on the fly, as the bot works and the logfile grows:
+or even on the fly, as the bot works and the log file grows:
 ```shell
 $ tail -f /path/to/mylogfile.log | grep 'something'
 ```
@@ -115,25 +135,27 @@ to find a great result (unless if you are very lucky), so you probably
 have to run it for 10.000 or more. But it will take an eternity to
 compute.
 
-We recommend you to run it at least 10.000 epochs:
+Since hyperopt uses Bayesian search, running for too many epochs may not produce greater results.
+
+It's therefore recommended to run between 500-1000 epochs over and over until you hit at least 10.000 epochs in total (or are satisfied with the result). You can best judge by looking at the results - if the bot keeps discovering better strategies, it's best to keep on going.
 
 ```bash
-freqtrade hyperopt -e 10000
+freqtrade hyperopt -e 1000
 ```
 
 or if you want intermediate result to see
 
 ```bash
-for i in {1..100}; do freqtrade hyperopt -e 100; done
+for i in {1..100}; do freqtrade hyperopt -e 1000; done
 ```
 
-### Why it is so long to run hyperopt?
+### Why does it take a long time to run hyperopt?
 
-Finding a great Hyperopt results takes time.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/enQtNjU5ODcwNjI1MDU3LTU1MTgxMjkzNmYxNWE1MDEzYzQ3YmU4N2MwZjUyNjJjODRkMDVkNjg4YTAyZGYzYzlhOTZiMTE4ZjQ4YzM0OGE) - or the Freqtrade [discord community](https://discord.gg/X89cVG). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
-If you wonder why it takes a while to find great hyperopt results
+* If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 
-This answer was written during the under the release 0.15.1, when we had:
+This answer was written during the release 0.15.1, when we had:
 
 - 8 triggers
 - 9 guards: let's say we evaluate even 10 values from each
@@ -143,7 +165,14 @@ The following calculation is still very rough and not very precise
 but it will give the idea. With only these triggers and guards there is
 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.
+of the search space, assuming that the bot never tests the same parameters more than once.
+
+* The time it takes to run 1000 hyperopt epochs depends on things like: The available cpu, hard-disk, ram, timeframe, timerange, indicator settings, indicator count, amount of coins that hyperopt test strategies on and the resulting trade count - which can be 650 trades in a year or 10.0000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades. 
+
+Example: 4% profit 650 times vs 0,3% profit a trade 10.000 times in a year. If we assume you set the --timerange to 365 days. 
+
+Example: 
+`freqtrade --config config.json --strategy SampleStrategy --hyperopt SampleHyperopt -e 1000 --timerange 20190601-20200601`
 
 ## Edge module
 
@@ -151,7 +180,7 @@ of the search space.
 
 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:
+You can find further info on expectancy, win rate, 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

docs/hyperopt.md

@@ -124,9 +124,9 @@ To avoid naming collisions in the search-space, please prefix all sell-spaces wi
 
 #### Using timeframe as a part of the Strategy
 
-The Strategy class exposes the timeframe (ticker interval) value as the `self.ticker_interval` attribute.
-The same value is available as class-attribute `HyperoptName.ticker_interval`.
-In the case of the linked sample-value this would be `SampleHyperOpt.ticker_interval`.
+The Strategy class exposes the timeframe value as the `self.timeframe` attribute.
+The same value is available as class-attribute `HyperoptName.timeframe`.
+In the case of the linked sample-value this would be `SampleHyperOpt.timeframe`.
 
 ## Solving a Mystery
 
@@ -229,7 +229,7 @@ Because hyperopt tries a lot of combinations to find the best parameters it will
 We strongly recommend to use `screen` or `tmux` to prevent any connection loss.
 
 ```bash
-freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 5000 --spaces all
+freqtrade hyperopt --config config.json --hyperopt <hyperoptname> -e 500 --spaces all
 ```
 
 Use `<hyperoptname>` as the name of the custom hyperopt used.
@@ -265,7 +265,7 @@ freqtrade hyperopt --timerange 20180401-20180501
 Hyperopt can reuse `populate_indicators`, `populate_buy_trend`, `populate_sell_trend` from your strategy, assuming these methods are **not** in your custom hyperopt file, and a strategy is provided.
 
 ```bash
-freqtrade hyperopt --strategy SampleStrategy --customhyperopt SampleHyperopt
+freqtrade hyperopt --strategy SampleStrategy --hyperopt SampleHyperopt
 ```
 
 ### Running Hyperopt with Smaller Search Space
@@ -370,6 +370,9 @@ By default, hyperopt prints colorized results -- epochs with positive profit are
 
 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.
 
+!!! Note "Windows and color output"
+    Windows does not support color-output nativly, therefore it is automatically disabled. To have color-output for hyperopt running under windows, please consider using WSL.
+
 ### Understand Hyperopt ROI results
 
 If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'default' or 'roi'), your result will look as follows and include a ROI table:
@@ -403,7 +406,7 @@ As stated in the comment, you can also use it as the value of the `minimal_roi`
 
 #### Default ROI Search Space
 
-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). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the ticker_interval used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
+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). Hyperopt implements adaptive ranges for ROI tables with ranges for values in the ROI steps that depend on the timeframe used. By default the values vary in the following ranges (for some of the most used timeframes, values are rounded to 5 digits after the decimal point):
 
 | # step | 1m     |                   | 5m       |             | 1h         |                   | 1d           |                   |
 | ------ | ------ | ----------------- | -------- | ----------- | ---------- | ----------------- | ------------ | ----------------- |
@@ -412,7 +415,7 @@ If you are optimizing ROI, Freqtrade creates the 'roi' optimization hyperspace f
 | 3      | 4...20 | 0.00387...0.01547 | 20...100 | 0.01...0.04 | 240...1200 | 0.02294...0.09177 | 5760...28800 | 0.04059...0.16237 |
 | 4      | 6...44 | 0.0               | 30...220 | 0.0         | 360...2640 | 0.0               | 8640...63360 | 0.0               |
 
-These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe (ticker interval) used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
+These ranges should be sufficient in most cases. The minutes in the steps (ROI dict keys) are scaled linearly depending on the timeframe used. The ROI values in the steps (ROI dict values) are scaled logarithmically depending on the timeframe used.
 
 If you have the `generate_roi_table()` and `roi_space()` methods in your custom hyperopt file, remove them in order to utilize these adaptive ROI tables and the ROI hyperoptimization space generated by Freqtrade by default.
 
@@ -487,7 +490,7 @@ As stated in the comment, you can also use it as the values of the corresponding
 
 If you are optimizing trailing stop values, Freqtrade creates the 'trailing' optimization hyperspace for you. By default, the `trailing_stop` parameter is always set to True in that hyperspace, the value of the `trailing_only_offset_is_reached` vary between True and False, the values of the `trailing_stop_positive` and `trailing_stop_positive_offset` parameters vary in the ranges 0.02...0.35 and 0.01...0.1 correspondingly, which is sufficient in most cases.
 
-Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py).
+Override the `trailing_space()` method and define the desired range in it if you need values of the trailing stop parameters to vary in other ranges during hyperoptimization. A sample for this method can be found in [user_data/hyperopts/sample_hyperopt_advanced.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py).
 
 ## Show details of Hyperopt results
 
@@ -498,8 +501,3 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
 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
-
-Now you have a perfect bot and want to control it from Telegram. Your
-next step is to learn the [Telegram usage](telegram-usage.md).

docs/index.md

@@ -8,7 +8,7 @@
 <!-- Place this tag where you want the button to render. -->
 <a class="github-button" href="https://github.com/freqtrade/freqtrade/fork" data-icon="octicon-repo-forked" data-size="large" aria-label="Fork freqtrade/freqtrade on GitHub">Fork</a>
 <!-- Place this tag where you want the button to render. -->
-<a class="github-button" href="https://github.com/freqtrade/freqtrade/archive/master.zip" data-icon="octicon-cloud-download" data-size="large" aria-label="Download freqtrade/freqtrade on GitHub">Download</a>
+<a class="github-button" href="https://github.com/freqtrade/freqtrade/archive/stable.zip" data-icon="octicon-cloud-download" data-size="large" aria-label="Download freqtrade/freqtrade on GitHub">Download</a>
 <!-- Place this tag where you want the button to render. -->
 <a class="github-button" href="https://github.com/freqtrade" data-size="large" aria-label="Follow @freqtrade on GitHub">Follow @freqtrade</a>
 
@@ -37,13 +37,9 @@ Freqtrade is a crypto-currency algorithmic trading software developed in python
 
 ## Requirements
 
-### Up to date clock
-
-The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
-
 ### Hardware requirements
 
-To run this bot we recommend you a cloud instance with a minimum of:
+To run this bot we recommend you a linux cloud instance with a minimum of:
 
 - 2GB RAM
 - 1GB disk space

docs/installation.md

@@ -13,11 +13,14 @@ 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)
+* [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
 * [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html) (install instructions below)
 
  We also recommend a [Telegram bot](telegram-usage.md#setup-your-telegram-bot), which is optional but recommended.
 
+!!! Warning "Up-to-date clock"
+    The clock on the system running the bot must be accurate, synchronized to a NTP server frequently enough to avoid problems with communication to the exchanges.
+
 ## Quick start
 
 Freqtrade provides the Linux/MacOS Easy Installation script to install all dependencies and help you configure the bot.
@@ -28,7 +31,7 @@ Freqtrade provides the Linux/MacOS Easy Installation script to install all depen
 The easiest way to install and run Freqtrade is to clone the bot Github repository and then run the Easy Installation script, if it's available for your platform.
 
 !!! Note "Version considerations"
-    When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `master` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
+    When cloning the repository the default working branch has the name `develop`. This branch contains all last features (can be considered as relatively stable, thanks to automated tests). The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
 
 !!! Note
     Python3.6 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.
@@ -38,11 +41,11 @@ This can be achieved with the following commands:
 ```bash
 git clone https://github.com/freqtrade/freqtrade.git
 cd freqtrade
-git checkout master  # Optional, see (1)
+# git checkout stable  # Optional, see (1)
 ./setup.sh --install
 ```
 
-(1) This command switches the cloned repository to the use of the `master` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout master`/`git checkout develop` commands.
+(1) This command switches the cloned repository to the use of the `stable` branch. It's not needed if you wish to stay on the `develop` branch. You may later switch between branches at any time with the `git checkout stable`/`git checkout develop` commands.
 
 ## Easy Installation Script (Linux/MacOS)
 
@@ -53,7 +56,7 @@ $ ./setup.sh
 usage:
 	-i,--install    Install freqtrade from scratch
 	-u,--update     Command git pull to update.
-	-r,--reset      Hard reset your develop/master branch.
+	-r,--reset      Hard reset your develop/stable branch.
 	-c,--config     Easy config generator (Will override your existing file).
 ```
 
@@ -73,12 +76,16 @@ This option will pull the last version of your current branch and update your vi
 
 ** --reset **
 
-This option will hard reset your branch (only if you are on either `master` or `develop`) and recreate your virtualenv.
+This option will hard reset your branch (only if you are on either `stable` or `develop`) and recreate your virtualenv.
 
 ** --config **
 
 DEPRECATED - use `freqtrade new-config -c config.json` instead.
 
+### Activate your virtual environment
+
+Each time you open a new terminal, you must run `source .env/bin/activate`.
+
 ------
 
 ## Custom Installation
@@ -89,36 +96,34 @@ OS Specific steps are listed first, the [Common](#common) section below is neces
 !!! Note
     Python3.6 or higher and the corresponding pip are assumed to be available.
 
-### Linux - Ubuntu 16.04
+=== "Ubuntu 16.04"
+    #### Install necessary dependencies
 
-#### Install necessary dependencies
+    ```bash
+    sudo apt-get update
+    sudo apt-get install build-essential git
+    ```
 
-```bash
-sudo apt-get update
-sudo apt-get install build-essential git
-```
+=== "RaspberryPi/Raspbian"
+    The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019.
+    This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running.
 
-### Raspberry Pi / Raspbian
+    Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
 
-The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/) from at least September 2019.
-This image comes with python3.7 preinstalled, making it easy to get freqtrade up and running.
+    ``` bash
+    sudo apt-get install python3-venv libatlas-base-dev
+    git clone https://github.com/freqtrade/freqtrade.git
+    cd freqtrade
 
-Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
+    bash setup.sh -i
+    ```
 
-``` bash
-sudo apt-get install python3-venv libatlas-base-dev
-git clone https://github.com/freqtrade/freqtrade.git
-cd freqtrade
+    !!! Note "Installation duration"
+        Depending on your internet speed and the Raspberry Pi version, installation can take multiple hours to complete.
 
-bash setup.sh -i
-```
-
-!!! Note "Installation duration"
-    Depending on your internet speed and the Raspberry Pi version, installation can take multiple hours to complete.
-
-!!! Note
-    The above does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`.
-    We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine.
+    !!! Note
+        The above does not install hyperopt dependencies. To install these, please use `python3 -m pip install -e .[hyperopt]`.
+        We do not advise to run hyperopt on a Raspberry Pi, since this is a very resource-heavy operation, which should be done on powerful machine.
 
 ### Common
 
@@ -169,12 +174,7 @@ Clone the git repository:
 ```bash
 git clone https://github.com/freqtrade/freqtrade.git
 cd freqtrade
-```
-
-Optionally checkout the master branch to get the latest stable release:
-
-```bash
-git checkout master
+git checkout stable
 ```
 
 #### 4. Install python dependencies
@@ -212,73 +212,19 @@ On Linux, as an optional post-installation task, you may wish to setup the bot t
 
 ------
 
-## Using Conda
+### Anaconda
 
 Freqtrade can also be installed using Anaconda (or Miniconda).
 
+!!! Note
+    This requires the [ta-lib](#1-install-ta-lib) C-library to be installed first. See below.
+
 ``` 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).
-
-If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
-If that is not available on your system, feel free to try the instructions below, which led to success for some.
-
-### Install freqtrade manually
-
-!!! Note
-    Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
-
-!!! Hint
-    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Conda section](#using-conda) in this document for more information.
-
-#### Clone the git repository
-
-```bash
-git clone https://github.com/freqtrade/freqtrade.git
-```
-
-#### Install ta-lib
-
-Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
-
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl` (make sure to use the version matching your python version)
-
-```cmd
->cd \path\freqtrade-develop
->python -m venv .env
->.env\Scripts\activate.bat
-REM optionally install ta-lib from wheel
-REM >pip install TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl
->pip install -r requirements.txt
->pip install -e .
->freqtrade
-```
-
-> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
-
-#### Error during installation under Windows
-
-``` bash
-error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
-```
-
-Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
-
-The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first.
-
----
-
-Now you have an environment ready, the next step is
-[Bot Configuration](configuration.md).
-
-## Troubleshooting
+-----
+## Troubleshooting 
 
 ### MacOS installation error
 
@@ -291,4 +237,9 @@ For MacOS 10.14, this can be accomplished with the below command.
 open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.14.pkg
 ```
 
-If this file is inexistant, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
+If this file is inexistent, then you're probably on a different version of MacOS, so you may need to consult the internet for specific resolution details.
+
+-----
+
+Now you have an environment ready, the next step is
+[Bot Configuration](configuration.md).

docs/javascripts/config.js

@@ -0,0 +1,12 @@
+window.MathJax = {
+  tex: {
+    inlineMath: [["\\(", "\\)"]],
+    displayMath: [["\\[", "\\]"]],
+    processEscapes: true,
+    processEnvironments: true
+  },
+  options: {
+    ignoreHtmlClass: ".*|",
+    processHtmlClass: "arithmatex"
+  }
+};

docs/plotting.md

@@ -31,7 +31,7 @@ usage: freqtrade plot-dataframe [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [--plot-limit INT] [--db-url PATH]
                                 [--trade-source {DB,file}] [--export EXPORT]
                                 [--export-filename PATH]
-                                [--timerange TIMERANGE] [-i TICKER_INTERVAL]
+                                [--timerange TIMERANGE] [-i TIMEFRAME]
                                 [--no-trades]
 
 optional arguments:
@@ -65,7 +65,7 @@ optional arguments:
                         _today.json`
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
   --no-trades           Skip using trades from backtesting file and DB.
@@ -224,10 +224,11 @@ Possible options for the `freqtrade plot-profit` subcommand:
 
 ```
 usage: freqtrade plot-profit [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                             [-d PATH] [--userdir PATH] [-p PAIRS [PAIRS ...]]
+                             [-d PATH] [--userdir PATH] [-s NAME]
+                             [--strategy-path PATH] [-p PAIRS [PAIRS ...]]
                              [--timerange TIMERANGE] [--export EXPORT]
                              [--export-filename PATH] [--db-url PATH]
-                             [--trade-source {DB,file}] [-i TICKER_INTERVAL]
+                             [--trade-source {DB,file}] [-i TIMEFRAME]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -250,7 +251,7 @@ optional arguments:
   --trade-source {DB,file}
                         Specify the source for trades (Can be DB or file
                         (backtest file)) Default: file
-  -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
+  -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify ticker interval (`1m`, `5m`, `30m`, `1h`,
                         `1d`).
 
@@ -261,14 +262,20 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
 
+Strategy arguments:
+  -s NAME, --strategy NAME
+                        Specify strategy class name which will be used by the
+                        bot.
+  --strategy-path PATH  Specify additional strategy lookup path.
 ```
 
 The `-p/--pairs`  argument, can be used to limit the pairs that are considered for this calculation.
@@ -278,7 +285,7 @@ Examples:
 Use custom backtest-export file
 
 ``` bash
-freqtrade plot-profit  -p LTC/BTC --export-filename user_data/backtest_results/backtest-result-Strategy005.json
+freqtrade plot-profit  -p LTC/BTC --export-filename user_data/backtest_results/backtest-result.json
 ```
 
 Use custom database

docs/requirements-docs.txt

@@ -1,2 +1,2 @@
-mkdocs-material==5.1.3
+mkdocs-material==5.5.13
 mdx_truly_sane_lists==1.2

docs/rest-api.md

@@ -11,6 +11,9 @@ Sample configuration:
         "enabled": true,
         "listen_ip_address": "127.0.0.1",
         "listen_port": 8080,
+        "verbosity": "info",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
         "username": "Freqtrader",
         "password": "SuperSecret1!"
     },
@@ -29,7 +32,7 @@ This should return the response:
 {"status":"pong"}
 ```
 
-All other endpoints return sensitive info and require authentication, so are not available through a web browser.
+All other endpoints return sensitive info and require authentication and are therefore not available through a web browser.
 
 To generate a secure password, either use a password manager, or use the below code snipped.
 
@@ -38,9 +41,12 @@ import secrets
 secrets.token_hex()
 ```
 
+!!! Hint
+    Use the same method to also generate a JWT secret key (`jwt_secret_key`).
+
 ### Configuration with docker
 
-If you run your bot using docker, you'll need to have the bot listen to incomming connections. The security is then handled by docker.
+If you run your bot using docker, you'll need to have the bot listen to incoming connections. The security is then handled by docker.
 
 ``` json
     "api_server": {
@@ -100,26 +106,30 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 
 ## Available commands
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `start` | | Starts the trader
-| `stop` | | Stops the trader
-| `stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `reload_conf` | | Reloads the configuration file
-| `show_config` | | Shows part of the current configuration with relevant settings to operation
-| `status` | | Lists all open trades
-| `count` | | Displays number of trades used and available
-| `profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
-| `forcesell <trade_id>` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
-| `forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `performance` | | Show performance of each finished trade grouped by pair
-| `balance` | | Show account balance per currency
-| `daily <n>` | 7 | Shows profit or loss per day, over the last n days
-| `whitelist` | | Show the current whitelist
-| `blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `edge` | | Show validated pairs by Edge if it is enabled.
-| `version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `ping` | Simple command testing the API Readiness - requires no authentication.
+| `start` | Starts the trader
+| `stop` | Stops the trader
+| `stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `reload_config` | Reloads the configuration file
+| `trades` | List last trades.
+| `delete_trade <trade_id>` | Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `show_config` | Shows part of the current configuration with relevant settings to operation
+| `logs` | Shows last log messages
+| `status` | Lists all open trades
+| `count` | Displays number of trades used and available
+| `profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
+| `forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `performance` | Show performance of each finished trade grouped by pair
+| `balance` | Show account balance per currency
+| `daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `whitelist` | Show the current whitelist
+| `blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `edge` | Show validated pairs by Edge if it is enabled.
+| `version` | Show version
 
 Possible commands can be listed from the rest-client script using the `help` command.
 
@@ -129,76 +139,129 @@ python3 scripts/rest_client.py help
 
 ``` output
 Possible commands:
+
 balance
-        Get the account balance
-        :returns: json object
+	Get the account balance.
 
 blacklist
-        Show the current blacklist
+	Show the current blacklist.
+
         :param add: List of coins to add (example: "BNB/BTC")
-        :returns: json object
 
 count
-        Returns the amount of open trades
-        :returns: json object
+	Return the amount of open trades.
 
 daily
-        Returns the amount of open trades
-        :returns: json object
+	Return the amount of open trades.
+
+delete_trade
+	Delete trade from the database.
+        Tries to close open orders. Requires manual handling of this asset on the exchange.
+
+        :param trade_id: Deletes the trade with this ID from the database.
 
 edge
-        Returns information about edge
-        :returns: json object
+	Return information about edge.
 
 forcebuy
-        Buy an asset
+	Buy an asset.
+
         :param pair: Pair to buy (ETH/BTC)
         :param price: Optional - price to buy
-        :returns: json object of the trade
 
 forcesell
-        Force-sell a trade
+	Force-sell a trade.
+
         :param tradeid: Id of the trade (can be received via status command)
-        :returns: json object
+
+logs
+	Show latest logs.
+
+        :param limit: Limits log messages to the last <limit> logs. No limit to get all the trades.
 
 performance
-        Returns the performance of the different coins
-        :returns: json object
+	Return the performance of the different coins.
 
 profit
-        Returns the profit summary
-        :returns: json object
+	Return the profit summary.
 
-reload_conf
-        Reload configuration
-        :returns: json object
+reload_config
+	Reload configuration.
 
 show_config
+	
         Returns part of the configuration, relevant for trading operations.
-        :return: json object containing the version
 
 start
-        Start the bot if it's in stopped state.
-        :returns: json object
+	Start the bot if it's in the stopped state.
 
 status
-        Get the status of open trades
-        :returns: json object
+	Get the status of open trades.
 
 stop
-        Stop the bot. Use start to restart
-        :returns: json object
+	Stop the bot. Use `start` to restart.
 
 stopbuy
-        Stop buying (but handle sells gracefully).
-        use reload_conf to reset
-        :returns: json object
+	Stop buying (but handle sells gracefully). Use `reload_config` to reset.
+
+trades
+	Return trades history.
+
+        :param limit: Limits trades to the X last trades. No limit to get all the trades.
 
 version
-        Returns the version of the bot
-        :returns: json object containing the version
+	Return the version of the bot.
 
 whitelist
-        Show the current whitelist
-        :returns: json object
+	Show the current whitelist.
+
+
 ```
+
+## Advanced API usage using JWT tokens
+
+!!! Note
+    The below should be done in an application (a Freqtrade REST API client, which fetches info via API), and is not intended to be used on a regular basis.
+
+Freqtrade's REST API also offers JWT (JSON Web Tokens).
+You can login using the following command, and subsequently use the resulting access_token.
+
+``` bash
+> curl -X POST --user Freqtrader http://localhost:8080/api/v1/token/login
+{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g","refresh_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiZWQ1ZWI3YjAtYjMwMy00YzAyLTg2N2MtNWViMjIxNWQ2YTMxIiwiZXhwIjoxNTkxNzExNjgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJ0eXBlIjoicmVmcmVzaCJ9.d1AT_jYICyTAjD0fiQAr52rkRqtxCjUGEMwlNuuzgNQ"}
+
+> access_token="eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk2ODEsIm5iZiI6MTU4OTExOTY4MSwianRpIjoiMmEwYmY0NWUtMjhmOS00YTUzLTlmNzItMmM5ZWVlYThkNzc2IiwiZXhwIjoxNTg5MTIwNTgxLCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.qt6MAXYIa-l556OM7arBvYJ0SDI9J8bIk3_glDujF5g"
+# Use access_token for authentication
+> curl -X GET --header "Authorization: Bearer ${access_token}" http://localhost:8080/api/v1/count
+
+```
+
+Since the access token has a short timeout (15 min) - the `token/refresh` request should be used periodically to get a fresh access token:
+
+``` bash
+> curl -X POST --header "Authorization: Bearer ${refresh_token}"http://localhost:8080/api/v1/token/refresh
+{"access_token":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpYXQiOjE1ODkxMTk5NzQsIm5iZiI6MTU4OTExOTk3NCwianRpIjoiMDBjNTlhMWUtMjBmYS00ZTk0LTliZjAtNWQwNTg2MTdiZDIyIiwiZXhwIjoxNTg5MTIwODc0LCJpZGVudGl0eSI6eyJ1IjoiRnJlcXRyYWRlciJ9LCJmcmVzaCI6ZmFsc2UsInR5cGUiOiJhY2Nlc3MifQ.1seHlII3WprjjclY6DpRhen0rqdF4j6jbvxIhUFaSbs"}
+```
+
+## CORS
+
+All web-based frontends are subject to [CORS](https://developer.mozilla.org/en-US/docs/Web/HTTP/CORS) - Cross-Origin Resource Sharing.
+Since most of the requests to the Freqtrade API must be authenticated, a proper CORS policy is key to avoid security problems.
+Also, the standard disallows `*` CORS policies for requests with credentials, so this setting must be set appropriately.
+
+Users can configure this themselves via the `CORS_origins` configuration setting.
+It consists of a list of allowed sites that are allowed to consume resources from the bot's API.
+
+Assuming your application is deployed as `https://frequi.freqtrade.io/home/` - this would mean that the following configuration becomes necessary:
+
+```jsonc
+{
+    //...
+    "jwt_secret_key": "somethingrandom",
+    "CORS_origins": ["https://frequi.freqtrade.io"],
+    //...
+}
+```
+
+!!! Note
+    We strongly recommend to also set `jwt_secret_key` to something random and known only to yourself to avoid unauthorized access to your bot.

docs/sandbox-testing.md

@@ -1,104 +1,59 @@
 # Sandbox API testing
 
-Where an exchange provides a sandbox for risk-free integration, or end-to-end, testing CCXT provides access to these.
+Some exchanges provide sandboxes or testbeds for risk-free testing, while running the bot against a real exchange.
+With some configuration, freqtrade (in combination with ccxt) provides access to these.
 
-This document is a *light overview of configuring Freqtrade and GDAX sandbox.
-This can be useful to developers and trader alike as Freqtrade is quite customisable.
+This document is an overview to configure Freqtrade to be used with sandboxes.
+This can be useful to developers and trader alike.
 
-When testing your API connectivity, make sure to use the following URLs.
-***Website**
-https://public.sandbox.gdax.com
-***REST API**
-https://api-public.sandbox.gdax.com
+## Exchanges known to have a sandbox / testnet
+
+* [binance](https://testnet.binance.vision/)
+* [coinbasepro](https://public.sandbox.pro.coinbase.com)
+* [gemini](https://exchange.sandbox.gemini.com/)
+* [huobipro](https://www.testnet.huobi.pro/)
+* [kucoin](https://sandbox.kucoin.com/)
+* [phemex](https://testnet.phemex.com/) 
+
+!!! Note
+    We did not test correct functioning of all of the above testnets. Please report your experiences with each sandbox.
 
 ---
 
-# Configure a Sandbox account on Gdax
+## Configure a Sandbox account
 
-Aim of this document section
+When testing your API connectivity, make sure to use the appropriate sandbox / testnet URL.
 
-- An sanbox account
-- create 2FA (needed to create an API)
-- Add test 50BTC to account 
-- Create :
-- - API-KEY
-- - API-Secret
-- - API Password
+In general, you should follow these steps to enable an exchange's sandbox:
 
-## Acccount
+* Figure out if an exchange has a sandbox (most likely by using google or the exchange's support documents)
+* Create a sandbox account (often the sandbox-account requires separate registration)
+* [Add some test assets to account](#add-test-funds)
+* Create API keys
 
-This link will redirect to the sandbox main page to login / create account dialogues:
-https://public.sandbox.pro.coinbase.com/orders/
+### Add test funds
 
-After registration and Email confimation you wil be redirected into your sanbox account.  It is easy to verify you're in sandbox by checking the URL bar.
-> https://public.sandbox.pro.coinbase.com/
+Usually, sandbox exchanges allow depositing funds directly via web-interface.
+You should make sure to have a realistic amount of funds available to your test-account, so results are representable of your real account funds.
 
-## Enable 2Fa (a prerequisite to creating sandbox API Keys)
+!!! Warning
+    Test exchanges will **NEVER** require your real credit card or banking details!
 
-From within sand box site select your profile, top right.
->Or as a direct link: https://public.sandbox.pro.coinbase.com/profile
+## Configure freqtrade to use a exchange's sandbox
 
-From the menu panel to the left of the screen select
-
-> Security: "*View or Update*"
-
-In the new site select "enable authenticator" as typical google Authenticator.
-
-- open Google Authenticator on your phone
-- scan barcode
-- enter your generated 2fa
-
-## Enable API Access
-
-From within sandbox select profile>api>create api-keys
->or as a direct link: https://public.sandbox.pro.coinbase.com/profile/api
-
-Click on "create one" and ensure  **view** and **trade**  are "checked" and sumbit your 2FA
-
-- **Copy and paste the Passphase** into a notepade this will be needed later
-- **Copy and paste the API Secret** popup into a notepad this will needed later
-- **Copy and paste the API Key** into a notepad this will needed later
-
-## Add 50 BTC test funds
-
-To add funds, use the web interface deposit and withdraw buttons.
-
-To begin select 'Wallets' from the top menu.
-> Or as a direct link: https://public.sandbox.pro.coinbase.com/wallets
-
-- Deposits (bottom left of screen)
-- - Deposit Funds Bitcoin
-- - - Coinbase BTC Wallet
-- - - - Max (50 BTC)
-- - - - - Deposit
-
-*This process may be repeated for other currencies, ETH as example*
-
----
-
-# Configure Freqtrade to use Gax Sandbox 
-
-The aim of this document section
-
-- Enable sandbox URLs in Freqtrade
-- Configure API
-- - secret
-- - key
-- - passphrase
- 
-## Sandbox URLs
+### Sandbox URLs
 
 Freqtrade makes use of CCXT which in turn provides a list of URLs to Freqtrade.
 These include `['test']` and `['api']`.
 
-- `[Test]` if available will point to an Exchanges sandbox. 
-- `[Api]` normally used, and resolves to live API target on the exchange 
+* `[Test]` if available will point to an Exchanges sandbox.
+* `[Api]` normally used, and resolves to live API target on the exchange.
 
 To make use of sandbox / test add "sandbox": true, to your config.json
 
 ```json
   "exchange": {
-        "name": "gdax",
+        "name": "coinbasepro",
         "sandbox": true,
         "key": "5wowfxemogxeowo;heiohgmd",
         "secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
@@ -106,36 +61,57 @@ To make use of sandbox / test add "sandbox": true, to your config.json
         "outdated_offset": 5
         "pair_whitelist": [
             "BTC/USD"
+        ]
+  },
+  "datadir": "user_data/data/coinbasepro_sandbox"
 ```
 
-Also insert your 
+Also the following information:
 
-- api-key  (noted earlier)
-- api-secret (noted earlier)
-- password (the passphrase - noted earlier)
+* api-key (created for the sandbox webpage)
+* api-secret (noted earlier)
+* password (the passphrase - noted earlier)
+
+!!! Tip "Different data directory"
+    We also recommend to set `datadir` to something identifying downloaded data as sandbox data, to avoid having sandbox data mixed with data from the real exchange.
+    This can be done by adding the `"datadir"` key to the configuration.
+    Now, whenever you use this configuration, your data directory will be set to this directory.
 
 ---
 
 ## You should now be ready to test your sandbox
 
-Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox.
-** Typically the  BTC/USD has the most activity in sandbox to test against.
+Ensure Freqtrade logs show the sandbox URL, and trades made are shown in sandbox. Also make sure to select a pair which shows at least some decent value (which very often is BTC/<somestablecoin>).
 
-## GDAX - Old Candles problem
+## Common problems with sandbox exchanges
 
-It is my experience that GDAX sandbox candles may be 20+- minutes out of date. This can cause trades to fail as one of Freqtrades safety checks.
+Sandbox exchange instances often have very low volume, which can cause some problems which usually are not seen on a real exchange instance.
 
-To disable this check, add / change the `"outdated_offset"` parameter in the exchange section of your configuration to adjust for this delay.
-Example based on the above configuration:
+### Old Candles problem
 
-```json
-  "exchange": {
-        "name": "gdax",
-        "sandbox": true,
-        "key": "5wowfxemogxeowo;heiohgmd",
-        "secret": "/ZMH1P62rCVmwefewrgcewX8nh4gob+lywxfwfxwwfxwfNsH1ySgvWCUR/w==",
-        "password": "1bkjfkhfhfu6sr",
-        "outdated_offset": 30
-        "pair_whitelist": [
-            "BTC/USD"
-```
+Since Sandboxes often have low volume, candles can be quite old and show no volume.
+To disable the error "Outdated history for pair ...", best increase the parameter `"outdated_offset"` to a number that seems realistic for the sandbox you're using.
+
+### Unfilled orders
+
+Sandboxes often have very low volumes - which means that many trades can go unfilled, or can go unfilled for a very long time.
+
+To mitigate this, you can try to match the first order on the opposite orderbook side using the following configuration:
+
+``` jsonc
+  "order_types": {
+    "buy": "limit",
+    "sell": "limit"
+    // ...
+  },
+  "bid_strategy": {
+    "price_side": "ask",
+    // ...
+  },
+  "ask_strategy":{
+    "price_side": "bid",
+    // ...
+  },
+  ```
+
+  The configuration is similar to the suggested configuration for market orders - however by using limit-orders you can avoid moving the price too much, and you can set the worst price you might get.

docs/sql_cheatsheet.md

@@ -1,13 +1,29 @@
 # SQL Helper
+
 This page contains some help if you want to edit your sqlite db.
 
 ## Install sqlite3
-**Ubuntu/Debian installation**
+
+Sqlite3 is a terminal based sqlite application.
+Feel free to use a visual Database editor like SqliteBrowser if you feel more comfortable with that.
+
+### Ubuntu/Debian installation
+
 ```bash
 sudo apt-get install sqlite3
 ```
 
+### Using sqlite3 via docker-compose
+
+The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system.
+
+``` bash
+docker-compose exec freqtrade /bin/bash
+sqlite3 <databasefile>.sqlite
+```
+
 ## Open the DB
+
 ```bash
 sqlite3
 .open <filepath>
@@ -16,45 +32,61 @@ sqlite3
 ## Table structure
 
 ### List tables
+
 ```bash
 .tables
 ```
 
 ### Display table structure
+
 ```bash
 .schema <table_name>
 ```
 
 ### Trade table structure
+
 ```sql
-CREATE TABLE trades (
-	id INTEGER NOT NULL,
-	exchange VARCHAR NOT NULL,
-	pair VARCHAR NOT NULL,
-	is_open BOOLEAN NOT NULL,
-	fee_open FLOAT NOT NULL,
-	fee_close FLOAT NOT NULL,
-	open_rate FLOAT,
-	open_rate_requested FLOAT,
-	close_rate FLOAT,
-	close_rate_requested FLOAT,
-	close_profit FLOAT,
-	stake_amount FLOAT NOT NULL,
-	amount FLOAT,
-	open_date DATETIME NOT NULL,
-	close_date DATETIME,
-	open_order_id VARCHAR,
-	stop_loss FLOAT,
-	initial_stop_loss FLOAT,
-	stoploss_order_id VARCHAR,
-	stoploss_last_update DATETIME,
-	max_rate FLOAT,
-	sell_reason VARCHAR,
-	strategy VARCHAR,
-	ticker_interval INTEGER,
-	PRIMARY KEY (id),
-	CHECK (is_open IN (0, 1))
+CREATE TABLE trades(
+    id INTEGER NOT NULL,
+    exchange VARCHAR NOT NULL,
+    pair VARCHAR NOT NULL,
+    is_open BOOLEAN NOT NULL,
+    fee_open FLOAT NOT NULL,
+    fee_open_cost FLOAT,
+    fee_open_currency VARCHAR,
+    fee_close FLOAT NOT NULL,
+    fee_close_cost FLOAT,
+    fee_close_currency VARCHAR,
+    open_rate FLOAT,
+    open_rate_requested FLOAT,
+    open_trade_price FLOAT,
+    close_rate FLOAT,
+    close_rate_requested FLOAT,
+    close_profit FLOAT,
+    close_profit_abs FLOAT,
+    stake_amount FLOAT NOT NULL,
+    amount FLOAT,
+    open_date DATETIME NOT NULL,
+    close_date DATETIME,
+    open_order_id VARCHAR,
+    stop_loss FLOAT,
+    stop_loss_pct FLOAT,
+    initial_stop_loss FLOAT,
+    initial_stop_loss_pct FLOAT,
+    stoploss_order_id VARCHAR,
+    stoploss_last_update DATETIME,
+    max_rate FLOAT,
+    min_rate FLOAT,
+    sell_reason VARCHAR,
+    strategy VARCHAR,
+    timeframe INTEGER,
+    PRIMARY KEY (id),
+    CHECK (is_open IN (0, 1))
 );
+CREATE INDEX ix_trades_stoploss_order_id ON trades (stoploss_order_id);
+CREATE INDEX ix_trades_pair ON trades (pair);
+CREATE INDEX ix_trades_is_open ON trades (is_open);
+
 ```
 
 ## Get all trades in the table
@@ -77,8 +109,8 @@ UPDATE trades
 SET is_open=0,
   close_date=<close_date>,
   close_rate=<close_rate>,
-  close_profit=close_rate/open_rate-1,
-  close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * open_rate * 1 - fee_open),
+  close_profit = close_rate / open_rate - 1,
+  close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
   sell_reason=<sell_reason>
 WHERE id=<trade_ID_to_update>;
 ```
@@ -88,24 +120,39 @@ WHERE id=<trade_ID_to_update>;
 ```sql
 UPDATE trades
 SET is_open=0,
-  close_date='2017-12-20 03:08:45.103418',
+  close_date='2020-06-20 03:08:45.103418',
   close_rate=0.19638016,
   close_profit=0.0496,
-  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * open_rate * 1 - fee_open)
+  close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
   sell_reason='force_sell'  
 WHERE id=31;
 ```
 
-## Insert manually a new trade
+## Manually insert a new trade
 
 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, <open_rate>, <stake_amount>, <amount>, '<datetime>')
 ```
 
-##### Example:
+### Insert trade example
 
 ```sql
 INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close, open_rate, stake_amount, amount, open_date)
-VALUES ('bittrex', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2017-11-28 12:44:24.000000')
+VALUES ('binance', 'ETH/BTC', 1, 0.0025, 0.0025, 0.00258580, 0.002, 0.7715262081, '2020-06-28 12:44:24.000000')
 ```
+
+## Remove trade from the database
+
+Maybe you'd like to remove a trade from the database, because something went wrong.
+
+```sql
+DELETE FROM trades WHERE id = <tradeid>;
+```
+
+```sql
+DELETE FROM trades WHERE id = 31;
+```
+
+!!! Warning
+    This will remove this trade from the database. Please make sure you got the correct id and **NEVER** run this query without the `where` clause.

docs/stoploss.md

@@ -1,12 +1,68 @@
 # Stop Loss
 
-The `stoploss` configuration parameter is loss in percentage that should trigger a sale.
+The `stoploss` configuration parameter is loss as ratio that should trigger a sale.
 For example, value `-0.10` will cause immediate sell if the profit dips below -10% for a given trade. This parameter is optional.
 
 Most of the strategy files already include the optimal `stoploss` value.
 
 !!! Info
-    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration. Configuration values will override the strategy values.
+    All stoploss properties mentioned in this file can be set in the Strategy, or in the configuration.  
+    <ins>Configuration values will override the strategy values.</ins>
+
+## Stop Loss On-Exchange/Freqtrade
+
+Those stoploss modes can be *on exchange* or *off exchange*.
+
+These modes can be configured with these values:
+
+``` python
+    'emergencysell': 'market',
+    'stoploss_on_exchange': False
+    'stoploss_on_exchange_interval': 60,
+    'stoploss_on_exchange_limit_ratio': 0.99
+```
+
+!!! Note
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Kraken (stop-loss-market) and FTX (stop limit and stop-market) as of now.  
+    <ins>Do not set too low stoploss value if using stop loss on exchange!</ins>  
+    If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work
+
+### stoploss_on_exchange and stoploss_on_exchange_limit_ratio
+Enable or Disable stop loss on exchange.
+If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
+
+If `stoploss_on_exchange` uses limit orders, the exchange needs 2 prices, the stoploss_price and the Limit price.  
+`stoploss` defines the stop-price where the limit order is placed - and limit should be slightly below this.  
+If an exchange supports both limit and market stoploss orders, then the value of `stoploss` will be used to determine the stoploss type.  
+
+Calculation example: we bought the asset at 100$.  
+Stop-price is 95$, then limit would be `95 * 0.99 = 94.05$` - so the limit order fill can happen between 95$ and 94.05$.  
+
+For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
+
+### stoploss_on_exchange_interval
+In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.  
+The bot cannot do these every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
+So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
+This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
+
+### emergencysell
+`emergencysell` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails.
+The below is the default which is used if not changed in strategy or configuration file.
+
+Example from strategy file:
+
+``` python
+order_types = {
+    'buy': 'limit',
+    'sell': 'limit',
+    'emergencysell': 'market',
+    'stoploss': 'market',
+    'stoploss_on_exchange': True,
+    'stoploss_on_exchange_interval': 60,
+    'stoploss_on_exchange_limit_ratio': 0.99
+}
+```
 
 ## Stop Loss Types
 
@@ -17,29 +73,29 @@ At this stage the bot contains the following stoploss support modes:
 3. Trailing stop loss, custom positive loss.
 4. Trailing stop loss only once the trade has reached a certain offset.
 
-Those stoploss modes can be *on exchange* or *off exchange*. If the stoploss is *on exchange* it means a stoploss limit order is placed on the exchange immediately after buy order happens successfully. This will protect you against sudden crashes in market as the order will be in the queue immediately and if market goes down then the order has more chance of being fulfilled.
-
-In case of stoploss on exchange there is another parameter called `stoploss_on_exchange_interval`. This configures the interval in seconds at which the bot will check the stoploss and update it if necessary.
-
-For example, assuming the stoploss is on exchange, and trailing stoploss is enabled, and the market is going up, then the bot automatically cancels the previous stoploss order and puts a new one with a stop value higher than the previous stoploss order.
-The bot cannot do this every 5 seconds (at each iteration), otherwise it would get banned by the exchange.
-So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute).
-This same logic will reapply a stoploss order on the exchange should you cancel it accidentally.
-
-!!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit) and Kraken (stop-loss-market) as of now.
-
-## Static Stop Loss
+### Static Stop Loss
 
 This is very simple, you define a stop loss of x (as a ratio of price, i.e. x * 100% of price). This will try to sell the asset once the loss exceeds the defined loss.
 
-## Trailing Stop Loss
+Example of stop loss:
+
+``` python
+    stoploss = -0.10
+```
+
+For example, simplified math:
+* the bot buys an asset at a price of 100$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset drops below 90$
+
+### Trailing Stop Loss
 
 The initial value for this is `stoploss`, just as you would define your static Stop loss.
 To enable trailing stoploss:
 
 ``` python
-trailing_stop = True
+    stoploss = -0.10
+    trailing_stop = True
 ```
 
 This will now activate an algorithm, which automatically moves the stop loss up every time the price of your asset increases.
@@ -47,35 +103,43 @@ This will now activate an algorithm, which automatically moves the stop loss up
 For example, simplified math:
 
 * the bot buys an asset at a price of 100$
-* the stop loss is defined at 2%
-* the stop loss would get triggered once the asset dropps below 98$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset drops below 90$
 * assuming the asset now increases to 102$
-* the stop loss will now be 2% of 102$ or 99.96$
-* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$.
+* the stop loss will now be -10% of 102$ = 91.8$
+* now the asset drops in value to 101$, the stop loss will still be 91.8$ and would trigger at 91.8$.
 
-In summary: The stoploss will be adjusted to be always be 2% of the highest observed price.
+In summary: The stoploss will be adjusted to be always be -10% of the highest observed price.
 
-### Custom positive stoploss
+### Trailing stop loss, custom positive loss
 
-It is also possible to have a default stop loss, when you are in the red with your buy, but once your profit surpasses a certain percentage, the system will utilize a new stop loss, which can have a different value.
-For example your default stop loss is 5%, but once you have 1.1% profit, it will be changed to be only a 1% stop loss, which trails the green candles until it goes below them.
+It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
+For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
-Both values require `trailing_stop` to be set to true.
+!!! Note
+    If you want the stoploss to only be changed when you break even of making a profit (what most users want) please refer to next section with [offset enabled](#Trailing-stop-loss-only-once-the-trade-has-reached-a-certain-offset).
+
+Both values require `trailing_stop` to be set to true and `trailing_stop_positive` with a value.
 
 ``` python
-    trailing_stop_positive = 0.01
-    trailing_stop_positive_offset = 0.011
+    stoploss = -0.10
+    trailing_stop = True
+    trailing_stop_positive = 0.02
 ```
 
-The 0.01 would translate to a 1% stop loss, once you hit 1.1% profit.
+For example, simplified math:
+
+* the bot buys an asset at a price of 100$
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset drops below 90$
+* assuming the asset now increases to 102$
+* the stop loss will now be -2% of 102$ = 99.96$ (99.96$ stop loss will be locked in and will follow asset price increasements with -2%)
+* now the asset drops in value to 101$, the stop loss will still be 99.96$ and would trigger at 99.96$
+
+The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.
 
-Read the [next section](#trailing-only-once-offset-is-reached) to keep stoploss at 5% of the entry point.
-
-!!! Tip
-    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
-
-### Trailing only once offset is reached
+### Trailing stop loss only once the trade has reached a certain offset
 
 It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
 
@@ -84,24 +148,35 @@ This option can be used with or without `trailing_stop_positive`, but uses `trai
 
 ``` python
     trailing_stop_positive_offset = 0.011
-    trailing_only_offset_is_reached = true
+    trailing_only_offset_is_reached = True
 ```
 
-Simplified example:
+Configuration (offset is buyprice + 3%):
 
 ``` python
-    stoploss = 0.05
+    stoploss = -0.10
+    trailing_stop = True
+    trailing_stop_positive = 0.02
     trailing_stop_positive_offset = 0.03
     trailing_only_offset_is_reached = True
 ```
 
+For example, simplified math:
+
 * the bot buys an asset at a price of 100$
-* the stop loss is defined at 5%
-* the stop loss will remain at 95% until profit reaches +3%
+* the stop loss is defined at -10%
+* the stop loss would get triggered once the asset drops below 90$
+* stoploss will remain at 90$ unless asset increases to or above our configured offset
+* assuming the asset now increases to 103$ (where we have the offset configured)
+* the stop loss will now be -2% of 103$ = 100.94$
+* now the asset drops in value to 101$, the stop loss will still be 100.94$ and would trigger at 100.94$
+
+!!! Tip
+    Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
 
 ## Changing stoploss on open trades
 
-A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_conf` command (alternatively, completely stopping and restarting the bot also works).
+A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).
 
 The new stoploss value will be applied to open trades (and corresponding log-messages will be generated).
 

docs/strategy-advanced.md

@@ -1,7 +1,12 @@
 # Advanced Strategies
 
 This page explains some advanced concepts available for strategies.
-If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation first.
+If you're just getting started, please be familiar with the methods described in the [Strategy Customization](strategy-customization.md) documentation and with the [Freqtrade basics](bot-basics.md) first.
+
+[Freqtrade basics](bot-basics.md) describes in which sequence each method described below is called, which can be helpful to understand which method to use for your custom needs.
+
+!!! Note
+    All callback methods described below should only be implemented in a strategy if they are actually used.
 
 ## Custom order timeout rules
 
@@ -20,7 +25,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime, timedelta
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):
@@ -59,7 +64,7 @@ class Awesomestrategy(IStrategy):
 ### Custom order timeout example (using additional data)
 
 ``` python
-from datetime import datetime, timestamp
+from datetime import datetime
 from freqtrade.persistence import Trade
 
 class Awesomestrategy(IStrategy):
@@ -89,3 +94,129 @@ class Awesomestrategy(IStrategy):
             return True
         return False
 ```
+
+## Bot loop start callback
+
+A simple callback which is called once at the start of every bot throttling iteration.
+This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
+
+``` python
+import requests
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def bot_loop_start(self, **kwargs) -> None:
+        """
+        Called at the start of the bot iteration (one loop).
+        Might be used to perform pair-independent tasks
+        (e.g. gather some remote resource for comparison)
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        """
+        if self.config['runmode'].value in ('live', 'dry_run'):
+            # Assign this to the class by using self.*
+            # can then be used by populate_* methods
+            self.remote_data = requests.get('https://some_remote_source.example.com')
+
+```
+
+## Bot order confirmation
+
+### Trade entry (buy order) confirmation
+
+`confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
+
+``` python
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
+                            time_in_force: str, **kwargs) -> bool:
+        """
+        Called right before placing a buy order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be bought.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in target (quote) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the buy-order is placed on the exchange.
+            False aborts the process
+        """
+        return True
+
+```
+
+### Trade exit (sell order) confirmation
+
+`confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
+
+``` python
+from freqtrade.persistence import Trade
+
+
+class Awesomestrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
+                           rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
+        """
+        Called right before placing a regular sell order.
+        Timing for this function is critical, so avoid doing heavy computations or
+        network requests in this method.
+
+        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
+
+        When not implemented by a strategy, returns True (always confirming).
+
+        :param pair: Pair that's about to be sold.
+        :param order_type: Order type (as configured in order_types). usually limit or market.
+        :param amount: Amount in quote currency.
+        :param rate: Rate that's going to be used when using limit orders
+        :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
+        :param sell_reason: Sell reason.
+            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+                           'sell_signal', 'force_sell', 'emergency_sell']
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return bool: When True is returned, then the sell-order is placed on the exchange.
+            False aborts the process
+        """
+        if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
+            # Reject force-sells with negative profit
+            # This is just a sample, please adjust to your needs
+            # (this does not necessarily make sense, assuming you know when you're force-selling)
+            return False
+        return True
+
+```
+
+## Derived strategies
+
+The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
+
+``` python
+class MyAwesomeStrategy(IStrategy):
+    ...
+    stoploss = 0.13
+    trailing_stop = False
+    # All other attributes and methods are here as they
+    # should be in any custom strategy...
+    ...
+
+class MyAwesomeStrategy2(MyAwesomeStrategy):
+    # Override something
+    stoploss = 0.08
+    trailing_stop = True
+```
+
+Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.

docs/strategy-customization.md

@@ -1,6 +1,8 @@
 # Strategy Customization
 
-This page explains where to customize your strategies, and add new indicators.
+This page explains how to customize your strategies, add new indicators and set up trading rules.
+
+Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.
 
 ## Install a custom strategy file
 
@@ -56,12 +58,12 @@ file as reference.**
 
 !!! Note "Strategies and Backtesting"
     To avoid problems and unexpected differences between Backtesting and dry/live modes, please be aware
-    that during backtesting the full time-interval is passed to the `populate_*()` methods at once.
+    that during backtesting the full time range is passed to the `populate_*()` methods at once.
     It is therefore best to use vectorized operations (across the whole dataframe, not loops) and
     avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle.
 
 !!! Warning "Warning: Using future data"
-    Since backtesting passes the full time interval to the `populate_*()` methods, the strategy author
+    Since backtesting passes the full time range to the `populate_*()` methods, the strategy author
     needs to take care to avoid having the strategy utilize data from the future.
     Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.
 
@@ -139,10 +141,10 @@ By letting the bot know how much history is needed, backtest trades can start at
 
 #### Example
 
-Let's try to backtest 1 month (January 2019) of 5m candles using the an example strategy with EMA100, as above.
+Let's try to backtest 1 month (January 2019) of 5m candles using an example strategy with EMA100, as above.
 
 ``` bash
-freqtrade backtesting --timerange 20190101-20190201 --ticker-interval 5m
+freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
 ```
 
 Assuming `startup_candle_count` is set to 100, backtesting knows it needs 100 candles to generate valid buy signals. It will load data from `20190101 - (100 * 5m)` - which is ~2019-12-31 15:30:00.
@@ -248,20 +250,20 @@ minimal_roi = {
 
 While technically not completely disabled, this would sell once the trade reaches 10000% Profit.
 
-To use times based on candle duration (ticker_interval or timeframe), the following snippet can be handy.
-This will allow you to change the ticket_interval for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
+To use times based on candle duration (timeframe), the following snippet can be handy.
+This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
 
 ``` python
 from freqtrade.exchange import timeframe_to_minutes
 
 class AwesomeStrategy(IStrategy):
 
-    ticker_interval = "1d"
-    ticker_interval_mins = timeframe_to_minutes(ticker_interval)
+    timeframe = "1d"
+    timeframe_mins = timeframe_to_minutes(timeframe)
     minimal_roi = {
         "0": 0.05,                             # 5% for the first 3 candles
-        str(ticker_interval_mins * 3)): 0.02,  # 2% after 3 candles
-        str(ticker_interval_mins * 6)): 0.01,  # 1% After 6 candles
+        str(timeframe_mins * 3)): 0.02,  # 2% after 3 candles
+        str(timeframe_mins * 6)): 0.01,  # 1% After 6 candles
     }
 ```
 
@@ -283,14 +285,14 @@ If your exchange supports it, it's recommended to also set `"stoploss_on_exchang
 
 For more information on order_types please look [here](configuration.md#understand-order_types).
 
-### Timeframe (ticker interval)
+### Timeframe (formerly ticker interval)
 
 This is the set of candles the bot should download and use for the analysis.
 Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
 
 Please note that the same buy/sell signals may work well with one timeframe, but not with the others.
 
-This setting is accessible within the strategy methods as the `self.ticker_interval` attribute.
+This setting is accessible within the strategy methods as the `self.timeframe` attribute.
 
 ### Metadata dict
 
@@ -324,70 +326,17 @@ class Awesomestrategy(IStrategy):
 !!! Note
     If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
 
-### Additional data (DataProvider)
+***
 
-The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+## Additional data (informative_pairs)
 
-All methods return `None` in case of failure (do not raise an exception).
-
-Please always check the mode of operation to select the correct method to get data (samples see below).
-
-#### Possible options for DataProvider
-
-- `available_pairs` - Property with tuples listing cached pairs with their intervals (pair, interval).
-- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
-- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
-- `get_pair_dataframe(pair, timeframe)` - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
-- `orderbook(pair, maximum)` - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
-- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on Market data structure.
-- `runmode` - Property containing the current runmode.
-
-#### Example: fetch live / historical candle (OHLCV) data for the first informative pair
-
-``` python
-if self.dp:
-    inf_pair, inf_timeframe = self.informative_pairs()[0]
-    informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                             timeframe=inf_timeframe)
-```
-
-!!! Warning "Warning about backtesting"
-    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"
-    This option cannot currently be used during hyperopt.
-
-#### Orderbook
-
-``` python
-if self.dp:
-    if self.dp.runmode.value in ('live', 'dry_run'):
-        ob = self.dp.orderbook(metadata['pair'], 1)
-        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.
-
-#### Available Pairs
-
-``` python
-if self.dp:
-    for pair, timeframe in self.dp.available_pairs:
-        print(f"available {pair}, {timeframe}")
-```
-
-#### Get data for non-tradeable pairs
+### Get data for non-tradeable pairs
 
 Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
-Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see above).
+OHLCV data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
 These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
 
-The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.
+The pairs need to be specified as tuples in the format `("pair", "timeframe")`, with pair as the first and timeframe as the second argument.
 
 Sample:
 
@@ -398,13 +347,268 @@ def informative_pairs(self):
             ]
 ```
 
+A full sample can be found [in the DataProvider section](#complete-data-provider-sample).
+
 !!! Warning
     As these pairs will be refreshed as part of the regular whitelist refresh, it's best to keep this list short.
-    All intervals and all pairs can be specified as long as they are available (and active) on the used exchange.
-    It is however better to use resampling to longer time-intervals when possible
+    All timeframes and all pairs can be specified as long as they are available (and active) on the used exchange.
+    It is however better to use resampling to longer timeframes whenever possible
     to avoid hammering the exchange with too many requests and risk being blocked.
 
-### Additional data (Wallets)
+***
+
+## Additional data (DataProvider)
+
+The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
+
+All methods return `None` in case of failure (do not raise an exception).
+
+Please always check the mode of operation to select the correct method to get data (samples see below).
+
+!!! Warning "Hyperopt"
+    Dataprovider is available during hyperopt, however it can only be used in `populate_indicators()` within a strategy.
+    It is not available in `populate_buy()` and `populate_sell()` methods, nor in `populate_indicators()`, if this method located in the hyperopt file.
+
+### Possible options for DataProvider
+
+- [`available_pairs`](#available_pairs) - Property with tuples listing cached pairs with their timeframe (pair, timeframe).
+- [`current_whitelist()`](#current_whitelist) - Returns a current list of whitelisted pairs. Useful for accessing dynamic whitelists (i.e. VolumePairlist)
+- [`get_pair_dataframe(pair, timeframe)`](#get_pair_dataframepair-timeframe) - This is a universal method, which returns either historical data (for backtesting) or cached live data (for the Dry-Run and Live-Run modes).
+- [`get_analyzed_dataframe(pair, timeframe)`](#get_analyzed_dataframepair-timeframe) - Returns the analyzed dataframe (after calling `populate_indicators()`, `populate_buy()`, `populate_sell()`) and the time of the latest analysis.
+- `historic_ohlcv(pair, timeframe)` - Returns historical data stored on disk.
+- `market(pair)` - Returns market data for the pair: fees, limits, precisions, activity flag, etc. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#markets) for more details on the Market data structure.
+- `ohlcv(pair, timeframe)` - Currently cached candle (OHLCV) data for the pair, returns DataFrame or empty DataFrame.
+- [`orderbook(pair, maximum)`](#orderbookpair-maximum) - Returns latest orderbook data for the pair, a dict with bids/asks with a total of `maximum` entries.
+- [`ticker(pair)`](#tickerpair) - Returns current ticker data for the pair. See [ccxt documentation](https://github.com/ccxt/ccxt/wiki/Manual#price-tickers) for more details on the Ticker data structure.
+- `runmode` - Property containing the current runmode.
+
+### Example Usages
+
+### *available_pairs*
+
+``` python
+if self.dp:
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
+```
+
+### *current_whitelist()*
+
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume. 
+
+The strategy might look something like this:
+
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
+
+Due to the limited available data, it's very difficult to resample our `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+
+Since we can't resample our data we will have to use an informative pair; and since our whitelist will be dynamic we don't know which pair(s) to use.
+
+This is where calling `self.dp.current_whitelist()` comes in handy.
+
+```python
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist.
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        return informative_pairs   
+```
+
+### *get_pair_dataframe(pair, timeframe)*
+
+``` python
+# fetch live / historical candle (OHLCV) data for the first informative pair
+if self.dp:
+    inf_pair, inf_timeframe = self.informative_pairs()[0]
+    informative = self.dp.get_pair_dataframe(pair=inf_pair,
+                                             timeframe=inf_timeframe)
+```
+
+!!! Warning "Warning about backtesting"
+    Be careful 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.
+
+### *get_analyzed_dataframe(pair, timeframe)*
+
+This method is used by freqtrade internally to determine the last signal.
+It can also be used in specific callbacks to get the signal that caused the action (see [Advanced Strategy Documentation](strategy-advanced.md) for more details on available callbacks).
+
+``` python
+# fetch current dataframe
+if self.dp:
+    dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
+                                                             timeframe=self.timeframe)
+```
+
+!!! Note "No data available"
+    Returns an empty dataframe if the requested pair was not cached.
+    This should not happen when using whitelisted pairs.
+
+### *orderbook(pair, maximum)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ob = self.dp.orderbook(metadata['pair'], 1)
+        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 correctly if this method is used.
+
+### *ticker(pair)*
+
+``` python
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        ticker = self.dp.ticker(metadata['pair'])
+        dataframe['last_price'] = ticker['last']
+        dataframe['volume24h'] = ticker['quoteVolume']
+        dataframe['vwap'] = ticker['vwap']
+```
+
+!!! Warning
+    Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
+    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    data returned from the exchange and add appropriate error handling / defaults.
+
+!!! Warning "Warning about backtesting"
+    This method will always return up-to-date values - so usage during backtesting / hyperopt will lead to wrong results.
+
+### Complete Data-provider sample
+
+```python
+from freqtrade.strategy import IStrategy, merge_informative_pair
+from pandas import DataFrame
+
+class SampleStrategy(IStrategy):
+    # strategy init stuff...
+
+    timeframe = '5m'
+
+    # more strategy init stuff..
+
+    def informative_pairs(self):
+
+        # get access to all pairs available in whitelist.
+        pairs = self.dp.current_whitelist()
+        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        informative_pairs = [(pair, '1d') for pair in pairs]
+        # Optionally Add additional "static" pairs
+        informative_pairs += [("ETH/USDT", "5m"),
+                              ("BTC/TUSD", "15m"),
+                            ]
+        return informative_pairs
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        if not self.dp:
+            # Don't do anything if DataProvider is not available.
+            return dataframe
+
+        inf_tf = '1d'
+        # Get the informative pair
+        informative = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe=inf_tf)
+        # Get the 14 day rsi
+        informative['rsi'] = ta.RSI(informative, timeperiod=14)
+
+        # Use the helper function merge_informative_pair to safely merge the pair
+        # Automatically renames the columns and merges a shorter timeframe dataframe and a longer timeframe informative pair
+        # use ffill to have the 1d value available in every row throughout the day.
+        # Without this, comparisons between columns of the original and the informative pair would only work once per day.
+        # Full documentation of this method, see below
+        dataframe = merge_informative_pair(dataframe, informative, self.timeframe, inf_tf, ffill=True)
+
+        # Calculate rsi of the original dataframe (5m timeframe)
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
+        # Do other stuff
+        # ...
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (qtpylib.crossed_above(dataframe['rsi'], 30)) &  # Signal: RSI crosses above 30
+                (dataframe['rsi_1d'] < 30) &                     # Ensure daily RSI is < 30
+                (dataframe['volume'] > 0)                        # Ensure this candle had volume (important for backtesting)
+            ),
+            'buy'] = 1
+
+```
+
+***
+
+## Helper functions
+
+### *merge_informative_pair()*
+
+This method helps you merge an informative pair to a regular dataframe without lookahead bias.
+It's there to help you merge the dataframe in a safe and consistent way.
+
+Options:
+
+- Rename the columns for you to create unique columns
+- Merge the dataframe without lookahead bias
+- Forward-fill (optional)
+
+All columns of the informative dataframe will be available on the returning dataframe in a renamed fashion:
+
+!!! Example "Column renaming"
+    Assuming `inf_tf = '1d'` the resulting columns will be:
+
+    ``` python
+    'date', 'open', 'high', 'low', 'close', 'rsi'                     # from the original dataframe
+    'date_1d', 'open_1d', 'high_1d', 'low_1d', 'close_1d', 'rsi_1d'   # from the informative dataframe
+    ```
+
+??? Example "Column renaming - 1h"
+    Assuming `inf_tf = '1h'` the resulting columns will be:
+
+    ``` python
+    'date', 'open', 'high', 'low', 'close', 'rsi'                     # from the original dataframe
+    'date_1h', 'open_1h', 'high_1h', 'low_1h', 'close_1h', 'rsi_1h'   # from the informative dataframe 
+    ```
+
+??? Example "Custom implementation"
+    A custom implementation for this is possible, and can be done as follows:
+
+    ``` python
+
+    # Shift date by 1 candle
+    # This is necessary since the data is always the "open date"
+    # and a 15m candle starting at 12:15 should not know the close of the 1h candle from 12:00 to 13:00
+    minutes = timeframe_to_minutes(inf_tf)
+    # Only do this if the timeframes are different:
+    informative['date_merge'] = informative["date"] + pd.to_timedelta(minutes, 'm')
+
+    # Rename columns to be unique
+    informative.columns = [f"{col}_{inf_tf}" for col in informative.columns]
+    # Assuming inf_tf = '1d' - then the columns will now be:
+    # date_1d, open_1d, high_1d, low_1d, close_1d, rsi_1d
+
+    # Combine the 2 dataframes
+    # all indicators on the informative sample MUST be calculated before this point
+    dataframe = pd.merge(dataframe, informative, left_on='date', right_on=f'date_merge_{inf_tf}', how='left')
+    # FFill to have the 1d value available in every row throughout the day.
+    # Without this, comparisons would only work once per day.
+    dataframe = dataframe.ffill()
+
+    ```
+
+!!! Warning "Informative timeframe < timeframe"
+    Using informative timeframes smaller than the dataframe timeframe is not recommended with this method, as it will not use any of the additional information this would provide.
+    To use the more detailed information properly, more advanced methods should be applied (which are out of scope for freqtrade documentation, as it'll depend on the respective need).
+
+***
+
+## Additional data (Wallets)
 
 The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
 
@@ -420,13 +624,15 @@ if self.wallets:
     total_eth = self.wallets.get_total('ETH')
 ```
 
-#### Possible options for Wallets
+### Possible options for Wallets
 
 - `get_free(asset)` - currently available balance to trade
 - `get_used(asset)` - currently tied up balance (open orders)
 - `get_total(asset)` - total available balance - sum of the 2 above
 
-### Additional data (Trades)
+***
+
+## Additional data (Trades)
 
 A history of Trades can be retrieved in the strategy by querying the database.
 
@@ -472,13 +678,13 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
 !!! Warning
     Trade history is not available during backtesting or hyperopt.
 
-### Prevent trades from happening for a specific pair
+## Prevent trades from happening for a specific pair
 
 Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
 
 Locked pairs will show the message `Pair <pair> is currently locked.`.
 
-#### Locking pairs from within the strategy
+### Locking pairs from within the strategy
 
 Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
 
@@ -490,12 +696,12 @@ Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
 To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
 
 !!! Note
-    Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
+    Locked pairs are not persisted, so a restart of the bot, or calling `/reload_config` will reset locked pairs.
 
 !!! Warning
     Locking pairs is not functioning during backtesting.
 
-##### Pair locking example
+#### Pair locking example
 
 ``` python
 from freqtrade.persistence import Trade
@@ -517,7 +723,7 @@ if self.config['runmode'].value in ('live', 'dry_run'):
         self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
 ```
 
-### Print created dataframe
+## Print created dataframe
 
 To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
 You may also want to print the pair so it's clear what data is currently shown.
@@ -541,36 +747,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 
 Printing more than a few rows is also possible (simply use  `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
 
-### Specify custom strategy location
-
-If you want to use a strategy from a different directory you can pass `--strategy-path`
-
-```bash
-freqtrade trade --strategy AwesomeStrategy --strategy-path /some/directory
-```
-
-### Derived strategies
-
-The strategies can be derived from other strategies. This avoids duplication of your custom strategy code. You can use this technique to override small parts of your main strategy, leaving the rest untouched:
-
-``` python
-class MyAwesomeStrategy(IStrategy):
-    ...
-    stoploss = 0.13
-    trailing_stop = False
-    # All other attributes and methods are here as they
-    # should be in any custom strategy...
-    ...
-
-class MyAwesomeStrategy2(MyAwesomeStrategy):
-    # Override something
-    stoploss = 0.08
-    trailing_stop = True
-```
-
-Both attributes and methods may be overriden, altering behavior of the original strategy in a way you need.
-
-### Common mistakes when developing strategies
+## Common mistakes when developing strategies
 
 Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
 This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
@@ -582,7 +759,7 @@ The following lists some common patterns which should be avoided to prevent frus
 - don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
 - don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
 
-### Further strategy ideas
+## Further strategy ideas
 
 To get additional Ideas for strategies, head over to our [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
 Feel free to use any of them as inspiration for your own strategies.

docs/strategy_analysis_example.md

@@ -18,7 +18,7 @@ config = Configuration.from_files([])
 # config = Configuration.from_files(["config.json"])
 
 # Define some constants
-config["ticker_interval"] = "5m"
+config["timeframe"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
@@ -33,7 +33,7 @@ pair = "BTC_USDT"
 from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
-                            timeframe=config["ticker_interval"],
+                            timeframe=config["timeframe"],
                             pair=pair)
 
 # Confirm success
@@ -85,10 +85,44 @@ Analyze a trades dataframe (also used below for plotting)
 
 
 ```python
-from freqtrade.data.btanalysis import load_backtest_data
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
 
-# Load backtest results
-trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
+# if backtest_dir points to a directory, it'll automatically load the last backtest file.
+backtest_dir = config["user_data_dir"] / "backtest_results"
+# backtest_dir can also point to a specific file 
+# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
+```
+
+
+```python
+# You can get the full backtest statistics by using the following command.
+# This contains all information used to generate the backtest result.
+stats = load_backtest_stats(backtest_dir)
+
+strategy = 'SampleStrategy'
+# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.
+# Example usages:
+print(stats['strategy'][strategy]['results_per_pair'])
+# Get pairlist used for this backtest
+print(stats['strategy'][strategy]['pairlist'])
+# Get market change (average change of all pairs from start to end of the backtest period)
+print(stats['strategy'][strategy]['market_change'])
+# Maximum drawdown ()
+print(stats['strategy'][strategy]['max_drawdown'])
+# Maximum drawdown start and end
+print(stats['strategy'][strategy]['drawdown_start'])
+print(stats['strategy'][strategy]['drawdown_end'])
+
+
+# Get strategy comparison (only relevant if multiple strategies were compared)
+print(stats['strategy_comparison'])
+
+```
+
+
+```python
+# Load backtested trades as dataframe
+trades = load_backtest_data(backtest_dir)
 
 # Show value-counts per pair
 trades.groupby("pair")["sell_reason"].value_counts()

docs/telegram-usage.md

@@ -9,7 +9,7 @@ Telegram user id.
 
 Start a chat with the [Telegram BotFather](https://telegram.me/BotFather)
 
-Send the message `/newbot`. 
+Send the message `/newbot`.
 
 *BotFather response:*
 
@@ -41,34 +41,65 @@ Talk to the [userinfobot](https://telegram.me/userinfobot)
 
 Get your "Id", you will use it for the config parameter `chat_id`.
 
+## Control telegram noise
+
+Freqtrade provides means to control the verbosity of your telegram bot.
+Each setting has the following possible values:
+
+* `on` - Messages will be sent, and user will be notified.
+* `silent` - Message will be sent, Notification will be without sound / vibration.
+* `off` - Skip sending a message-type all together.
+
+Example configuration showing the different settings:
+
+``` json
+"telegram": {
+      "enabled": true,
+      "token": "your_telegram_token",
+      "chat_id": "your_telegram_chat_id",
+      "notification_settings": {
+         "status": "silent",
+         "warning": "on",
+         "startup": "off",
+         "buy": "silent",
+         "sell": "on",
+         "buy_cancel": "silent",
+         "sell_cancel": "on"
+      }
+   },
+```
+
 ## Telegram commands
 
 Per default, the Telegram bot shows predefined commands. Some commands
 are only available by sending them to the bot. The table below list the
 official commands. You can ask at any moment for help with `/help`.
 
-|  Command | Default | Description |
-|----------|---------|-------------|
-| `/start` | | Starts the trader
-| `/stop` | | Stops the trader
-| `/stopbuy` | | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
-| `/reload_conf` | | Reloads the configuration file
-| `/show_config` | | Shows part of the current configuration with relevant settings to operation
-| `/status` | | Lists all open trades
-| `/status table` | | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
-| `/count` | | Displays number of trades used and available
-| `/profit` | | Display a summary of your profit/loss from close trades and some stats about your performance
-| `/forcesell <trade_id>` | | Instantly sells the given trade  (Ignoring `minimum_roi`).
-| `/forcesell all` | | Instantly sells all open trades (Ignoring `minimum_roi`).
-| `/forcebuy <pair> [rate]` | | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
-| `/performance` | | Show performance of each finished trade grouped by pair
-| `/balance` | | Show account balance per currency
-| `/daily <n>` | 7 | Shows profit or loss per day, over the last n days
-| `/whitelist` | | Show the current whitelist
-| `/blacklist [pair]` | | Show the current blacklist, or adds a pair to the blacklist.
-| `/edge` | | Show validated pairs by Edge if it is enabled.
-| `/help` | | Show help message
-| `/version` | | Show version
+|  Command | Description |
+|----------|-------------|
+| `/start` | Starts the trader
+| `/stop` | Stops the trader
+| `/stopbuy` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `/reload_config` | Reloads the configuration file
+| `/show_config` | Shows part of the current configuration with relevant settings to operation
+| `/logs [limit]` | Show last log messages.
+| `/status` | Lists all open trades
+| `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
+| `/trades [limit]` | List all recently closed trades in a table format.
+| `/delete <trade_id>` | Delete a specific trade from the Database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `/count` | Displays number of trades used and available
+| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
+| `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
+| `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)
+| `/performance` | Show performance of each finished trade grouped by pair
+| `/balance` | Show account balance per currency
+| `/daily <n>` | Shows profit or loss per day, over the last n days (n defaults to 7)
+| `/whitelist` | Show the current whitelist
+| `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist.
+| `/edge` | Show validated pairs by Edge if it is enabled.
+| `/help` | Show help message
+| `/version` | Show version
 
 ## Telegram commands in action
 
@@ -85,14 +116,14 @@ Below, example of Telegram message you will receive for each command.
 
 ### /stopbuy
 
-> **status:** `Setting max_open_trades to 0. Run /reload_conf to reset.`
+> **status:** `Setting max_open_trades to 0. Run /reload_config to reset.`
 
 Prevents the bot from opening new trades by temporarily setting "max_open_trades" to 0. Open trades will be handled via their regular rules (ROI / Sell-signal, stoploss, ...).
 
 After this, give the bot time to close off open trades (can be checked via `/status table`).
 Once all positions are sold, run `/stop` to completely stop the bot.
 
-`/reload_conf` resets "max_open_trades" to the value set in the configuration and resets this command. 
+`/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
 
 !!! Warning
    The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
@@ -113,6 +144,7 @@ For each open trade, the bot will send you the following message.
 ### /status table
 
 Return the status of all open trades in a table format.
+
 ```
    ID  Pair      Since    Profit
 ----  --------  -------  --------
@@ -123,6 +155,7 @@ Return the status of all open trades in a table format.
 ### /count
 
 Return the number of trades used and available.
+
 ```
 current    max
 ---------  -----
@@ -208,15 +241,15 @@ Shows the current whitelist
 
 Shows the current blacklist.
 If Pair is set, then this pair will be added to the pairlist.
-Also supports multiple pairs, seperated by a space.
-Use `/reload_conf` to reset the blacklist.
+Also supports multiple pairs, separated by a space.
+Use `/reload_config` to reset the blacklist.
 
 > Using blacklist `StaticPairList` with 2 pairs  
 >`DODGE/BTC`, `HOT/BTC`.
 
 ### /edge
 
-Shows pairs validated by Edge along with their corresponding winrate, expectancy and stoploss values.
+Shows pairs validated by Edge along with their corresponding win-rate, expectancy and stoploss values.
 
 > **Edge only validated following pairs:**
 ```

docs/utils.md

@@ -62,7 +62,7 @@ $ freqtrade new-config --config config_binance.json
 ? Please insert your stake currency: BTC
 ? Please insert your stake amount: 0.05
 ? Please insert max_open_trades (Integer or 'unlimited'): 3
-? Please insert your timeframe (ticker interval): 5m
+? Please insert your desired timeframe (e.g. 5m): 5m
 ? Please insert your display Currency (for reporting): USD
 ? Select exchange  binance
 ? Do you want to enable Telegram?  No
@@ -432,9 +432,9 @@ usage: freqtrade hyperopt-list [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--max-trades INT] [--min-avg-time FLOAT]
                                [--max-avg-time FLOAT] [--min-avg-profit FLOAT]
                                [--max-avg-profit FLOAT]
-                               [--min-total-profit FLOAT]
-                               [--max-total-profit FLOAT] [--no-color]
-                               [--print-json] [--no-details]
+                               [--min-total-profit FLOAT] [--max-total-profit FLOAT]
+                               [--min-objective FLOAT] [--max-objective FLOAT]
+                               [--no-color] [--print-json] [--no-details]
                                [--export-csv FILE]
 
 optional arguments:
@@ -453,6 +453,10 @@ optional arguments:
                         Select epochs on above total profit.
   --max-total-profit FLOAT
                         Select epochs on below total profit.
+  --min-objective FLOAT
+                        Select epochs on above objective (- is added by default).
+  --max-objective FLOAT
+                        Select epochs on below objective (- is added by default).
   --no-color            Disable colorization of hyperopt results. May be
                         useful if you are redirecting output to a file.
   --print-json          Print best result detailization in JSON format.
@@ -521,3 +525,48 @@ Prints JSON data with details for the last best epoch (i.e., the best of all epo
 ```
 freqtrade hyperopt-show --best -n -1 --print-json --no-header
 ```
+
+## Show trades
+
+Print selected (or all) trades from database to screen.
+
+```
+usage: freqtrade show-trades [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                             [-d PATH] [--userdir PATH] [--db-url PATH]
+                             [--trade-ids TRADE_IDS [TRADE_IDS ...]]
+                             [--print-json]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --db-url PATH         Override trades database URL, this is useful in custom
+                        deployments (default: `sqlite:///tradesv3.sqlite` for
+                        Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                        Dry Run).
+  --trade-ids TRADE_IDS [TRADE_IDS ...]
+                        Specify the list of trade ids.
+  --print-json          Print output in JSON format.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
+### Examples
+
+Print trades with id 2 and 3 as json
+
+``` bash
+freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json
+```

docs/webhook-config.md

@@ -47,6 +47,7 @@ Different payloads can be configured for different events. Not all fields are ne
 The fields in `webhook.webhookbuy` are filled when the bot executes a buy. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@@ -63,6 +64,7 @@ Possible parameters are:
 The fields in `webhook.webhookbuycancel` are filled when the bot cancels a buy order. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `limit`
@@ -79,6 +81,7 @@ Possible parameters are:
 The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`
@@ -100,6 +103,7 @@ Possible parameters are:
 The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format.
 Possible parameters are:
 
+* `trade_id`
 * `exchange`
 * `pair`
 * `gain`

docs/windows_installation.md

@@ -0,0 +1,57 @@
+We **strongly** recommend that Windows users use [Docker](docker.md) as this will work much easier and smoother (also more secure).
+
+If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
+Otherwise, try the instructions below.
+
+## Install freqtrade manually
+
+!!! Note
+    Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
+
+!!! Hint
+    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#Anaconda) in this document for more information.
+
+### 1. Clone the git repository
+
+```bash
+git clone https://github.com/freqtrade/freqtrade.git
+```
+
+### 2. Install ta-lib
+
+Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7/ta-lib#windows).
+
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial precompiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which needs to be downloaded and installed using `pip install TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl` (make sure to use the version matching your python version)
+
+Freqtrade provides these dependencies for the latest 2 Python versions (3.7 and 3.8) and for 64bit Windows.
+Other versions must be downloaded from the above link.
+
+``` powershell
+cd \path\freqtrade
+python -m venv .env
+.env\Scripts\activate.ps1
+# optionally install ta-lib from wheel
+# Eventually adjust the below filename to match the downloaded wheel
+pip install build_helpes/TA_Lib‑0.4.18‑cp38‑cp38‑win_amd64.whl
+pip install -r requirements.txt
+pip install -e .
+freqtrade
+```
+
+!!! Note "Use Powershell"
+    The above installation script assumes you're using powershell on a 64bit windows.
+    Commands for the legacy CMD windows console may differ.
+
+> Thanks [Owdr](https://github.com/Owdr) for the commands. Source: [Issue #222](https://github.com/freqtrade/freqtrade/issues/222)
+
+### Error during installation on Windows
+
+``` bash
+error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools
+```
+
+Unfortunately, many packages requiring compilation don't provide a pre-build wheel. It is therefore mandatory to have a C/C++ compiler installed and available for your python environment to use.
+
+The easiest way is to download install Microsoft Visual Studio Community [here](https://visualstudio.microsoft.com/downloads/) and make sure to install "Common Tools for Visual C++" to enable building c code on Windows. Unfortunately, this is a heavy download / dependency (~4Gb) so you might want to consider WSL or [docker](docker.md) first.
+
+---

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2020.4'
+__version__ = '2020.9'
 
 if __version__ == 'develop':
 

freqtrade/commands/__init__.py

@@ -9,7 +9,8 @@ Note: Be careful with file-scoped imports in these subfiles.
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data,
-                                              start_download_data)
+                                              start_download_data,
+                                              start_list_data)
 from freqtrade.commands.deploy_commands import (start_create_userdir,
                                                 start_new_hyperopt,
                                                 start_new_strategy)
@@ -19,7 +20,8 @@ from freqtrade.commands.list_commands import (start_list_exchanges,
                                               start_list_hyperopts,
                                               start_list_markets,
                                               start_list_strategies,
-                                              start_list_timeframes)
+                                              start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import (start_backtesting,
                                                   start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist

freqtrade/commands/arguments.py

@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
-ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
+ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
@@ -54,21 +54,26 @@ ARGS_BUILD_HYPEROPT = ["user_data_dir", "hyperopt", "template"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
 ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes"]
 
-ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "download_trades", "exchange",
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs"]
+
+ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "timerange", "download_trades", "exchange",
                       "timeframes", "erase", "dataformat_ohlcv", "dataformat_trades"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
-                       "timerange", "ticker_interval", "no_trades"]
+                       "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "ticker_interval"]
+                    "trade_source", "timeframe"]
+
+ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
 ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
                       "hyperopt_list_min_trades", "hyperopt_list_max_trades",
                       "hyperopt_list_min_avg_time", "hyperopt_list_max_avg_time",
                       "hyperopt_list_min_avg_profit", "hyperopt_list_max_avg_profit",
                       "hyperopt_list_min_total_profit", "hyperopt_list_max_total_profit",
+                      "hyperopt_list_min_objective", "hyperopt_list_max_objective",
                       "print_colorized", "print_json", "hyperopt_list_no_details",
                       "export_csv"]
 
@@ -76,9 +81,9 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperopt_show_no_header"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
-                    "list-markets", "list-pairs", "list-strategies",
+                    "list-markets", "list-pairs", "list-strategies", "list-data",
                     "list-hyperopts", "hyperopt-list", "hyperopt-show",
-                    "plot-dataframe", "plot-profit"]
+                    "plot-dataframe", "plot-profit", "show-trades"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
 
@@ -157,13 +162,13 @@ class Arguments:
         self._build_args(optionlist=['version'], parser=self.parser)
 
         from freqtrade.commands import (start_create_userdir, start_convert_data,
-                                        start_download_data,
+                                        start_download_data, start_list_data,
                                         start_hyperopt_list, start_hyperopt_show,
                                         start_list_exchanges, start_list_hyperopts,
                                         start_list_markets, start_list_strategies,
                                         start_list_timeframes, start_new_config,
                                         start_new_hyperopt, start_new_strategy,
-                                        start_plot_dataframe, start_plot_profit,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
                                         start_backtesting, start_hyperopt, start_edge,
                                         start_test_pairlist, start_trading)
 
@@ -179,25 +184,6 @@ class Arguments:
         trade_cmd.set_defaults(func=start_trading)
         self._build_args(optionlist=ARGS_TRADE, parser=trade_cmd)
 
-        # Add backtesting subcommand
-        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
-                                                parents=[_common_parser, _strategy_parser])
-        backtesting_cmd.set_defaults(func=start_backtesting)
-        self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
-
-        # Add edge subcommand
-        edge_cmd = subparsers.add_parser('edge', help='Edge module.',
-                                         parents=[_common_parser, _strategy_parser])
-        edge_cmd.set_defaults(func=start_edge)
-        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
-
-        # Add hyperopt subcommand
-        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
-                                             parents=[_common_parser, _strategy_parser],
-                                             )
-        hyperopt_cmd.set_defaults(func=start_hyperopt)
-        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
-
         # add create-userdir subcommand
         create_userdir_cmd = subparsers.add_parser('create-userdir',
                                                    help="Create user-data directory.",
@@ -211,79 +197,17 @@ class Arguments:
         build_config_cmd.set_defaults(func=start_new_config)
         self._build_args(optionlist=ARGS_BUILD_CONFIG, parser=build_config_cmd)
 
-        # add new-strategy subcommand
-        build_strategy_cmd = subparsers.add_parser('new-strategy',
-                                                   help="Create new strategy")
-        build_strategy_cmd.set_defaults(func=start_new_strategy)
-        self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
-
         # add new-hyperopt subcommand
         build_hyperopt_cmd = subparsers.add_parser('new-hyperopt',
                                                    help="Create new hyperopt")
         build_hyperopt_cmd.set_defaults(func=start_new_hyperopt)
         self._build_args(optionlist=ARGS_BUILD_HYPEROPT, parser=build_hyperopt_cmd)
 
-        # Add list-strategies subcommand
-        list_strategies_cmd = subparsers.add_parser(
-            'list-strategies',
-            help='Print available strategies.',
-            parents=[_common_parser],
-        )
-        list_strategies_cmd.set_defaults(func=start_list_strategies)
-        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
-
-        # Add list-hyperopts subcommand
-        list_hyperopts_cmd = subparsers.add_parser(
-            'list-hyperopts',
-            help='Print available hyperopt classes.',
-            parents=[_common_parser],
-        )
-        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
-        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
-
-        # Add list-exchanges subcommand
-        list_exchanges_cmd = subparsers.add_parser(
-            'list-exchanges',
-            help='Print available exchanges.',
-            parents=[_common_parser],
-        )
-        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
-        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
-
-        # Add list-timeframes subcommand
-        list_timeframes_cmd = subparsers.add_parser(
-            'list-timeframes',
-            help='Print available ticker intervals (timeframes) for the exchange.',
-            parents=[_common_parser],
-        )
-        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
-        self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
-
-        # Add list-markets subcommand
-        list_markets_cmd = subparsers.add_parser(
-            'list-markets',
-            help='Print markets on exchange.',
-            parents=[_common_parser],
-        )
-        list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
-        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
-
-        # Add list-pairs subcommand
-        list_pairs_cmd = subparsers.add_parser(
-            'list-pairs',
-            help='Print pairs on exchange.',
-            parents=[_common_parser],
-        )
-        list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
-        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
-
-        # Add test-pairlist subcommand
-        test_pairlist_cmd = subparsers.add_parser(
-            'test-pairlist',
-            help='Test your pairlist configuration.',
-        )
-        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
-        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
+        # add new-strategy subcommand
+        build_strategy_cmd = subparsers.add_parser('new-strategy',
+                                                   help="Create new strategy")
+        build_strategy_cmd.set_defaults(func=start_new_strategy)
+        self._build_args(optionlist=ARGS_BUILD_STRATEGY, parser=build_strategy_cmd)
 
         # Add download-data subcommand
         download_data_cmd = subparsers.add_parser(
@@ -312,23 +236,33 @@ class Arguments:
         convert_trade_data_cmd.set_defaults(func=partial(start_convert_data, ohlcv=False))
         self._build_args(optionlist=ARGS_CONVERT_DATA, parser=convert_trade_data_cmd)
 
-        # Add Plotting subcommand
-        plot_dataframe_cmd = subparsers.add_parser(
-            'plot-dataframe',
-            help='Plot candles with indicators.',
-            parents=[_common_parser, _strategy_parser],
-        )
-        plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
-        self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
-
-        # Plot profit
-        plot_profit_cmd = subparsers.add_parser(
-            'plot-profit',
-            help='Generate plot showing profits.',
+        # Add list-data subcommand
+        list_data_cmd = subparsers.add_parser(
+            'list-data',
+            help='List downloaded data.',
             parents=[_common_parser],
         )
-        plot_profit_cmd.set_defaults(func=start_plot_profit)
-        self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)
+        list_data_cmd.set_defaults(func=start_list_data)
+        self._build_args(optionlist=ARGS_LIST_DATA, parser=list_data_cmd)
+
+        # Add backtesting subcommand
+        backtesting_cmd = subparsers.add_parser('backtesting', help='Backtesting module.',
+                                                parents=[_common_parser, _strategy_parser])
+        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.',
+                                         parents=[_common_parser, _strategy_parser])
+        edge_cmd.set_defaults(func=start_edge)
+        self._build_args(optionlist=ARGS_EDGE, parser=edge_cmd)
+
+        # Add hyperopt subcommand
+        hyperopt_cmd = subparsers.add_parser('hyperopt', help='Hyperopt module.',
+                                             parents=[_common_parser, _strategy_parser],
+                                             )
+        hyperopt_cmd.set_defaults(func=start_hyperopt)
+        self._build_args(optionlist=ARGS_HYPEROPT, parser=hyperopt_cmd)
 
         # Add hyperopt-list subcommand
         hyperopt_list_cmd = subparsers.add_parser(
@@ -347,3 +281,92 @@ class Arguments:
         )
         hyperopt_show_cmd.set_defaults(func=start_hyperopt_show)
         self._build_args(optionlist=ARGS_HYPEROPT_SHOW, parser=hyperopt_show_cmd)
+
+        # Add list-exchanges subcommand
+        list_exchanges_cmd = subparsers.add_parser(
+            'list-exchanges',
+            help='Print available exchanges.',
+            parents=[_common_parser],
+        )
+        list_exchanges_cmd.set_defaults(func=start_list_exchanges)
+        self._build_args(optionlist=ARGS_LIST_EXCHANGES, parser=list_exchanges_cmd)
+
+        # Add list-hyperopts subcommand
+        list_hyperopts_cmd = subparsers.add_parser(
+            'list-hyperopts',
+            help='Print available hyperopt classes.',
+            parents=[_common_parser],
+        )
+        list_hyperopts_cmd.set_defaults(func=start_list_hyperopts)
+        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopts_cmd)
+
+        # Add list-markets subcommand
+        list_markets_cmd = subparsers.add_parser(
+            'list-markets',
+            help='Print markets on exchange.',
+            parents=[_common_parser],
+        )
+        list_markets_cmd.set_defaults(func=partial(start_list_markets, pairs_only=False))
+        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_markets_cmd)
+
+        # Add list-pairs subcommand
+        list_pairs_cmd = subparsers.add_parser(
+            'list-pairs',
+            help='Print pairs on exchange.',
+            parents=[_common_parser],
+        )
+        list_pairs_cmd.set_defaults(func=partial(start_list_markets, pairs_only=True))
+        self._build_args(optionlist=ARGS_LIST_PAIRS, parser=list_pairs_cmd)
+
+        # Add list-strategies subcommand
+        list_strategies_cmd = subparsers.add_parser(
+            'list-strategies',
+            help='Print available strategies.',
+            parents=[_common_parser],
+        )
+        list_strategies_cmd.set_defaults(func=start_list_strategies)
+        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
+
+        # Add list-timeframes subcommand
+        list_timeframes_cmd = subparsers.add_parser(
+            'list-timeframes',
+            help='Print available timeframes for the exchange.',
+            parents=[_common_parser],
+        )
+        list_timeframes_cmd.set_defaults(func=start_list_timeframes)
+        self._build_args(optionlist=ARGS_LIST_TIMEFRAMES, parser=list_timeframes_cmd)
+
+        # Add show-trades subcommand
+        show_trades = subparsers.add_parser(
+            'show-trades',
+            help='Show trades.',
+            parents=[_common_parser],
+        )
+        show_trades.set_defaults(func=start_show_trades)
+        self._build_args(optionlist=ARGS_SHOW_TRADES, parser=show_trades)
+
+        # Add test-pairlist subcommand
+        test_pairlist_cmd = subparsers.add_parser(
+            'test-pairlist',
+            help='Test your pairlist configuration.',
+        )
+        test_pairlist_cmd.set_defaults(func=start_test_pairlist)
+        self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
+
+        # Add Plotting subcommand
+        plot_dataframe_cmd = subparsers.add_parser(
+            'plot-dataframe',
+            help='Plot candles with indicators.',
+            parents=[_common_parser, _strategy_parser],
+        )
+        plot_dataframe_cmd.set_defaults(func=start_plot_dataframe)
+        self._build_args(optionlist=ARGS_PLOT_DATAFRAME, parser=plot_dataframe_cmd)
+
+        # Plot profit
+        plot_profit_cmd = subparsers.add_parser(
+            'plot-profit',
+            help='Generate plot showing profits.',
+            parents=[_common_parser, _strategy_parser],
+        )
+        plot_profit_cmd.set_defaults(func=start_plot_profit)
+        self._build_args(optionlist=ARGS_PLOT_PROFIT, parser=plot_profit_cmd)

freqtrade/commands/build_config_commands.py

@@ -75,8 +75,8 @@ def ask_user_config() -> Dict[str, Any]:
         },
         {
             "type": "text",
-            "name": "ticker_interval",
-            "message": "Please insert your timeframe (ticker interval):",
+            "name": "timeframe",
+            "message": "Please insert your desired timeframe (e.g. 5m):",
             "default": "5m",
         },
         {
@@ -163,7 +163,7 @@ def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
             )
     except TemplateNotFound:
         selections['exchange'] = render_template(
-            templatefile=f"subtemplates/exchange_generic.j2",
+            templatefile="subtemplates/exchange_generic.j2",
             arguments=selections
         )
 

freqtrade/commands/cli_options.py

@@ -110,8 +110,8 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
     ),
     # Optimize common
-    "ticker_interval": Arg(
-        '-i', '--ticker-interval',
+    "timeframe": Arg(
+        '-i', '--timeframe', '--ticker-interval',
         help='Specify ticker interval (`1m`, `5m`, `30m`, `1h`, `1d`).',
     ),
     "timerange": Arg(
@@ -217,7 +217,7 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "print_json": Arg(
         '--print-json',
-        help='Print best result detailization in JSON format.',
+        help='Print output in JSON format.',
         action='store_true',
         default=False,
     ),
@@ -372,10 +372,10 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "timeframes": Arg(
         '-t', '--timeframes',
-        help=f'Specify which tickers to download. Space-separated list. '
-        f'Default: `1m 5m`.',
+        help='Specify which tickers to download. Space-separated list. '
+        'Default: `1m 5m`.',
         choices=['1m', '3m', '5m', '15m', '30m', '1h', '2h', '4h',
-                 '6h', '8h', '12h', '1d', '3d', '1w'],
+                 '6h', '8h', '12h', '1d', '3d', '1w', '2w', '1M', '1y'],
         default=['1m', '5m'],
         nargs='+',
     ),
@@ -425,6 +425,11 @@ AVAILABLE_CLI_OPTIONS = {
         choices=["DB", "file"],
         default="file",
     ),
+    "trade_ids": Arg(
+        '--trade-ids',
+        help='Specify the list of trade ids.',
+        nargs='+',
+    ),
     # hyperopt-list, hyperopt-show
     "hyperopt_list_profitable": Arg(
         '--profitable',
@@ -450,37 +455,49 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "hyperopt_list_min_avg_time": Arg(
         '--min-avg-time',
-        help='Select epochs on above average time.',
+        help='Select epochs above average time.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_avg_time": Arg(
         '--max-avg-time',
-        help='Select epochs on under average time.',
+        help='Select epochs below average time.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_min_avg_profit": Arg(
         '--min-avg-profit',
-        help='Select epochs on above average profit.',
+        help='Select epochs above average profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_avg_profit": Arg(
         '--max-avg-profit',
-        help='Select epochs on below average profit.',
+        help='Select epochs below average profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_min_total_profit": Arg(
         '--min-total-profit',
-        help='Select epochs on above total profit.',
+        help='Select epochs above total profit.',
         type=float,
         metavar='FLOAT',
     ),
     "hyperopt_list_max_total_profit": Arg(
         '--max-total-profit',
-        help='Select epochs on below total profit.',
+        help='Select epochs below total profit.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_min_objective": Arg(
+        '--min-objective',
+        help='Select epochs above objective.',
+        type=float,
+        metavar='FLOAT',
+    ),
+    "hyperopt_list_max_objective": Arg(
+        '--max-objective',
+        help='Select epochs below objective.',
         type=float,
         metavar='FLOAT',
     ),

freqtrade/commands/data_commands.py

@@ -1,5 +1,6 @@
 import logging
 import sys
+from collections import defaultdict
 from typing import Any, Dict, List
 
 import arrow
@@ -11,6 +12,7 @@ from freqtrade.data.history import (convert_trades_to_ohlcv,
                                     refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
 from freqtrade.exceptions import OperationalException
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.resolvers import ExchangeResolver
 from freqtrade.state import RunMode
 
@@ -23,18 +25,24 @@ def start_download_data(args: Dict[str, Any]) -> None:
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
+    if 'days' in config and 'timerange' in config:
+        raise OperationalException("--days and --timerange are mutually exclusive. "
+                                   "You can only specify one or the other.")
     timerange = TimeRange()
     if 'days' in config:
         time_since = arrow.utcnow().shift(days=-config['days']).strftime("%Y%m%d")
         timerange = TimeRange.parse_timerange(f'{time_since}-')
 
+    if 'timerange' in config:
+        timerange = timerange.parse_timerange(config['timerange'])
+
     if 'pairs' not in config:
         raise OperationalException(
             "Downloading data requires a list of pairs. "
             "Please check the documentation on how to configure this.")
 
-    logger.info(f'About to download pairs: {config["pairs"]}, '
-                f'intervals: {config["timeframes"]} to {config["datadir"]}')
+    logger.info(f"About to download pairs: {config['pairs']}, "
+                f"intervals: {config['timeframes']} to {config['datadir']}")
 
     pairs_not_available: List[str] = []
 
@@ -49,21 +57,21 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
         if config.get('download_trades'):
             pairs_not_available = refresh_backtest_trades_data(
-                exchange, pairs=config["pairs"], datadir=config['datadir'],
-                timerange=timerange, erase=bool(config.get("erase")),
+                exchange, pairs=config['pairs'], datadir=config['datadir'],
+                timerange=timerange, erase=bool(config.get('erase')),
                 data_format=config['dataformat_trades'])
 
             # Convert downloaded trade data to different timeframes
             convert_trades_to_ohlcv(
-                pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=bool(config.get("erase")),
+                pairs=config['pairs'], timeframes=config['timeframes'],
+                datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
                 data_format_ohlcv=config['dataformat_ohlcv'],
                 data_format_trades=config['dataformat_trades'],
                 )
         else:
             pairs_not_available = refresh_backtest_ohlcv_data(
-                exchange, pairs=config["pairs"], timeframes=config["timeframes"],
-                datadir=config['datadir'], timerange=timerange, erase=bool(config.get("erase")),
+                exchange, pairs=config['pairs'], timeframes=config['timeframes'],
+                datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
                 data_format=config['dataformat_ohlcv'])
 
     except KeyboardInterrupt:
@@ -88,3 +96,30 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
         convert_trades_format(config,
                               convert_from=args['format_from'], convert_to=args['format_to'],
                               erase=args['erase'])
+
+
+def start_list_data(args: Dict[str, Any]) -> None:
+    """
+    List available backtest data
+    """
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    from freqtrade.data.history.idatahandler import get_datahandler
+    from tabulate import tabulate
+    dhc = get_datahandler(config['datadir'], config['dataformat_ohlcv'])
+
+    paircombs = dhc.ohlcv_get_available_data(config['datadir'])
+
+    if args['pairs']:
+        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]
+
+    print(f"Found {len(paircombs)} pair / timeframe combinations.")
+    groupedpair = defaultdict(list)
+    for pair, timeframe in sorted(paircombs, key=lambda x: (x[0], timeframe_to_minutes(x[1]))):
+        groupedpair[pair].append(timeframe)
+
+    if groupedpair:
+        print(tabulate([(pair, ', '.join(timeframes)) for pair, timeframes in groupedpair.items()],
+                       headers=("Pair", "Timeframe"),
+                       tablefmt='psql', stralign='right'))

freqtrade/commands/deploy_commands.py

@@ -51,7 +51,7 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     )
     additional_methods = render_template_with_fallback(
         templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/strategy_methods_empty.j2",
+        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
     )
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',
@@ -75,7 +75,7 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         if args["strategy"] == "DefaultStrategy":
             raise OperationalException("DefaultStrategy is not allowed as name.")
 
-        new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args["strategy"] + ".py")
+        new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
 
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "
@@ -125,11 +125,11 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    if "hyperopt" in args and args["hyperopt"]:
-        if args["hyperopt"] == "DefaultHyperopt":
+    if 'hyperopt' in args and args['hyperopt']:
+        if args['hyperopt'] == 'DefaultHyperopt':
             raise OperationalException("DefaultHyperopt is not allowed as name.")
 
-        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args["hyperopt"] + ".py")
+        new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
 
         if new_path.exists():
             raise OperationalException(f"`{new_path}` already exists. "

freqtrade/commands/hyperopt_commands.py

@@ -35,36 +35,38 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
         'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+        'filter_max_objective': config.get('hyperopt_list_max_objective', None),
     }
 
-    trials_file = (config['user_data_dir'] /
-                   'hyperopt_results' / 'hyperopt_results.pickle')
+    results_file = (config['user_data_dir'] /
+                    'hyperopt_results' / 'hyperopt_results.pickle')
 
     # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
-    total_epochs = len(trials)
+    epochs = Hyperopt.load_previous_results(results_file)
+    total_epochs = len(epochs)
 
-    trials = _hyperopt_filter_trials(trials, filteroptions)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
 
     if print_colorized:
         colorama_init(autoreset=True)
 
     if not export_csv:
         try:
-            print(Hyperopt.get_result_table(config, trials, total_epochs,
+            print(Hyperopt.get_result_table(config, epochs, total_epochs,
                                             not filteroptions['only_best'], print_colorized, 0))
         except KeyboardInterrupt:
             print('User interrupted..')
 
-    if trials and not no_details:
-        sorted_trials = sorted(trials, key=itemgetter('loss'))
-        results = sorted_trials[0]
+    if epochs and not no_details:
+        sorted_epochs = sorted(epochs, key=itemgetter('loss'))
+        results = sorted_epochs[0]
         Hyperopt.print_epoch_details(results, total_epochs, print_json, no_header)
 
-    if trials and export_csv:
+    if epochs and export_csv:
         Hyperopt.export_csv_file(
-            config, trials, total_epochs, not filteroptions['only_best'], export_csv
+            config, epochs, total_epochs, not filteroptions['only_best'], export_csv
         )
 
 
@@ -78,8 +80,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
 
     print_json = config.get('print_json', False)
     no_header = config.get('hyperopt_show_no_header', False)
-    trials_file = (config['user_data_dir'] /
-                   'hyperopt_results' / 'hyperopt_results.pickle')
+    results_file = (config['user_data_dir'] /
+                    'hyperopt_results' / 'hyperopt_results.pickle')
     n = config.get('hyperopt_show_index', -1)
 
     filteroptions = {
@@ -92,93 +94,130 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
         'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
         'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None)
+        'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
+        'filter_min_objective': config.get('hyperopt_list_min_objective', None),
+        'filter_max_objective': config.get('hyperopt_list_max_objective', None)
     }
 
     # Previous evaluations
-    trials = Hyperopt.load_previous_results(trials_file)
-    total_epochs = len(trials)
+    epochs = Hyperopt.load_previous_results(results_file)
+    total_epochs = len(epochs)
 
-    trials = _hyperopt_filter_trials(trials, filteroptions)
-    trials_epochs = len(trials)
+    epochs = hyperopt_filter_epochs(epochs, filteroptions)
+    filtered_epochs = len(epochs)
 
-    if n > trials_epochs:
+    if n > filtered_epochs:
         raise OperationalException(
-            f"The index of the epoch to show should be less than {trials_epochs + 1}.")
-    if n < -trials_epochs:
+            f"The index of the epoch to show should be less than {filtered_epochs + 1}.")
+    if n < -filtered_epochs:
         raise OperationalException(
-            f"The index of the epoch to show should be greater than {-trials_epochs - 1}.")
+            f"The index of the epoch to show should be greater than {-filtered_epochs - 1}.")
 
     # Translate epoch index from human-readable format to pythonic
     if n > 0:
         n -= 1
 
-    if trials:
-        val = trials[n]
+    if epochs:
+        val = epochs[n]
         Hyperopt.print_epoch_details(val, total_epochs, print_json, no_header,
                                      header_str="Epoch details")
 
 
-def _hyperopt_filter_trials(trials: List, filteroptions: dict) -> List:
+def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
     """
     Filter our items from the list of hyperopt results
     """
     if filteroptions['only_best']:
-        trials = [x for x in trials if x['is_best']]
+        epochs = [x for x in epochs if x['is_best']]
     if filteroptions['only_profitable']:
-        trials = [x for x in trials if x['results_metrics']['profit'] > 0]
-    if filteroptions['filter_min_trades'] > 0:
-        trials = [
-            x for x in trials
-            if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
-        ]
-    if filteroptions['filter_max_trades'] > 0:
-        trials = [
-            x for x in trials
-            if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
-        ]
-    if filteroptions['filter_min_avg_time'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
-        ]
-    if filteroptions['filter_max_avg_time'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
-        ]
-    if filteroptions['filter_min_avg_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['avg_profit']
-            > filteroptions['filter_min_avg_profit']
-        ]
-    if filteroptions['filter_max_avg_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['avg_profit']
-            < filteroptions['filter_max_avg_profit']
-        ]
-    if filteroptions['filter_min_total_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
-        ]
-    if filteroptions['filter_max_total_profit'] is not None:
-        trials = [x for x in trials if x['results_metrics']['trade_count'] > 0]
-        trials = [
-            x for x in trials
-            if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
-        ]
+        epochs = [x for x in epochs if x['results_metrics']['profit'] > 0]
 
-    logger.info(f"{len(trials)} " +
+    epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
+
+    epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
+
+    logger.info(f"{len(epochs)} " +
                 ("best " if filteroptions['only_best'] else "") +
                 ("profitable " if filteroptions['only_profitable'] else "") +
                 "epochs found.")
+    return epochs
 
-    return trials
+
+def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_trades'] > 0:
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['trade_count'] > filteroptions['filter_min_trades']
+        ]
+    if filteroptions['filter_max_trades'] > 0:
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['trade_count'] < filteroptions['filter_max_trades']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_avg_time'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['duration'] > filteroptions['filter_min_avg_time']
+        ]
+    if filteroptions['filter_max_avg_time'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['duration'] < filteroptions['filter_max_avg_time']
+        ]
+
+    return epochs
+
+
+def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_avg_profit'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['avg_profit'] > filteroptions['filter_min_avg_profit']
+        ]
+    if filteroptions['filter_max_avg_profit'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['avg_profit'] < filteroptions['filter_max_avg_profit']
+        ]
+    if filteroptions['filter_min_total_profit'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['profit'] > filteroptions['filter_min_total_profit']
+        ]
+    if filteroptions['filter_max_total_profit'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+        epochs = [
+            x for x in epochs
+            if x['results_metrics']['profit'] < filteroptions['filter_max_total_profit']
+        ]
+    return epochs
+
+
+def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
+
+    if filteroptions['filter_min_objective'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+
+        epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
+    if filteroptions['filter_max_objective'] is not None:
+        epochs = [x for x in epochs if x['results_metrics']['trade_count'] > 0]
+
+        epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
+
+    return epochs

freqtrade/commands/list_commands.py

@@ -14,7 +14,7 @@ from freqtrade.configuration import setup_utils_configuration
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, ccxt_exchanges,
-                                market_is_active, symbol_is_pair)
+                                market_is_active)
 from freqtrade.misc import plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
@@ -102,8 +102,8 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
     Print ticker intervals (timeframes) available on Exchange
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
-    # Do not use ticker_interval set in the config
-    config['ticker_interval'] = None
+    # Do not use timeframe set in the config
+    config['timeframe'] = None
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
@@ -163,7 +163,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             tabular_data.append({'Id': v['id'], 'Symbol': v['symbol'],
                                  'Base': v['base'], 'Quote': v['quote'],
                                  'Active': market_is_active(v),
-                                 **({'Is pair': symbol_is_pair(v['symbol'])}
+                                 **({'Is pair': exchange.market_is_tradable(v)}
                                     if not pairs_only else {})})
 
         if (args.get('print_one_column', False) or
@@ -197,3 +197,30 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                   args.get('list_pairs_print_json', False) or
                   args.get('print_csv', False)):
             print(f"{summary_str}.")
+
+
+def start_show_trades(args: Dict[str, Any]) -> None:
+    """
+    Show trades
+    """
+    from freqtrade.persistence import init, Trade
+    import json
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    if 'db_url' not in config:
+        raise OperationalException("--db-url is required for this command.")
+
+    logger.info(f'Using DB: "{config["db_url"]}"')
+    init(config['db_url'], clean_open_orders=False)
+    tfilter = []
+
+    if config.get('trade_ids'):
+        tfilter.append(Trade.id.in_(config['trade_ids']))
+
+    trades = Trade.get_trades(tfilter).all()
+    logger.info(f"Printing {len(trades)} Trades: ")
+    if config.get('print_json', False):
+        print(json.dumps([trade.to_json() for trade in trades], indent=4))
+    else:
+        for trade in trades:
+            print(trade)

freqtrade/commands/pairlist_commands.py

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

freqtrade/commands/trade_commands.py

@@ -18,6 +18,9 @@ def start_trading(args: Dict[str, Any]) -> int:
     try:
         worker = Worker(args)
         worker.run()
+    except Exception as e:
+        logger.error(str(e))
+        logger.exception("Fatal exception!")
     except KeyboardInterrupt:
         logger.info('SIGINT received, aborting ...')
     finally:

freqtrade/configuration/configuration.py

@@ -54,7 +54,7 @@ class Configuration:
         :param files: List of file paths
         :return: configuration dictionary
         """
-        c = Configuration({"config": files}, RunMode.OTHER)
+        c = Configuration({'config': files}, RunMode.OTHER)
         return c.get_config()
 
     def load_from_files(self, files: List[str]) -> Dict[str, Any]:
@@ -123,10 +123,10 @@ class Configuration:
         the -v/--verbose, --logfile options
         """
         # Log level
-        config.update({'verbosity': self.args.get("verbosity", 0)})
+        config.update({'verbosity': self.args.get('verbosity', 0)})
 
-        if 'logfile' in self.args and self.args["logfile"]:
-            config.update({'logfile': self.args["logfile"]})
+        if 'logfile' in self.args and self.args['logfile']:
+            config.update({'logfile': self.args['logfile']})
 
         setup_logging(config)
 
@@ -149,22 +149,22 @@ class Configuration:
     def _process_common_options(self, config: Dict[str, Any]) -> None:
 
         # Set strategy if not specified in config and or if it's non default
-        if self.args.get("strategy") or not config.get('strategy'):
-            config.update({'strategy': self.args.get("strategy")})
+        if self.args.get('strategy') or not config.get('strategy'):
+            config.update({'strategy': self.args.get('strategy')})
 
         self._args_to_config(config, argname='strategy_path',
                              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"]})
+        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('forcebuy_enable', False):
             logger.warning('`forcebuy` RPC message enabled.')
 
         # Support for sd_notify
-        if 'sd_notify' in self.args and self.args["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:
@@ -173,24 +173,24 @@ class Configuration:
         --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"]
+        if 'exchange' in self.args and self.args['exchange']:
+            config['exchange']['name'] = self.args['exchange']
             logger.info(f"Using exchange {config['exchange']['name']}")
 
         if 'pair_whitelist' not in config['exchange']:
             config['exchange']['pair_whitelist'] = []
 
-        if 'user_data_dir' in self.args and self.args["user_data_dir"]:
-            config.update({'user_data_dir': self.args["user_data_dir"]})
+        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")})
+            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'])
 
-        config.update({'datadir': create_datadir(config, self.args.get("datadir", None))})
+        config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
         logger.info('Using data directory: %s ...', config.get('datadir'))
 
         if self.args.get('exportfilename'):
@@ -199,14 +199,14 @@ class Configuration:
             config['exportfilename'] = Path(config['exportfilename'])
         else:
             config['exportfilename'] = (config['user_data_dir']
-                                        / 'backtest_results/backtest-result.json')
+                                        / 'backtest_results')
 
     def _process_optimize_options(self, config: Dict[str, Any]) -> None:
 
         # This will override the strategy configuration
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Parameter -i/--ticker-interval detected ... '
-                             'Using ticker_interval: {} ...')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Parameter -i/--timeframe detected ... '
+                             'Using timeframe: {} ...')
 
         self._args_to_config(config, argname='position_stacking',
                              logstring='Parameter --enable-position-stacking detected ...')
@@ -219,8 +219,8 @@ class Configuration:
             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"]})
+        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'))
         elif config['runmode'] in NON_UTIL_MODES:
@@ -242,8 +242,8 @@ class Configuration:
         self._args_to_config(config, argname='strategy_list',
                              logstring='Using strategy list of {} strategies', logfun=len)
 
-        self._args_to_config(config, argname='ticker_interval',
-                             logstring='Overriding ticker interval with Command line argument')
+        self._args_to_config(config, argname='timeframe',
+                             logstring='Overriding timeframe with Command line argument')
 
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
@@ -334,6 +334,12 @@ class Configuration:
         self._args_to_config(config, argname='hyperopt_list_max_total_profit',
                              logstring='Parameter --max-total-profit detected: {}')
 
+        self._args_to_config(config, argname='hyperopt_list_min_objective',
+                             logstring='Parameter --min-objective detected: {}')
+
+        self._args_to_config(config, argname='hyperopt_list_max_objective',
+                             logstring='Parameter --max-objective detected: {}')
+
         self._args_to_config(config, argname='hyperopt_list_no_details',
                              logstring='Parameter --no-details detected: {}')
 
@@ -351,8 +357,12 @@ class Configuration:
         self._args_to_config(config, argname='indicators2',
                              logstring='Using indicators2: {}')
 
+        self._args_to_config(config, argname='trade_ids',
+                             logstring='Filtering on trade_ids: {}')
+
         self._args_to_config(config, argname='plot_limit',
                              logstring='Limiting plot to: {}')
+
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
 
@@ -437,12 +447,12 @@ class Configuration:
                 config['pairs'].sort()
             return
 
-        if "config" in self.args and self.args["config"]:
+        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 = config['datadir'] / "pairs.json"
+            pairs_file = config['datadir'] / 'pairs.json'
             if pairs_file.exists():
                 with pairs_file.open('r') as f:
                     config['pairs'] = json_load(f)

freqtrade/configuration/deprecated_settings.py

@@ -58,35 +58,23 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
                                'experimental', 'ignore_roi_if_buy_signal')
 
-    if not config.get('pairlists') and not config.get('pairlists'):
-        config['pairlists'] = [{'method': 'StaticPairList'}]
-        logger.warning(
-            "DEPRECATED: "
-            "Pairlists must be defined explicitly in the future."
-            "Defaulting to StaticPairList for now.")
-
-    if config.get('pairlist', {}).get("method") == 'VolumePairList':
-        logger.warning(
-            "DEPRECATED: "
-            f"Using VolumePairList in pairlist is deprecated and must be moved to pairlists. "
-            "Please refer to the docs on configuration details")
-        pl = {'method': 'VolumePairList'}
-        pl.update(config.get('pairlist', {}).get('config'))
-        config['pairlists'].append(pl)
-
-    if config.get('pairlist', {}).get('config', {}).get('precision_filter'):
-        logger.warning(
-            "DEPRECATED: "
-            f"Using precision_filter setting is deprecated and has been replaced by"
-            "PrecisionFilter. Please refer to the docs on configuration details")
-        config['pairlists'].append({'method': 'PrecisionFilter'})
-
     if (config.get('edge', {}).get('enabled', False)
        and 'capital_available_percentage' in config.get('edge', {})):
-        logger.warning(
+        raise OperationalException(
             "DEPRECATED: "
             "Using 'edge.capital_available_percentage' has been deprecated in favor of "
             "'tradable_balance_ratio'. Please migrate your configuration to "
             "'tradable_balance_ratio' and remove 'capital_available_percentage' "
             "from the edge configuration."
         )
+    if 'ticker_interval' in config:
+        logger.warning(
+            "DEPRECATED: "
+            "Please use 'timeframe' instead of 'ticker_interval."
+        )
+        if 'timeframe' in config:
+            raise OperationalException(
+                "Both 'timeframe' and 'ticker_interval' detected."
+                "Please remove 'ticker_interval' from your configuration to continue operating."
+                )
+        config['timeframe'] = config['ticker_interval']

freqtrade/constants.py

@@ -3,6 +3,9 @@
 """
 bot constants
 """
+from typing import List, Tuple
+
+
 DEFAULT_CONFIG = 'config.json'
 DEFAULT_EXCHANGE = 'bittrex'
 PROCESS_THROTTLE_SECS = 5  # sec
@@ -19,16 +22,25 @@ ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
-                       'PrecisionFilter', 'PriceFilter', 'SpreadFilter']
-AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
+                       'AgeFilter', 'PrecisionFilter', 'PriceFilter',
+                       'ShuffleFilter', 'SpreadFilter']
+AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
+DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
+# Don't modify sequence of DEFAULT_TRADES_COLUMNS
+# it has wide consequences for stored trades files
+DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
+
+LAST_BT_RESULT_FN = '.last_result.json'
 
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGIES = 'strategies'
 USERPATH_NOTEBOOKS = 'notebooks'
 
+TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
+
 # Soure files with destination directories within user-directory
 USER_DATA_FILES = {
     'sample_strategy.py': USERPATH_STRATEGIES,
@@ -65,7 +77,7 @@ CONF_SCHEMA = {
     'type': 'object',
     'properties': {
         'max_open_trades': {'type': ['integer', 'number'], 'minimum': -1},
-        'ticker_interval': {'type': 'string'},
+        'timeframe': {'type': 'string'},
         'stake_currency': {'type': 'string'},
         'stake_amount': {
             'type': ['number', 'string'],
@@ -85,6 +97,7 @@ CONF_SCHEMA = {
         'fiat_display_currency': {'type': 'string', 'enum': SUPPORTED_FIAT},
         'dry_run': {'type': 'boolean'},
         'dry_run_wallet': {'type': 'number', 'default': DRY_RUN_WALLET},
+        'cancel_open_orders_on_exit': {'type': 'boolean', 'default': False},
         'process_only_new_candles': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
@@ -148,7 +161,9 @@ CONF_SCHEMA = {
                 'emergencysell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'stoploss_on_exchange': {'type': 'boolean'},
-                'stoploss_on_exchange_interval': {'type': 'number'}
+                'stoploss_on_exchange_interval': {'type': 'number'},
+                'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
+                                                     'maximum': 1.0}
             },
             'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
         },
@@ -188,6 +203,18 @@ CONF_SCHEMA = {
                 'enabled': {'type': 'boolean'},
                 'token': {'type': 'string'},
                 'chat_id': {'type': 'string'},
+                'notification_settings': {
+                    'type': 'object',
+                    'properties': {
+                        'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}
+                    }
+                }
             },
             'required': ['enabled', 'token', 'chat_id']
         },
@@ -214,12 +241,16 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
+                'jwt_secret_key': {'type': 'string'},
+                'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
+                'verbosity': {'type': 'string', 'enum': ['error', 'info']},
             },
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
+        'disable_dataframe_checks': {'type': 'boolean'},
         'internals': {
             'type': 'object',
             'default': {},
@@ -278,7 +309,6 @@ CONF_SCHEMA = {
                 'process_throttle_secs': {'type': 'integer', 'minimum': 600},
                 'calculate_since_number_of_days': {'type': 'integer'},
                 'allowed_risk': {'type': 'number'},
-                'capital_available_percentage': {'type': 'number'},
                 'stoploss_range_min': {'type': 'number'},
                 'stoploss_range_max': {'type': 'number'},
                 'stoploss_range_step': {'type': 'number'},
@@ -295,6 +325,7 @@ CONF_SCHEMA = {
 
 SCHEMA_TRADE_REQUIRED = [
     'exchange',
+    'timeframe',
     'max_open_trades',
     'stake_currency',
     'stake_amount',
@@ -318,3 +349,17 @@ SCHEMA_MINIMAL_REQUIRED = [
     'dataformat_ohlcv',
     'dataformat_trades',
 ]
+
+CANCEL_REASON = {
+    "TIMEOUT": "cancelled due to timeout",
+    "PARTIALLY_FILLED_KEEP_OPEN": "partially filled - keeping order open",
+    "PARTIALLY_FILLED": "partially filled",
+    "FULLY_CANCELLED": "fully cancelled",
+    "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
+    "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
+    "FORCE_SELL": "forcesold",
+}
+
+# List of pairs with their timeframes
+PairWithTimeframe = Tuple[str, str]
+ListPairsWithTimeframes = List[PairWithTimeframe]

freqtrade/data/btanalysis.py

@@ -3,52 +3,123 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
-from typing import Dict, Union, Tuple
+from typing import Dict, Union, Tuple, Any, Optional
 
 import numpy as np
 import pandas as pd
 from datetime import timezone
 
 from freqtrade import persistence
+from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.misc import json_load
 from freqtrade.persistence import Trade
 
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "trade_duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
-def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame:
+def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
     """
-    Load backtest data file.
-    :param filename: pathlib.Path object, or string pointing to the file.
-    :return: a dataframe with the analysis results
+    Get latest backtest export based on '.last_result.json'.
+    :param directory: Directory to search for last result
+    :return: string containing the filename of the latest backtest result
+    :raises: ValueError in the following cases:
+        * Directory does not exist
+        * `directory/.last_result.json` does not exist
+        * `directory/.last_result.json` has the wrong content
     """
-    if isinstance(filename, str):
-        filename = Path(filename)
+    if isinstance(directory, str):
+        directory = Path(directory)
+    if not directory.is_dir():
+        raise ValueError(f"Directory '{directory}' does not exist.")
+    filename = directory / LAST_BT_RESULT_FN
 
     if not filename.is_file():
-        raise ValueError(f"File {filename} does not exist.")
+        raise ValueError(
+            f"Directory '{directory}' does not seem to contain backtest statistics yet.")
 
     with filename.open() as file:
         data = json_load(file)
 
-    df = pd.DataFrame(data, columns=BT_DATA_COLUMNS)
+    if 'latest_backtest' not in data:
+        raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.")
 
-    df['open_time'] = pd.to_datetime(df['open_time'],
-                                     unit='s',
-                                     utc=True,
-                                     infer_datetime_format=True
-                                     )
-    df['close_time'] = pd.to_datetime(df['close_time'],
-                                      unit='s',
-                                      utc=True,
-                                      infer_datetime_format=True
-                                      )
-    df['profit'] = df['close_rate'] - df['open_rate']
-    df = df.sort_values("open_time").reset_index(drop=True)
+    return data['latest_backtest']
+
+
+def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
+    """
+    Load backtest statistics file.
+    :param filename: pathlib.Path object, or string pointing to the file.
+    :return: a dictionary containing the resulting file.
+    """
+    if isinstance(filename, str):
+        filename = Path(filename)
+    if filename.is_dir():
+        filename = filename / get_latest_backtest_filename(filename)
+    if not filename.is_file():
+        raise ValueError(f"File {filename} does not exist.")
+    logger.info(f"Loading backtest result from {filename}")
+    with filename.open() as file:
+        data = json_load(file)
+
+    return data
+
+
+def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame:
+    """
+    Load backtest data file.
+    :param filename: pathlib.Path object, or string pointing to a file or directory
+    :param strategy: Strategy to load - mainly relevant for multi-strategy backtests
+                     Can also serve as protection to load the correct result.
+    :return: a dataframe with the analysis results
+    :raise: ValueError if loading goes wrong.
+    """
+    data = load_backtest_stats(filename)
+    if not isinstance(data, list):
+        # new, nested format
+        if 'strategy' not in data:
+            raise ValueError("Unknown dataformat.")
+
+        if not strategy:
+            if len(data['strategy']) == 1:
+                strategy = list(data['strategy'].keys())[0]
+            else:
+                raise ValueError("Detected backtest result with more than one strategy. "
+                                 "Please specify a strategy.")
+
+        if strategy not in data['strategy']:
+            raise ValueError(f"Strategy {strategy} not available in the backtest result.")
+
+        data = data['strategy'][strategy]['trades']
+        df = pd.DataFrame(data)
+        df['open_date'] = pd.to_datetime(df['open_date'],
+                                         utc=True,
+                                         infer_datetime_format=True
+                                         )
+        df['close_date'] = pd.to_datetime(df['close_date'],
+                                          utc=True,
+                                          infer_datetime_format=True
+                                          )
+    else:
+        # old format - only with lists.
+        df = pd.DataFrame(data, columns=BT_DATA_COLUMNS)
+
+        df['open_date'] = pd.to_datetime(df['open_date'],
+                                         unit='s',
+                                         utc=True,
+                                         infer_datetime_format=True
+                                         )
+        df['close_date'] = pd.to_datetime(df['close_date'],
+                                          unit='s',
+                                          utc=True,
+                                          infer_datetime_format=True
+                                          )
+        df['profit_abs'] = df['close_rate'] - df['open_rate']
+    df = df.sort_values("open_date").reset_index(drop=True)
     return df
 
 
@@ -62,9 +133,9 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_min = timeframe_to_minutes(timeframe)
-    dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time,
+    dates = [pd.Series(pd.date_range(row[1]['open_date'], row[1]['close_date'],
                                      freq=f"{timeframe_min}min"))
-             for row in results[['open_time', 'close_time']].iterrows()]
+             for row in results[['open_date', 'close_date']].iterrows()]
     deltas = [len(x) for x in dates]
     dates = pd.Series(pd.concat(dates).values, name='date')
     df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
@@ -90,20 +161,25 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
-def load_trades_from_db(db_url: str) -> pd.DataFrame:
+def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataFrame:
     """
     Load trades from a DB (using dburl)
     :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
+    :param strategy: Strategy to load - mainly relevant for multi-strategy backtests
+                     Can also serve as protection to load the correct result.
     :return: Dataframe containing Trades
     """
-    trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
     persistence.init(db_url, clean_open_orders=False)
 
-    columns = ["pair", "open_time", "close_time", "profit", "profitperc",
-               "open_rate", "close_rate", "amount", "duration", "sell_reason",
+    columns = ["pair", "open_date", "close_date", "profit", "profit_percent",
+               "open_rate", "close_rate", "amount", "trade_duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
-               "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
+               "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
+
+    filters = []
+    if strategy:
+        filters.append(Trade.strategy == strategy)
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
@@ -121,18 +197,18 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.min_rate,
                             t.id, t.exchange,
                             t.stop_loss, t.initial_stop_loss,
-                            t.strategy, t.ticker_interval
+                            t.strategy, t.timeframe
                             )
-                           for t in Trade.get_trades().all()],
+                           for t in Trade.get_trades(filters).all()],
                           columns=columns)
 
     return trades
 
 
 def load_trades(source: str, db_url: str, exportfilename: Path,
-                no_trades: bool = False) -> pd.DataFrame:
+                no_trades: bool = False, strategy: Optional[str] = None) -> pd.DataFrame:
     """
-    Based on configuration option "trade_source":
+    Based on configuration option 'trade_source':
     * loads data from DB (using `db_url`)
     * loads data from backtestfile (using `exportfilename`)
     :param source: "DB" or "file" - specify source to load from
@@ -148,7 +224,7 @@ def load_trades(source: str, db_url: str, exportfilename: Path,
     if source == "DB":
         return load_trades_from_db(db_url)
     elif source == "file":
-        return load_backtest_data(exportfilename)
+        return load_backtest_data(exportfilename, strategy)
 
 
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame,
@@ -163,11 +239,31 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame,
     else:
         trades_start = dataframe.iloc[0]['date']
         trades_stop = dataframe.iloc[-1]['date']
-    trades = trades.loc[(trades['open_time'] >= trades_start) &
-                        (trades['close_time'] <= trades_stop)]
+    trades = trades.loc[(trades['open_date'] >= trades_start) &
+                        (trades['close_date'] <= trades_stop)]
     return trades
 
 
+def calculate_market_change(data: Dict[str, pd.DataFrame], column: str = "close") -> float:
+    """
+    Calculate market change based on "column".
+    Calculation is done by taking the first non-null and the last non-null element of each column
+    and calculating the pctchange as "(last - first) / first".
+    Then the results per pair are combined as mean.
+
+    :param data: Dict of Dataframes, dict key should be pair.
+    :param column: Column in the original dataframes to use
+    :return:
+    """
+    tmp_means = []
+    for pair, df in data.items():
+        start = df[column].dropna().iloc[0]
+        end = df[column].dropna().iloc[-1]
+        tmp_means.append((end - start) / start)
+
+    return np.mean(tmp_means)
+
+
 def combine_dataframes_with_mean(data: Dict[str, pd.DataFrame],
                                  column: str = "close") -> pd.DataFrame:
     """
@@ -190,15 +286,19 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     """
     Adds a column `col_name` with the cumulative profit for the given trades array.
     :param df: DataFrame with date index
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
+    :param trades: DataFrame containing trades (requires columns close_date and profit_percent)
     :param col_name: Column name that will be assigned the results
     :param timeframe: Timeframe used during the operations
     :return: Returns df with one additional column, col_name, containing the cumulative profit.
+    :raise: ValueError if trade-dataframe was found empty.
     """
+    if len(trades) == 0:
+        raise ValueError("Trade dataframe empty.")
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
     # Resample to timeframe to make sure trades match candles
-    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_time')[['profitperc']].sum()
+    _trades_sum = trades.resample(f'{timeframe_minutes}min', on='close_date'
+                                  )[['profit_percent']].sum()
     df.loc[:, col_name] = _trades_sum.cumsum()
     # Set first value to 0
     df.loc[df.iloc[0].name, col_name] = 0
@@ -207,14 +307,14 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     return df
 
 
-def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_time',
-                           value_col: str = 'profitperc'
+def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date',
+                           value_col: str = 'profit_percent'
                            ) -> Tuple[float, pd.Timestamp, pd.Timestamp]:
     """
     Calculate max drawdown and the corresponding close dates
-    :param trades: DataFrame containing trades (requires columns close_time and profitperc)
-    :param date_col: Column in DataFrame to use for dates (defaults to 'close_time')
-    :param value_col: Column in DataFrame to use for values (defaults to 'profitperc')
+    :param trades: DataFrame containing trades (requires columns close_date and profit_percent)
+    :param date_col: Column in DataFrame to use for dates (defaults to 'close_date')
+    :param value_col: Column in DataFrame to use for values (defaults to 'profit_percent')
     :return: Tuple (float, highdate, lowdate) with absolute max drawdown, high and low time
     :raise: ValueError if trade-dataframe was found empty.
     """

freqtrade/data/converter.py

@@ -1,14 +1,17 @@
 """
 Functions to convert data from one format to another
 """
+import itertools
 import logging
 from datetime import datetime, timezone
-from typing import Any, Dict
+from operator import itemgetter
+from typing import Any, Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 DEFAULT_TRADES_COLUMNS)
 
 logger = logging.getLogger(__name__)
 
@@ -154,7 +157,27 @@ def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
     return frame
 
 
-def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
+def trades_remove_duplicates(trades: List[List]) -> List[List]:
+    """
+    Removes duplicates from the trades list.
+    Uses itertools.groupby to avoid converting to pandas.
+    Tests show it as being pretty efficient on lists of 4M Lists.
+    :param trades: List of Lists with constants.DEFAULT_TRADES_COLUMNS as columns
+    :return: same format as above, but with duplicates removed
+    """
+    return [i for i, _ in itertools.groupby(sorted(trades, key=itemgetter(0)))]
+
+
+def trades_dict_to_list(trades: List[Dict]) -> List[List]:
+    """
+    Convert fetch_trades result into a List (to be more memory efficient).
+    :param trades: List of trades, as returned by ccxt.fetch_trades.
+    :return: List of Lists, with constants.DEFAULT_TRADES_COLUMNS as columns
+    """
+    return [[t[col] for col in DEFAULT_TRADES_COLUMNS] for t in trades]
+
+
+def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
     """
     Converts trades list to OHLCV list
     TODO: This should get a dedicated test
@@ -164,16 +187,17 @@ def trades_to_ohlcv(trades: list, timeframe: str) -> DataFrame:
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
-    df = pd.DataFrame(trades)
-    df['datetime'] = pd.to_datetime(df['datetime'])
-    df = df.set_index('datetime')
+    df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
+    df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
+                                     utc=True,)
+    df = df.set_index('timestamp')
 
     df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
     df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()
     df_new['date'] = df_new.index
     # Drop 0 volume rows
     df_new = df_new.dropna()
-    return df_new[DEFAULT_DATAFRAME_COLUMNS]
+    return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
 
 
 def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
@@ -212,12 +236,12 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
     from freqtrade.data.history.idatahandler import get_datahandler
     src = get_datahandler(config['datadir'], convert_from)
     trg = get_datahandler(config['datadir'], convert_to)
-    timeframes = config.get('timeframes', [config.get('ticker_interval')])
+    timeframes = config.get('timeframes', [config.get('timeframe')])
     logger.info(f"Converting candle (OHLCV) for timeframe {timeframes}")
 
     if 'pairs' not in config:
         config['pairs'] = []
-        # Check timeframes or fall back to ticker_interval.
+        # Check timeframes or fall back to timeframe.
         for timeframe in timeframes:
             config['pairs'].extend(src.ohlcv_get_pairs(config['datadir'],
                                                        timeframe))
@@ -231,7 +255,8 @@ def convert_ohlcv_format(config: Dict[str, Any], convert_from: str, convert_to:
                                   drop_incomplete=False,
                                   startup_candles=0)
             logger.info(f"Converting {len(data)} candles for {pair}")
-            trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
-            if erase and convert_from != convert_to:
-                logger.info(f"Deleting source data for {pair} / {timeframe}")
-                src.ohlcv_purge(pair=pair, timeframe=timeframe)
+            if len(data) > 0:
+                trg.ohlcv_store(pair=pair, timeframe=timeframe, data=data)
+                if erase and convert_from != convert_to:
+                    logger.info(f"Deleting source data for {pair} / {timeframe}")
+                    src.ohlcv_purge(pair=pair, timeframe=timeframe)

freqtrade/data/dataprovider.py

@@ -5,11 +5,15 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
+from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
+from arrow import Arrow
 from pandas import DataFrame
 
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
+from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.state import RunMode
 
@@ -18,13 +22,32 @@ logger = logging.getLogger(__name__)
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Exchange) -> None:
+    def __init__(self, config: dict, exchange: Exchange, pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
+        self._pairlists = pairlists
+        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+
+    def _set_cached_df(self, pair: str, timeframe: str, dataframe: DataFrame) -> None:
+        """
+        Store cached Dataframe.
+        Using private method as this should never be used by a user
+        (but the class is exposed via `self.dp` to the strategy)
+        :param pair: pair to get the data for
+        :param timeframe: Timeframe to get data for
+        :param dataframe: analyzed dataframe
+        """
+        self.__cached_pairs[(pair, timeframe)] = (dataframe, Arrow.utcnow().datetime)
+
+    def add_pairlisthandler(self, pairlists) -> None:
+        """
+        Allow adding pairlisthandler after initialization
+        """
+        self._pairlists = pairlists
 
     def refresh(self,
-                pairlist: List[Tuple[str, str]],
-                helping_pairs: List[Tuple[str, str]] = None) -> None:
+                pairlist: ListPairsWithTimeframes,
+                helping_pairs: ListPairsWithTimeframes = None) -> None:
         """
         Refresh data, called with each cycle
         """
@@ -34,7 +57,7 @@ class DataProvider:
             self._exchange.refresh_latest_ohlcv(pairlist)
 
     @property
-    def available_pairs(self) -> List[Tuple[str, str]]:
+    def available_pairs(self) -> ListPairsWithTimeframes:
         """
         Return a list of tuples containing (pair, timeframe) for which data is currently cached.
         Should be whitelist + open trades.
@@ -51,7 +74,7 @@ class DataProvider:
                      Use False only for read-only operations (where the dataframe is not modified)
         """
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
-            return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
+            return self._exchange.klines((pair, timeframe or self._config['timeframe']),
                                          copy=copy)
         else:
             return DataFrame()
@@ -63,7 +86,7 @@ class DataProvider:
         :param timeframe: timeframe to get data for
         """
         return load_pair_history(pair=pair,
-                                 timeframe=timeframe or self._config['ticker_interval'],
+                                 timeframe=timeframe or self._config['timeframe'],
                                  datadir=self._config['datadir']
                                  )
 
@@ -85,6 +108,20 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}).")
         return data
 
+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
+        """
+        :param pair: pair to get the data for
+        :param timeframe: timeframe to get data for
+        :return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
+            combination.
+            Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
+        """
+        if (pair, timeframe) in self.__cached_pairs:
+            return self.__cached_pairs[(pair, timeframe)]
+        else:
+
+            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
+
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair
@@ -95,19 +132,24 @@ class DataProvider:
 
     def ticker(self, pair: str):
         """
-        Return last ticker data
+        Return last ticker data from exchange
+        :param pair: Pair to get the data for
+        :return: Ticker dict from exchange or empty dict if ticker is not available for the pair
         """
-        # TODO: Implement me
-        pass
+        try:
+            return self._exchange.fetch_ticker(pair)
+        except ExchangeError:
+            return {}
 
     def orderbook(self, pair: str, maximum: int) -> Dict[str, List]:
         """
-        fetch latest orderbook data
+        Fetch latest l2 orderbook data
+        Warning: Does a network request - so use with common sense.
         :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, maximum)
+        return self._exchange.fetch_l2_order_book(pair, maximum)
 
     @property
     def runmode(self) -> RunMode:
@@ -116,3 +158,17 @@ class DataProvider:
         can be "live", "dry-run", "backtest", "edgecli", "hyperopt" or "other".
         """
         return RunMode(self._config.get('runmode', RunMode.OTHER))
+
+    def current_whitelist(self) -> List[str]:
+        """
+        fetch latest available whitelist.
+
+        Useful when you have a large whitelist and need to call each pair as an informative pair.
+        As available pairs does not show whitelist until after informative pairs have been cached.
+        :return: list of pairs in whitelist
+        """
+
+        if self._pairlists:
+            return self._pairlists.whitelist
+        else:
+            raise OperationalException("Dataprovider was not initialized with a pairlist provider.")

freqtrade/data/history/hdf5datahandler.py

@@ -0,0 +1,211 @@
+import logging
+import re
+from pathlib import Path
+from typing import List, Optional
+
+import pandas as pd
+
+from freqtrade import misc
+from freqtrade.configuration import TimeRange
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 DEFAULT_TRADES_COLUMNS,
+                                 ListPairsWithTimeframes)
+
+from .idatahandler import IDataHandler, TradeList
+
+logger = logging.getLogger(__name__)
+
+
+class HDF5DataHandler(IDataHandler):
+
+    _columns = DEFAULT_DATAFRAME_COLUMNS
+
+    @classmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.h5)', p.name)
+                for p in datadir.glob("*.h5")]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp
+                if match and len(match.groups()) > 1]
+
+    @classmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        for the specified timeframe
+        :param datadir: Directory to search for ohlcv files
+        :param timeframe: Timeframe to search pairs for
+        :return: List of Pairs
+        """
+
+        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + '.h5)', p.name)
+                for p in datadir.glob(f"*{timeframe}.h5")]
+        # Check if regex found something and only return these results
+        return [match[0].replace('_', '/') for match in _tmp if match]
+
+    def ohlcv_store(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
+        """
+        Store data in hdf5 file.
+        :param pair: Pair - used to generate filename
+        :timeframe: Timeframe - used to generate filename
+        :data: Dataframe containing OHLCV data
+        :return: None
+        """
+        key = self._pair_ohlcv_key(pair, timeframe)
+        _data = data.copy()
+
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+
+        ds = pd.HDFStore(filename, mode='a', complevel=9, complib='blosc')
+        ds.put(key, _data.loc[:, self._columns], format='table', data_columns=['date'])
+
+        ds.close()
+
+    def _ohlcv_load(self, pair: str, timeframe: str,
+                    timerange: Optional[TimeRange] = None) -> pd.DataFrame:
+        """
+        Internal method used to load data for one pair from disk.
+        Implements the loading and conversion to a Pandas dataframe.
+        Timerange trimming and dataframe validation happens outside of this method.
+        :param pair: Pair to load data
+        :param timeframe: Timeframe (e.g. "5m")
+        :param timerange: Limit data to be loaded to this timerange.
+                        Optionally implemented by subclasses to avoid loading
+                        all data where possible.
+        :return: DataFrame with ohlcv data, or empty DataFrame
+        """
+        key = self._pair_ohlcv_key(pair, timeframe)
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+
+        if not filename.exists():
+            return pd.DataFrame(columns=self._columns)
+        where = []
+        if timerange:
+            if timerange.starttype == 'date':
+                where.append(f"date >= Timestamp({timerange.startts * 1e9})")
+            if timerange.stoptype == 'date':
+                where.append(f"date < Timestamp({timerange.stopts * 1e9})")
+
+        pairdata = pd.read_hdf(filename, key=key, mode="r", where=where)
+
+        if list(pairdata.columns) != self._columns:
+            raise ValueError("Wrong dataframe format")
+        pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
+                                          'low': 'float', 'close': 'float', 'volume': 'float'})
+        return pairdata
+
+    def ohlcv_purge(self, pair: str, timeframe: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :param timeframe: Timeframe (e.g. "5m")
+        :return: True when deleted, false if file did not exist.
+        """
+        filename = self._pair_data_filename(self._datadir, pair, timeframe)
+        if filename.exists():
+            filename.unlink()
+            return True
+        return False
+
+    def ohlcv_append(self, pair: str, timeframe: str, data: pd.DataFrame) -> None:
+        """
+        Append data to existing data structures
+        :param pair: Pair
+        :param timeframe: Timeframe this ohlcv data is for
+        :param data: Data to append.
+        """
+        raise NotImplementedError()
+
+    @classmethod
+    def trades_get_pairs(cls, datadir: Path) -> List[str]:
+        """
+        Returns a list of all pairs for which trade data is available in this
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Pairs
+        """
+        _tmp = [re.search(r'^(\S+)(?=\-trades.h5)', p.name)
+                for p in datadir.glob("*trades.h5")]
+        # Check if regex found something and only return these results to avoid exceptions.
+        return [match[0].replace('_', '/') for match in _tmp if match]
+
+    def trades_store(self, pair: str, data: TradeList) -> None:
+        """
+        Store trades data (list of Dicts) to file
+        :param pair: Pair - used for filename
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
+        """
+        key = self._pair_trades_key(pair)
+
+        ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair),
+                         mode='a', complevel=9, complib='blosc')
+        ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),
+               format='table', data_columns=['timestamp'])
+        ds.close()
+
+    def trades_append(self, pair: str, data: TradeList):
+        """
+        Append data to existing files
+        :param pair: Pair - used for filename
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
+        """
+        raise NotImplementedError()
+
+    def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
+        """
+        Load a pair from h5 file.
+        :param pair: Load trades for this pair
+        :param timerange: Timerange to load trades for - currently not implemented
+        :return: List of trades
+        """
+        key = self._pair_trades_key(pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
+
+        if not filename.exists():
+            return []
+        where = []
+        if timerange:
+            if timerange.starttype == 'date':
+                where.append(f"timestamp >= {timerange.startts * 1e3}")
+            if timerange.stoptype == 'date':
+                where.append(f"timestamp < {timerange.stopts * 1e3}")
+
+        trades = pd.read_hdf(filename, key=key, mode="r", where=where)
+        return trades.values.tolist()
+
+    def trades_purge(self, pair: str) -> bool:
+        """
+        Remove data for this pair
+        :param pair: Delete data for this pair.
+        :return: True when deleted, false if file did not exist.
+        """
+        filename = self._pair_trades_filename(self._datadir, pair)
+        if filename.exists():
+            filename.unlink()
+            return True
+        return False
+
+    @classmethod
+    def _pair_ohlcv_key(cls, pair: str, timeframe: str) -> str:
+        return f"{pair}/ohlcv/tf_{timeframe}"
+
+    @classmethod
+    def _pair_trades_key(cls, pair: str) -> str:
+        return f"{pair}/trades"
+
+    @classmethod
+    def _pair_data_filename(cls, datadir: Path, pair: str, timeframe: str) -> Path:
+        pair_s = misc.pair_to_filename(pair)
+        filename = datadir.joinpath(f'{pair_s}-{timeframe}.h5')
+        return filename
+
+    @classmethod
+    def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
+        pair_s = misc.pair_to_filename(pair)
+        filename = datadir.joinpath(f'{pair_s}-trades.h5')
+        return filename

freqtrade/data/history/history_utils.py

@@ -9,10 +9,14 @@ from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
-from freqtrade.data.converter import ohlcv_to_dataframe, trades_to_ohlcv
+from freqtrade.data.converter import (clean_ohlcv_dataframe,
+                                      ohlcv_to_dataframe,
+                                      trades_remove_duplicates,
+                                      trades_to_ohlcv)
 from freqtrade.data.history.idatahandler import IDataHandler, get_datahandler
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
+from freqtrade.misc import format_ms_time
 
 logger = logging.getLogger(__name__)
 
@@ -132,7 +136,6 @@ def _load_cached_data_for_updating(pair: str, timeframe: str, timerange: Optiona
     start = None
     if timerange:
         if timerange.starttype == 'date':
-            # TODO: convert to date for conversion
             start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
 
     # Intentionally don't pass timerange in - since we need to load the full dataset.
@@ -199,7 +202,10 @@ def _download_pair_history(datadir: Path,
         if data.empty:
             data = new_dataframe
         else:
-            data = data.append(new_dataframe)
+            # Run cleaning again to ensure there were no duplicate candles
+            # Especially between existing and new data.
+            data = clean_ohlcv_dataframe(data.append(new_dataframe), timeframe, pair,
+                                         fill_missing=False, drop_incomplete=False)
 
         logger.debug("New  Start: %s",
                      f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
@@ -257,27 +263,45 @@ def _download_trades_history(exchange: Exchange,
     """
     try:
 
-        since = timerange.startts * 1000 if timerange and timerange.starttype == 'date' else None
+        since = timerange.startts * 1000 if \
+            (timerange and timerange.starttype == 'date') else int(arrow.utcnow().shift(
+                days=-30).float_timestamp) * 1000
 
         trades = data_handler.trades_load(pair)
 
-        from_id = trades[-1]['id'] if trades else None
+        # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
+        # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+        # DEFAULT_TRADES_COLUMNS: 1 -> id
 
-        logger.debug("Current Start: %s", trades[0]['datetime'] if trades else 'None')
-        logger.debug("Current End: %s", trades[-1]['datetime'] if trades else 'None')
+        if trades and since < trades[0][0]:
+            # since is before the first trade
+            logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
+            trades = []
+
+        from_id = trades[-1][1] if trades else None
+        if trades and since < trades[-1][0]:
+            # Reset since to the last available point
+            # - 5 seconds (to ensure we're getting all trades)
+            since = trades[-1][0] - (5 * 1000)
+            logger.info(f"Using last trade date -5s - Downloading trades for {pair} "
+                        f"since: {format_ms_time(since)}.")
+
+        logger.debug(f"Current Start: {format_ms_time(trades[0][0]) if trades else 'None'}")
+        logger.debug(f"Current End: {format_ms_time(trades[-1][0]) if trades else 'None'}")
+        logger.info(f"Current Amount of trades: {len(trades)}")
 
         # Default since_ms to 30 days if nothing is given
         new_trades = exchange.get_historic_trades(pair=pair,
-                                                  since=since if since else
-                                                  int(arrow.utcnow().shift(
-                                                      days=-30).float_timestamp) * 1000,
+                                                  since=since,
                                                   from_id=from_id,
                                                   )
         trades.extend(new_trades[1])
+        # Remove duplicates to make sure we're not storing data we don't need
+        trades = trades_remove_duplicates(trades)
         data_handler.trades_store(pair, data=trades)
 
-        logger.debug("New Start: %s", trades[0]['datetime'])
-        logger.debug("New End: %s", trades[-1]['datetime'])
+        logger.debug(f"New Start: {format_ms_time(trades[0][0])}")
+        logger.debug(f"New End: {format_ms_time(trades[-1][0])}")
         logger.info(f"New Amount of trades: {len(trades)}")
         return True
 

freqtrade/data/history/idatahandler.py

@@ -8,22 +8,35 @@ from abc import ABC, abstractclassmethod, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Dict, List, Optional, Type
+from typing import List, Optional, Type
 
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.data.converter import clean_ohlcv_dataframe, trim_dataframe
+from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.data.converter import (clean_ohlcv_dataframe,
+                                      trades_remove_duplicates, trim_dataframe)
 from freqtrade.exchange import timeframe_to_seconds
 
 logger = logging.getLogger(__name__)
 
+# Type for trades list
+TradeList = List[List]
+
 
 class IDataHandler(ABC):
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
 
+    @abstractclassmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+
     @abstractclassmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """
@@ -37,9 +50,7 @@ class IDataHandler(ABC):
     @abstractmethod
     def ohlcv_store(self, pair: str, timeframe: str, data: DataFrame) -> None:
         """
-        Store data in json format "values".
-            format looks as follows:
-            [[<date>,<open>,<high>,<low>,<close>]]
+        Store ohlcv data.
         :param pair: Pair - used to generate filename
         :timeframe: Timeframe - used to generate filename
         :data: Dataframe containing OHLCV data
@@ -89,23 +100,25 @@ class IDataHandler(ABC):
         """
 
     @abstractmethod
-    def trades_store(self, pair: str, data: List[Dict]) -> None:
+    def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
 
     @abstractmethod
-    def trades_append(self, pair: str, data: List[Dict]):
+    def trades_append(self, pair: str, data: TradeList):
         """
         Append data to existing files
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
 
     @abstractmethod
-    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
+    def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
         """
         Load a pair from file, either .json.gz or .json
         :param pair: Load trades for this pair
@@ -121,6 +134,16 @@ class IDataHandler(ABC):
         :return: True when deleted, false if file did not exist.
         """
 
+    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
+        """
+        Load a pair from file, either .json.gz or .json
+        Removes duplicates in the process.
+        :param pair: Load trades for this pair
+        :param timerange: Timerange to load trades for - currently not implemented
+        :return: List of trades
+        """
+        return trades_remove_duplicates(self._trades_load(pair, timerange=timerange))
+
     def ohlcv_load(self, pair, timeframe: str,
                    timerange: Optional[TimeRange] = None,
                    fill_missing: bool = True,
@@ -214,6 +237,9 @@ def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
     elif datatype == 'jsongz':
         from .jsondatahandler import JsonGzDataHandler
         return JsonGzDataHandler
+    elif datatype == 'hdf5':
+        from .hdf5datahandler import HDF5DataHandler
+        return HDF5DataHandler
     else:
         raise ValueError(f"No datahandler for datatype {datatype} available.")
 

freqtrade/data/history/jsondatahandler.py

@@ -1,15 +1,20 @@
+import logging
 import re
 from pathlib import Path
-from typing import Dict, List, Optional
+from typing import List, Optional
 
 import numpy as np
 from pandas import DataFrame, read_json, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS,
+                                 ListPairsWithTimeframes)
+from freqtrade.data.converter import trades_dict_to_list
 
-from .idatahandler import IDataHandler
+from .idatahandler import IDataHandler, TradeList
+
+logger = logging.getLogger(__name__)
 
 
 class JsonDataHandler(IDataHandler):
@@ -17,6 +22,18 @@ class JsonDataHandler(IDataHandler):
     _use_zip = False
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
+    @classmethod
+    def ohlcv_get_available_data(cls, datadir: Path) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :return: List of Tuples of (pair, timeframe)
+        """
+        _tmp = [re.search(r'^([a-zA-Z_]+)\-(\d+\S+)(?=.json)', p.name)
+                for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [(match[1].replace('_', '/'), match[2]) for match in _tmp
+                if match and len(match.groups()) > 1]
+
     @classmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str) -> List[str]:
         """
@@ -113,24 +130,26 @@ class JsonDataHandler(IDataHandler):
         # Check if regex found something and only return these results to avoid exceptions.
         return [match[0].replace('_', '/') for match in _tmp if match]
 
-    def trades_store(self, pair: str, data: List[Dict]) -> None:
+    def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
         filename = self._pair_trades_filename(self._datadir, pair)
         misc.file_dump_json(filename, data, is_zip=self._use_zip)
 
-    def trades_append(self, pair: str, data: List[Dict]):
+    def trades_append(self, pair: str, data: TradeList):
         """
         Append data to existing files
         :param pair: Pair - used for filename
-        :param data: List of Dicts containing trade data
+        :param data: List of Lists containing trade data,
+                     column sequence as in DEFAULT_TRADES_COLUMNS
         """
         raise NotImplementedError()
 
-    def trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> List[Dict]:
+    def _trades_load(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
         """
         Load a pair from file, either .json.gz or .json
         # TODO: respect timerange ...
@@ -140,9 +159,15 @@ class JsonDataHandler(IDataHandler):
         """
         filename = self._pair_trades_filename(self._datadir, pair)
         tradesdata = misc.file_load_json(filename)
+
         if not tradesdata:
             return []
 
+        if isinstance(tradesdata[0], dict):
+            # Convert trades dict to list
+            logger.info("Old trades format detected - converting")
+            tradesdata = trades_dict_to_list(tradesdata)
+            pass
         return tradesdata
 
     def trades_purge(self, pair: str) -> bool:

freqtrade/edge/edge_positioning.py

@@ -9,7 +9,7 @@ import utils_find_1st as utf1st
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, DATETIME_PRINT_FORMAT
 from freqtrade.exceptions import OperationalException
 from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.strategy.interface import SellType
@@ -57,9 +57,7 @@ class Edge:
         if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
             raise OperationalException('Edge works only with unlimited stake amount')
 
-        # Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
-        self._capital_percentage: float = self.edge_config.get(
-            'capital_available_percentage', self.config['tradable_balance_ratio'])
+        self._capital_ratio: float = self.config['tradable_balance_ratio']
         self._allowed_risk: float = self.edge_config.get('allowed_risk')
         self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
         self._last_updated: int = 0  # Timestamp of pairs last updated time
@@ -100,14 +98,14 @@ class Edge:
                 datadir=self.config['datadir'],
                 pairs=pairs,
                 exchange=self.exchange,
-                timeframe=self.strategy.ticker_interval,
+                timeframe=self.strategy.timeframe,
                 timerange=self._timerange,
             )
 
         data = load_data(
             datadir=self.config['datadir'],
             pairs=pairs,
-            timeframe=self.strategy.ticker_interval,
+            timeframe=self.strategy.timeframe,
             timerange=self._timerange,
             startup_candles=self.strategy.startup_candle_count,
             data_format=self.config.get('dataformat_ohlcv', 'json'),
@@ -123,12 +121,9 @@ class Edge:
 
         # Print timeframe
         min_date, max_date = get_timerange(preprocessed)
-        logger.info(
-            'Measuring data from %s up to %s (%s days) ...',
-            min_date.isoformat(),
-            max_date.isoformat(),
-            (max_date - min_date).days
-        )
+        logger.info(f'Measuring data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
+                    f'({(max_date - min_date).days} days)..')
         headers = ['date', 'buy', 'open', 'close', 'sell', 'high', 'low']
 
         trades: list = []
@@ -157,7 +152,7 @@ class Edge:
     def stake_amount(self, pair: str, free_capital: float,
                      total_capital: float, capital_in_trade: float) -> float:
         stoploss = self.stoploss(pair)
-        available_capital = (total_capital + capital_in_trade) * self._capital_percentage
+        available_capital = (total_capital + capital_in_trade) * self._capital_ratio
         allowed_capital_at_risk = available_capital * self._allowed_risk
         max_position_size = abs(allowed_capital_at_risk / stoploss)
         position_size = min(max_position_size, free_capital)
@@ -238,22 +233,11 @@ class Edge:
         :param result Dataframe
         :return: result Dataframe
         """
-
-        # stake and fees
-        # stake = 0.015
-        # 0.05% is 0.0005
-        # fee = 0.001
-
-        # we set stake amount to an arbitrary amount.
-        # as it doesn't change the calculation.
-        # all returned values are relative.
-        # they are defined as ratios.
+        # We set stake amount to an arbitrary amount, as it doesn't change the calculation.
+        # All returned values are relative, they are defined as ratios.
         stake = 0.015
-        fee = self.fee
-        open_fee = fee / 2
-        close_fee = fee / 2
 
-        result['trade_duration'] = result['close_time'] - result['open_time']
+        result['trade_duration'] = result['close_date'] - result['open_date']
 
         result['trade_duration'] = result['trade_duration'].map(
             lambda x: int(x.total_seconds() / 60))
@@ -262,12 +246,12 @@ class Edge:
 
         # Buy Price
         result['buy_vol'] = stake / result['open_rate']  # How many target are we buying
-        result['buy_fee'] = stake * open_fee
+        result['buy_fee'] = stake * self.fee
         result['buy_spend'] = stake + result['buy_fee']  # How much we're spending
 
         # Sell price
         result['sell_sum'] = result['buy_vol'] * result['close_rate']
-        result['sell_fee'] = result['sell_sum'] * close_fee
+        result['sell_fee'] = result['sell_sum'] * self.fee
         result['sell_take'] = result['sell_sum'] - result['sell_fee']
 
         # profit_ratio
@@ -294,8 +278,8 @@ class Edge:
         #
         # Removing Pumps
         if self.edge_config.get('remove_pumps', False):
-            results = results.groupby(['pair', 'stoploss']).apply(
-                lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
+            results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+                              + results['profit_abs'].mean()]
         ##########################################################################
 
         # Removing trades having a duration more than X minutes (set in config)
@@ -443,10 +427,8 @@ class Edge:
                      'stoploss': stoploss,
                      'profit_ratio': '',
                      'profit_abs': '',
-                     'open_time': date_column[open_trade_index],
-                     'close_time': date_column[exit_index],
-                     'open_index': start_point + open_trade_index,
-                     'close_index': start_point + exit_index,
+                     'open_date': date_column[open_trade_index],
+                     'close_date': date_column[exit_index],
                      'trade_duration': '',
                      'open_rate': round(open_price, 15),
                      'close_rate': round(exit_price, 15),

freqtrade/exceptions.py

@@ -21,7 +21,22 @@ class DependencyException(FreqtradeException):
     """
 
 
-class InvalidOrderException(FreqtradeException):
+class PricingError(DependencyException):
+    """
+    Subclass of DependencyException.
+    Indicates that the price could not be determined.
+    Implicitly a buy / sell operation.
+    """
+
+
+class ExchangeError(DependencyException):
+    """
+    Error raised out of the exchange.
+    Has multiple Errors to determine the appropriate error.
+    """
+
+
+class InvalidOrderException(ExchangeError):
     """
     This is returned when the order is not valid. Example:
     If stoploss on exchange order is hit, then trying to cancel the order
@@ -29,7 +44,21 @@ class InvalidOrderException(FreqtradeException):
     """
 
 
-class TemporaryError(FreqtradeException):
+class RetryableOrderError(InvalidOrderException):
+    """
+    This is returned when the order is not found.
+    This Error will be repeated with increasing backof (in line with DDosError).
+    """
+
+
+class InsufficientFundsError(InvalidOrderException):
+    """
+    This error is used when there are not enough funds available on the exchange
+    to create an order.
+    """
+
+
+class TemporaryError(ExchangeError):
     """
     Temporary network or exchange related error.
     This could happen when an exchange is congested, unavailable, or the user
@@ -37,6 +66,13 @@ class TemporaryError(FreqtradeException):
     """
 
 
+class DDosProtection(TemporaryError):
+    """
+    Temporary error caused by DDOS protection.
+    Bot will wait for a second and then retry.
+    """
+
+
 class StrategyError(FreqtradeException):
     """
     Errors with custom user-code deteced.

freqtrade/exchange/__init__.py

@@ -12,8 +12,7 @@ from freqtrade.exchange.exchange import (timeframe_to_seconds,
                                          timeframe_to_msecs,
                                          timeframe_to_next_date,
                                          timeframe_to_prev_date)
-from freqtrade.exchange.exchange import (market_is_active,
-                                         symbol_is_pair)
+from freqtrade.exchange.exchange import (market_is_active)
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bibox import Bibox

freqtrade/exchange/binance.py

@@ -4,9 +4,11 @@ from typing import Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, InsufficientFundsError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -20,7 +22,7 @@ class Binance(Exchange):
         "trades_pagination_arg": "fromId",
     }
 
-    def get_order_book(self, pair: str, limit: int = 100) -> dict:
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
         """
         get order book level 2 from exchange
 
@@ -30,7 +32,7 @@ class Binance(Exchange):
         # get next-higher step in the limit_range list
         limit = min(list(filter(lambda x: limit <= x, limit_range)))
 
-        return super().get_order_book(pair, limit)
+        return super().fetch_l2_order_book(pair, limit)
 
     def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
         """
@@ -39,6 +41,7 @@ class Binance(Exchange):
         """
         return order['type'] == 'stop_loss_limit' and stop_loss > float(order['info']['stopPrice'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         creates a stoploss limit order.
@@ -72,13 +75,13 @@ class Binance(Exchange):
             rate = self.price_to_precision(pair, rate)
 
             order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
-                                           amount=amount, price=stop_price, params=params)
+                                           amount=amount, price=rate, params=params)
             logger.info('stoploss limit order added for %s. '
                         'stop price: %s. limit: %s', pair, stop_price, rate)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
@@ -88,6 +91,8 @@ class Binance(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to sell amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/exchange/common.py

@@ -1,17 +1,26 @@
+import asyncio
 import logging
+import time
+from functools import wraps
 
-from freqtrade.exceptions import DependencyException, TemporaryError
+from freqtrade.exceptions import (DDosProtection, RetryableOrderError,
+                                  TemporaryError)
 
 logger = logging.getLogger(__name__)
 
 
+# Maximum default retry count.
+# Functions are always called RETRY_COUNT + 1 times (for the original call)
 API_RETRY_COUNT = 4
+API_FETCH_ORDER_RETRY_COUNT = 5
+
 BAD_EXCHANGES = {
     "bitmex": "Various reasons.",
     "bitstamp": "Does not provide history. "
                 "Details in https://github.com/freqtrade/freqtrade/issues/1983",
     "hitbtc": "This API cannot be used with Freqtrade. "
               "Use `hitbtc2` exchange id to access this exchange.",
+    "phemex": "Does not provide history. ",
     **dict.fromkeys([
         'adara',
         'anxpro',
@@ -88,17 +97,28 @@ MAP_EXCHANGE_CHILDCLASS = {
 }
 
 
+def calculate_backoff(retrycount, max_retries):
+    """
+    Calculate backoff
+    """
+    return (max_retries - retrycount) ** 2 + 1
+
+
 def retrier_async(f):
     async def wrapper(*args, **kwargs):
         count = kwargs.pop('count', API_RETRY_COUNT)
         try:
             return await f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
+        except TemporaryError as ex:
             logger.warning('%s() returned exception: "%s"', f.__name__, ex)
             if count > 0:
+                logger.warning('retrying %s() still for %s times', f.__name__, count)
                 count -= 1
                 kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
+                if isinstance(ex, DDosProtection):
+                    backoff_delay = calculate_backoff(count + 1, API_RETRY_COUNT)
+                    logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                    await asyncio.sleep(backoff_delay)
                 return await wrapper(*args, **kwargs)
             else:
                 logger.warning('Giving up retrying: %s()', f.__name__)
@@ -106,19 +126,31 @@ def retrier_async(f):
     return wrapper
 
 
-def retrier(f):
-    def wrapper(*args, **kwargs):
-        count = kwargs.pop('count', API_RETRY_COUNT)
-        try:
-            return f(*args, **kwargs)
-        except (TemporaryError, DependencyException) as ex:
-            logger.warning('%s() returned exception: "%s"', f.__name__, ex)
-            if count > 0:
-                count -= 1
-                kwargs.update({'count': count})
-                logger.warning('retrying %s() still for %s times', f.__name__, count)
-                return wrapper(*args, **kwargs)
-            else:
-                logger.warning('Giving up retrying: %s()', f.__name__)
-                raise ex
-    return wrapper
+def retrier(_func=None, retries=API_RETRY_COUNT):
+    def decorator(f):
+        @wraps(f)
+        def wrapper(*args, **kwargs):
+            count = kwargs.pop('count', retries)
+            try:
+                return f(*args, **kwargs)
+            except (TemporaryError, RetryableOrderError) as ex:
+                logger.warning('%s() returned exception: "%s"', f.__name__, ex)
+                if count > 0:
+                    logger.warning('retrying %s() still for %s times', f.__name__, count)
+                    count -= 1
+                    kwargs.update({'count': count})
+                    if isinstance(ex, DDosProtection) or isinstance(ex, RetryableOrderError):
+                        # increasing backoff
+                        backoff_delay = calculate_backoff(count + 1, retries)
+                        logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")
+                        time.sleep(backoff_delay)
+                    return wrapper(*args, **kwargs)
+                else:
+                    logger.warning('Giving up retrying: %s()', f.__name__)
+                    raise ex
+        return wrapper
+    # Support both @retrier and @retrier(retries=2) syntax
+    if _func is None:
+        return decorator
+    else:
+        return decorator(_func)

freqtrade/exchange/exchange.py

@@ -8,7 +8,6 @@ import logging
 from copy import deepcopy
 from datetime import datetime, timezone
 from math import ceil
-from random import randint
 from typing import Any, Dict, List, Optional, Tuple
 
 import arrow
@@ -18,12 +17,15 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE,
                                             TRUNCATE, decimal_to_precision)
 from pandas import DataFrame
 
-from freqtrade.data.converter import ohlcv_to_dataframe
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
-from freqtrade.exchange.common import BAD_EXCHANGES, retrier, retrier_async
-from freqtrade.misc import deep_merge_dicts
-
+from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
+from freqtrade.exceptions import (DDosProtection, ExchangeError,
+                                  InsufficientFundsError,
+                                  InvalidOrderException, OperationalException,
+                                  RetryableOrderError, TemporaryError)
+from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT,
+                                       BAD_EXCHANGES, retrier, retrier_async)
+from freqtrade.misc import deep_merge_dicts, safe_value_fallback2
 
 CcxtModuleType = Any
 
@@ -79,13 +81,13 @@ class Exchange:
 
         if config['dry_run']:
             logger.info('Instance is running with dry_run enabled')
-
+        logger.info(f"Using CCXT {ccxt.__version__}")
         exchange_config = config['exchange']
 
         # Deep merge ft_has with default ft_has options
         self._ft_has = deep_merge_dicts(self._ft_has, deepcopy(self._ft_has_default))
-        if exchange_config.get("_ft_has_params"):
-            self._ft_has = deep_merge_dicts(exchange_config.get("_ft_has_params"),
+        if exchange_config.get('_ft_has_params'):
+            self._ft_has = deep_merge_dicts(exchange_config.get('_ft_has_params'),
                                             self._ft_has)
             logger.info("Overriding exchange._ft_has with config params, result: %s", self._ft_has)
 
@@ -98,12 +100,14 @@ class Exchange:
 
         # Initialize ccxt objects
         ccxt_config = self._ccxt_config.copy()
-        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
-                                       ccxt_config)
-        self._api = self._init_ccxt(
-            exchange_config, ccxt_kwargs=ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}), ccxt_config)
+        ccxt_config = deep_merge_dicts(exchange_config.get('ccxt_sync_config', {}), ccxt_config)
+
+        self._api = self._init_ccxt(exchange_config, ccxt_kwargs=ccxt_config)
 
         ccxt_async_config = self._ccxt_config.copy()
+        ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_config', {}),
+                                             ccxt_async_config)
         ccxt_async_config = deep_merge_dicts(exchange_config.get('ccxt_async_config', {}),
                                              ccxt_async_config)
         self._api_async = self._init_ccxt(
@@ -113,7 +117,7 @@ class Exchange:
 
         if validate:
             # Check if timeframe is available
-            self.validate_timeframes(config.get('ticker_interval'))
+            self.validate_timeframes(config.get('timeframe'))
 
             # Initial markets load
             self._load_markets()
@@ -184,11 +188,16 @@ class Exchange:
     def timeframes(self) -> List[str]:
         return list((self._api.timeframes or {}).keys())
 
+    @property
+    def ohlcv_candle_limit(self) -> int:
+        """exchange ohlcv candle limit"""
+        return int(self._ohlcv_candle_limit)
+
     @property
     def markets(self) -> Dict:
         """exchange ccxt markets"""
         if not self._api.markets:
-            logger.warning("Markets were not loaded. Loading them now..")
+            logger.info("Markets were not loaded. Loading them now..")
             self._load_markets()
         return self._api.markets
 
@@ -214,7 +223,7 @@ class Exchange:
         if quote_currencies:
             markets = {k: v for k, v in markets.items() if v['quote'] in quote_currencies}
         if pairs_only:
-            markets = {k: v for k, v in markets.items() if symbol_is_pair(v['symbol'])}
+            markets = {k: v for k, v in markets.items() if self.market_is_tradable(v)}
         if active_only:
             markets = {k: v for k, v in markets.items() if market_is_active(v)}
         return markets
@@ -238,6 +247,19 @@ class Exchange:
         """
         return self.markets.get(pair, {}).get('base', '')
 
+    def market_is_tradable(self, market: Dict[str, Any]) -> bool:
+        """
+        Check if the market symbol is tradable by Freqtrade.
+        By default, checks if it's splittable by `/` and both sides correspond to base / quote
+        """
+        symbol_parts = market['symbol'].split('/')
+        return (len(symbol_parts) == 2 and
+                len(symbol_parts[0]) > 0 and
+                len(symbol_parts[1]) > 0 and
+                symbol_parts[0] == market.get('base') and
+                symbol_parts[1] == market.get('quote')
+                )
+
     def klines(self, pair_interval: Tuple[str, str], copy: bool = True) -> DataFrame:
         if pair_interval in self._klines:
             return self._klines[pair_interval].copy() if copy else self._klines[pair_interval]
@@ -250,8 +272,8 @@ class Exchange:
                 api.urls['api'] = api.urls['test']
                 logger.info("Enabled Sandbox API on %s", name)
             else:
-                logger.warning(name, "No Sandbox URL in CCXT, exiting. "
-                                     "Please check your config.json")
+                logger.warning(
+                    f"No Sandbox URL in CCXT for {name}, exiting. Please check your config.json")
                 raise OperationalException(f'Exchange {name} does not provide a sandbox api')
 
     def _load_async_markets(self, reload: bool = False) -> None:
@@ -273,8 +295,8 @@ class Exchange:
         except ccxt.BaseError as e:
             logger.warning('Unable to initialize markets. Reason: %s', e)
 
-    def _reload_markets(self) -> None:
-        """Reload markets both sync and async, if refresh interval has passed"""
+    def reload_markets(self) -> None:
+        """Reload markets both sync and async if refresh interval has passed """
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
@@ -283,6 +305,8 @@ class Exchange:
         logger.debug("Performing scheduled market reload..")
         try:
             self._api.load_markets(reload=True)
+            # Also reload async markets to avoid issues with newly listed pairs
+            self._load_async_markets(reload=True)
             self._last_markets_refresh = arrow.utcnow().timestamp
         except ccxt.BaseError:
             logger.exception("Could not reload markets.")
@@ -347,7 +371,7 @@ class Exchange:
         for pair in [f"{curr_1}/{curr_2}", f"{curr_2}/{curr_1}"]:
             if pair in self.markets and self.markets[pair].get('active'):
                 return pair
-        raise DependencyException(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
+        raise ExchangeError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
     def validate_timeframes(self, timeframe: Optional[str]) -> None:
         """
@@ -367,8 +391,7 @@ class Exchange:
                 f"Invalid timeframe '{timeframe}'. This exchange supports: {self.timeframes}")
 
         if timeframe and timeframe_to_minutes(timeframe) < 1:
-            raise OperationalException(
-                f"Timeframes < 1m are currently not supported by Freqtrade.")
+            raise OperationalException("Timeframes < 1m are currently not supported by Freqtrade.")
 
     def validate_ordertypes(self, order_types: Dict) -> None:
         """
@@ -465,33 +488,40 @@ class Exchange:
 
     def dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                       rate: float, params: Dict = {}) -> Dict[str, Any]:
-        order_id = f'dry_run_{side}_{randint(0, 10**6)}'
+        order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
         _amount = self.amount_to_precision(pair, amount)
         dry_order = {
-            "id": order_id,
-            'pair': pair,
+            'id': order_id,
+            'symbol': pair,
             'price': rate,
+            'average': rate,
             'amount': _amount,
-            "cost": _amount * rate,
+            'cost': _amount * rate,
             'type': ordertype,
             'side': side,
             'remaining': _amount,
             'datetime': arrow.utcnow().isoformat(),
+            'timestamp': int(arrow.utcnow().timestamp * 1000),
             'status': "closed" if ordertype == "market" else "open",
             'fee': None,
-            "info": {}
+            'info': {}
         }
-        self._store_dry_order(dry_order)
+        self._store_dry_order(dry_order, pair)
         # Copy order and close it - so the returned order is open unless it's a market order
         return dry_order
 
-    def _store_dry_order(self, dry_order: Dict) -> None:
+    def _store_dry_order(self, dry_order: Dict, pair: str) -> None:
         closed_order = dry_order.copy()
-        if closed_order["type"] in ["market", "limit"]:
+        if closed_order['type'] in ["market", "limit"]:
             closed_order.update({
-                "status": "closed",
-                "filled": closed_order["amount"],
-                "remaining": 0
+                'status': 'closed',
+                'filled': closed_order['amount'],
+                'remaining': 0,
+                'fee': {
+                    'currency': self.get_pair_quote_currency(pair),
+                    'cost': dry_order['cost'] * self.get_fee(pair),
+                    'rate': self.get_fee(pair)
+                }
             })
         if closed_order["type"] in ["stop_loss_limit"]:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
@@ -510,15 +540,17 @@ class Exchange:
                                           amount, rate_for_order, params)
 
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} {side} order on market {pair}.'
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise DependencyException(
-                f'Could not create {ordertype} {side} order on market {pair}.'
-                f'Tried to {side} amount {amount} at rate {rate}.'
+            raise ExchangeError(
+                f'Could not create {ordertype} {side} order on market {pair}. '
+                f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
@@ -598,6 +630,8 @@ class Exchange:
             balances.pop("used", None)
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -612,6 +646,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load tickers due to {e.__class__.__name__}. Message: {e}') from e
@@ -622,9 +658,11 @@ class Exchange:
     def fetch_ticker(self, pair: str) -> dict:
         try:
             if pair not in self._api.markets or not self._api.markets[pair].get('active'):
-                raise DependencyException(f"Pair {pair} not available")
+                raise ExchangeError(f"Pair {pair} not available")
             data = self._api.fetch_ticker(pair)
             return data
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not load ticker due to {e.__class__.__name__}. Message: {e}') from e
@@ -672,7 +710,7 @@ class Exchange:
         logger.info("Downloaded data for %s with length %s.", pair, len(data))
         return data
 
-    def refresh_latest_ohlcv(self, pair_list: List[Tuple[str, str]]) -> List[Tuple[str, List]]:
+    def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes) -> List[Tuple[str, List]]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
         Loops asynchronously over pair_list and downloads all pairs async (semi-parallel).
@@ -758,6 +796,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical '
                 f'candle (OHLCV) data. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not fetch historical candle (OHLCV) data '
                                  f'for pair {pair} due to {e.__class__.__name__}. '
@@ -769,7 +809,7 @@ class Exchange:
     @retrier_async
     async def _async_fetch_trades(self, pair: str,
                                   since: Optional[int] = None,
-                                  params: Optional[dict] = None) -> List[Dict]:
+                                  params: Optional[dict] = None) -> List[List]:
         """
         Asyncronously gets trade history using fetch_trades.
         Handles exchange errors, does one call to the exchange.
@@ -789,11 +829,13 @@ class Exchange:
                     '(' + arrow.get(since // 1000).isoformat() + ') ' if since is not None else ''
                 )
                 trades = await self._api_async.fetch_trades(pair, since=since, limit=1000)
-            return trades
+            return trades_dict_to_list(trades)
         except ccxt.NotSupported as e:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching historical trade data.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(f'Could not load trade history due to {e.__class__.__name__}. '
                                  f'Message: {e}') from e
@@ -803,7 +845,7 @@ class Exchange:
     async def _async_get_trade_history_id(self, pair: str,
                                           until: int,
                                           since: Optional[int] = None,
-                                          from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
+                                          from_id: Optional[str] = None) -> Tuple[str, List[List]]:
         """
         Asyncronously gets trade history using fetch_trades
         use this when exchange uses id-based iteration (check `self._trades_pagination`)
@@ -814,7 +856,7 @@ class Exchange:
         returns tuple: (pair, trades-list)
         """
 
-        trades: List[Dict] = []
+        trades: List[List] = []
 
         if not from_id:
             # Fetch first elements using timebased method to get an ID to paginate on
@@ -823,7 +865,9 @@ class Exchange:
             # e.g. Binance returns the "last 1000" candles within a 1h time interval
             # - so we will miss the first trades.
             t = await self._async_fetch_trades(pair, since=since)
-            from_id = t[-1]['id']
+            # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+            # DEFAULT_TRADES_COLUMNS: 1 -> id
+            from_id = t[-1][1]
             trades.extend(t[:-1])
         while True:
             t = await self._async_fetch_trades(pair,
@@ -831,21 +875,21 @@ class Exchange:
             if len(t):
                 # Skip last id since its the key for the next call
                 trades.extend(t[:-1])
-                if from_id == t[-1]['id'] or t[-1]['timestamp'] > until:
+                if from_id == t[-1][1] or t[-1][0] > until:
                     logger.debug(f"Stopping because from_id did not change. "
-                                 f"Reached {t[-1]['timestamp']} > {until}")
+                                 f"Reached {t[-1][0]} > {until}")
                     # Reached the end of the defined-download period - add last trade as well.
                     trades.extend(t[-1:])
                     break
 
-                from_id = t[-1]['id']
+                from_id = t[-1][1]
             else:
                 break
 
         return (pair, trades)
 
     async def _async_get_trade_history_time(self, pair: str, until: int,
-                                            since: Optional[int] = None) -> Tuple[str, List]:
+                                            since: Optional[int] = None) -> Tuple[str, List[List]]:
         """
         Asyncronously gets trade history using fetch_trades,
         when the exchange uses time-based iteration (check `self._trades_pagination`)
@@ -855,16 +899,18 @@ class Exchange:
         returns tuple: (pair, trades-list)
         """
 
-        trades: List[Dict] = []
+        trades: List[List] = []
+        # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
+        # DEFAULT_TRADES_COLUMNS: 1 -> id
         while True:
             t = await self._async_fetch_trades(pair, since=since)
             if len(t):
-                since = t[-1]['timestamp']
+                since = t[-1][1]
                 trades.extend(t)
                 # Reached the end of the defined-download period
-                if until and t[-1]['timestamp'] > until:
+                if until and t[-1][0] > until:
                     logger.debug(
-                        f"Stopping because until was reached. {t[-1]['timestamp']} > {until}")
+                        f"Stopping because until was reached. {t[-1][0]} > {until}")
                     break
             else:
                 break
@@ -874,19 +920,24 @@ class Exchange:
     async def _async_get_trade_history(self, pair: str,
                                        since: Optional[int] = None,
                                        until: Optional[int] = None,
-                                       from_id: Optional[str] = None) -> Tuple[str, List[Dict]]:
+                                       from_id: Optional[str] = None) -> Tuple[str, List[List]]:
         """
         Async wrapper handling downloading trades using either time or id based methods.
         """
 
+        logger.debug(f"_async_get_trade_history(), pair: {pair}, "
+                     f"since: {since}, until: {until}, from_id: {from_id}")
+
+        if until is None:
+            until = ccxt.Exchange.milliseconds()
+            logger.debug(f"Exchange milliseconds: {until}")
+
         if self._trades_pagination == 'time':
             return await self._async_get_trade_history_time(
-                pair=pair, since=since,
-                until=until or ccxt.Exchange.milliseconds())
+                pair=pair, since=since, until=until)
         elif self._trades_pagination == 'id':
             return await self._async_get_trade_history_id(
-                pair=pair, since=since,
-                until=until or ccxt.Exchange.milliseconds(), from_id=from_id
+                pair=pair, since=since, until=until, from_id=from_id
             )
         else:
             raise OperationalException(f"Exchange {self.name} does use neither time, "
@@ -916,7 +967,7 @@ class Exchange:
     def check_order_canceled_empty(self, order: Dict) -> bool:
         """
         Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from get_order()
+        :param order: Order dict as returned from fetch_order()
         :return: True if order has been cancelled without being filled, False otherwise.
         """
         return order.get('status') in ('closed', 'canceled') and order.get('filled') == 0.0
@@ -924,19 +975,29 @@ class Exchange:
     @retrier
     def cancel_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            return {}
+            order = self._dry_run_open_orders.get(order_id)
+            if order:
+                order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
+                return order
+            else:
+                return {}
 
         try:
             return self._api.cancel_order(order_id, pair)
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
                 f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
+    cancel_stoploss_order = cancel_order
+
     def is_cancel_order_result_suitable(self, corder) -> bool:
         if not isinstance(corder, dict):
             return False
@@ -948,7 +1009,7 @@ class Exchange:
         """
         Cancel order returning a result.
         Creates a fake result if cancel order returns a non-usable result
-        and get_order does not work (certain exchanges don't return cancelled orders)
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
         :param order_id: Orderid to cancel
         :param pair: Pair corresponding to order_id
         :param amount: Amount to use for fake response
@@ -959,17 +1020,17 @@ class Exchange:
             if self.is_cancel_order_result_suitable(corder):
                 return corder
         except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id}.")
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
         try:
-            order = self.get_order(order_id, pair)
+            order = self.fetch_order(order_id, pair)
         except InvalidOrderException:
             logger.warning(f"Could not fetch cancelled order {order_id}.")
             order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
 
         return order
 
-    @retrier
-    def get_order(self, order_id: str, pair: str) -> Dict:
+    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self._dry_run_open_orders[order_id]
@@ -980,22 +1041,41 @@ class Exchange:
                     f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
         try:
             return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
         except ccxt.InvalidOrder as e:
             raise InvalidOrderException(
-                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    @retrier
-    def get_order_book(self, pair: str, limit: int = 100) -> dict:
-        """
-        get order book level 2 from exchange
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order
 
-        Notes:
-        20180619: bittrex doesnt support limits -.-
+    def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
+                                      stoploss_order: bool = False) -> Dict:
+        """
+        Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
+        the stoploss_order parameter
+        :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
+        """
+        if stoploss_order:
+            return self.fetch_stoploss_order(order_id, pair)
+        return self.fetch_order(order_id, pair)
+
+    @retrier
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
+        """
+        Get L2 order book from exchange.
+        Can be limited to a certain amount (if supported).
+        Returns a dict in the format
+        {'asks': [price, volume], 'bids': [price, volume]}
         """
         try:
 
@@ -1004,6 +1084,8 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching order book.'
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
@@ -1040,10 +1122,11 @@ class Exchange:
             matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
 
             return matched_trades
-
-        except ccxt.NetworkError as e:
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
-                f'Could not get trades due to networking error. Message: {e}') from e
+                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
@@ -1057,12 +1140,71 @@ class Exchange:
 
             return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
                                            price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @staticmethod
+    def order_has_fee(order: Dict) -> bool:
+        """
+        Verifies if the passed in order dict has the needed keys to extract fees,
+        and that these keys (currency, cost) are not empty.
+        :param order: Order or trade (one trade) dict
+        :return: True if the fee substructure contains currency and cost, false otherwise
+        """
+        if not isinstance(order, dict):
+            return False
+        return ('fee' in order and order['fee'] is not None
+                and (order['fee'].keys() >= {'currency', 'cost'})
+                and order['fee']['currency'] is not None
+                and order['fee']['cost'] is not None
+                )
+
+    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+        """
+        Calculate fee rate if it's not given by the exchange.
+        :param order: Order or trade (one trade) dict
+        """
+        if order['fee'].get('rate') is not None:
+            return order['fee'].get('rate')
+        fee_curr = order['fee']['currency']
+        # Calculate fee based on order details
+        if fee_curr in self.get_pair_base_currency(order['symbol']):
+            # Base currency - divide by amount
+            return round(
+                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
+        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+            # Quote currency - divide by cost
+            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
+        else:
+            # If Fee currency is a different currency
+            if not order['cost']:
+                # If cost is None or 0.0 -> falsy, return None
+                return None
+            try:
+                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
+                tick = self.fetch_ticker(comb)
+
+                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
+                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            except ExchangeError:
+                return None
+
+    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+        """
+        Extract tuple of cost, currency, rate.
+        Requires order_has_fee to run first!
+        :param order: Order or trade (one trade) dict
+        :return: Tuple with cost, currency, rate of the given fee dict
+        """
+        return (order['fee']['cost'],
+                order['fee']['currency'],
+                self.calculate_fee_rate(order))
+
 
 def is_exchange_bad(exchange_name: str) -> bool:
     return exchange_name in BAD_EXCHANGES
@@ -1147,20 +1289,6 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
 
 
-def symbol_is_pair(market_symbol: str, base_currency: str = None,
-                   quote_currency: str = None) -> bool:
-    """
-    Check if the market symbol is a pair, i.e. that its symbol consists of the base currency and the
-    quote currency separated by '/' character. If base_currency and/or quote_currency is passed,
-    it also checks that the symbol contains appropriate base and/or quote currency part before
-    and after the separating character correspondingly.
-    """
-    symbol_parts = market_symbol.split('/')
-    return (len(symbol_parts) == 2 and
-            (symbol_parts[0] == base_currency if base_currency else len(symbol_parts[0]) > 0) and
-            (symbol_parts[1] == quote_currency if quote_currency else len(symbol_parts[1]) > 0))
-
-
 def market_is_active(market: Dict) -> bool:
     """
     Return True if the market is active.

freqtrade/exchange/ftx.py

@@ -1,8 +1,14 @@
 """ FTX exchange subclass """
 import logging
-from typing import Dict
+from typing import Any, Dict
 
+import ccxt
+
+from freqtrade.exceptions import (DDosProtection, InsufficientFundsError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
 
 logger = logging.getLogger(__name__)
 
@@ -10,5 +16,121 @@ logger = logging.getLogger(__name__)
 class Ftx(Exchange):
 
     _ft_has: Dict = {
+        "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 1500,
     }
+
+    def market_is_tradable(self, market: Dict[str, Any]) -> bool:
+        """
+        Check if the market symbol is tradable by Freqtrade.
+        Default checks + check if pair is spot pair (no futures trading yet).
+        """
+        parent_check = super().market_is_tradable(market)
+
+        return (parent_check and
+                market.get('spot', False) is True)
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop' and stop_loss > float(order['price'])
+
+    @retrier(retries=0)
+    def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
+        """
+        Creates a stoploss order.
+        depending on order_types.stoploss configuration, uses 'market' or limit order.
+
+        Limit orders are defined by having orderPrice set, otherwise a market order is used.
+        """
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        limit_rate = stop_price * limit_price_pct
+
+        ordertype = "stop"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.dry_run_order(
+                pair, ordertype, "sell", amount, stop_price)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+            if order_types.get('stoploss', 'market') == 'limit':
+                # set orderPrice to place limit order, otherwise it's a market order
+                params['orderPrice'] = limit_rate
+
+            amount = self.amount_to_precision(pair, amount)
+
+            order = self._api.create_order(symbol=pair, type=ordertype, side='sell',
+                                           amount=amount, price=stop_price, params=params)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
+    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self._dry_run_open_orders[order_id]
+                return order
+            except KeyError as e:
+                # Gracefully handle errors with dry-run orders.
+                raise InvalidOrderException(
+                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+        try:
+            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
+
+            order = [order for order in orders if order['id'] == order_id]
+            if len(order) == 1:
+                return order[0]
+            else:
+                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
+
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            return {}
+        try:
+            return self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e

freqtrade/exchange/kraken.py

@@ -1,13 +1,14 @@
 """ Kraken exchange subclass """
 import logging
-from typing import Dict
+from typing import Any, Dict
 
 import ccxt
 
-from freqtrade.exceptions import (DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+from freqtrade.exceptions import (DDosProtection, InsufficientFundsError,
+                                  InvalidOrderException, OperationalException,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange import retrier
+from freqtrade.exchange.common import retrier
 
 logger = logging.getLogger(__name__)
 
@@ -21,6 +22,16 @@ class Kraken(Exchange):
         "trades_pagination_arg": "since",
     }
 
+    def market_is_tradable(self, market: Dict[str, Any]) -> bool:
+        """
+        Check if the market symbol is tradable by Freqtrade.
+        Default checks + check if pair is darkpool pair.
+        """
+        parent_check = super().market_is_tradable(market)
+
+        return (parent_check and
+                market.get('darkpool', False) is False)
+
     @retrier
     def get_balances(self) -> dict:
         if self._config['dry_run']:
@@ -45,6 +56,8 @@ class Kraken(Exchange):
                 balances[bal]['free'] = balances[bal]['total'] - balances[bal]['used']
 
             return balances
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not get balance due to {e.__class__.__name__}. Message: {e}') from e
@@ -58,6 +71,7 @@ class Kraken(Exchange):
         """
         return order['type'] == 'stop-loss' and stop_loss > float(order['price'])
 
+    @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict) -> Dict:
         """
         Creates a stoploss market order.
@@ -84,8 +98,8 @@ class Kraken(Exchange):
                         'stop price: %s.', pair, stop_price)
             return order
         except ccxt.InsufficientFunds as e:
-            raise DependencyException(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}.'
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
@@ -93,6 +107,8 @@ class Kraken(Exchange):
                 f'Could not create {ordertype} sell order on market {pair}. '
                 f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
                 f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
             raise TemporaryError(
                 f'Could not place sell order due to {e.__class__.__name__}. Message: {e}') from e

freqtrade/loggers.py

@@ -1,17 +1,21 @@
 import logging
 import sys
-
 from logging import Formatter
-from logging.handlers import RotatingFileHandler, SysLogHandler
-from typing import Any, Dict, List
+from logging.handlers import (BufferingHandler, RotatingFileHandler,
+                              SysLogHandler)
+from typing import Any, Dict
 
 from freqtrade.exceptions import OperationalException
 
-
 logger = logging.getLogger(__name__)
+LOGFORMAT = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
+
+# Initialize bufferhandler - will be used for /log endpoints
+bufferHandler = BufferingHandler(1000)
+bufferHandler.setFormatter(Formatter(LOGFORMAT))
 
 
-def _set_loggers(verbosity: int = 0) -> None:
+def _set_loggers(verbosity: int = 0, api_verbosity: str = 'info') -> None:
     """
     Set the logging level for third party libraries
     :return: None
@@ -28,6 +32,25 @@ def _set_loggers(verbosity: int = 0) -> None:
     )
     logging.getLogger('telegram').setLevel(logging.INFO)
 
+    logging.getLogger('werkzeug').setLevel(
+        logging.ERROR if api_verbosity == 'error' else logging.INFO
+    )
+
+
+def setup_logging_pre() -> None:
+    """
+    Early setup for logging.
+    Uses INFO loglevel and only the Streamhandler.
+    Early messages (before proper logging setup) will therefore only be sent to additional
+    logging handlers after the real initialization, because we don't know which
+    ones the user desires beforehand.
+    """
+    logging.basicConfig(
+        level=logging.INFO,
+        format=LOGFORMAT,
+        handlers=[logging.StreamHandler(sys.stderr), bufferHandler]
+    )
+
 
 def setup_logging(config: Dict[str, Any]) -> None:
     """
@@ -35,11 +58,10 @@ def setup_logging(config: Dict[str, Any]) -> None:
     """
     # Log level
     verbosity = config['verbosity']
-
-    # Log to stderr
-    log_handlers: List[logging.Handler] = [logging.StreamHandler(sys.stderr)]
+    logging.root.addHandler(bufferHandler)
 
     logfile = config.get('logfile')
+
     if logfile:
         s = logfile.split(':')
         if s[0] == 'syslog':
@@ -54,28 +76,27 @@ def setup_logging(config: Dict[str, Any]) -> None:
             # to perform reduction of repeating messages if this is set in the
             # syslog config. The messages should be equal for this.
             handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
-            log_handlers.append(handler)
+            logging.root.addHandler(handler)
         elif s[0] == 'journald':
             try:
                 from systemd.journal import JournaldLogHandler
             except ImportError:
                 raise OperationalException("You need the systemd python package be installed in "
                                            "order to use logging to journald.")
-            handler = JournaldLogHandler()
+            handler_jd = JournaldLogHandler()
             # No datetime field for logging into journald, to allow syslog
             # to perform reduction of repeating messages if this is set in the
             # syslog config. The messages should be equal for this.
-            handler.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
-            log_handlers.append(handler)
+            handler_jd.setFormatter(Formatter('%(name)s - %(levelname)s - %(message)s'))
+            logging.root.addHandler(handler_jd)
         else:
-            log_handlers.append(RotatingFileHandler(logfile,
-                                                    maxBytes=1024 * 1024,  # 1Mb
-                                                    backupCount=10))
+            handler_rf = RotatingFileHandler(logfile,
+                                             maxBytes=1024 * 1024 * 10,  # 10Mb
+                                             backupCount=10)
+            handler_rf.setFormatter(Formatter(LOGFORMAT))
+            logging.root.addHandler(handler_rf)
+
+    logging.root.setLevel(logging.INFO if verbosity < 1 else logging.DEBUG)
+    _set_loggers(verbosity, config.get('api_server', {}).get('verbosity', 'info'))
 
-    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

@@ -3,18 +3,17 @@
 Main Freqtrade bot script.
 Read the documentation to know what cli arguments you need.
 """
-
-from freqtrade.exceptions import FreqtradeException, OperationalException
+import logging
 import sys
+from typing import Any, List
+
 # check min. python version
 if sys.version_info < (3, 6):
     sys.exit("Freqtrade requires Python version >= 3.6")
 
-# flake8: noqa E402
-import logging
-from typing import Any, List
-
 from freqtrade.commands import Arguments
+from freqtrade.exceptions import FreqtradeException, OperationalException
+from freqtrade.loggers import setup_logging_pre
 
 
 logger = logging.getLogger('freqtrade')
@@ -28,6 +27,7 @@ def main(sysargv: List[str] = None) -> None:
 
     return_code: Any = 1
     try:
+        setup_logging_pre()
         arguments = Arguments(sysargv)
         args = arguments.get_parsed_arg()