integrated liqformula into persistence/models, Added skeleton functions, adding and removing trades, for maintenance margin, added maintenance_margin to freqtradebot

2022-06-23 20:18:03 +02:00
302 changed files with 19224 additions and 36579 deletions
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -74,7 +74,7 @@ jobs:
      if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'

    - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.9')
      env:
        # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
        COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -272,16 +272,6 @@ jobs:
        pip install pyaml
        python build_helpers/pre_commit_update.py

-  pre-commit:
-    runs-on: ubuntu-22.04
-    steps:
-    - uses: actions/checkout@v3
-
-    - uses: actions/setup-python@v4
-      with:
-        python-version: "3.10"
-    - uses: pre-commit/action@v3.0.0
-
  docs_check:
    runs-on: ubuntu-20.04
    steps:
@@ -312,7 +302,7 @@ jobs:

  # Notify only once - when CI completes (and after deploy) in case it's successfull
  notify-complete:
-    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
+    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
    runs-on: ubuntu-20.04
    # Discord notification can't handle schedule events
    if: (github.event_name != 'schedule')
@@ -337,7 +327,7 @@ jobs:
          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}

  deploy:
-    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
+    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
    runs-on: ubuntu-20.04

    if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
@@ -361,7 +351,7 @@ jobs:
        python setup.py sdist bdist_wheel

    - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.5.1
+      uses: pypa/gh-action-pypi-publish@master
      if: (github.event_name == 'release')
      with:
        user: __token__
@@ -369,7 +359,7 @@ jobs:
        repository_url: https://test.pypi.org/legacy/

    - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.5.1
+      uses: pypa/gh-action-pypi-publish@master
      if: (github.event_name == 'release')
      with:
        user: __token__
@@ -407,6 +397,15 @@ jobs:
      run: |
        build_helpers/publish_docker_multi.sh

+    - name: Discord notification
+      uses: rjstone/discord-webhook-notify@v1
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
+      with:
+          severity: info
+          details: Deploy Succeeded!
+          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
+
+
  deploy_arm:
    needs: [ deploy ]
    # Only run on 64bit machines
@@ -434,11 +433,3 @@ jobs:
        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
      run: |
        build_helpers/publish_docker_arm64.sh
-
-    - name: Discord notification
-      uses: rjstone/discord-webhook-notify@v1
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
-      with:
-          severity: info
-          details: Deploy Succeeded!
-          webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
--- a/.gitignore
+++ b/.gitignore
@@ -7,15 +7,10 @@ logfile.txt
 user_data/*
 !user_data/strategy/sample_strategy.py
 !user_data/notebooks
-!user_data/models
-!user_data/freqaimodels
-user_data/freqaimodels/*
-user_data/models/*
 user_data/notebooks/*
 freqtrade-plot.html
 freqtrade-profit-plot.html
 freqtrade/rpc/api_server/ui/*
-build_helpers/ta-lib/*

 # Macos related
 .DS_Store
@@ -85,8 +80,6 @@ instance/

 # Sphinx documentation
 docs/_build/
-# Mkdocs documentation
-site/

 # PyBuilder
 target/
@@ -112,4 +105,3 @@ target/
 !config_examples/config_ftx.example.json
 !config_examples/config_full.example.json
 !config_examples/config_kraken.example.json
-!config_examples/config_freqai.example.json
--- a/.pre-commit-config.yaml
+++ b/.pre-commit-config.yaml
@@ -13,11 +13,11 @@ repos:
      - id: mypy
        exclude: build_helpers
        additional_dependencies:
-          - types-cachetools==5.2.1
+          - types-cachetools==5.0.2
          - types-filelock==3.2.7
-          - types-requests==2.28.11.2
-          - types-tabulate==0.9.0.0
-          - types-python-dateutil==2.8.19.2
+          - types-requests==2.27.30
+          - types-tabulate==0.8.9
+          - types-python-dateutil==2.8.17
        # stages: [push]

  - repo: https://github.com/pycqa/isort
@@ -34,9 +34,7 @@ repos:
        exclude: |
            (?x)^(
                tests/.*|
-                .*\.svg|
-                .*\.yml|
-                .*\.json
+                .*\.svg
            )$
      - id: mixed-line-ending
      - id: debug-statements
--- a/4
+++ b/4
@@ -1,4 +1,4 @@
-FROM python:3.10.7-slim-bullseye as base
+FROM python:3.10.5-slim-bullseye as base

 # Setup env
 ENV LANG C.UTF-8
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
  && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev libgomp1 \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
  && apt-get clean \
  && useradd -u 1000 -G sudo -U -m -s /bin/bash ftuser \
  && chown ftuser:ftuser /freqtrade \
--- a/README.md
+++ b/README.md
@@ -63,7 +63,6 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
 - [x] **Strategy Optimization by machine learning**: Use machine learning to optimize your buy/sell strategy parameters with real exchange data.
- [X] **Adaptive prediction modeling**: Build a smart strategy with FreqAI that self-trains to the market via adaptive machine learning methods. [Learn more](https://www.freqtrade.io/en/stable/freqai/)
 - [x] **Edge position sizing** Calculate your win rate, risk reward ratio, the best stoploss and adjust your position size before taking a position for each specific market. [Learn more](https://www.freqtrade.io/en/stable/edge/).
 - [x] **Whitelist crypto-currencies**: Select which crypto-currency you want to trade or use dynamic whitelists.
 - [x] **Blacklist crypto-currencies**: Select which crypto-currency you want to avoid.
@@ -130,7 +129,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor

 - `/start`: Starts the trader.
 - `/stop`: Stops the trader.
- `/stopentry`: Stop entering new trades.
+- `/stopbuy`: Stop entering new trades.
 - `/status <trade_id>|[table]`: Lists all or specific open trades.
 - `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
 - `/forceexit <trade_id>|all`: Instantly exits the given trade (Ignoring `minimum_roi`).
@@ -194,7 +193,7 @@ Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/

 The clock must be accurate, synchronized to a NTP server very frequently to avoid problems with communication to the exchanges.

-### Minimum hardware required
+### Min hardware required

 To run this bot we recommend you a cloud instance with a minimum of:

--- a/build_helpers/TA_Lib-0.4.24-cp310-cp310-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.24-cp310-cp310-win_amd64.whl
--- a/build_helpers/TA_Lib-0.4.24-cp38-cp38-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.24-cp38-cp38-win_amd64.whl
--- a/build_helpers/TA_Lib-0.4.24-cp39-cp39-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.24-cp39-cp39-win_amd64.whl
--- a/build_helpers/TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
--- a/build_helpers/TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
--- a/build_helpers/TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
+++ b/build_helpers/TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
--- a/build_helpers/install_ta-lib.sh
+++ b/build_helpers/install_ta-lib.sh
@@ -4,7 +4,7 @@ else
  INSTALL_LOC=${1}
 fi
 echo "Installing to ${INSTALL_LOC}"
-if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
+if [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
  tar zxvf ta-lib-0.4.0-src.tar.gz
  cd ta-lib \
  && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
@@ -17,17 +17,11 @@ if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
    cd .. && rm -rf ./ta-lib/
    exit 1
  fi
-  if [ -z "$2" ]; then
-    which sudo && sudo make install || make install
-    if [ -x "$(command -v apt-get)" ]; then
-      echo "Updating library path using ldconfig"
-      sudo ldconfig
-    fi
-  else
-    # Don't install with sudo
-    make install
+  which sudo && sudo make install || make install
+  if [ -x "$(command -v apt-get)" ]; then
+    echo "Updating library path using ldconfig"
+    sudo ldconfig
  fi
-
  cd .. && rm -rf ./ta-lib/
 else
  echo "TA-lib already installed, skipping installation"
--- a/build_helpers/install_windows.ps1
+++ b/build_helpers/install_windows.ps1
@@ -6,13 +6,13 @@ python -m pip install --upgrade pip wheel
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"

 if ($pyv -eq '3.8') {
-    pip install build_helpers\TA_Lib-0.4.25-cp38-cp38-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.24-cp38-cp38-win_amd64.whl
 }
 if ($pyv -eq '3.9') {
-    pip install build_helpers\TA_Lib-0.4.25-cp39-cp39-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.24-cp39-cp39-win_amd64.whl
 }
 if ($pyv -eq '3.10') {
-    pip install build_helpers\TA_Lib-0.4.25-cp310-cp310-win_amd64.whl
+    pip install build_helpers\TA_Lib-0.4.24-cp310-cp310-win_amd64.whl
 }
 pip install -r requirements-dev.txt
 pip install -e .
--- a/build_helpers/publish_docker_arm64.sh
+++ b/build_helpers/publish_docker_arm64.sh
@@ -6,12 +6,10 @@ export DOCKER_BUILDKIT=1
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
-TAG_FREQAI=${TAG}_freqai
 TAG_PI="${TAG}_pi"

 TAG_ARM=${TAG}_arm
 TAG_PLOT_ARM=${TAG_PLOT}_arm
-TAG_FREQAI_ARM=${TAG_FREQAI}_arm
 CACHE_IMAGE=freqtradeorg/freqtrade_cache

 echo "Running for ${TAG}"
@@ -40,10 +38,8 @@ fi
 docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM

 docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .

 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
-docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM

 # Run backtest
 docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
@@ -57,7 +53,6 @@ docker images

 # docker push ${IMAGE_NAME}
 docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
-docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker push ${CACHE_IMAGE}:$TAG_ARM

 # Create multi-arch image
@@ -71,9 +66,6 @@ docker manifest push -p ${IMAGE_NAME}:${TAG}
 docker manifest create ${IMAGE_NAME}:${TAG_PLOT} ${CACHE_IMAGE}:${TAG_PLOT_ARM} ${CACHE_IMAGE}:${TAG_PLOT}
 docker manifest push -p ${IMAGE_NAME}:${TAG_PLOT}

-docker manifest create ${IMAGE_NAME}:${TAG_FREQAI} ${CACHE_IMAGE}:${TAG_FREQAI_ARM} ${CACHE_IMAGE}:${TAG_FREQAI}
-docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
-
 # Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
    docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
--- a/build_helpers/publish_docker_multi.sh
+++ b/build_helpers/publish_docker_multi.sh
@@ -5,7 +5,6 @@
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
-TAG_FREQAI=${TAG}_freqai
 TAG_PI="${TAG}_pi"

 PI_PLATFORM="linux/arm/v7"
@@ -50,10 +49,8 @@ fi
 docker tag freqtrade:$TAG ${CACHE_IMAGE}:$TAG

 docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_PLOT} -f docker/Dockerfile.plot .
-docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG} -t freqtrade:${TAG_FREQAI} -f docker/Dockerfile.freqai .

 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
-docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI

 # Run backtest
 docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
@@ -67,7 +64,6 @@ docker images

 docker push ${CACHE_IMAGE}
 docker push ${CACHE_IMAGE}:$TAG_PLOT
-docker push ${CACHE_IMAGE}:$TAG_FREQAI
 docker push ${CACHE_IMAGE}:$TAG


--- a/build_helpers/pyarrow-9.0.0-cp39-cp39-linux_armv7l.whl
+++ b/build_helpers/pyarrow-9.0.0-cp39-cp39-linux_armv7l.whl
--- a/config_examples/config_binance.example.json
+++ b/config_examples/config_binance.example.json
@@ -53,7 +53,7 @@
            "XTZ/BTC"
        ],
        "pair_blacklist": [
-            "BNB/.*"
+            "BNB/BTC"
        ]
    },
    "pairlists": [
--- a/config_examples/config_freqai.example.json
+++ b/config_examples/config_freqai.example.json
@@ -1,92 +0,0 @@
-{
-    "trading_mode": "futures",
-    "margin_mode": "isolated",
-    "max_open_trades": 5,
-    "stake_currency": "USDT",
-    "stake_amount": 200,
-    "tradable_balance_ratio": 1,
-    "fiat_display_currency": "USD",
-    "dry_run": true,
-    "timeframe": "3m",
-    "dry_run_wallet": 1000,
-    "cancel_open_orders_on_exit": true,
-    "unfilledtimeout": {
-        "entry": 10,
-        "exit": 30
-    },
-    "exchange": {
-        "name": "binance",
-        "key": "",
-        "secret": "",
-        "ccxt_config": {},
-        "ccxt_async_config": {},
-        "pair_whitelist": [
-            "1INCH/USDT",
-            "ALGO/USDT"
-        ],
-        "pair_blacklist": []
-    },
-    "entry_pricing": {
-        "price_side": "same",
-        "use_order_book": true,
-        "order_book_top": 1,
-        "price_last_balance": 0.0,
-        "check_depth_of_market": {
-            "enabled": false,
-            "bids_to_ask_delta": 1
-        }
-    },
-    "exit_pricing": {
-        "price_side": "other",
-        "use_order_book": true,
-        "order_book_top": 1
-    },
-    "pairlists": [
-        {
-            "method": "StaticPairList"
-        }
-    ],
-    "freqai": {
-        "enabled": true,
-        "purge_old_models": true,
-        "train_period_days": 15,
-        "backtest_period_days": 7,
-        "live_retrain_hours": 0,
-        "identifier": "uniqe-id",
-        "feature_parameters": {
-            "include_timeframes": [
-                "3m",
-                "15m",
-                "1h"
-            ],
-            "include_corr_pairlist": [
-                "BTC/USDT",
-                "ETH/USDT"
-            ],
-            "label_period_candles": 20,
-            "include_shifted_candles": 2,
-            "DI_threshold": 0.9,
-            "weight_factor": 0.9,
-            "principal_component_analysis": false,
-            "use_SVM_to_remove_outliers": true,
-            "indicator_periods_candles": [
-                10,
-                20
-            ],
-            "plot_feature_importances": 0
-        },
-        "data_split_parameters": {
-            "test_size": 0.33,
-            "random_state": 1
-        },
-        "model_training_parameters": {
-            "n_estimators": 1000
-        }
-    },
-    "bot_name": "",
-    "force_entry_enable": true,
-    "initial_state": "running",
-    "internals": {
-        "process_throttle_secs": 5
-    }
-}
--- a/config_examples/config_full.example.json
+++ b/config_examples/config_full.example.json
@@ -5,7 +5,6 @@
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "amount_reserve_percent": 0.05,
-    "available_capital": 1000,
    "amend_last_stake_amount": false,
    "last_stake_amount_min_ratio": 0.5,
    "dry_run": true,
@@ -64,8 +63,8 @@
        "stoploss_on_exchange_limit_ratio": 0.99
    },
    "order_time_in_force": {
-        "entry": "GTC",
-        "exit": "GTC"
+        "entry": "gtc",
+        "exit": "gtc"
    },
    "pairlists": [
        {"method": "StaticPairList"},
@@ -93,7 +92,6 @@
        "secret": "your_exchange_secret",
        "password": "",
        "log_responses": false,
-        // "unknown_fee_rate": 1,
        "ccxt_config": {},
        "ccxt_async_config": {},
        "pair_whitelist": [
@@ -157,8 +155,7 @@
            "entry_cancel": "on",
            "exit_cancel": "on",
            "protection_trigger": "off",
-            "protection_trigger_global": "on",
-            "show_candle": "off"
+            "protection_trigger_global": "on"
        },
        "reload": true,
        "balance_dust_level": 0.01
@@ -172,24 +169,7 @@
        "jwt_secret_key": "somethingrandom",
        "CORS_origins": [],
        "username": "freqtrader",
-        "password": "SuperSecurePassword",
-        "ws_token": "secret_ws_t0ken."
-    },
-    "external_message_consumer": {
-        "enabled": false,
-        "producers": [
-          {
-            "name": "default",
-            "host": "127.0.0.2",
-            "port": 8080,
-            "ws_token": "secret_ws_t0ken."
-          }
-        ],
-        "wait_timeout": 300,
-        "ping_timeout": 10,
-        "sleep_time": 10,
-        "remove_entry_exit_signals": false,
-        "message_size_limit": 8
+        "password": "SuperSecurePassword"
    },
    "bot_name": "freqtrade",
    "db_url": "sqlite:///tradesv3.sqlite",
--- a/docker/Dockerfile.armhf
+++ b/docker/Dockerfile.armhf
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
  && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev \
  && apt-get clean \
  && useradd -u 1000 -G sudo -U -m ftuser \
  && chown ftuser:ftuser /freqtrade \
@@ -37,7 +37,6 @@ ENV LD_LIBRARY_PATH /usr/local/lib
 COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
 USER ftuser
 RUN  pip install --user --no-cache-dir numpy \
-  && pip install --user /tmp/pyarrow-*.whl \
  && pip install --user --no-cache-dir -r requirements.txt

 # Copy dependencies to runtime-image
--- a/docker/Dockerfile.freqai
+++ b/docker/Dockerfile.freqai
@@ -1,8 +0,0 @@
-ARG sourceimage=freqtradeorg/freqtrade
-ARG sourcetag=develop
-FROM ${sourceimage}:${sourcetag}
-
-# Install dependencies
-COPY requirements-freqai.txt /freqtrade/
-
-RUN pip install -r requirements-freqai.txt --user --no-cache-dir
--- a/docker/Dockerfile.jupyter
+++ b/docker/Dockerfile.jupyter
@@ -1,8 +1,7 @@
 FROM freqtradeorg/freqtrade:develop_plot


-# Pin jupyter-client to avoid tornado version conflict
-RUN pip install jupyterlab jupyter-client==7.3.4 --user --no-cache-dir
+RUN pip install jupyterlab --user --no-cache-dir

 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []
--- a/docker/docker-compose-jupyter.yml
+++ b/docker/docker-compose-jupyter.yml
@@ -10,7 +10,7 @@ services:
    ports:
      - "127.0.0.1:8888:8888"
    volumes:
-      - "../user_data:/freqtrade/user_data"
+      - "./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
--- a/docs/advanced-hyperopt.md
+++ b/docs/advanced-hyperopt.md
@@ -17,7 +17,6 @@ from typing import Any, Dict

 from pandas import DataFrame

-from freqtrade.constants import Config
 from freqtrade.optimize.hyperopt import IHyperOptLoss

 TARGET_TRADES = 600
@@ -32,7 +31,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
    @staticmethod
    def hyperopt_loss_function(results: DataFrame, trade_count: int,
                               min_date: datetime, max_date: datetime,
-                               config: Config, processed: Dict[str, DataFrame],
+                               config: Dict, processed: Dict[str, DataFrame],
                               backtest_stats: Dict[str, Any],
                               *args, **kwargs) -> float:
        """
@@ -78,8 +77,6 @@ This function needs to return a floating point number (`float`). Smaller numbers
 To override a pre-defined space (`roi_space`, `generate_roi_table`, `stoploss_space`, `trailing_space`), define a nested class called Hyperopt and define the required spaces as follows:

 ```python
-from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal
-
 class MyAwesomeStrategy(IStrategy):
    class HyperOpt:
        # Define a custom stoploss space.
@@ -96,33 +93,6 @@ class MyAwesomeStrategy(IStrategy):
                SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
                SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
            ]
-
-        def generate_roi_table(params: Dict) -> Dict[int, float]:
-
-            roi_table = {}
-            roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
-            roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
-            roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
-            roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
-
-            return roi_table
-
-        def trailing_space() -> List[Dimension]:
-            # All parameters here are mandatory, you can only modify their type or the range.
-            return [
-                # Fixed to true, if optimizing trailing_stop we assume to use trailing stop at all times.
-                Categorical([True], name='trailing_stop'),
-
-                SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
-                # 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
-                # so this intermediate parameter is used as the value of the difference between
-                # them. The value of the 'trailing_stop_positive_offset' is constructed in the
-                # generate_trailing_params() method.
-                # This is similar to the hyperspace dimensions used for constructing the ROI tables.
-                SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
-
-                Categorical([True, False], name='trailing_only_offset_is_reached'),
-        ]
 ```

 !!! Note
--- a/docs/assets/binance_futures_settings.png
+++ b/docs/assets/binance_futures_settings.png
--- a/docs/assets/freqai_DI.jpg
+++ b/docs/assets/freqai_DI.jpg
--- a/docs/assets/freqai_algo.jpg
+++ b/docs/assets/freqai_algo.jpg
--- a/docs/assets/freqai_algorithm-diagram.jpg
+++ b/docs/assets/freqai_algorithm-diagram.jpg
--- a/docs/assets/freqai_dbscan.jpg
+++ b/docs/assets/freqai_dbscan.jpg
--- a/docs/assets/freqai_doc_logo.svg
+++ b/docs/assets/freqai_doc_logo.svg
--- a/docs/assets/freqai_inlier-metric.jpg
+++ b/docs/assets/freqai_inlier-metric.jpg
--- a/docs/assets/freqai_moving-window.jpg
+++ b/docs/assets/freqai_moving-window.jpg
--- a/docs/assets/freqai_weight-factor.jpg
+++ b/docs/assets/freqai_weight-factor.jpg
--- a/docs/assets/tensorboard.jpg
+++ b/docs/assets/tensorboard.jpg
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -107,7 +107,7 @@ Strategy arguments:

 ## Test your strategy with Backtesting

-Now you have good Entry and exit strategies and some historic data, you want to test it against
+Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).

 Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
@@ -215,7 +215,7 @@ Sometimes your account has certain fee rebates (fee reductions starting with a c
 To account for this in backtesting, you can use the `--fee` command line option to supply this value to backtesting.
 This fee must be a ratio, and will be applied twice (once for trade entry, and once for trade exit).

-For example, if the commission fee per order is 0.1% (i.e., 0.001 written as ratio), then you would run backtesting as the following:
+For example, if the buying and selling commission fee is 0.1% (i.e., 0.001 written as ratio), then you would run backtesting as the following:

 ```bash
 freqtrade backtesting --fee 0.001
@@ -252,41 +252,41 @@ The most important in the backtesting is to understand the result.
 A backtesting result will look like that:

 ```
-========================================================= BACKTESTING REPORT =========================================================
-| Pair     | Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
-|:---------|--------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
-| ADA/BTC  |      35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
-| ARK/BTC  |      11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
-| BTS/BTC  |      32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
-| DASH/BTC |      13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
-| ENG/BTC  |      18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
-| EOS/BTC  |      36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
-| ETC/BTC  |      26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
-| ETH/BTC  |      33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
-| IOTA/BTC |      32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
-| LSK/BTC  |      15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
-| LTC/BTC  |      32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
-| NANO/BTC |      17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
-| NEO/BTC  |      23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
-| REQ/BTC  |       9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
-| XLM/BTC  |      16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
-| XMR/BTC  |      23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
-| XRP/BTC  |      35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
-| ZEC/BTC  |      22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
-| TOTAL    |     429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
+========================================================= BACKTESTING REPORT ==========================================================
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration |  Wins Draws Loss   Win%  |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:|
+| ADA/BTC  |     35 |          -0.11 |          -3.88 |      -0.00019428 |          -1.94 | 4:35:00      |    14     0    21   40.0 |
+| ARK/BTC  |     11 |          -0.41 |          -4.52 |      -0.00022647 |          -2.26 | 2:03:00      |     3     0     8   27.3 |
+| BTS/BTC  |     32 |           0.31 |           9.78 |       0.00048938 |           4.89 | 5:05:00      |    18     0    14   56.2 |
+| DASH/BTC |     13 |          -0.08 |          -1.07 |      -0.00005343 |          -0.53 | 4:39:00      |     6     0     7   46.2 |
+| ENG/BTC  |     18 |           1.36 |          24.54 |       0.00122807 |          12.27 | 2:50:00      |     8     0    10   44.4 |
+| EOS/BTC  |     36 |           0.08 |           3.06 |       0.00015304 |           1.53 | 3:34:00      |    16     0    20   44.4 |
+| ETC/BTC  |     26 |           0.37 |           9.51 |       0.00047576 |           4.75 | 6:14:00      |    11     0    15   42.3 |
+| ETH/BTC  |     33 |           0.30 |           9.96 |       0.00049856 |           4.98 | 7:31:00      |    16     0    17   48.5 |
+| IOTA/BTC |     32 |           0.03 |           1.09 |       0.00005444 |           0.54 | 3:12:00      |    14     0    18   43.8 |
+| LSK/BTC  |     15 |           1.75 |          26.26 |       0.00131413 |          13.13 | 2:58:00      |     6     0     9   40.0 |
+| LTC/BTC  |     32 |          -0.04 |          -1.38 |      -0.00006886 |          -0.69 | 4:49:00      |    11     0    21   34.4 |
+| NANO/BTC |     17 |           1.26 |          21.39 |       0.00107058 |          10.70 | 1:55:00      |    10     0     7   58.5 |
+| NEO/BTC  |     23 |           0.82 |          18.97 |       0.00094936 |           9.48 | 2:59:00      |    10     0    13   43.5 |
+| REQ/BTC  |      9 |           1.17 |          10.54 |       0.00052734 |           5.27 | 3:47:00      |     4     0     5   44.4 |
+| XLM/BTC  |     16 |           1.22 |          19.54 |       0.00097800 |           9.77 | 3:15:00      |     7     0     9   43.8 |
+| XMR/BTC  |     23 |          -0.18 |          -4.13 |      -0.00020696 |          -2.07 | 5:30:00      |    12     0    11   52.2 |
+| XRP/BTC  |     35 |           0.66 |          22.96 |       0.00114897 |          11.48 | 3:49:00      |    12     0    23   34.3 |
+| ZEC/BTC  |     22 |          -0.46 |         -10.18 |      -0.00050971 |          -5.09 | 2:22:00      |     7     0    15   31.8 |
+| TOTAL    |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00      |   186     0   243   43.4 |
 ========================================================= EXIT REASON STATS ==========================================================
-| Exit Reason        |   Exits |  Wins |  Draws |  Losses |
+| Exit Reason        |   Sells |  Wins |  Draws |  Losses |
 |:-------------------|--------:|------:|-------:|--------:|
 | trailing_stop_loss |     205 |   150 |      0 |      55 |
 | stop_loss          |     166 |     0 |      0 |     166 |
 | exit_signal        |      56 |    36 |      0 |      20 |
 | force_exit         |       2 |     0 |      0 |       2 |
 ====================================================== LEFT OPEN TRADES REPORT ======================================================
-| Pair     |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
-|:---------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
-| ADA/BTC  |        1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
-| LTC/BTC  |        1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
-| TOTAL    |        2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
+| Pair     |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Win Draw Loss Win% |
+|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|
+| ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
+| LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
+| TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
 ================== SUMMARY METRICS ==================
 | Metric                      | Value               |
 |-----------------------------+---------------------|
@@ -356,7 +356,7 @@ The column `Avg Profit %` shows the average profit for all trades made while the
 The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
 In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.

-Your strategy performance is influenced by your entry strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
+Your strategy performance is influenced by your buy strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.

 For example, if your `minimal_roi` is only `"0":  0.01` you cannot expect the bot to make more profit than 1% (because it will exit every time a trade reaches 1%).

@@ -514,21 +514,20 @@ You can then load the trades to perform further analysis as shown in the [data a

 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:

- Exchange [trading limits](#trading-limits-in-backtesting) are respected
- Entries happen at open-price
+- Buys happen at open-price
 - All orders are filled at the requested price (no slippage, no unfilled orders)
 - Exit-signal exits happen at open-price of the consecutive candle
 - Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
 - ROI
  - exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
  - exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
-  - Force-exits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
+  - Forceexits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
 - Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
-  - On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point. This rule is NOT applicable to custom-stoploss scenarios, since there's no information about the stoploss logic available.
+  - On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
  - High happens first - adjusting stoploss
  - Low uses the adjusted stoploss (so exits with large high-low difference are backtested correctly)
  - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
@@ -544,32 +543,7 @@ Also, keep in mind that past results don't guarantee future success.

 In addition to the above assumptions, strategy authors should carefully read the [Common Mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) section, to avoid using data in backtesting which is not available in real market conditions.

-### Trading limits in backtesting
-
-Exchanges have certain trading limits, like minimum base currency, or minimum stake (quote) currency.
-These limits are usually listed in the exchange documentation as "trading rules" or similar.
-
-Backtesting (as well as live and dry-run) does honor these limits, and will ensure that a stoploss can be placed below this value - so the value will be slightly higher than what the exchange specifies.
-Freqtrade has however no information about historic limits.
-
-This can lead to situations where trading-limits are inflated by using a historic price, resulting in minimum amounts > 50$.
-
-For example:
-
-BTC minimum tradable amount is 0.001.
-BTC trades at 22.000\$ today (0.001 BTC is related to this) - but the backtesting period includes prices as high as 50.000\$.
-Today's minimum would be `0.001 * 22_000` - or 22\$.  
-However the limit could also be 50$ - based on `0.001 * 50_000` in some historic setting.
-
-#### Trading precision limits
-
-Most exchanges pose precision limits on both price and amounts, so you cannot buy 1.0020401 of a pair, or at a price of 1.24567123123.  
-Instead, these prices and amounts will be rounded or truncated (based on the exchange definition) to the defined trading precision.
-The above values may for example be rounded to an amount of 1.002, and a price of 1.24567.
-
-These precision values are based on current exchange limits (as described in the [above section](#trading-limits-in-backtesting)), as historic precision limits are not available.
-
-## Improved backtest accuracy
+### Improved backtest accuracy

 One big limitation of backtesting is it's inability to know how prices moved intra-candle (was high before close, or viceversa?).
 So assuming you run backtesting with a 1h timeframe, there will be 4 prices for that candle (Open, High, Low, Close).
@@ -612,11 +586,11 @@ There will be an additional table comparing win/losses of the different strategi
 Detailed output for all strategies one after the other will be available, so make sure to scroll up to see the details per strategy.

 ```
-=========================================================== STRATEGY SUMMARY ===========================================================================
-| Strategy    |  Entries |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
-|:------------|---------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
-| Strategy1   |      429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
-| Strategy2   |     1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
+=========================================================== STRATEGY SUMMARY =========================================================================
+| Strategy    |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit BTC |   Tot Profit % | Avg Duration   |  Wins |  Draws | Losses | Drawdown % |
+|:------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:|
+| Strategy1   |    429 |           0.36 |         152.41 |       0.00762792 |          76.20 | 4:12:00        |   186 |      0 |    243 |       45.2 |
+| Strategy2   |   1487 |          -0.13 |        -197.58 |      -0.00988917 |         -98.79 | 4:43:00        |   662 |      0 |    825 |     241.68 |
 ```

 ## Next step
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -20,9 +20,7 @@ All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt /
 ## Bot execution logic

 Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
-This will also run the `bot_start()` callback.
-
-By default, the bot loop runs every few seconds (`internals.process_throttle_secs`) and performs the following actions:
+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.
@@ -56,7 +54,6 @@ This loop will be repeated again and again until the bot is stopped.
 [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.
-* Calls `bot_start()` once.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
@@ -70,7 +67,7 @@ This loop will be repeated again and again until the bot is stopped.
  * Determine stake size by calling the `custom_stake_amount()` callback.
  * Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
  * Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
-  * For exits based on exit-signal, custom-exit and partial exits: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
+  * For exits based on exit-signal and custom-exit: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
 * Generate backtest report output

 !!! Note
--- a/docs/configuration.md
+++ b/docs/configuration.md
@@ -58,20 +58,9 @@ This is similar to using multiple `--config` parameters, but simpler in usage as

 !!! Tip "Use multiple configuration files to keep secrets secret"
    You can use a 2nd configuration file containing your secrets. That way you can share your "primary" configuration file, while still keeping your API keys for yourself.
-    The 2nd file should only specify what you intend to override.
-    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
-
-    For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
-
-    ``` bash
-    freqtrade trade --config user_data/config1.json --config user_data/config-private.json <...>
-    ```
-
-    The below is equivalent to the example above - but having 2 configuration files in the configuration, for easier reuse.

    ``` json title="user_data/config.json"
    "add_config_files": [
-        "config1.json",
        "config-private.json"
    ]
    ```
@@ -80,6 +69,17 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
    freqtrade trade --config user_data/config.json <...>
    ```

+    The 2nd file should only specify what you intend to override.
+    If a key is in more than one of the configurations, then the "last specified configuration" wins (in the above example, `config-private.json`).
+
+    For one-off commands, you can also use the below syntax by specifying multiple "--config" parameters.
+
+    ``` bash
+    freqtrade trade --config user_data/config.json --config user_data/config-private.json <...>
+    ```
+
+    This is equivalent to the example above - but `config-private.json` is specified as cli argument.
+
 ??? Note "config collision handling"
    If the same configuration setting takes place in both `config.json` and `config-import.json`, then the parent configuration wins.
    In the below case, `max_open_trades` would be 3 after the merging - as the reusable "import" configuration has this key overwritten.
@@ -105,22 +105,17 @@ This is similar to using multiple `--config` parameters, but simpler in usage as

    ``` json title="Result"
    {
-        "max_open_trades": 3,
+        "max_open_trades": 10,
        "stake_currency": "USDT",
        "stake_amount": "unlimited"
    }
    ```

-    If multiple files are in the `add_config_files` section, then they will be assumed to be at identical levels, having the last occurrence override the earlier config (unless a parent already defined such a key).
-
 ## Configuration parameters

 The table below will list all configuration parameters available.

 Freqtrade can also load many options via command line (CLI) arguments (check out the commands `--help` output for details).
-
-### Configuration option prevalence
-
 The prevalence for all Options is as follows:

 - CLI arguments override any other option
@@ -128,8 +123,6 @@ The prevalence for all Options is as follows:
 - Configuration files are used in sequence (the last file wins) and override Strategy configurations.
 - Strategy configurations are only used if they are not set via configuration or command-line arguments. These options are marked with [Strategy Override](#parameters-in-the-strategy) in the below table.

-### Parameters table
-
 Mandatory parameters are marked as **Required**, which means that they are required to be set in one of the possible ways.

 |  Parameter | Description |
@@ -142,7 +135,7 @@ 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.
-| `timeframe` | The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). Usually missing in configuration, and specified in the strategy. [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** String
+| `timeframe` | The timeframe 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 Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
@@ -155,16 +148,13 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
 | `fee` | Fee used during backtesting / dry-runs. Should normally not be configured, which has freqtrade fall back to the exchange default fee. Set as ratio (e.g. 0.001 = 0.1%). Fee is applied twice for each trade, once when buying, once when selling. <br> **Datatype:** Float (as ratio)
-| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to None.*<br> **Datatype:** Float
 | `trading_mode` | Specifies if you want to trade regularly, trade with leverage, or trade contracts whose prices are derived from matching cryptocurrency prices. [leverage documentation](leverage.md). <br>*Defaults to `"spot"`.*  <br> **Datatype:** String
 | `margin_mode` | When trading with leverage, this determines if the collateral owned by the trader will be shared or isolated to each trading pair [leverage documentation](leverage.md). <br> **Datatype:** String
 | `liquidation_buffer` | A ratio specifying how large of a safety net to place between the liquidation price and the stoploss to prevent a position from reaching the liquidation price [leverage documentation](leverage.md). <br>*Defaults to `0.05`.*  <br> **Datatype:** Float
-| | **Unfilled timeout**
 | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Integer
 | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy). <br> *Defaults to `minutes`.* <br> **Datatype:** String
 | `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).<br>*Defaults to `0`.* <br> **Datatype:** Integer
-| | **Pricing**
 | `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).<br> *Defaults to `same`.* <br> **Datatype:** String (either `ask`, `bid`, `same` or `other`).
 | `entry_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled).
 | `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
@@ -175,8 +165,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
 | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
 | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
-| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
-| | **TODO**
 | `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
@@ -184,9 +172,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
 | `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
-| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
-| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
-| | **Exchange**
+| `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
+| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy. <br> **Datatype:** Boolean
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
 | `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
@@ -203,56 +190,47 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`<br> **Datatype:** Boolean
 | `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
 | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`<br> **Datatype:** Boolean
+| `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
-| | **Plugins**
-| `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
 | `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
-| | **Telegram**
 | `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
 | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`. <br> **Datatype:** float
-| `telegram.reload` | Allow "reload" buttons on telegram messages. <br>*Defaults to `True`.<br> **Datatype:** boolean
-| `telegram.notification_settings.*` | Detailed notification settings. Refer to the [telegram documentation](telegram-usage.md) for details.<br> **Datatype:** dictionary
-| `telegram.allow_custom_messages` | Enable the sending of Telegram messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
-| | **Webhook**
 | `webhook.enabled` | Enable usage of Webhook notifications <br> **Datatype:** Boolean
 | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.entry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.entry_cancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.entry_fill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.exit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.exit_cancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.exit_fill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.status` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
-| `webhook.allow_custom_messages` | Enable the sending of Webhook messages from strategies via the dataprovider.send_msg() function. <br> **Datatype:** Boolean
-| | **Rest API / FreqUI / Producer-Consumer**
+| `webhook.webhookentry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookentrycancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookentryfill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookexit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
+| `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details. <br> **Datatype:** String
 | `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
-| `api_server.ws_token` | API token for the Message WebSocket. See the [API Server documentation](rest-api.md) for more details.  <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String
 | `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.<br> *Defaults to `freqtrade`*<br> **Datatype:** String
-| `external_message_consumer` | Enable [Producer/Consumer mode](producer-consumer.md) for more details. <br> **Datatype:** Dict
-| | **Other**
+| `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. If set to stopped, then the bot has to be explicitly started via `/start` RPC command. <br>*Defaults to `stopped`.* <br> **Datatype:** Enum, either `stopped` or `running`
 | `force_entry_enable` | Enables the RPC Commands to force a Trade entry. 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, or minimum loop duration for one bot iteration loop. 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
-| `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
-| `recursive_strategy_search` | Set to `true` to recursively search sub-directories inside `user_data/strategies` for a strategy. <br> **Datatype:** Boolean
-| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <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
 | `logfile` | Specifies logfile name. Uses a rolling strategy for log file rotation for 10 files with the 1MB limit per file. <br> **Datatype:** String
+| `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
 | `add_config_files` | Additional config files. These files will be loaded and merged with the current config file. The files are resolved relative to the initial file.<br> *Defaults to `[]`*. <br> **Datatype:** List of strings
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
+| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
+| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
+| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to None.*<br> **Datatype:** Float

 ### Parameters in the strategy

@@ -531,28 +509,21 @@ It means if the order is not executed immediately AND fully then it is cancelled
 It is the same as FOK (above) except it can be partially fulfilled. The remaining part
 is automatically cancelled by the exchange.

-**PO (Post only):**
-
-Post only order. The order is either placed as a maker order, or it is canceled.
-This means the order must be placed on orderbook for at at least time in an unfilled state.
-
-#### time_in_force config
-
-The `order_time_in_force` parameter contains a dict with entry and exit time in force policy values.
+The `order_time_in_force` parameter contains a dict with buy and sell time in force policy values.
 This can be set in the configuration file or in the strategy.
 Values set in the configuration file overwrites values set in the strategy.

-The possible values are: `GTC` (default), `FOK` or `IOC`.
+The possible values are: `gtc` (default), `fok` or `ioc`.

 ``` python
 "order_time_in_force": {
-    "entry": "GTC",
-    "exit": "GTC"
+    "entry": "gtc",
+    "exit": "gtc"
 },
 ```

 !!! Warning
-    This is ongoing work. For now, it is supported only for binance, gate, ftx and kucoin.
+    This is ongoing work. For now, it is supported only for binance and kucoin.
    Please don't change the default value unless you know what you are doing and have researched the impact of using different values for your particular exchange.

 ### What values can be used for fiat_display_currency?
@@ -663,7 +634,17 @@ You should also make sure to read the [Exchanges](exchanges.md) section of the d

 ### Using proxy with Freqtrade

-To use a proxy with freqtrade, export your proxy settings using the variables `"HTTP_PROXY"` and `"HTTPS_PROXY"` set to the appropriate values.
+To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
+
+An example for this can be found in `config_examples/config_full.example.json`
+
+``` json
+"ccxt_async_config": {
+    "aiohttp_trust_env": true
+}
+```
+
+Then, export your proxy settings using the variables `"HTTP_PROXY"` and `"HTTPS_PROXY"` set to the appropriate values

 ``` bash
 export HTTP_PROXY="http://addr:port"
@@ -671,20 +652,6 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```

-#### Proxy just exchange requests
-
-To use a proxy just for exchange connections (skips/ignores telegram and coingecko) - you can also define the proxies as part of the ccxt configuration.
-
-``` json
-"ccxt_config": {
-    "aiohttp_proxy": "http://addr:port",
-    "proxies": {
-        "http": "http://addr:port",
-        "https": "http://addr:port"
-    },
-}
-```
-
 ## Next step

 Now you have configured your config.json, the next step is to [start your bot](bot-usage.md).
--- a/docs/data-download.md
+++ b/docs/data-download.md
@@ -25,8 +25,9 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                               [--include-inactive-pairs]
                               [--timerange TIMERANGE] [--dl-trades]
                               [--exchange EXCHANGE]
-                               [-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
-                               [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
+                               [-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}]
                               [--trading-mode {spot,margin,futures}]
                               [--prepend]
@@ -36,8 +37,7 @@ optional arguments:
  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                        Limit command to these pairs. Pairs are space-
                        separated.
-  --pairs-file FILE     File containing a list of pairs. Takes precedence over
-                        --pairs or pairs configured in the configuration.
+  --pairs-file FILE     File containing a list of pairs to download.
  --days INT            Download data for given number of days.
  --new-pairs-days INT  Download data of new pairs for given number of days.
                        Default: `None`.
@@ -50,20 +50,20 @@ optional arguments:
                        as --timeframes/-t.
  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
                        config is provided.
-  -t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
+  -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,feather,parquet}
+  --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`).
-  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
+  --trading-mode {spot,margin,futures}
                        Select Trading mode
-  --prepend             Allow data prepending. (Data-appending is disabled)
+  --prepend             Allow data prepending.

 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -76,7 +76,7 @@ Common arguments:
                        `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, --data-dir PATH
+  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
@@ -179,16 +179,14 @@ freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT --

 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
-* `feather` - a dataformat based on Apache Arrow
-* `parquet` - columnar datastore
+* `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 should also add the following snippet to your configuration, so you don't have to insert the above arguments each time:
+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
    // ...
@@ -202,74 +200,38 @@ If the default data-format has been changed during download, then the keys `data
 !!! 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.

-#### Dataformat comparison
-
-The following comparisons have been made with the following data, and by using the linux `time` command.
-
-```
-Found 6 pair / timeframe combinations.
-+----------+-------------+--------+---------------------+---------------------+
-|     Pair |   Timeframe |   Type |                From |                  To |
-|----------+-------------+--------+---------------------+---------------------|
-| BTC/USDT |          5m |   spot | 2017-08-17 04:00:00 | 2022-09-13 19:25:00 |
-| ETH/USDT |          1m |   spot | 2017-08-17 04:00:00 | 2022-09-13 19:26:00 |
-| BTC/USDT |          1m |   spot | 2017-08-17 04:00:00 | 2022-09-13 19:30:00 |
-| XRP/USDT |          5m |   spot | 2018-05-04 08:10:00 | 2022-09-13 19:15:00 |
-| XRP/USDT |          1m |   spot | 2018-05-04 08:11:00 | 2022-09-13 19:22:00 |
-| ETH/USDT |          5m |   spot | 2017-08-17 04:00:00 | 2022-09-13 19:20:00 |
-+----------+-------------+--------+---------------------+---------------------+
-```
-
-Timings have been taken in a not very scientific way with the following command, which forces reading the data into memory.
-
-``` bash
-time freqtrade list-data --show-timerange --data-format-ohlcv <dataformat>
-```
-
-|  Format | Size | timing |
-|------------|-------------|-------------|
-| `json` | 149Mb | 25.6s |
-| `jsongz` | 39Mb | 27s |
-| `hdf5` | 145Mb | 3.9s |
-| `feather` | 72Mb | 3.5s |
-| `parquet` | 83Mb | 3.8s |
-
-Size has been taken from the BTC/USDT 1m spot combination for the timerange specified above.
-
-To have a best performance/size mix, we recommend the use of either feather or parquet.
-
 #### 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,feather,parquet} --format-to
-                              {json,jsongz,hdf5,feather,parquet} [--erase]
+                              {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} ...]]
                              [--exchange EXCHANGE]
-                              [-t TIMEFRAMES [TIMEFRAMES ...]]
                              [--trading-mode {spot,margin,futures}]
-                              [--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
+                              [--candle-types {spot,,futures,mark,index,premiumIndex,funding_rate} [{spot,,futures,mark,index,premiumIndex,funding_rate} ...]]

 optional arguments:
  -h, --help            show this help message and exit
  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                        Limit command to these pairs. Pairs are space-
                        separated.
-  --format-from {json,jsongz,hdf5,feather,parquet}
+  --format-from {json,jsongz,hdf5}
                        Source format for data conversion.
-  --format-to {json,jsongz,hdf5,feather,parquet}
+  --format-to {json,jsongz,hdf5}
                        Destination format for data conversion.
  --erase               Clean all existing data for the selected
                        exchange/pairs/timeframes.
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
-                        config is provided.
-  -t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
+  -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`.
-  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
+  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+                        config is provided.
+  --trading-mode {spot,margin,futures}
                        Select Trading mode
-  --candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
+  --candle-types {spot,,futures,mark,index,premiumIndex,funding_rate} [{spot,,futures,mark,index,premiumIndex,funding_rate} ...]
                        Select candle type to use

 Common arguments:
@@ -283,7 +245,7 @@ Common arguments:
                        `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, --data-dir PATH
+  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
@@ -305,24 +267,20 @@ freqtrade convert-data --format-from json --format-to jsongz --datadir ~/.freqtr
 usage: freqtrade convert-trade-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                    [-d PATH] [--userdir PATH]
                                    [-p PAIRS [PAIRS ...]] --format-from
-                                    {json,jsongz,hdf5,feather,parquet}
-                                    --format-to
-                                    {json,jsongz,hdf5,feather,parquet}
-                                    [--erase] [--exchange EXCHANGE]
+                                    {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 ...]
-                        Limit command to these pairs. Pairs are space-
+                        Show profits for only these pairs. Pairs are space-
                        separated.
-  --format-from {json,jsongz,hdf5,feather,parquet}
+  --format-from {json,jsongz,hdf5}
                        Source format for data conversion.
-  --format-to {json,jsongz,hdf5,feather,parquet}
+  --format-to {json,jsongz,hdf5}
                        Destination format for data conversion.
  --erase               Clean all existing data for the selected
                        exchange/pairs/timeframes.
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
-                        config is provided.

 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -335,7 +293,7 @@ Common arguments:
                        `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, --data-dir PATH
+  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
@@ -360,9 +318,9 @@ This command will allow you to repeat this last step for additional timeframes w
 usage: freqtrade trades-to-ohlcv [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                 [-d PATH] [--userdir PATH]
                                 [-p PAIRS [PAIRS ...]]
-                                 [-t TIMEFRAMES [TIMEFRAMES ...]]
+                                 [-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} ...]]
                                 [--exchange EXCHANGE]
-                                 [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
+                                 [--data-format-ohlcv {json,jsongz,hdf5}]
                                 [--data-format-trades {json,jsongz,hdf5}]

 optional arguments:
@@ -370,12 +328,12 @@ optional arguments:
  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                        Limit command to these pairs. Pairs are space-
                        separated.
-  -t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
+  -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`.
  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
                        config is provided.
-  --data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
+  --data-format-ohlcv {json,jsongz,hdf5}
                        Storage format for downloaded candle (OHLCV) data.
                        (default: `json`).
  --data-format-trades {json,jsongz,hdf5}
@@ -393,7 +351,7 @@ Common arguments:
                        `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, --data-dir PATH
+  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
@@ -413,25 +371,22 @@ 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,feather,parquet}]
+                           [--data-format-ohlcv {json,jsongz,hdf5}]
                           [-p PAIRS [PAIRS ...]]
                           [--trading-mode {spot,margin,futures}]
-                           [--show-timerange]

 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,feather,parquet}
+  --data-format-ohlcv {json,jsongz,hdf5}
                        Storage format for downloaded candle (OHLCV) data.
                        (default: `json`).
  -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                        Limit command to these pairs. Pairs are space-
                        separated.
-  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
+  --trading-mode {spot,margin,futures}
                        Select Trading mode
-  --show-timerange      Show timerange available for available data. (May take
-                        a while to calculate).

 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -444,7 +399,7 @@ Common arguments:
                        `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, --data-dir PATH
+  -d PATH, --datadir PATH
                        Path to directory with historical backtesting data.
  --userdir PATH, --user-data-dir PATH
                        Path to userdata directory.
--- a/docs/deprecated.md
+++ b/docs/deprecated.md
@@ -66,11 +66,11 @@ We will keep a compatibility layer for 1-2 versions (so both `buy_tag` and `ente

 #### Naming changes

-Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", removing "webhook" in the process.
+Webhook terminology changed from "sell" to "exit", and from "buy" to "entry".

-* `webhookbuy`, `webhookentry` -> `entry`
-* `webhookbuyfill`, `webhookentryfill` -> `entry_fill`
-* `webhookbuycancel`, `webhookentrycancel` -> `entry_cancel`
-* `webhooksell`, `webhookexit` -> `exit`
-* `webhooksellfill`, `webhookexitfill` -> `exit_fill`
-* `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
+* `webhookbuy` -> `webhookentry`
+* `webhookbuyfill` -> `webhookentryfill`
+* `webhookbuycancel` -> `webhookentrycancel`
+* `webhooksell` -> `webhookexit`
+* `webhooksellfill` -> `webhookexitfill`
+* `webhooksellcancel` -> `webhookexitcancel`
--- a/docs/developer.md
+++ b/docs/developer.md
@@ -68,36 +68,6 @@ def test_method_to_test(caplog):

 ```

-### Debug configuration
-
-To debug freqtrade, we recommend VSCode with the following launch configuration (located in `.vscode/launch.json`).
-Details will obviously vary between setups - but this should work to get you started.
-
-``` json
-{
-    "name": "freqtrade trade",
-    "type": "python",
-    "request": "launch",
-    "module": "freqtrade",
-    "console": "integratedTerminal",
-    "args": [
-        "trade",
-        // Optional:
-        // "--userdir", "user_data",
-        "--strategy", 
-        "MyAwesomeStrategy",
-    ]
-},
-```
-
-Command line arguments can be added in the `"args"` array.
-This method can also be used to debug a strategy, by setting the breakpoints within the strategy.
-
-A similar setup can also be taken for Pycharm - using `freqtrade` as module name, and setting the command line arguments as "parameters".
-
-!!! Note "Startup directory"
-    This assumes that you have the repository checked out, and the editor is started at the repository root level (so setup.py is at the top level of your repository).
-
 ## ErrorHandling

 Freqtrade Exceptions all inherit from `FreqtradeException`.
@@ -364,7 +334,7 @@ lev_tiers = exchange.fetch_leverage_tiers()

 # Assumes this is running in the root of the repository.
 file = Path('freqtrade/exchange/binance_leverage_tiers.json')
-json.dump(dict(sorted(lev_tiers.items())), file.open('w'), indent=2)
+json.dump(lev_tiers, file.open('w'), indent=2)

 ```

@@ -409,9 +379,8 @@ Determine if crucial bugfixes have been made between this commit and the current

 * 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 stable branch.
-* Update develop version to next version following the pattern `2019.8-dev`.
+* Commit this part
+* push that branch to the remote and create a PR against the stable branch

 ### Create changelog from git commits

--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -57,20 +57,12 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).

 !!! Tip "Stoploss on Exchange"
-    Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
-    On futures, Binance supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
+    Binance supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange..

-### Binance Blacklist recommendation
+### Binance Blacklist

-For Binance, it is suggested to add `"BNB/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `BNB` on the account or unless you're willing to disable using `BNB` for fees.
-Binance accounts may use `BNB` for fees, and if a trade happens to be on `BNB`, further trades may consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.
-
-### Binance sites
-
-Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
-
-* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
-* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
+For Binance, please add `"BNB/<STAKE>"` to your blacklist to avoid issues.
+Accounts having BNB accounts use this to pay for fees - if your first trade happens to be on `BNB`, further trades will consume this position and make the initial BNB trade unsellable as the expected amount is not there anymore.

 ### Binance Futures

@@ -94,14 +86,12 @@ When trading on Binance Futures market, orderbook must be used because there is
  },
 ```

-#### Binance futures settings
+### Binance sites

-Users will also have to have the futures-setting "Position Mode" set to "One-way Mode", and "Asset Mode" set to "Single-Asset Mode".
-These settings will be checked on startup, and freqtrade will show an error if this setting is wrong.
+Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.

-![Binance futures settings](assets/binance_futures_settings.png)
-
-Freqtrade will not attempt to change these settings.
+* [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
+* [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.

 ## Kraken

@@ -215,8 +205,8 @@ Kucoin supports [time_in_force](configuration.md#understand-order_time_in_force)

 ### Kucoin Blacklists

-For Kucoin, it is suggested to add `"KCS/<STAKE>"` to your blacklist to avoid issues, unless you are willing to maintain enough extra `KCS` on the account or unless you're willing to disable using `KCS` for fees. 
-Kucoin accounts may use `KCS` for fees, and if a trade happens to be on `KCS`, further trades may consume this position and make the initial `KCS` trade unsellable as the expected amount is not there anymore.
+For Kucoin, please add `"KCS/<STAKE>"` to your blacklist to avoid issues.
+Accounts having KCS accounts use this to pay for fees - if your first trade happens to be on `KCS`, further trades will consume this position and make the initial KCS trade unsellable as the expected amount is not there anymore.

 ## Huobi

@@ -242,7 +232,7 @@ OKX requires a passphrase for each api key, you will therefore need to add this

 !!! Warning "Futures"
    OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
-    Freqtrade supports both modes (we recommend to use net mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
+    Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
    OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.

 ## Gate.io
@@ -288,7 +278,7 @@ For example, to test the order type `FOK` with Kraken, and modify candle limit t
 "exchange": {
    "name": "kraken",
    "_ft_has_params": {
-        "order_time_in_force": ["GTC", "FOK"],
+        "order_time_in_force": ["gtc", "fok"],
        "ohlcv_candle_limit": 200
        }
    //...
--- a/docs/faq.md
+++ b/docs/faq.md
@@ -4,7 +4,7 @@

 Freqtrade supports spot trading only.

-### Can my bot open short positions?
+### Can I open short positions?

 Freqtrade can open short positions in futures markets.
 This requires the strategy to be made for this - and `"trading_mode": "futures"` in the configuration.
@@ -12,9 +12,9 @@ Please make sure to read the [relevant documentation page](leverage.md) first.

 In spot markets, you can in some cases use leveraged spot tokens, which reflect an inverted pair (eg. BTCUP/USD, BTCDOWN/USD, ETHBULL/USD, ETHBEAR/USD,...) which can be traded with Freqtrade.

-### Can my bot trade options or futures?
+### Can I trade options or futures?

-Futures trading is supported for selected exchanges. Please refer to the [documentation start page](index.md#supported-futures-exchanges-experimental) for an uptodate list of supported exchanges.
+Futures trading is supported for selected exchanges.

 ## Beginner Tips & Tricks

@@ -22,13 +22,6 @@ Futures trading is supported for selected exchanges. Please refer to the [docume

 ## Freqtrade common issues

-### Can freqtrade open multiple positions on the same pair in parallel?
-
-No. Freqtrade will only open one position per pair at a time.
-You can however use the [`adjust_trade_position()` callback](strategy-callbacks.md#adjust-trade-position) to adjust an open position.
-
-Backtesting provides an option for this in `--eps` - however this is only there to highlight "hidden" signals, and will not work in live.
-
 ### The bot does not start

 Running the bot with `freqtrade trade --config config.json` shows the output `freqtrade: command not found`.
@@ -37,7 +30,7 @@ This could be caused by the following reasons:

 * The virtual environment is not active.
  * Run `source .env/bin/activate` to activate the virtual environment.
-* The installation did not complete successfully.
+* The installation did not work correctly.
  * Please check the [Installation documentation](installation.md).

 ### I have waited 5 minutes, why hasn't the bot made any trades yet?
@@ -74,7 +67,7 @@ This is not a bot-problem, but will also happen while manual trading.
 While freqtrade can handle this (it'll sell 99 COIN), fees are often below the minimum tradable lot-size (you can only trade full COIN, not 0.9 COIN).
 Leaving the dust (0.9 COIN) on the exchange makes usually sense, as the next time freqtrade buys COIN, it'll eat into the remaining small balance, this time selling everything it bought, and therefore slowly declining the dust balance (although it most likely will never reach exactly 0).

-Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this.
+Where possible (e.g. on binance), the use of the exchange's dedicated fee currency will fix this.  
 On binance, it's sufficient to have BNB in your account, and have "Pay fees in BNB" enabled in your profile. Your BNB balance will slowly decline (as it's used to pay fees) - but you'll no longer encounter dust (Freqtrade will include the fees in the profit calculations).
 Other exchanges don't offer such possibilities, where it's simply something you'll have to accept or move to a different exchange.

@@ -84,9 +77,9 @@ Freqtrade will not provide incomplete candles to strategies. Using incomplete ca

 You can use "current" market data by using the [dataprovider](strategy-customization.md#orderbookpair-maximum)'s orderbook or ticker methods - which however cannot be used during backtesting.

-### Is there a setting to only Exit the trades being held and not perform any new Entries?
+### Is there a setting to only SELL the coins being held and not perform anymore BUYS?

-You can use the `/stopentry` command in Telegram to prevent future trade entry, followed by `/forceexit all` (sell all open trades).
+You can use the `/stopbuy` command in Telegram to prevent future buys, followed by `/forceexit all` (sell all open trades).

 ### I want to run multiple bots on the same machine

@@ -102,12 +95,6 @@ If this happens for all pairs in the pairlist, this might indicate a recent exch

 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 "Price jump between 2 candles detected"
-
-This message is a warning that the candles had a price jump of > 30%.
-This might be a sign that the pair stopped trading, and some token exchange took place (e.g. COCOS in 2021 - where price jumped from 0.0000154 to 0.01621).
-This message is often accompanied by ["Missing data fillup"](#im-getting-missing-data-fillup-messages-in-the-log) - as trading on such pairs is often stopped for some time.
-
 ### I'm getting "Outdated history for pair xxx" in the log

 The bot is trying to tell you that it got an outdated last candle (not the last complete candle).
@@ -122,7 +109,7 @@ This warning can point to one of the below problems:

 ### I'm getting the "RESTRICTED_MARKET" message in the log

-Currently known to happen for US Bittrex users.
+Currently known to happen for US Bittrex users.  

 Read [the Bittrex section about restricted markets](exchanges.md#restricted-markets) for more information.

@@ -190,8 +177,8 @@ The GPU improvements would only apply to pandas-native calculations - or ones wr
 For hyperopt, freqtrade is using scikit-optimize, which is built on top of scikit-learn.
 Their statement about GPU support is [pretty clear](https://scikit-learn.org/stable/faq.html#will-you-add-gpu-support).

-GPU's also are only good at crunching numbers (floating point operations).
-For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting).
+GPU's also are only good at crunching numbers (floating point operations). 
+For hyperopt, we need both number-crunching (find next parameters) and running python code (running backtesting). 
 As such, GPU's are not too well suited for most parts of hyperopt.

 The benefit of using GPU would therefore be pretty slim - and will not justify the complexity introduced by trying to add GPU support.
@@ -232,9 +219,9 @@ already 8\*10^9\*10 evaluations. A roughly total of 80 billion evaluations.
 Did you run 100 000 evaluations? Congrats, you've done roughly 1 / 100 000 th
 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 100000 trades depending if the strategy aims for big profits by trading rarely or for many low profit trades.
+* 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 100000 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 10000 times in a year. If we assume you set the --timerange to 365 days.
+Example: 4% profit 650 times vs 0,3% profit a trade 10000 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`
--- a/docs/freqai-configuration.md
+++ b/docs/freqai-configuration.md
@@ -1,247 +0,0 @@
-# Configuration
-
-FreqAI is configured through the typical [Freqtrade config file](configuration.md) and the standard [Freqtrade strategy](strategy-customization.md). Examples of FreqAI config and strategy files can be found in `config_examples/config_freqai.example.json` and `freqtrade/templates/FreqaiExampleStrategy.py`, respectively.
-
-## Setting up the configuration file
-
- Although there are plenty of additional parameters to choose from, as highlighted in the [parameter table](freqai-parameter-table.md#parameter-table), a FreqAI config must at minimum include the following parameters (the parameter values are only examples):
-
-```json
-    "freqai": {
-        "enabled": true,
-        "purge_old_models": true,
-        "train_period_days": 30,
-        "backtest_period_days": 7,
-        "identifier" : "unique-id",
-        "feature_parameters" : {
-            "include_timeframes": ["5m","15m","4h"],
-            "include_corr_pairlist": [
-                "ETH/USD",
-                "LINK/USD",
-                "BNB/USD"
-            ],
-            "label_period_candles": 24,
-            "include_shifted_candles": 2,
-            "indicator_periods_candles": [10, 20]
-        },
-        "data_split_parameters" : {
-            "test_size": 0.25
-        },
-        "model_training_parameters" : {
-            "n_estimators": 100
-        },
-    }
-```
-
-A full example config is available in `config_examples/config_freqai.example.json`.
-
-## Building a FreqAI strategy
-
-The FreqAI strategy requires including the following lines of code in the standard [Freqtrade strategy](strategy-customization.md):
-
-```python
-    # user should define the maximum startup candle count (the largest number of candles
-    # passed to any single indicator)
-    startup_candle_count: int = 20
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-
-        # the model will return all labels created by user in `populate_any_indicators`
-        # (& appended targets), an indication of whether or not the prediction should be accepted,
-        # the target mean/std values for each of the labels created by user in
-        # `populate_any_indicators()` for each training period.
-
-        dataframe = self.freqai.start(dataframe, metadata, self)
-
-        return dataframe
-
-    def populate_any_indicators(
-        self, pair, df, tf, informative=None, set_generalized_indicators=False
-    ):
-        """
-        Function designed to automatically generate, name and merge features
-        from user indicated timeframes in the configuration file. User controls the indicators
-        passed to the training/prediction by prepending indicators with `'%-' + coin `
-        (see convention below). I.e. user should not prepend any supporting metrics
-        (e.g. bb_lowerband below) with % unless they explicitly want to pass that metric to the
-        model.
-        :param pair: pair to be used as informative
-        :param df: strategy dataframe which will receive merges from informatives
-        :param tf: timeframe of the dataframe which will modify the feature names
-        :param informative: the dataframe associated with the informative pair
-        :param coin: the name of the coin which will modify the feature names.
-        """
-
-        coin = pair.split('/')[0]
-
-        if informative is None:
-            informative = self.dp.get_pair_dataframe(pair, tf)
-
-        # first loop is automatically duplicating indicators for time periods
-        for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
-            t = int(t)
-            informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
-            informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
-            informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, window=t)
-
-        indicators = [col for col in informative if col.startswith("%")]
-        # This loop duplicates and shifts all indicators to add a sense of recency to data
-        for n in range(self.freqai_info["feature_parameters"]["include_shifted_candles"] + 1):
-            if n == 0:
-                continue
-            informative_shift = informative[indicators].shift(n)
-            informative_shift = informative_shift.add_suffix("_shift-" + str(n))
-            informative = pd.concat((informative, informative_shift), axis=1)
-
-        df = merge_informative_pair(df, informative, self.config["timeframe"], tf, ffill=True)
-        skip_columns = [
-            (s + "_" + tf) for s in ["date", "open", "high", "low", "close", "volume"]
-        ]
-        df = df.drop(columns=skip_columns)
-
-        # Add generalized indicators here (because in live, it will call this
-        # function to populate indicators during training). Notice how we ensure not to
-        # add them multiple times
-        if set_generalized_indicators:
-
-            # user adds targets here by prepending them with &- (see convention below)
-            # If user wishes to use multiple targets, a multioutput prediction model
-            # needs to be used such as templates/CatboostPredictionMultiModel.py
-            df["&-s_close"] = (
-                df["close"]
-                .shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
-                .rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
-                .mean()
-                / df["close"]
-                - 1
-            )
-
-        return df
-
-
-```
-
-Notice how the `populate_any_indicators()` is where [features](freqai-feature-engineering.md#feature-engineering) and labels/targets are added. A full example strategy is available in `templates/FreqaiExampleStrategy.py`. 
-
-Notice also the location of the labels under `if set_generalized_indicators:` at the bottom of the example. This is where single features and labels/targets should be added to the feature set to avoid duplication of them from various configuration parameters that multiply the feature set, such as `include_timeframes`.
-
-!!! Note
-    The `self.freqai.start()` function cannot be called outside the `populate_indicators()`.
-
-!!! Note
-    Features **must** be defined in `populate_any_indicators()`. Defining FreqAI features in `populate_indicators()`
-    will cause the algorithm to fail in live/dry mode. In order to add generalized features that are not associated with a specific pair or timeframe, the following structure inside `populate_any_indicators()` should be used
-    (as exemplified in `freqtrade/templates/FreqaiExampleStrategy.py`):
-
-    ```python
-        def populate_any_indicators(self, metadata, pair, df, tf, informative=None, coin="", set_generalized_indicators=False):
-
-            ...
-
-            # Add generalized indicators here (because in live, it will call only this function to populate
-            # indicators for retraining). Notice how we ensure not to add them multiple times by associating
-            # these generalized indicators to the basepair/timeframe
-            if set_generalized_indicators:
-                df['%-day_of_week'] = (df["date"].dt.dayofweek + 1) / 7
-                df['%-hour_of_day'] = (df['date'].dt.hour + 1) / 25
-
-                # user adds targets here by prepending them with &- (see convention below)
-                # If user wishes to use multiple targets, a multioutput prediction model
-                # needs to be used such as templates/CatboostPredictionMultiModel.py
-                df["&-s_close"] = (
-                    df["close"]
-                    .shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
-                    .rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
-                    .mean()
-                    / df["close"]
-                    - 1
-                    )
-    ```
-
-    Please see the example script located in `freqtrade/templates/FreqaiExampleStrategy.py` for a full example of `populate_any_indicators()`.
-
-## Important dataframe key patterns
-
-Below are the values you can expect to include/use inside a typical strategy dataframe (`df[]`):
-
-|  DataFrame Key | Description |
-|------------|-------------|
-| `df['&*']` | Any dataframe column prepended with `&` in `populate_any_indicators()` is treated as a training target (label) inside FreqAI (typically following the naming convention `&-s*`). For example, to predict the close price 40 candles into the future, you would set `df['&-s_close'] = df['close'].shift(-self.freqai_info["feature_parameters"]["label_period_candles"])` with `"label_period_candles": 40` in the config. FreqAI makes the predictions and gives them back under the same key (`df['&-s_close']`) to be used in `populate_entry/exit_trend()`. <br> **Datatype:** Depends on the output of the model.
-| `df['&*_std/mean']` | Standard deviation and mean values of the defined labels during training (or live tracking with `fit_live_predictions_candles`). Commonly used to understand the rarity of a prediction (use the z-score as shown in `templates/FreqaiExampleStrategy.py` and explained [here](#creating-a-dynamic-target-threshold) to evaluate how often a particular prediction was observed during training or historically with `fit_live_predictions_candles`). <br> **Datatype:** Float.
-| `df['do_predict']` | Indication of an outlier data point. The return value is integer between -2 and 2, which lets you know if the prediction is trustworthy or not. `do_predict==1` means that the prediction is trustworthy. If the Dissimilarity Index (DI, see details [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di)) of the input data point is above the threshold defined in the config, FreqAI will subtract 1 from `do_predict`, resulting in `do_predict==0`. If `use_SVM_to_remove_outliers()` is active, the Support Vector Machine (SVM, see details [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm)) may also detect outliers in training and prediction data. In this case, the SVM will also subtract 1 from `do_predict`. If the input data point was considered an outlier by the SVM but not by the DI, or vice versa, the result will be `do_predict==0`. If both the DI and the SVM considers the input data point to be an outlier, the result will be `do_predict==-1`. As with the SVM, if `use_DBSCAN_to_remove_outliers` is active, DBSCAN (see details [here](freqai-feature-engineering.md#identifying-outliers-with-dbscan)) may also detect outliers and subtract 1 from `do_predict`. Hence, if both the SVM and DBSCAN are active and identify a datapoint that was above the DI threshold as an outlier, the result will be `do_predict==-2`. A particular case is when `do_predict == 2`, which means that the model has expired due to exceeding `expired_hours`. <br> **Datatype:** Integer between -2 and 2.
-| `df['DI_values']` | Dissimilarity Index (DI) values are proxies for the level of confidence FreqAI has in the prediction. A lower DI means the prediction is close to the training data, i.e., higher prediction confidence. See details about the DI [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di). <br> **Datatype:** Float.
-| `df['%*']` | Any dataframe column prepended with `%` in `populate_any_indicators()` is treated as a training feature. For example, you can include the RSI in the training feature set (similar to in `templates/FreqaiExampleStrategy.py`) by setting `df['%-rsi']`. See more details on how this is done [here](freqai-feature-engineering.md). <br> **Note:** Since the number of features prepended with `%` can multiply very quickly (10s of thousands of features are easily engineered using the multiplictative functionality of, e.g., `include_shifted_candles` and `include_timeframes` as described in the [parameter table](freqai-parameter-table.md)), these features are removed from the dataframe that is returned from FreqAI to the strategy. To keep a particular type of feature for plotting purposes, you would prepend it with `%%`. <br> **Datatype:** Depends on the output of the model.
-
-## Setting the `startup_candle_count`
-
-The `startup_candle_count` in the FreqAI strategy needs to be set up in the same way as in the standard Freqtrade strategy (see details [here](strategy-customization.md#strategy-startup-period)). This value is used by Freqtrade to ensure that a sufficient amount of data is provided when calling the `dataprovider`, to avoid any NaNs at the beginning of the first training. You can easily set this value by identifying the longest period (in candle units) which is passed to the indicator creation functions (e.g., Ta-Lib functions). In the presented example, `startup_candle_count` is 20 since this is the maximum value in `indicators_periods_candles`.
-
-!!! Note
-    There are instances where the Ta-Lib functions actually require more data than just the passed `period` or else the feature dataset gets populated with NaNs. Anecdotally, multiplying the `startup_candle_count` by 2 always leads to a fully NaN free training dataset. Hence, it is typically safest to multiply the expected `startup_candle_count` by 2. Look out for this log message to confirm that the data is clean:
-
-    ```
-    2022-08-31 15:14:04 - freqtrade.freqai.data_kitchen - INFO - dropped 0 training points due to NaNs in populated dataset 4319.
-    ```
-
-## Creating a dynamic target threshold
-
-Deciding when to enter or exit a trade can be done in a dynamic way to reflect current market conditions. FreqAI allows you to return additional information from the training of a model (more info [here](freqai-feature-engineering.md#returning-additional-info-from-training)). For example, the `&*_std/mean` return values describe the statistical distribution of the target/label *during the most recent training*. Comparing a given prediction to these values allows you to know the rarity of the prediction. In `templates/FreqaiExampleStrategy.py`, the `target_roi` and  `sell_roi` are defined to be 1.25 z-scores away from the mean which causes predictions that are closer to the mean to be filtered out. 
-
-```python
-dataframe["target_roi"] = dataframe["&-s_close_mean"] + dataframe["&-s_close_std"] * 1.25
-dataframe["sell_roi"] = dataframe["&-s_close_mean"] - dataframe["&-s_close_std"] * 1.25
-```
-
-To consider the population of *historical predictions* for creating the dynamic target instead of information from the training as discussed above, you would set `fit_live_predictions_candles` in the config to the number of historical prediction candles you wish to use to generate target statistics.
-
-```json
-    "freqai": {
-        "fit_live_predictions_candles": 300,
-    }
-```
-
-If this value is set, FreqAI will initially use the predictions from the training data and subsequently begin introducing real prediction data as it is generated. FreqAI will save this historical data to be reloaded if you stop and restart a model with the same `identifier`.
-
-## Using different prediction models
-
-FreqAI has multiple example prediction model libraries that are ready to be used as is via the flag `--freqaimodel`. These libraries include `CatBoost`, `LightGBM`, and `XGBoost` regression, classification, and multi-target models, and can be found in `freqai/prediction_models/`.
-
-Regression and classification models differ in what targets they predict - a regression model will predict a target of continuous values, for example what price BTC will be at tomorrow, whilst a classifier will predict a target of discrete values, for example if the price of BTC will go up tomorrow or not. This means that you have to specify your targets differently depending on which model type you are using (see details [below](#setting-model-targets)).
-
-All of the aforementioned model libraries implement gradient boosted decision tree algorithms. They all work on the principle of ensemble learning, where predictions from multiple simple learners are combined to get a final prediction that is more stable and generalized. The simple learners in this case are decision trees. Gradient boosting refers to the method of learning, where each simple learner is built in sequence - the subsequent learner is used to improve on the error from the previous learner. If you want to learn more about the different model libraries you can find the information in their respective docs:
-
-* CatBoost: https://catboost.ai/en/docs/
-* LightGBM: https://lightgbm.readthedocs.io/en/v3.3.2/#
-* XGBoost: https://xgboost.readthedocs.io/en/stable/#
-
-There are also numerous online articles describing and comparing the algorithms. Some relatively light-weight examples would be [CatBoost vs. LightGBM vs. XGBoost — Which is the best algorithm?](https://towardsdatascience.com/catboost-vs-lightgbm-vs-xgboost-c80f40662924#:~:text=In%20CatBoost%2C%20symmetric%20trees%2C%20or,the%20same%20depth%20can%20differ.) and [XGBoost, LightGBM or CatBoost — which boosting algorithm should I use?](https://medium.com/riskified-technology/xgboost-lightgbm-or-catboost-which-boosting-algorithm-should-i-use-e7fda7bb36bc). Keep in mind that the performance of each model is highly dependent on the application and so any reported metrics might not be true for your particular use of the model.
-
-Apart from the models already available in FreqAI, it is also possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to customize various aspects of the training procedures. You can place custom FreqAI models in `user_data/freqaimodels` - and freqtrade will pick them up from there based on the provided `--freqaimodel` name - which has to correspond to the class name of your custom model.
-Make sure to use unique names to avoid overriding built-in models.
-
-### Setting model targets
-
-#### Regressors
-
-If you are using a regressor, you need to specify a target that has continuous values. FreqAI includes a variety of regressors, such as the `CatboostRegressor`via the flag `--freqaimodel CatboostRegressor`. An example of how you could set a regression target for predicting the price 100 candles into the future would be
-
-```python
-df['&s-close_price'] = df['close'].shift(-100)
-```
-
-If you want to predict multiple targets, you need to define multiple labels using the same syntax as shown above.
-
-#### Classifiers
-
-If you are using a classifier, you need to specify a target that has discrete values. FreqAI includes a variety of classifiers, such as the `CatboostClassifier` via the flag `--freqaimodel CatboostClassifier`. If you elects to use a classifier, the classes need to be set using strings. For example, if you want to predict if the price 100 candles into the future goes up or down you would set 
-
-```python
-df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
-```
-
-If you want to predict multiple targets you must specify all labels in the same label column. You could, for example, add the label `same` to define where the price was unchanged by setting
-
-```python
-df['&s-up_or_down'] = np.where( df["close"].shift(-100) > df["close"], 'up', 'down')
-df['&s-up_or_down'] = np.where( df["close"].shift(-100) == df["close"], 'same', df['&s-up_or_down'])
-```
--- a/docs/freqai-developers.md
+++ b/docs/freqai-developers.md
@@ -1,78 +0,0 @@
-# Development
-
-## Project architecture
-
-The architecture and functions of FreqAI are generalized to encourages development of unique features, functions, models, etc.
-
-The class structure and a detailed algorithmic overview is depicted in the following diagram:
-
-![image](assets/freqai_algorithm-diagram.jpg)
-
-As shown, there are three distinct objects comprising FreqAI:
-
-* **IFreqaiModel** - A singular persistent object containing all the necessary logic to collect, store, and process data, engineer features, run training, and inference models.
-* **FreqaiDataKitchen** - A non-persistent object which is created uniquely for each unique asset/model. Beyond metadata, it also contains a variety of data processing tools.
-* **FreqaiDataDrawer** - A singular persistent object containing all the historical predictions, models, and save/load methods.
-
-There are a variety of built-in [prediction models](freqai-configuration.md#using-different-prediction-models) which inherit directly from `IFreqaiModel`. Each of these models have full access to all methods in `IFreqaiModel` and can therefore override any of those functions at will. However, advanced users will likely stick to overriding `fit()`, `train()`, `predict()`, and `data_cleaning_train/predict()`.
-
-## Data handling
-
-FreqAI aims to organize model files, prediction data, and meta data in a way that simplifies post-processing and enhances crash resilience by automatic data reloading. The data is saved in a file structure,`user_data_dir/models/`, which contains all the data associated with the trainings and backtests. The `FreqaiDataKitchen()` relies heavily on the file structure for proper training and inferencing and should therefore not be manually modified.
-
-### File structure
-
-The file structure is automatically generated based on the model `identifier` set in the [config](freqai-configuration.md#setting-up-the-configuration-file). The following structure shows where the data is stored for post processing:
-
-| Structure | Description |
-|-----------|-------------|
-| `config_*.json` | A copy of the model specific configuration file. |
-| `historic_predictions.pkl` | A file containing all historic predictions generated during the lifetime of the `identifier` model during live deployment. `historic_predictions.pkl` is used to reload the model after a crash or a config change. A backup file is always held in case of corruption on the main file. FreqAI **automatically** detects corruption and replaces the corrupted file with the backup. |
-| `pair_dictionary.json` | A file containing the training queue as well as the on disk location of the most recently trained model. |
-| `sub-train-*_TIMESTAMP` | A folder containing all the files associated with a single model, such as: <br>
-|| `*_metadata.json` - Metadata for the model, such as normalization max/min, expected training feature list, etc. <br>
-|| `*_model.*` - The model file saved to disk for reloading from a crash. Can be `joblib` (typical boosting libs), `zip` (stable_baselines), `hd5` (keras type), etc. <br>
-|| `*_pca_object.pkl` - The [Principal component analysis (PCA)](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis) transform (if `principal_component_analysis: True` is set in the config) which will be used to transform unseen prediction features. <br>
-|| `*_svm_model.pkl` - The [Support Vector Machine (SVM)](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm) model (if `use_SVM_to_remove_outliers: True` is set in the config) which is used to detect outliers in unseen prediction features. <br>
-|| `*_trained_df.pkl` - The dataframe containing all the training features used to train the `identifier` model. This is used for computing the [Dissimilarity Index (DI)](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di) and can also be used for post-processing. <br>
-|| `*_trained_dates.df.pkl` - The dates associated with the `trained_df.pkl`, which is useful for post-processing. |
-
-The example file structure would look like this:
-
-```
-├── models
-│   └── unique-id
-│       ├── config_freqai.example.json
-│       ├── historic_predictions.backup.pkl
-│       ├── historic_predictions.pkl
-│       ├── pair_dictionary.json
-│       ├── sub-train-1INCH_1662821319
-│       │   ├── cb_1inch_1662821319_metadata.json
-│       │   ├── cb_1inch_1662821319_model.joblib
-│       │   ├── cb_1inch_1662821319_pca_object.pkl
-│       │   ├── cb_1inch_1662821319_svm_model.joblib
-│       │   ├── cb_1inch_1662821319_trained_dates_df.pkl
-│       │   └── cb_1inch_1662821319_trained_df.pkl
-│       ├── sub-train-1INCH_1662821371
-│       │   ├── cb_1inch_1662821371_metadata.json
-│       │   ├── cb_1inch_1662821371_model.joblib
-│       │   ├── cb_1inch_1662821371_pca_object.pkl
-│       │   ├── cb_1inch_1662821371_svm_model.joblib
-│       │   ├── cb_1inch_1662821371_trained_dates_df.pkl
-│       │   └── cb_1inch_1662821371_trained_df.pkl
-│       ├── sub-train-ADA_1662821344
-│       │   ├── cb_ada_1662821344_metadata.json
-│       │   ├── cb_ada_1662821344_model.joblib
-│       │   ├── cb_ada_1662821344_pca_object.pkl
-│       │   ├── cb_ada_1662821344_svm_model.joblib
-│       │   ├── cb_ada_1662821344_trained_dates_df.pkl
-│       │   └── cb_ada_1662821344_trained_df.pkl
-│       └── sub-train-ADA_1662821399
-│           ├── cb_ada_1662821399_metadata.json
-│           ├── cb_ada_1662821399_model.joblib
-│           ├── cb_ada_1662821399_pca_object.pkl
-│           ├── cb_ada_1662821399_svm_model.joblib
-│           ├── cb_ada_1662821399_trained_dates_df.pkl
-│           └── cb_ada_1662821399_trained_df.pkl
-
-```
--- a/docs/freqai-feature-engineering.md
+++ b/docs/freqai-feature-engineering.md
@@ -1,268 +0,0 @@
-# Feature engineering
-
-## Defining the features
-
-Low level feature engineering is performed in the user strategy within a function called `populate_any_indicators()`. That function sets the `base features` such as, `RSI`, `MFI`, `EMA`, `SMA`, time of day, volume, etc. The `base features` can be custom indicators or they can be imported from any technical-analysis library that you can find. One important syntax rule is that all `base features` string names are prepended with `%`, while labels/targets are prepended with `&`.
-
-Meanwhile, high level feature engineering is handled within `"feature_parameters":{}` in the FreqAI config. Within this file, it is possible to decide large scale feature expansions on top of the `base_features` such as "including correlated pairs" or "including informative timeframes" or even "including recent candles."
-
-It is advisable to start from the template `populate_any_indicators()` in the source provided example strategy (found in `templates/FreqaiExampleStrategy.py`) to ensure that the feature definitions are following the correct conventions. Here is an example of how to set the indicators and labels in the strategy:
-
-```python
-    def populate_any_indicators(
-        self, pair, df, tf, informative=None, set_generalized_indicators=False
-    ):
-        """
-        Function designed to automatically generate, name, and merge features
-        from user-indicated timeframes in the configuration file. The user controls the indicators
-        passed to the training/prediction by prepending indicators with `'%-' + coin `
-        (see convention below). I.e., the user should not prepend any supporting metrics
-        (e.g., bb_lowerband below) with % unless they explicitly want to pass that metric to the
-        model.
-        :param pair: pair to be used as informative
-        :param df: strategy dataframe which will receive merges from informatives
-        :param tf: timeframe of the dataframe which will modify the feature names
-        :param informative: the dataframe associated with the informative pair
-        :param coin: the name of the coin which will modify the feature names.
-        """
-
-        coin = pair.split('/')[0]
-
-        if informative is None:
-            informative = self.dp.get_pair_dataframe(pair, tf)
-
-        # first loop is automatically duplicating indicators for time periods
-        for t in self.freqai_info["feature_parameters"]["indicator_periods_candles"]:
-            t = int(t)
-            informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
-            informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
-            informative[f"%-{coin}adx-period_{t}"] = ta.ADX(informative, window=t)
-
-            bollinger = qtpylib.bollinger_bands(
-                qtpylib.typical_price(informative), window=t, stds=2.2
-            )
-            informative[f"{coin}bb_lowerband-period_{t}"] = bollinger["lower"]
-            informative[f"{coin}bb_middleband-period_{t}"] = bollinger["mid"]
-            informative[f"{coin}bb_upperband-period_{t}"] = bollinger["upper"]
-
-            informative[f"%-{coin}bb_width-period_{t}"] = (
-                informative[f"{coin}bb_upperband-period_{t}"]
-                - informative[f"{coin}bb_lowerband-period_{t}"]
-            ) / informative[f"{coin}bb_middleband-period_{t}"]
-            informative[f"%-{coin}close-bb_lower-period_{t}"] = (
-                informative["close"] / informative[f"{coin}bb_lowerband-period_{t}"]
-            )
-
-            informative[f"%-{coin}relative_volume-period_{t}"] = (
-                informative["volume"] / informative["volume"].rolling(t).mean()
-            )
-
-        indicators = [col for col in informative if col.startswith("%")]
-        # This loop duplicates and shifts all indicators to add a sense of recency to data
-        for n in range(self.freqai_info["feature_parameters"]["include_shifted_candles"] + 1):
-            if n == 0:
-                continue
-            informative_shift = informative[indicators].shift(n)
-            informative_shift = informative_shift.add_suffix("_shift-" + str(n))
-            informative = pd.concat((informative, informative_shift), axis=1)
-
-        df = merge_informative_pair(df, informative, self.config["timeframe"], tf, ffill=True)
-        skip_columns = [
-            (s + "_" + tf) for s in ["date", "open", "high", "low", "close", "volume"]
-        ]
-        df = df.drop(columns=skip_columns)
-
-        # Add generalized indicators here (because in live, it will call this
-        # function to populate indicators during training). Notice how we ensure not to
-        # add them multiple times
-        if set_generalized_indicators:
-            df["%-day_of_week"] = (df["date"].dt.dayofweek + 1) / 7
-            df["%-hour_of_day"] = (df["date"].dt.hour + 1) / 25
-
-            # user adds targets here by prepending them with &- (see convention below)
-            # If user wishes to use multiple targets, a multioutput prediction model
-            # needs to be used such as templates/CatboostPredictionMultiModel.py
-            df["&-s_close"] = (
-                df["close"]
-                .shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
-                .rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
-                .mean()
-                / df["close"]
-                - 1
-            )
-
-        return df
-```
-
-In the presented example, the user does not wish to pass the `bb_lowerband` as a feature to the model,
-and has therefore not prepended it with `%`. The user does, however, wish to pass `bb_width` to the
-model for training/prediction and has therefore prepended it with `%`.
-
-After having defined the `base features`, the next step is to expand upon them using the powerful `feature_parameters` in the configuration file:
-
-```json
-    "freqai": {
-        //...
-        "feature_parameters" : {
-            "include_timeframes": ["5m","15m","4h"],
-            "include_corr_pairlist": [
-                "ETH/USD",
-                "LINK/USD",
-                "BNB/USD"
-            ],
-            "label_period_candles": 24,
-            "include_shifted_candles": 2,
-            "indicator_periods_candles": [10, 20]
-        },
-        //...
-    }
-```
-
-The `include_timeframes` in the config above are the timeframes (`tf`) of each call to `populate_any_indicators()` in the strategy. In the presented case, the user is asking for the `5m`, `15m`, and `4h` timeframes of the `rsi`, `mfi`, `roc`, and `bb_width` to be included in the feature set.
-
-You can ask for each of the defined features to be included also for informative pairs using the `include_corr_pairlist`. This means that the feature set will include all the features from `populate_any_indicators` on all the `include_timeframes` for each of the correlated pairs defined in the config (`ETH/USD`, `LINK/USD`, and `BNB/USD` in the presented example).
-
-`include_shifted_candles` indicates the number of previous candles to include in the feature set. For example, `include_shifted_candles: 2` tells FreqAI to include the past 2 candles for each of the features in the feature set.
-
-In total, the number of features the user of the presented example strat has created is: length of `include_timeframes` * no. features in `populate_any_indicators()` * length of `include_corr_pairlist` * no. `include_shifted_candles` * length of `indicator_periods_candles`
- $= 3 * 3 * 3 * 2 * 2 = 108$.
-
-### Returning additional info from training
-
-Important metrics can be returned to the strategy at the end of each model training by assigning them to `dk.data['extra_returns_per_train']['my_new_value'] = XYZ` inside the custom prediction model class. 
-
-FreqAI takes the `my_new_value` assigned in this dictionary and expands it to fit the dataframe that is returned to the strategy. You can then use the returned metrics in your strategy through `dataframe['my_new_value']`. An example of how return values can be used in FreqAI are the `&*_mean` and `&*_std` values that are used to [created a dynamic target threshold](freqai-configuration.md#creating-a-dynamic-target-threshold).
-
-Another example, where the user wants to use live metrics from the trade database, is shown below:
-
-```json
-    "freqai": {
-        "extra_returns_per_train": {"total_profit": 4}
-    }
-```
-
-You need to set the standard dictionary in the config so that FreqAI can return proper dataframe shapes. These values will likely be overridden by the prediction model, but in the case where the model has yet to set them, or needs a default initial value, the pre-set values are what will be returned.
-
-## Feature normalization
-
-FreqAI is strict when it comes to data normalization. The train features, $X^{train}$, are always normalized to [-1, 1] using a shifted min-max normalization:
-
-$$X^{train}_{norm} = 2 * \frac{X^{train} - X^{train}.min()}{X^{train}.max() - X^{train}.min()} - 1$$
-
-All other data (test data and unseen prediction data in dry/live/backtest) is always automatically normalized to the training feature space according to industry standards. FreqAI stores all the metadata required to ensure that test and prediction features will be properly normalized and that predictions are properly denormalized. For this reason, it is not recommended to eschew industry standards and modify FreqAI internals - however - advanced users can do so by inheriting `train()` in their custom `IFreqaiModel` and using their own normalization functions.
-
-## Data dimensionality reduction with Principal Component Analysis
-
-You can reduce the dimensionality of your features by activating the `principal_component_analysis` in the config:
-
-```json
-    "freqai": {
-        "feature_parameters" : {
-            "principal_component_analysis": true
-        }
-    }
-```
-
-This will perform PCA on the features and reduce their dimensionality so that the explained variance of the data set is >= 0.999. Reducing data dimensionality makes training the model faster and hence allows for more up-to-date models. 
-
-## Inlier metric
-
-The `inlier_metric` is a metric aimed at quantifying how similar a the features of a data point are to the most recent historic data points. 
-
-You define the lookback window by setting `inlier_metric_window` and FreqAI computes the distance between the present time point and each of the previous `inlier_metric_window` lookback points. A Weibull function is fit to each of the lookback distributions and its cumulative distribution function (CDF) is used to produce a quantile for each lookback point. The `inlier_metric` is then computed for each time point as the average of the corresponding lookback quantiles. The figure below explains the concept for an `inlier_metric_window` of 5.
-
-![inlier-metric](assets/freqai_inlier-metric.jpg)
-
-FreqAI adds the `inlier_metric` to the training features and hence gives the model access to a novel type of temporal information. 
-
-This function does **not** remove outliers from the data set.
-
-## Weighting features for temporal importance
-
-FreqAI allows you to set a `weight_factor` to weight recent data more strongly than past data via an exponential function:
-
-$$ W_i = \exp(\frac{-i}{\alpha*n}) $$
-
-where $W_i$ is the weight of data point $i$ in a total set of $n$ data points. Below is a figure showing the effect of different weight factors on the data points in a feature set.
-
-![weight-factor](assets/freqai_weight-factor.jpg)
-
-## Outlier detection
-
-Equity and crypto markets suffer from a high level of non-patterned noise in the form of outlier data points. FreqAI implements a variety of methods to identify such outliers and hence mitigate risk.
-
-### Identifying outliers with the Dissimilarity Index (DI)
-
- The Dissimilarity Index (DI) aims to quantify the uncertainty associated with each prediction made by the model. 
-
-You can tell FreqAI to remove outlier data points from the training/test data sets using the DI by including the following statement in the config:
-
-```json
-    "freqai": {
-        "feature_parameters" : {
-            "DI_threshold": 1
-        }
-    }
-```
-
- The DI allows predictions which are outliers (not existent in the model feature space) to be thrown out due to low levels of certainty. To do so, FreqAI measures the distance between each training data point (feature vector), $X_{a}$, and all other training data points:
-
-$$ d_{ab} = \sqrt{\sum_{j=1}^p(X_{a,j}-X_{b,j})^2} $$
-
-where $d_{ab}$ is the distance between the normalized points $a$ and $b$, and $p$ is the number of features, i.e., the length of the vector $X$. The characteristic distance, $\overline{d}$, for a set of training data points is simply the mean of the average distances:
-
-$$ \overline{d} = \sum_{a=1}^n(\sum_{b=1}^n(d_{ab}/n)/n) $$
-
-$\overline{d}$ quantifies the spread of the training data, which is compared to the distance between a new prediction feature vectors, $X_k$ and all the training data:
-
-$$ d_k = \arg \min d_{k,i} $$
-
-This enables the estimation of the Dissimilarity Index as:
-
-$$ DI_k = d_k/\overline{d} $$
-
-You can tweak the DI through the `DI_threshold` to increase or decrease the extrapolation of the trained model. A higher `DI_threshold` means that the DI is more lenient and allows predictions further away from the training data to be used whilst a lower `DI_threshold` has the opposite effect and hence discards more predictions.
-
-Below is a figure that describes the DI for a 3D data set.
-
-![DI](assets/freqai_DI.jpg)
-
-### Identifying outliers using a Support Vector Machine (SVM)
-
-You can tell FreqAI to remove outlier data points from the training/test data sets using a Support Vector Machine (SVM) by including the following statement in the config:
-
-```json
-    "freqai": {
-        "feature_parameters" : {
-            "use_SVM_to_remove_outliers": true
-        }
-    }
-```
-
-The SVM will be trained on the training data and any data point that the SVM deems to be beyond the feature space will be removed.
-
-FreqAI uses `sklearn.linear_model.SGDOneClassSVM` (details are available on scikit-learn's webpage [here](https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.SGDOneClassSVM.html) (external website)) and you can elect to provide additional parameters for the SVM, such as `shuffle`, and `nu`.
-
-The parameter `shuffle` is by default set to `False` to ensure consistent results. If it is set to `True`, running the SVM multiple times on the same data set might result in different outcomes due to `max_iter` being to low for the algorithm to reach the demanded `tol`. Increasing `max_iter` solves this issue but causes the procedure to take longer time.
-
-The parameter `nu`, *very* broadly, is the amount of data points that should be considered outliers and should be between 0 and 1.
-
-### Identifying outliers with DBSCAN
-
-You can configure FreqAI to use DBSCAN to cluster and remove outliers from the training/test data set or incoming outliers from predictions, by activating `use_DBSCAN_to_remove_outliers` in the config:
-
-```json
-    "freqai": {
-        "feature_parameters" : {
-            "use_DBSCAN_to_remove_outliers": true
-        }
-    }
-```
-
-DBSCAN is an unsupervised machine learning algorithm that clusters data without needing to know how many clusters there should be.
-
-Given a number of data points $N$, and a distance $\varepsilon$, DBSCAN clusters the data set by setting all data points that have $N-1$ other data points within a distance of $\varepsilon$ as *core points*. A data point that is within a distance of $\varepsilon$ from a *core point* but that does not have $N-1$ other data points within a distance of $\varepsilon$ from itself is considered an *edge point*. A cluster is then the collection of *core points* and *edge points*. Data points that have no other data points at a distance $<\varepsilon$ are considered outliers. The figure below shows a cluster with $N = 3$.
-
-![dbscan](assets/freqai_dbscan.jpg)
-
-FreqAI uses `sklearn.cluster.DBSCAN` (details are available on scikit-learn's webpage [here](https://scikit-learn.org/stable/modules/generated/sklearn.cluster.DBSCAN.html) (external website)) with `min_samples` ($N$) taken as 1/4 of the no. of time points (candles) in the feature set. `eps` ($\varepsilon$) is computed automatically as the elbow point in the *k-distance graph* computed from the nearest neighbors in the pairwise distances of all data points in the feature set.
--- a/docs/freqai-parameter-table.md
+++ b/docs/freqai-parameter-table.md
@@ -1,52 +0,0 @@
-# Parameter table
-
-The table below will list all configuration parameters available for FreqAI. Some of the parameters are exemplified in `config_examples/config_freqai.example.json`.
-
-Mandatory parameters are marked as **Required** and have to be set in one of the suggested ways.
-
-|  Parameter | Description |
-|------------|-------------|
-|  |  **General configuration parameters**
-| `freqai` | **Required.** <br> The parent dictionary containing all the parameters for controlling FreqAI. <br> **Datatype:** Dictionary.
-| `train_period_days` | **Required.** <br> Number of days to use for the training data (width of the sliding window). <br> **Datatype:** Positive integer.
-| `backtest_period_days` | **Required.** <br> Number of days to inference from the trained model before sliding the `train_period_days` window defined above, and retraining the model during backtesting (more info [here](freqai-running.md#backtesting)). This can be fractional days, but beware that the provided `timerange` will be divided by this number to yield the number of trainings necessary to complete the backtest. <br> **Datatype:** Float.
-| `identifier` | **Required.** <br> A unique ID for the current model. If models are saved to disk, the `identifier` allows for reloading specific pre-trained models/data. <br> **Datatype:** String.
-| `live_retrain_hours` | Frequency of retraining during dry/live runs. <br> **Datatype:** Float > 0. <br> Default: `0` (models retrain as often as possible).
-| `expiration_hours` | Avoid making predictions if a model is more than `expiration_hours` old. <br> **Datatype:** Positive integer. <br> Default: `0` (models never expire).
-| `purge_old_models` | Delete obsolete models. <br> **Datatype:** Boolean. <br> Default: `False` (all historic models remain on disk).
-| `save_backtest_models` | Save models to disk when running backtesting. Backtesting operates most efficiently by saving the prediction data and reusing them directly for subsequent runs (when you wish to tune entry/exit parameters). Saving backtesting models to disk also allows to use the same model files for starting a dry/live instance with the same model `identifier`. <br> **Datatype:** Boolean. <br> Default: `False` (no models are saved).
-| `fit_live_predictions_candles` | Number of historical candles to use for computing target (label) statistics from prediction data, instead of from the training dataset (more information can be found [here](freqai-configuration.md#creating-a-dynamic-target-threshold)). <br> **Datatype:** Positive integer.
-| `follow_mode` | Use a `follower` that will look for models associated with a specific `identifier` and load those for inferencing. A `follower` will **not** train new models. <br> **Datatype:** Boolean. <br> Default: `False`.
-| `continual_learning` | Use the final state of the most recently trained model as starting point for the new model, allowing for incremental learning (more information can be found [here](freqai-running.md#continual-learning)). <br> **Datatype:** Boolean. <br> Default: `False`.
-|  |  **Feature parameters**
-| `feature_parameters` | A dictionary containing the parameters used to engineer the feature set. Details and examples are shown [here](freqai-feature-engineering.md). <br> **Datatype:** Dictionary.
-| `include_timeframes` | A list of timeframes that all indicators in `populate_any_indicators` will be created for. The list is added as features to the base indicators dataset. <br> **Datatype:** List of timeframes (strings).
-| `include_corr_pairlist` | A list of correlated coins that FreqAI will add as additional features to all `pair_whitelist` coins. All indicators set in `populate_any_indicators` during feature engineering (see details [here](freqai-feature-engineering.md)) will be created for each correlated coin. The correlated coins features are added to the base indicators dataset. <br> **Datatype:** List of assets (strings).
-| `label_period_candles` | Number of candles into the future that the labels are created for. This is used in `populate_any_indicators` (see `templates/FreqaiExampleStrategy.py` for detailed usage). You can create custom labels and choose whether to make use of this parameter or not. <br> **Datatype:** Positive integer.
-| `include_shifted_candles` | Add features from previous candles to subsequent candles with the intent of adding historical information. If used, FreqAI will duplicate and shift all features from the `include_shifted_candles` previous candles so that the information is available for the subsequent candle. <br> **Datatype:** Positive integer.
-| `weight_factor` | Weight training data points according to their recency (see details [here](freqai-feature-engineering.md#weighting-features-for-temporal-importance)). <br> **Datatype:** Positive float (typically < 1).
-| `indicator_max_period_candles` | **No longer used (#7325)**. Replaced by `startup_candle_count` which is set in the [strategy](freqai-configuration.md#building-a-freqai-strategy). `startup_candle_count` is timeframe independent and defines the maximum *period* used in `populate_any_indicators()` for indicator creation. FreqAI uses this parameter together with the maximum timeframe in `include_time_frames` to calculate how many data points to download such that the first data point does not include a NaN. <br> **Datatype:** Positive integer.
-| `indicator_periods_candles` | Time periods to calculate indicators for. The indicators are added to the base indicator dataset. <br> **Datatype:** List of positive integers.
-| `principal_component_analysis` | Automatically reduce the dimensionality of the data set using Principal Component Analysis. See details about how it works [here](#reducing-data-dimensionality-with-principal-component-analysis) <br> **Datatype:** Boolean. <br> Default: `False`.
-| `plot_feature_importances` | Create a feature importance plot for each model for the top/bottom `plot_feature_importances` number of features. <br> **Datatype:** Integer. <br> Default: `0`.
-| `DI_threshold` | Activates the use of the Dissimilarity Index for outlier detection when set to > 0. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di). <br> **Datatype:** Positive float (typically < 1).
-| `use_SVM_to_remove_outliers` | Train a support vector machine to detect and remove outliers from the training dataset, as well as from incoming data points. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Boolean.
-| `svm_params` | All parameters available in Sklearn's `SGDOneClassSVM()`. See details about some select parameters [here](freqai-feature-engineering.md#identifying-outliers-using-a-support-vector-machine-svm). <br> **Datatype:** Dictionary.
-| `use_DBSCAN_to_remove_outliers` | Cluster data using the DBSCAN algorithm to identify and remove outliers from training and prediction data. See details about how it works [here](freqai-feature-engineering.md#identifying-outliers-with-dbscan). <br> **Datatype:** Boolean. 
-| `inlier_metric_window` | If set, FreqAI adds an `inlier_metric` to the training feature set and set the lookback to be the `inlier_metric_window`, i.e., the number of previous time points to compare the current candle to. Details of how the `inlier_metric` is computed can be found [here](freqai-feature-engineering.md#inlier-metric). <br> **Datatype:** Integer. <br> Default: `0`.
-| `noise_standard_deviation` | If set, FreqAI adds noise to the training features with the aim of preventing overfitting. FreqAI generates random deviates from a gaussian distribution with a standard deviation of `noise_standard_deviation` and adds them to all data points. `noise_standard_deviation` should be kept relative to the normalized space, i.e., between -1 and 1. In other words, since data in FreqAI is always normalized to be between -1 and 1, `noise_standard_deviation: 0.05` would result in 32% of the data being randomly increased/decreased by more than 2.5% (i.e., the percent of data falling within the first standard deviation). <br> **Datatype:** Integer. <br> Default: `0`.
-| `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset. <br> **Datatype:** Float. <br> Default: `30`.
-| `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it. <br> **Datatype:** Boolean. <br> Default: `False` (no reversal).
-| `write_metrics_to_disk` | Collect train timings, inference timings and cpu usage in json file. <br> **Datatype:** Boolean. <br> Default: `False`
-|  |  **Data split parameters**
-| `data_split_parameters` | Include any additional parameters available from Scikit-learn `test_train_split()`, which are shown [here](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website). <br> **Datatype:** Dictionary.
-| `test_size` | The fraction of data that should be used for testing instead of training. <br> **Datatype:** Positive float < 1.
-| `shuffle` | Shuffle the training data points during training. Typically, to not remove the chronological order of data in time-series forecasting, this is set to `False`. <br> **Datatype:** Boolean. <br> Defaut: `False`.
-|  |  **Model training parameters**
-| `model_training_parameters` | A flexible dictionary that includes all parameters available by the selected model library. For example, if you use `LightGBMRegressor`, this dictionary can contain any parameter available by the `LightGBMRegressor` [here](https://lightgbm.readthedocs.io/en/latest/pythonapi/lightgbm.LGBMRegressor.html) (external website). If you select a different model, this dictionary can contain any parameter from that model. A list of the currently available models can be found [here](freqai-configuration.md#using-different-prediction-models).  <br> **Datatype:** Dictionary.
-| `n_estimators` | The number of boosted trees to fit in the training of the model. <br> **Datatype:** Integer.
-| `learning_rate` | Boosting learning rate during training of the model. <br> **Datatype:** Float.
-| `n_jobs`, `thread_count`, `task_type` | Set the number of threads for parallel processing and the `task_type` (`gpu` or `cpu`). Different model libraries use different parameter names. <br> **Datatype:** Float.
-|  |  **Extraneous parameters**
-| `keras` | If the selected model makes use of Keras (typical for Tensorflow-based prediction models), this flag needs to be activated so that the model save/loading follows Keras standards. <br> **Datatype:** Boolean. <br> Default: `False`.
-| `conv_width` | The width of a convolutional neural network input tensor. This replaces the need for shifting candles (`include_shifted_candles`) by feeding in historical data points as the second dimension of the tensor. Technically, this parameter can also be used for regressors, but it only adds computational overhead and does not change the model training/prediction. <br> **Datatype:** Integer. <br> Default: `2`.
--- a/docs/freqai-running.md
+++ b/docs/freqai-running.md
@@ -1,173 +0,0 @@
-# Running FreqAI
-
-There are two ways to train and deploy an adaptive machine learning model - live deployment and historical backtesting. In both cases, FreqAI runs/simulates periodic retraining of models as shown in the following figure:
-
-![freqai-window](assets/freqai_moving-window.jpg)
-
-## Live deployments
-
-FreqAI can be run dry/live using the following command:
-
-```bash
-freqtrade trade --strategy FreqaiExampleStrategy --config config_freqai.example.json --freqaimodel LightGBMRegressor
-```
-
-When launched, FreqAI will start training a new model, with a new `identifier`, based on the config settings. Following training, the model will be used to make predictions on incoming candles until a new model is available. New models are typically generated as often as possible, with FreqAI managing an internal queue of the coin pairs to try to keep all models equally up to date. FreqAI will always use the most recently trained model to make predictions on incoming live data. If you do not want FreqAI to retrain new models as often as possible, you can set `live_retrain_hours` to tell FreqAI to wait at least that number of hours before training a new model. Additionally, you can set `expired_hours` to tell FreqAI to avoid making predictions on models that are older than that number of hours.
-
-Trained models are by default saved to disk to allow for reuse during backtesting or after a crash. You can opt to [purge old models](#purging-old-model-data) to save disk space by setting `"purge_old_models": true` in the config.
-
-To start a dry/live run from a saved backtest model (or from a previously crashed dry/live session), you only need to specify the `identifier` of the specific model:
-
-```json
-    "freqai": {
-        "identifier": "example",
-        "live_retrain_hours": 0.5
-    }
-```
-
-In this case, although FreqAI will initiate with a pre-trained model, it will still check to see how much time has elapsed since the model was trained. If a full `live_retrain_hours` has elapsed since the end of the loaded model, FreqAI will start training a new model.
-
-### Automatic data download
-
-FreqAI automatically downloads the proper amount of data needed to ensure training of a model through the defined `train_period_days` and `startup_candle_count` (see the [parameter table](freqai-parameter-table.md) for detailed descriptions of these parameters). 
-
-### Saving prediction data
-
-All predictions made during the lifetime of a specific `identifier` model are stored in `historic_predictions.pkl` to allow for reloading after a crash or changes made to the config.
-
-### Purging old model data
-
-FreqAI stores new model files after each successful training. These files become obsolete as new models are generated to adapt to new market conditions. If you are planning to leave FreqAI running for extended periods of time with high frequency retraining, you should enable `purge_old_models` in the config:
-
-```json
-    "freqai": {
-        "purge_old_models": true,
-    }
-```
-
-This will automatically purge all models older than the two most recently trained ones to save disk space.
-
-## Backtesting
-
-The FreqAI backtesting module can be executed with the following command:
-
-```bash
-freqtrade backtesting --strategy FreqaiExampleStrategy --strategy-path freqtrade/templates --config config_examples/config_freqai.example.json --freqaimodel LightGBMRegressor --timerange 20210501-20210701
-```
-
-If this command has never been executed with the existing config file, FreqAI will train a new model
-for each pair, for each backtesting window within the expanded `--timerange`.
-
-Backtesting mode requires [downloading the necessary data](#downloading-data-to-cover-the-full-backtest-period) before deployment (unlike in dry/live mode where FreqAI handles the data downloading automatically). You should be careful to consider that the time range of the downloaded data is more than the backtesting time range. This is because FreqAI needs data prior to the desired backtesting time range in order to train a model to be ready to make predictions on the first candle of the set backtesting time range. More details on how to calculate the data to download can be found [here](#deciding-the-size-of-the-sliding-training-window-and-backtesting-duration).
-
-!!! Note "Model reuse"
-    Once the training is completed, you can execute the backtesting again with the same config file and
-    FreqAI will find the trained models and load them instead of spending time training. This is useful
-    if you want to tweak (or even hyperopt) buy and sell criteria inside the strategy. If you
-    *want* to retrain a new model with the same config file, you should simply change the `identifier`.
-    This way, you can return to using any model you wish by simply specifying the `identifier`.
-
---
-
-### Saving prediction data
-
-To allow for tweaking your strategy (**not** the features!), FreqAI will automatically save the predictions during backtesting so that they can be reused for future backtests and live runs using the same `identifier` model. This provides a performance enhancement geared towards enabling **high-level hyperopting** of entry/exit criteria.
-
-An additional directory called `predictions`, which contains all the predictions stored in `hdf` format, will be created in the `unique-id` folder.
-
-To change your **features**, you **must** set a new `identifier` in the config to signal to FreqAI to train new models.
-
-To save the models generated during a particular backtest so that you can start a live deployment from one of them instead of training a new model, you must set `save_backtest_models` to `True` in the config.
-
-### Downloading data to cover the full backtest period
-
-For live/dry deployments, FreqAI will download the necessary data automatically. However, to use backtesting functionality, you need to download the necessary data using `download-data` (details [here](data-download.md#data-downloading)). You need to pay careful attention to understanding how much *additional* data needs to be downloaded to ensure that there is a sufficient amount of training data *before* the start of the backtesting time range. The amount of additional data can be roughly estimated by moving the start date of the time range backwards by `train_period_days` and the `startup_candle_count` (see the [parameter table](freqai-parameter-table.md) for detailed descriptions of these parameters) from the beginning of the desired backtesting time range. 
-
-As an example, to backtest the `--timerange 20210501-20210701` using the [example config](freqai-configuration.md#setting-up-the-configuration-file) which sets `train_period_days` to 30, together with `startup_candle_count: 40` on a maximum `include_timeframes` of 1h, the start date for the downloaded data needs to be `20210501` - 30 days - 40 * 1h / 24 hours = 20210330 (31.7 days earlier than the start of the desired training time range).
-
-### Deciding the size of the sliding training window and backtesting duration
-
-The backtesting time range is defined with the typical `--timerange` parameter in the configuration file. The duration of the sliding training window is set by `train_period_days`, whilst `backtest_period_days` is the sliding backtesting window, both in number of days (`backtest_period_days` can be
-a float to indicate sub-daily retraining in live/dry mode). In the presented [example config](freqai-configuration.md#setting-up-the-configuration-file) (found in `config_examples/config_freqai.example.json`), the user is asking FreqAI to use a training period of 30 days and backtest on the subsequent 7 days. After the training of the model, FreqAI will backtest the subsequent 7 days. The "sliding window" then moves one week forward (emulating FreqAI retraining once per week in live mode) and the new model uses the previous 30 days (including the 7 days used for backtesting by the previous model) to train. This is repeated until the end of `--timerange`.  This means that if you set `--timerange 20210501-20210701`, FreqAI will have trained 8 separate models at the end of `--timerange` (because the full range comprises 8 weeks).
-
-!!! Note
-    Although fractional `backtest_period_days` is allowed, you should be aware that the `--timerange` is divided by this value to determine the number of models that FreqAI will need to train in order to backtest the full range. For example, by setting a `--timerange` of 10 days, and a `backtest_period_days` of 0.1, FreqAI will need to train 100 models per pair to complete the full backtest. Because of this, a true backtest of FreqAI adaptive training would take a *very* long time. The best way to fully test a model is to run it dry and let it train constantly. In this case, backtesting would take the exact same amount of time as a dry run.
-
-## Defining model expirations
-
-During dry/live mode, FreqAI trains each coin pair sequentially (on separate threads/GPU from the main Freqtrade bot). This means that there is always an age discrepancy between models. If you are training on 50 pairs, and each pair requires 5 minutes to train, the oldest model will be over 4 hours old. This may be undesirable if the characteristic time scale (the trade duration target) for a strategy is less than 4 hours. You can decide to only make trade entries if the model is less than a certain number of hours old by setting the `expiration_hours` in the config file:
-
-```json
-    "freqai": {
-        "expiration_hours": 0.5,
-    }
-```
-
-In the presented example config, the user will only allow predictions on models that are less than 1/2 hours old.
-
-## Controlling the model learning process
-
-Model training parameters are unique to the selected machine learning library. FreqAI allows you to set any parameter for any library using the `model_training_parameters` dictionary in the config. The example config (found in `config_examples/config_freqai.example.json`) shows some of the example parameters associated with `Catboost` and `LightGBM`, but you can add any parameters available in those libraries or any other machine learning library you choose to implement.
-
-Data split parameters are defined in `data_split_parameters` which can be any parameters associated with Scikit-learn's `train_test_split()` function. `train_test_split()` has a parameters called `shuffle` which allows to shuffle the data or keep it unshuffled. This is particularly useful to avoid biasing training with temporally auto-correlated data. More details about these parameters can be found the [Scikit-learn website](https://scikit-learn.org/stable/modules/generated/sklearn.model_selection.train_test_split.html) (external website).
-
-The FreqAI specific parameter `label_period_candles` defines the offset (number of candles into the future) used for the `labels`. In the presented [example config](freqai-configuration.md#setting-up-the-configuration-file), the user is asking for `labels` that are 24 candles in the future.
-
-## Continual learning
-
-You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
-
-## Hyperopt
-
-You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):
-
-```bash
-freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --strategy FreqaiExampleStrategy --freqaimodel LightGBMRegressor --strategy-path freqtrade/templates --config config_examples/config_freqai.example.json --timerange 20220428-20220507
-```
-
-`hyperopt` requires you to have the data pre-downloaded in the same fashion as if you were doing [backtesting](#backtesting). In addition, you must consider some restrictions when trying to hyperopt FreqAI strategies:
-
- The `--analyze-per-epoch` hyperopt parameter is not compatible with FreqAI.
- It's not possible to hyperopt indicators in the `populate_any_indicators()` function. This means that you cannot optimize model parameters using hyperopt. Apart from this exception, it is possible to optimize all other [spaces](hyperopt.md#running-hyperopt-with-smaller-search-space).
- The backtesting instructions also apply to hyperopt.
-
-The best method for combining hyperopt and FreqAI is to focus on hyperopting entry/exit thresholds/criteria. You need to focus on hyperopting parameters that are not used in your features. For example, you should not try to hyperopt rolling window lengths in the feature creation, or any part of the FreqAI config which changes predictions. In order to efficiently hyperopt the FreqAI strategy, FreqAI stores predictions as dataframes and reuses them. Hence the requirement to hyperopt entry/exit thresholds/criteria only.
-
-A good example of a hyperoptable parameter in FreqAI is a threshold for the [Dissimilarity Index (DI)](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di) `DI_values` beyond which we consider data points as outliers:
-
-```python
-di_max = IntParameter(low=1, high=20, default=10, space='buy', optimize=True, load=True)
-dataframe['outlier'] = np.where(dataframe['DI_values'] > self.di_max.value/10, 1, 0)
-```
-
-This specific hyperopt would help you understand the appropriate `DI_values` for your particular parameter space.
-
-## Using Tensorboard
-
-CatBoost models benefit from tracking training metrics via Tensorboard. You can take advantage of the FreqAI integration to track training and evaluation performance across all coins and across all retrainings. Tensorboard is activated via the following command:
-
-```bash
-cd freqtrade
-tensorboard --logdir user_data/models/unique-id
-```
-
-where `unique-id` is the `identifier` set in the `freqai` configuration file. This command must be run in a separate shell if you wish to view the output in your browser at 127.0.0.1:6060 (6060 is the default port used by Tensorboard).
-
-![tensorboard](assets/tensorboard.jpg)
-
-## Setting up a follower
-
-You can indicate to the bot that it should not train models, but instead should look for models trained by a leader with a specific `identifier` by defining:
-
-```json
-    "freqai": {
-        "enabled": true,
-        "follow_mode": true,
-        "identifier": "example",
-        "feature_parameters": {
-        // leader bots feature_parameters inserted here 
-        },
-    }
-```
-
-In this example, the user has a leader bot with the `"identifier": "example"`. The leader bot is already running or is launched simultaneously with the follower. The follower will load models created by the leader and inference them to obtain predictions instead of training its own models. The user will also need to duplicate the `feature_parameters` parameters from from the leaders freqai configuration file into the freqai section of the followers config. 
--- a/docs/freqai.md
+++ b/docs/freqai.md
@@ -1,99 +0,0 @@
-![freqai-logo](assets/freqai_doc_logo.svg)
-
-# FreqAI
-
-## Introduction
-
-FreqAI is a software designed to automate a variety of tasks associated with training a predictive machine learning model to generate market forecasts given a set of input features.
-
-Features include:
-
-* **Self-adaptive retraining** - Retrain models during [live deployments](freqai-running.md#live-deployments) to self-adapt to the market in a supervised manner
-* **Rapid feature engineering** - Create large rich [feature sets](freqai-feature-engineering.md#feature-engineering) (10k+ features) based on simple user-created strategies
-* **High performance** - Threading allows for adaptive model retraining on a separate thread (or on GPU if available) from model inferencing (prediction) and bot trade operations. Newest models and data are kept in RAM for rapid inferencing
-* **Realistic backtesting** - Emulate self-adaptive training on historic data with a [backtesting module](freqai-running.md#backtesting) that automates retraining
-* **Extensibility** - The generalized and robust architecture allows for incorporating any [machine learning library/method](freqai-configuration.md#using-different-prediction-models) available in Python. Eight examples are currently available, including classifiers, regressors, and a convolutional neural network
-* **Smart outlier removal** - Remove outliers from training and prediction data sets using a variety of [outlier detection techniques](freqai-feature-engineering.md#outlier-detection)
-* **Crash resilience** - Store trained models to disk to make reloading from a crash fast and easy, and [purge obsolete files](freqai-running.md#purging-old-model-data) for sustained dry/live runs
-* **Automatic data normalization** - [Normalize the data](freqai-feature-engineering.md#feature-normalization) in a smart and statistically safe way
-* **Automatic data download** - Compute timeranges for data downloads and update historic data (in live deployments)
-* **Cleaning of incoming data** - Handle NaNs safely before training and model inferencing
-* **Dimensionality reduction** - Reduce the size of the training data via [Principal Component Analysis](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis)
-* **Deploying bot fleets** - Set one bot to train models while a fleet of [follower bots](freqai-running.md#setting-up-a-follower) inference the models and handle trades
-
-## Quick start
-
-The easiest way to quickly test FreqAI is to run it in dry mode with the following command:
-
-```bash
-freqtrade trade --config config_examples/config_freqai.example.json --strategy FreqaiExampleStrategy --freqaimodel LightGBMRegressor --strategy-path freqtrade/templates
-```
-
-You will see the boot-up process of automatic data downloading, followed by simultaneous training and trading.
-
-An example strategy, prediction model, and config to use as a starting points can be found in
-`freqtrade/templates/FreqaiExampleStrategy.py`, `freqtrade/freqai/prediction_models/LightGBMRegressor.py`, and
-`config_examples/config_freqai.example.json`, respectively.
-
-## General approach
-
-You provide FreqAI with a set of custom *base indicators* (the same way as in a [typical Freqtrade strategy](strategy-customization.md)) as well as target values (*labels*). For each pair in the whitelist, FreqAI trains a model to predict the target values based on the input of custom indicators. The models are then consistently retrained, with a predetermined frequency, to adapt to market conditions. FreqAI offers the ability to both backtest strategies (emulating reality with periodic retraining on historic data) and deploy dry/live runs. In dry/live conditions, FreqAI can be set to constant retraining in a background thread to keep models as up to date as possible.
-
-An overview of the algorithm, explaining the data processing pipeline and model usage, is shown below.
-
-![freqai-algo](assets/freqai_algo.jpg)
-
-### Important machine learning vocabulary
-
-**Features** - the parameters, based on historic data, on which a model is trained. All features for a single candle are stored as a vector. In FreqAI, you build a feature data set from anything you can construct in the strategy.
-
-**Labels** - the target values that the model is trained toward. Each feature vector is associated with a single label that is defined by you within the strategy. These labels intentionally look into the future and are what you are training the model to be able to predict.
-
-**Training** - the process of "teaching" the model to match the feature sets to the associated labels. Different types of models "learn" in different ways which means that one might be better than another for a specific application. More information about the different models that are already implemented in FreqAI can be found [here](freqai-configuration.md#using-different-prediction-models).
-
-**Train data** - a subset of the feature data set that is fed to the model during training to "teach" the model how to predict the targets. This data directly influences weight connections in the model.
-
-**Test data** - a subset of the feature data set that is used to evaluate the performance of the model after training. This data does not influence nodal weights within the model.
-
-**Inferencing** - the process of feeding a trained model new unseen data on which it will make a prediction. 
-
-## Install prerequisites
-
-The normal Freqtrade install process will ask if you wish to install FreqAI dependencies. You should reply "yes" to this question if you wish to use FreqAI. If you did not reply yes, you can manually install these dependencies after the install with:
-
-``` bash
-pip install -r requirements-freqai.txt
-```
-
-!!! Note
-    Catboost will not be installed on arm devices (raspberry, Mac M1, ARM based VPS, ...), since it does not provide wheels for this platform.
-
-### Usage with docker
-
-If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker-compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices.
-
-## Common pitfalls
-
-FreqAI cannot be combined with dynamic `VolumePairlists` (or any pairlist filter that adds and removes pairs dynamically).
-This is for performance reasons - FreqAI relies on making quick predictions/retrains. To do this effectively,
-it needs to download all the training data at the beginning of a dry/live instance. FreqAI stores and appends
-new candles automatically for future retrains. This means that if new pairs arrive later in the dry run due to a volume pairlist, it will not have the data ready. However, FreqAI does work with the `ShufflePairlist` or a `VolumePairlist` which keeps the total pairlist constant (but reorders the pairs according to volume).
-
-## Credits
-
-FreqAI is developed by a group of individuals who all contribute specific skillsets to the project.
-
-Conception and software development:
-Robert Caulk @robcaulk
-
-Theoretical brainstorming and data analysis:
-Elin Törnquist @th0rntwig
-
-Code review and software architecture brainstorming:
-@xmatthias
-
-Software development:
-Wagner Costa @wagnercosta
-
-Beta testing and bug reporting:
-Stefan Gehring @bloodhunter4rc, @longyu, Andrew Lawless @paranoidandy, Pascal Schmidt @smidelis, Ryan McMullan @smarmau, Juha Nykänen @suikula, Johan van der Vlugt @jooopiert, Richárd Józsa @richardjosza, Timothy Pogue @wizrds
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -40,21 +40,18 @@ pip install -r requirements-hyperopt.txt
 ```
 usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                          [--userdir PATH] [-s NAME] [--strategy-path PATH]
-                          [--recursive-strategy-search] [--freqaimodel NAME]
-                          [--freqaimodel-path PATH] [-i TIMEFRAME]
-                          [--timerange TIMERANGE]
+                          [-i TIMEFRAME] [--timerange TIMERANGE]
                          [--data-format-ohlcv {json,jsongz,hdf5}]
                          [--max-open-trades INT]
                          [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                          [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
                          [--eps] [--dmmp] [--enable-protections]
-                          [--dry-run-wallet DRY_RUN_WALLET]
-                          [--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
+                          [--dry-run-wallet DRY_RUN_WALLET] [-e INT]
                          [--spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]]
                          [--print-all] [--no-color] [--print-json] [-j JOBS]
                          [--random-state INT] [--min-trades INT]
                          [--hyperopt-loss NAME] [--disable-param-export]
-                          [--ignore-missing-spaces] [--analyze-per-epoch]
+                          [--ignore-missing-spaces]

 optional arguments:
  -h, --help            show this help message and exit
@@ -92,9 +89,6 @@ optional arguments:
  --dry-run-wallet DRY_RUN_WALLET, --starting-balance DRY_RUN_WALLET
                        Starting balance, used for backtesting / hyperopt and
                        dry-runs.
-  --timeframe-detail TIMEFRAME_DETAIL
-                        Specify detail timeframe for backtesting (`1m`, `5m`,
-                        `30m`, `1h`, `1d`).
  -e INT, --epochs INT  Specify number of epochs (default: 100).
  --spaces {all,buy,sell,roi,stoploss,trailing,protection,default} [{all,buy,sell,roi,stoploss,trailing,protection,default} ...]
                        Specify which parameters to hyperopt. Space-separated
@@ -130,7 +124,6 @@ optional arguments:
  --ignore-missing-spaces, --ignore-unparameterized-spaces
                        Suppress errors for any requested Hyperopt spaces that
                        do not contain any parameters.
-  --analyze-per-epoch   Run populate_indicators once per epoch.

 Common arguments:
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -153,12 +146,6 @@ Strategy arguments:
                        Specify strategy class name which will be used by the
                        bot.
  --strategy-path PATH  Specify additional strategy lookup path.
-  --recursive-strategy-search
-                        Recursively search for a strategy in the strategies
-                        folder.
-  --freqaimodel NAME    Specify a custom freqaimodels.
-  --freqaimodel-path PATH
-                        Specify additional lookup path for freqaimodels.

 ```

@@ -191,7 +178,7 @@ Rarely you may also need to create a [nested class](advanced-hyperopt.md#overrid

 ### Hyperopt execution logic

-Hyperopt will first load your data into memory and will then run `populate_indicators()` once per Pair to generate all indicators, unless `--analyze-per-epoch` is specified.
+Hyperopt will first load your data into memory and will then run `populate_indicators()` once per Pair to generate all indicators.

 Hyperopt will then spawn into different processes (number of processors, or `-j <n>`), and run backtesting over and over again, changing the parameters that are part of the `--spaces` defined.

@@ -284,8 +271,7 @@ The last one we call `trigger` and use it to decide which buy trigger we want to

 !!! Note "Parameter space assignment"
    Parameters must either be assigned to a variable named `buy_*` or `sell_*` - or contain `space='buy'` | `space='sell'` to be assigned to a space correctly.
-    If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.  
-    Parameters with unclear space (e.g. `adx_period = IntParameter(4, 24, default=14)` - no explicit nor implicit space) will not be detected and will therefore be ignored.
+    If no parameter is available for a space, you'll receive the error that no space was found when running hyperopt.

 So let's write the buy strategy using these values:

@@ -348,7 +334,6 @@ There are four parameter types each suited for different purposes.
 ## Optimizing an indicator parameter

 Assuming you have a simple strategy in mind - a EMA cross strategy (2 Moving averages crossing) - and you'd like to find the ideal parameters for this strategy.
-By default, we assume a stoploss of 5% - and a take-profit (`minimal_roi`) of 10% - which means freqtrade will sell the trade once 10% profit has been reached.

 ``` python
 from pandas import DataFrame
@@ -363,9 +348,6 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
 class MyAwesomeStrategy(IStrategy):
    stoploss = -0.05
    timeframe = '15m'
-    minimal_roi = {
-        "0":  0.10
-    },
    # Define the parameter spaces
    buy_ema_short = IntParameter(3, 50, default=5)
    buy_ema_long = IntParameter(15, 200, default=50)
@@ -400,7 +382,7 @@ class MyAwesomeStrategy(IStrategy):
        return dataframe

    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-          conditions = []
+        conditions = []
        conditions.append(qtpylib.crossed_above(
                dataframe[f'ema_long_{self.buy_ema_long.value}'], dataframe[f'ema_short_{self.buy_ema_short.value}']
            ))
@@ -421,7 +403,7 @@ Using `self.buy_ema_short.range` will return a range object containing all entri
 In this case (`IntParameter(3, 50, default=5)`), the loop would run for all numbers between 3 and 50 (`[3, 4, 5, ... 49, 50]`).
 By using this in a loop, hyperopt will generate 48 new columns (`['buy_ema_3', 'buy_ema_4', ... , 'buy_ema_50']`).

-Hyperopt itself will then use the selected value to create the buy and sell signals.
+Hyperopt itself will then use the selected value to create the buy and sell signals

 While this strategy is most likely too simple to provide consistent profit, it should serve as an example how optimize indicator parameters.

@@ -432,10 +414,9 @@ While this strategy is most likely too simple to provide consistent profit, it s
    `range` property may also be used with `DecimalParameter` and `CategoricalParameter`. `RealParameter` does not provide this property due to infinite search space.

 ??? Hint "Performance tip"
-    During normal hyperopting, indicators are calculated once and supplied to each epoch, linearly increasing RAM usage as a factor of increasing cores. As this also has performance implications, hyperopt provides `--analyze-per-epoch` which will move the execution of `populate_indicators()` to the epoch process, calculating a single value per parameter per epoch instead of using the `.range` functionality. In this case, `.range` functionality will only return the actually used value. This will reduce RAM usage, but increase CPU usage. However, your hyperopting run will be less likely to fail due to Out Of Memory (OOM) issues.
-
-    In either case, you should try to use space ranges as small as possible this will improve CPU/RAM usage in both scenarios.
-
+    By doing the calculation of all possible indicators in `populate_indicators()`, the calculation of the indicator happens only once for every parameter.  
+    While this may slow down the hyperopt startup speed, the overall performance will increase as the Hyperopt execution itself may pick the same value for multiple epochs (changing other values).
+    You should however try to use space ranges as small as possible. Every new column will require more memory, and every possibility hyperopt can try will increase the search space.

 ## Optimizing protections

@@ -881,29 +862,10 @@ You can also enable position stacking in the configuration file by explicitly se
 As hyperopt consumes a lot of memory (the complete data needs to be in memory once per parallel backtesting process), it's likely that you run into "out of memory" errors.
 To combat these, you have multiple options:

-* Reduce the amount of pairs.
-* Reduce the timerange used (`--timerange <timerange>`).
-* Avoid using `--timeframe-detail` (this loads a lot of additional data into memory).
-* Reduce the number of parallel processes (`-j <n>`).
-* Increase the memory of your machine.
-* Use `--analyze-per-epoch` if you're using a lot of parameters with `.range` functionality.
-
-
-## The objective has been evaluated at this point before.
-
-If you see `The objective has been evaluated at this point before.` - then this is a sign that your space has been exhausted, or is close to that.
-Basically all points in your space have been hit (or a local minima has been hit) - and hyperopt does no longer find points in the multi-dimensional space it did not try yet.
-Freqtrade tries to counter the "local minima" problem by using new, randomized points in this case.
-
-Example:
-
-``` python
-buy_ema_short = IntParameter(5, 20, default=10, space="buy", optimize=True)
-# This is the only parameter in the buy space
-```
-
-The `buy_ema_short` space has 15 possible values (`5, 6, ... 19, 20`). If you now run hyperopt for the buy space, hyperopt will only have 15 values to try before running out of options.
-Your epochs should therefore be aligned to the possible values - or you should be ready to interrupt a run if you norice a lot of `The objective has been evaluated at this point before.` warnings.
+* reduce the amount of pairs
+* reduce the timerange used (`--timerange <timerange>`)
+* reduce the number of parallel processes (`-j <n>`)
+* Increase the memory of your machine

 ## Show details of Hyperopt results

--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -22,7 +22,6 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged

 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
-* [`ProducerPairList`](#producerpairlist)
 * [`AgeFilter`](#agefilter)
 * [`OffsetFilter`](#offsetfilter)
 * [`PerformanceFilter`](#performancefilter)
@@ -85,7 +84,7 @@ Filtering instances (not the first position in the list) will not apply any cach

 You can define a minimum volume with `min_value` - which will filter out pairs with a volume lower than the specified value in the specified timerange.

-##### VolumePairList Advanced mode
+### VolumePairList Advanced mode

 `VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3) and multiplies the typical price with every candle's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.

@@ -147,32 +146,6 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
 !!! Note
    `VolumePairList` does not support backtesting mode.

-#### ProducerPairList
-
-With `ProducerPairList`, you can reuse the pairlist from a [Producer](producer-consumer.md) without explicitly defining the pairlist on each consumer.
-
-[Consumer mode](producer-consumer.md) is required for this pairlist to work.
-
-The pairlist will perform a check on active pairs against the current exchange configuration to avoid attempting to trade on invalid markets.
-
-You can limit the length of the pairlist with the optional parameter `number_assets`. Using `"number_assets"=0` or omitting this key will result in the reuse of all producer pairs valid for the current setup.
-
-```json
-"pairlists": [
-    {
-        "method": "ProducerPairList",
-        "number_assets": 5,
-        "producer_name": "default",
-    }
-],
-```
-
-
-!!! Tip "Combining pairlists"
-    This pairlist can be combined with all other pairlists and filters for further pairlist reduction, and can also act as an "additional" pairlist, on top of already defined pairs.
-    `ProducerPairList` can also be used multiple times in sequence, combining the pairs from multiple producers.
-    Obviously in complex such configurations, the Producer may not provide data for all pairs, so the strategy must be fit for this.
-
 #### AgeFilter

 Removes pairs that have been listed on the exchange for less than `min_days_listed` days (defaults to `10`) or more than `max_days_listed` days (defaults `None` mean infinity).
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -50,8 +50,6 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will

 Similarly, this protection will by default look at all trades (long and short). For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long stoplosses.

-`required_profit` will determine the required relative profit (or loss) for stoplosses to consider. This should normally not be set and defaults to 0.0 - which means all losing stoplosses will be triggering a block.
-
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.

 ``` python
@@ -63,7 +61,6 @@ def protections(self):
            "lookback_period_candles": 24,
            "trade_limit": 4,
            "stop_duration_candles": 4,
-            "required_profit": 0.0,
            "only_per_pair": False,
            "only_per_side": False
        }
--- a/docs/installation.md
+++ b/docs/installation.md
@@ -326,16 +326,6 @@ python3 -m pip install --upgrade pip
 python3 -m pip install -e .
 ```

-Patch conda libta-lib (Linux only)
-
-```bash
-# Ensure that the environment is active!
-conda activate freqtrade-conda
-
-cd build_helpers
-bash install_ta-lib.sh ${CONDA_PREFIX} nosudo
-```
-
 ### Congratulations

 [You are ready](#you-are-ready), and run the bot
--- a/docs/leverage.md
+++ b/docs/leverage.md
@@ -13,7 +13,7 @@
    Please only use advanced trading modes when you know how freqtrade (and your strategy) works.
    Also, never risk more than what you can afford to lose.

-If you already have an existing strategy, please read the [strategy migration guide](strategy_migration.md#strategy-migration-between-v2-and-v3) to migrate your strategy from a freqtrade v2 strategy, to strategy of version 3 which can short and trade futures.
+Please read the [strategy migration guide](strategy_migration.md#strategy-migration-between-v2-and-v3) to migrate your strategy from a freqtrade v2 strategy, to v3 strategy that can short and trade futures.

 ## Shorting

@@ -62,13 +62,6 @@ You will also have to pick a "margin mode" (explanation below) - with freqtrade
 "margin_mode": "isolated"
 ```

-##### Pair namings
-
-Freqtrade follows the [ccxt naming conventions for futures](https://docs.ccxt.com/en/latest/manual.html?#perpetual-swap-perpetual-future).
-A futures pair will therefore have the naming of `base/quote:settle` (e.g. `ETH/USDT:USDT`).
-
-Binance is currently still an exception to this naming scheme, where pairs are named `ETH/USDT` also for futures markets, but will be aligned as soon as CCXT is ready.
-
 ### Margin mode

 On top of `trading_mode` - you will also have to configure your `margin_mode`.
--- a/docs/producer-consumer.md
+++ b/docs/producer-consumer.md
@@ -1,163 +0,0 @@
-# Producer / Consumer mode
-
-freqtrade provides a mechanism whereby an instance (also called `consumer`) may listen to messages from an upstream freqtrade instance (also called `producer`) using the message websocket. Mainly, `analyzed_df` and `whitelist` messages. This allows the reuse of computed indicators (and signals) for pairs in multiple bots without needing to compute them multiple times.
-
-See [Message Websocket](rest-api.md#message-websocket) in the Rest API docs for setting up the `api_server` configuration for your message websocket (this will be your producer).
-
-!!! Note
-    We strongly recommend to set `ws_token` to something random and known only to yourself to avoid unauthorized access to your bot.
-
-## Configuration
-
-Enable subscribing to an instance by adding the `external_message_consumer` section to the consumer's config file.
-
-```json
-{
-    //...
-   "external_message_consumer": {
-        "enabled": true,
-        "producers": [
-            {
-                "name": "default", // This can be any name you'd like, default is "default"
-                "host": "127.0.0.1", // The host from your producer's api_server config
-                "port": 8080, // The port from your producer's api_server config
-                "ws_token": "sercet_Ws_t0ken" // The ws_token from your producer's api_server config
-            }
-        ],
-        // The following configurations are optional, and usually not required
-        // "wait_timeout": 300,
-        // "ping_timeout": 10,
-        // "sleep_time": 10,
-        // "remove_entry_exit_signals": false,
-        // "message_size_limit": 8
-    }
-    //...
-}
-```
-
-|  Parameter | Description |
-|------------|-------------|
-| `enabled` | **Required.** Enable consumer mode. If set to false, all other settings in this section are ignored.<br>*Defaults to `false`.*<br> **Datatype:** boolean .
-| `producers` | **Required.** List of producers <br> **Datatype:** Array.
-| `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
-| `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
-| `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
-| `producers.ws_token` | **Required.**  `ws_token` as configured on the producer.<br> **Datatype:** string
-| | **Optional settings**
-| `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
-| `wait_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
-
-Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.
-
-A consumer instance will then have a full copy of the analyzed dataframes without the need to calculate them itself.
-
-## Examples
-
-### Example - Producer Strategy
-
-A simple strategy with multiple indicators. No special considerations are required in the strategy itself.
-
-```py
-class ProducerStrategy(IStrategy):
-    #...
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Calculate indicators in the standard freqtrade way which can then be broadcast to other instances
-        """
-        dataframe['rsi'] = ta.RSI(dataframe)
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-        dataframe['bb_middleband'] = bollinger['mid']
-        dataframe['bb_upperband'] = bollinger['upper']
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-        return dataframe
-
-    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Populates the entry signal for the given dataframe
-        """
-        dataframe.loc[
-            (
-                (qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)) &
-                (dataframe['tema'] <= dataframe['bb_middleband']) &
-                (dataframe['tema'] > dataframe['tema'].shift(1)) &
-                (dataframe['volume'] > 0)
-            ),
-            'enter_long'] = 1
-
-        return dataframe
-```
-
-!!! Tip "FreqAI"
-    You can use this to setup [FreqAI](freqai.md) on a powerful machine, while you run consumers on simple machines like raspberries, which can interpret the signals generated from the producer in different ways.
-
-
-### Example - Consumer Strategy
-
-A logically equivalent strategy which calculates no indicators itself, but will have the same analyzed dataframes available to make trading decisions based on the indicators calculated in the producer. In this example the consumer has the same entry criteria, however this is not necessary. The consumer may use different logic to enter/exit trades, and only use the indicators as specified.
-
-```py
-class ConsumerStrategy(IStrategy):
-    #...
-    process_only_new_candles = False # required for consumers
-
-    _columns_to_expect = ['rsi_default', 'tema_default', 'bb_middleband_default']
-
-    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Use the websocket api to get pre-populated indicators from another freqtrade instance.
-        Use `self.dp.get_producer_df(pair)` to get the dataframe
-        """
-        pair = metadata['pair']
-        timeframe = self.timeframe
-
-        producer_pairs = self.dp.get_producer_pairs()
-        # You can specify which producer to get pairs from via:
-        # self.dp.get_producer_pairs("my_other_producer")
-
-        # This func returns the analyzed dataframe, and when it was analyzed
-        producer_dataframe, _ = self.dp.get_producer_df(pair)
-        # You can get other data if the producer makes it available:
-        # self.dp.get_producer_df(
-        #   pair,
-        #   timeframe="1h",
-        #   candle_type=CandleType.SPOT,
-        #   producer_name="my_other_producer"
-        # )
-
-        if not producer_dataframe.empty:
-            # If you plan on passing the producer's entry/exit signal directly,
-            # specify ffill=False or it will have unintended results
-            merged_dataframe = merge_informative_pair(dataframe, producer_dataframe,
-                                                      timeframe, timeframe,
-                                                      append_timeframe=False,
-                                                      suffix="default")
-            return merged_dataframe
-        else:
-            dataframe[self._columns_to_expect] = 0
-
-        return dataframe
-
-    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-        """
-        Populates the entry signal for the given dataframe
-        """
-        # Use the dataframe columns as if we calculated them ourselves
-        dataframe.loc[
-            (
-                (qtpylib.crossed_above(dataframe['rsi_default'], self.buy_rsi.value)) &
-                (dataframe['tema_default'] <= dataframe['bb_middleband_default']) &
-                (dataframe['tema_default'] > dataframe['tema_default'].shift(1)) &
-                (dataframe['volume'] > 0)
-            ),
-            'enter_long'] = 1
-
-        return dataframe
-```
-
-!!! Tip "Using upstream signals"
-    By setting `remove_entry_exit_signals=false`, you can also use the producer's signals directly. They should be available as `enter_long_default` (assuming `suffix="default"` was used) - and can be used as either signal directly, or as additional indicator.
--- a/docs/requirements-docs.txt
+++ b/docs/requirements-docs.txt
@@ -1,6 +1,5 @@
-markdown==3.3.7
-mkdocs==1.4.1
-mkdocs-material==8.5.7
-mdx_truly_sane_lists==1.3
-pymdown-extensions==9.7
+mkdocs==1.3.0
+mkdocs-material==8.3.6
+mdx_truly_sane_lists==1.2
+pymdown-extensions==9.5
 jinja2==3.1.2
--- a/docs/rest-api.md
+++ b/docs/rest-api.md
@@ -31,8 +31,7 @@ Sample configuration:
        "jwt_secret_key": "somethingrandom",
        "CORS_origins": [],
        "username": "Freqtrader",
-        "password": "SuperSecret1!",
-        "ws_token": "sercet_Ws_t0ken"
+        "password": "SuperSecret1!"
    },
 ```

@@ -67,7 +66,7 @@ secrets.token_hex()

 !!! Danger "Password selection"
    Please make sure to select a very strong, unique password to protect your bot from unauthorized access.
-    Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!).
+    Also change `jwt_secret_key` to something random (no need to remember this, but it'll be used to encrypt your session, so it better be something unique!). 

 ### Configuration with docker

@@ -94,6 +93,7 @@ Make sure that the following 2 lines are available in your docker-compose file:
 !!! Danger "Security warning"
    By using `8080:8080` in the docker port mapping, the API will be available to everyone connecting to the server under the correct port, so others may be able to control your bot.

+
 ## Rest API

 ### Consuming the API
@@ -163,8 +163,6 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `strategy <strategy>` | Get specific Strategy content. **Alpha**
 | `available_pairs` | List available backtest data. **Alpha**
 | `version` | Show version.
-| `sysinfo` | Show informations about the system load.
-| `health` | Show bot health (last bot loop).

 !!! Warning "Alpha status"
    Endpoints labeled with *Alpha status* above may change at any time without notice.
@@ -229,11 +227,6 @@ forceexit
 	Force-exit a trade.

        :param tradeid: Id of the trade (can be received via status command)
-        :param ordertype: Order type to use (must be market or limit)
-        :param amount: Amount to sell. Full sell if not given
-
-health
-	Provides a quick health check of the running bot.

 locks
 	Return current locks
@@ -274,7 +267,7 @@ reload_config
 	Reload configuration.

 show_config
-
+	
        Returns part of the configuration, relevant for trading operations.

 start
@@ -319,80 +312,12 @@ version

 whitelist
 	Show the current whitelist.
-
-```
-
-### Message WebSocket
-
-The API Server includes a websocket endpoint for subscribing to RPC messages from the freqtrade Bot.
-This can be used to consume real-time data from your bot, such as entry/exit fill messages, whitelist changes, populated indicators for pairs, and more.
-
-This is also used to setup [Producer/Consumer mode](producer-consumer.md) in Freqtrade.
-
-Assuming your rest API is set to `127.0.0.1` on port `8080`, the endpoint is available at `http://localhost:8080/api/v1/message/ws`.
-
-To access the websocket endpoint, the `ws_token` is required as a query parameter in the endpoint URL.
-
-To generate a safe `ws_token` you can run the following code:
-
-``` python
->>> import secrets
->>> secrets.token_urlsafe(25)
-'hZ-y58LXyX_HZ8O1cJzVyN6ePWrLpNQv4Q'
-```
-
-You would then add that token under `ws_token` in your `api_server` config. Like so:
-
-``` json
-"api_server": {
-    "enabled": true,
-    "listen_ip_address": "127.0.0.1",
-    "listen_port": 8080,
-    "verbosity": "error",
-    "enable_openapi": false,
-    "jwt_secret_key": "somethingrandom",
-    "CORS_origins": [],
-    "username": "Freqtrader",
-    "password": "SuperSecret1!",
-    "ws_token": "hZ-y58LXyX_HZ8O1cJzVyN6ePWrLpNQv4Q" // <-----
-},
-```
-
-You can now connect to the endpoint at `http://localhost:8080/api/v1/message/ws?token=hZ-y58LXyX_HZ8O1cJzVyN6ePWrLpNQv4Q`.
-
-!!! Danger "Reuse of example tokens"
-    Please do not use the above example token. To make sure you are secure, generate a completely new token.
-
-#### Using the WebSocket
-
-Once connected to the WebSocket, the bot will broadcast RPC messages to anyone who is subscribed to them. To subscribe to a list of messages, you must send a JSON request through the WebSocket like the one below. The `data` key must be a list of message type strings.
-
-``` json
-{
-  "type": "subscribe",
-  "data": ["whitelist", "analyzed_df"] // A list of string message types
-}
-```
-
-For a list of message types, please refer to the RPCMessageType enum in `freqtrade/enums/rpcmessagetype.py`
-
-Now anytime those types of RPC messages are sent in the bot, you will receive them through the WebSocket as long as the connection is active. They typically take the same form as the request:
-
-``` json
-{
-  "type": "analyzed_df",
-  "data": {
-      "key": ["NEO/BTC", "5m", "spot"],
-      "df": {}, // The dataframe
-      "la": "2022-09-08 22:14:41.457786+00:00"
-  }
-}
 ```

 ### OpenAPI interface

 To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.
-This will enable the Swagger UI at the `/docs` endpoint. By default, that's running at http://localhost:8080/docs - but it'll depend on your settings.
+This will enable the Swagger UI at the `/docs` endpoint. By default, that's running at http://localhost:8080/docs/ - but it'll depend on your settings.

 ### Advanced API usage using JWT tokens

--- a/docs/stoploss.md
+++ b/docs/stoploss.md
@@ -87,7 +87,7 @@ At this stage the bot contains the following stoploss support modes:
 2. Trailing stop loss.
 3. Trailing stop loss, custom positive loss.
 4. Trailing stop loss only once the trade has reached a certain offset.
-5. [Custom stoploss function](strategy-callbacks.md#custom-stoploss)
+5. [Custom stoploss function](strategy-advanced.md#custom-stoploss)

 ### Static Stop Loss

@@ -130,7 +130,7 @@ In summary: The stoploss will be adjusted to be always be -10% of the highest ob

 ### Trailing stop loss, custom positive loss

-You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
+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.

 !!! Note
@@ -142,8 +142,6 @@ Both values require `trailing_stop` to be set to true and `trailing_stop_positiv
    stoploss = -0.10
    trailing_stop = True
    trailing_stop_positive = 0.02
-    trailing_stop_positive_offset = 0.0
-    trailing_only_offset_is_reached = False  # Default - not necessary for this example
 ```

 For example, simplified math:
@@ -158,31 +156,11 @@ For example, simplified math:
 The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.

-!!! Tip "Use an offset to change your stoploss"
-    Use `trailing_stop_positive_offset` to ensure that your new trailing stoploss will be in profit by setting `trailing_stop_positive_offset` higher than `trailing_stop_positive`. Your first new stoploss value will then already have locked in profits.
-
-    Example with simplified math:
-
-    ``` python
-        stoploss = -0.10
-        trailing_stop = True
-        trailing_stop_positive = 0.02
-        trailing_stop_positive_offset = 0.03
-    ```
-
-    * the bot buys an asset at a price of 100$
-    * the stop loss is defined at -10%, so the stop loss would get triggered once the asset drops below 90$
-    * assuming the asset now increases to 102$
-    * the stoploss will now be at 91.8$ - 10% below the highest observed rate
-    * assuming the asset now increases to 103.5$ (above the offset configured)
-    * the stop loss will now be -2% of 103.5$ = 101.43$
-    * now the asset drops in value to 102\$, the stop loss will still be 101.43$ and would trigger once price breaks below 101.43$
-
 ### Trailing stop loss only once the trade has reached a certain offset

-You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
+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.

-If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
+If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
 This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.

 ``` python
@@ -225,6 +203,7 @@ If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will

 Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).

+
 ## 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_config` command (alternatively, completely stopping and restarting the bot also works).
--- a/docs/strategy-advanced.md
+++ b/docs/strategy-advanced.md
@@ -106,12 +106,6 @@ def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_r
 !!! Note
    `enter_tag` is limited to 100 characters, remaining data will be truncated.

-!!! Warning
-    There is only one `enter_tag` column, which is used for both long and short trades.
-    As a consequence, this column must be treated as "last write wins" (it's just a dataframe column after all).
-    In fancy situations, where multiple signals collide (or if signals are deactivated again based on different conditions), this can lead to odd results with the wrong tag applied to an entry signal.
-    These results are a consequence of the strategy overwriting prior tags - where the last tag will "stick" and will be the one freqtrade will use.
-
 ## Exit tag

 Similar to [Buy Tagging](#buy-tag), you can also specify a sell tag.
@@ -230,5 +224,3 @@ for val in self.buy_ema_short.range:
 # Append columns to existing dataframe
 merged_frame = pd.concat(frames, axis=1)
 ```
-
-Freqtrade does however also counter this by running `dataframe.copy()` on the dataframe right after the `populate_indicators()` method - so performance implications of this should be low to non-existant.
--- a/docs/strategy-callbacks.md
+++ b/docs/strategy-callbacks.md
@@ -75,16 +75,15 @@ class AwesomeStrategy(IStrategy):

 ```

-## Stake size management
+### Stake size management

 Called before entering a trade, makes it possible to manage your position size when placing a new trade.

 ```python
 class AwesomeStrategy(IStrategy):
    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
-                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
-                            leverage: float, entry_tag: Optional[str], side: str,
-                            **kwargs) -> float:
+                            proposed_stake: float, min_stake: float, max_stake: float,
+                            entry_tag: Optional[str], side: str, **kwargs) -> float:

        dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
        current_candle = dataframe.iloc[-1].squeeze()
@@ -159,7 +158,6 @@ The stoploss price can only ever move upwards - if the stoploss value returned f

 The method must return a stoploss value (float / number) as a percentage of the current price.
 E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoploss price 2% lower, at 196 USD.
-During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades).

 The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.

@@ -424,7 +422,7 @@ class AwesomeStrategy(IStrategy):
 !!! Warning "Backtesting"
    Custom prices are supported in backtesting (starting with 2021.12), and orders will fill if the price falls within the candle's low/high range.
    Orders that don't fill immediately are subject to regular timeout handling, which happens once per (detail) candle.
-    `custom_exit_price()` is only called for sells of type exit_signal, Custom exit and partial exits. All other exit-types will use regular backtesting prices.
+    `custom_exit_price()` is only called for sells of type exit_signal and Custom exit. All other exit-types will use regular backtesting prices.

 ## Custom order timeout rules

@@ -624,13 +622,12 @@ class AwesomeStrategy(IStrategy):

 !!! Warning
    `confirm_trade_exit()` can prevent stoploss exits, causing significant losses as this would ignore stoploss exits.
-    `confirm_trade_exit()` will not be called for Liquidations - as liquidations are forced by the exchange, and therefore cannot be rejected.

 ## Adjust trade position

 The `position_adjustment_enable` strategy property enables the usage of `adjust_trade_position()` callback in the strategy.
 For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
-`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging) or to increase or decrease positions.
+`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).

 `max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.

@@ -638,13 +635,10 @@ The strategy is expected to return a stake_amount (in stake currency) between `m
 If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
 Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.

-This callback is **not** called when there is an open order (either buy or sell) waiting for execution.
-
+This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.

-Additional Buys are ignored once you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`, but the callback is called anyway looking for partial exits.
-
-Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. Modifications to leverage are not possible, and the stake-amount is assumed to be before applying leverage.
+Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position, no matter if it's a long or short trade. Modifications to leverage are not possible.

 !!! Note "About stake size"
    Using fixed stake size means it will be the amount used for the first order, just like without position adjustment.
@@ -653,12 +647,12 @@ Position adjustments will always be applied in the direction of the trade, so a

 !!! Warning
    Stoploss is still calculated from the initial opening price, not averaged price.
-    Regular stoploss rules still apply (cannot move down).

-    While `/stopentry` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.
+!!! Warning "/stopbuy"
+    While `/stopbuy` command stops the bot from entering new trades, the position adjustment feature will continue buying new orders on existing trades.

 !!! Warning "Backtesting"
-    During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so run-time performance will be affected.
+    During backtesting this callback is called for each candle in `timeframe` or `timeframe_detail`, so performance will be affected.

 ``` python
 from freqtrade.persistence import Trade
@@ -681,49 +675,29 @@ class DigDeeperStrategy(IStrategy):
    # This is called when placing the initial order (opening trade)
    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
-                            leverage: float, entry_tag: Optional[str], side: str,
-                            **kwargs) -> float:
+                            entry_tag: Optional[str], side: str, **kwargs) -> float:

        # We need to leave most of the funds for possible further DCA orders
        # This also applies to fixed stakes
        return proposed_stake / self.max_dca_multiplier

    def adjust_trade_position(self, trade: Trade, current_time: datetime,
-                              current_rate: float, current_profit: float,
-                              min_stake: Optional[float], max_stake: float,
-                              current_entry_rate: float, current_exit_rate: float,
-                              current_entry_profit: float, current_exit_profit: float,
-                              **kwargs) -> Optional[float]:
+                              current_rate: float, current_profit: float, min_stake: Optional[float],
+                              max_stake: float, **kwargs):
        """
-        Custom trade adjustment logic, returning the stake amount that a trade should be
-        increased or decreased.
-        This means extra buy or sell orders with additional fees.
-        Only called when `position_adjustment_enable` is set to True.
-
-        For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
-
-        When not implemented by a strategy, returns None
+        Custom trade adjustment logic, returning the stake amount that a trade should be increased.
+        This means extra buy orders with additional fees.

        :param trade: trade object.
        :param current_time: datetime object, containing the current datetime
        :param current_rate: Current buy rate.
        :param current_profit: Current profit (as ratio), calculated based on current_rate.
-        :param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
-        :param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
-        :param current_entry_rate: Current rate using entry pricing.
-        :param current_exit_rate: Current rate using exit pricing.
-        :param current_entry_profit: Current profit using entry pricing.
-        :param current_exit_profit: Current profit using exit pricing.
+        :param min_stake: Minimal stake size allowed by exchange.
+        :param max_stake: Balance available for trading.
        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return float: Stake amount to adjust your trade,
-                       Positive values to increase position, Negative values to decrease position.
-                       Return None for no action.
+        :return float: Stake amount to adjust your trade
        """

-        if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
-            # Take half of the profit at +5%
-            return -(trade.stake_amount / 2)
-
        if current_profit > -0.05:
            return None

@@ -758,25 +732,6 @@ class DigDeeperStrategy(IStrategy):

 ```

-### Position adjust calculations
-
-* Entry rates are calculated using weighted averages.
-* Exits will not influence the average entry rate.
-* Partial exit relative profit is relative to the average entry price at this point.
-* Final exit relative profit is calculated based on the total invested capital. (See example below)
-
-??? example "Calculation example"
-    *This example assumes 0 fees for simplicity, and a long position on an imaginary coin.*  
-    
-    * Buy 100@8\$ 
-    * Buy 100@9\$ -> Avg price: 8.5\$
-    * Sell 100@10\$ -> Avg price: 8.5\$, realized profit 150\$, 17.65%
-    * Buy 150@11\$ -> Avg price: 10\$, realized profit 150\$, 17.65%
-    * Sell 100@12\$ -> Avg price: 10\$, total realized profit 350\$, 20%
-    * Sell 150@14\$ -> Avg price: 10\$, total realized profit 950\$, 40%
-
-    The total profit for this trade was 950$ on a 3350$ investment (`100@8$ + 100@9$ + 150@11$`). As such - the final relative profit is 28.35% (`950 / 3350`).
-
 ## Adjust Entry Price

 The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -166,7 +166,7 @@ Additional technical libraries can be installed as necessary, or custom indicato

 Most indicators have an instable startup period, in which they are either not available (NaN), or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
 To account for this, the strategy can be assigned the `startup_candle_count` attribute.
-This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. In the case where a user includes higher timeframes with informative pairs, the `startup_candle_count` does not necessarily change. The value is the maximum period (in candles) that any of the informatives timeframes need to compute stable indicators.
+This should be set to the maximum number of candles that the strategy requires to calculate stable indicators.

 In this example strategy, this should be set to 100 (`startup_candle_count = 100`), since the longest needed history is 100 candles.

@@ -264,8 +264,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
 ### Exit signal rules

 Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy.
-The exit-signal is only used for exits if `use_exit_signal` is set to true in the configuration.
-`use_exit_signal` will not influence [signal collision rules](#colliding-signals) - which will still apply and can prevent entries.
+Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration.

 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.

@@ -618,8 +617,9 @@ Please always check the mode of operation to select the correct method to get da
 ### *available_pairs*

 ``` python
-for pair, timeframe in self.dp.available_pairs:
-    print(f"available {pair}, {timeframe}")
+if self.dp:
+    for pair, timeframe in self.dp.available_pairs:
+        print(f"available {pair}, {timeframe}")
 ```

 ### *current_whitelist()*
@@ -630,7 +630,7 @@ 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 `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500-1000 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample `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 the data we will have to use an informative pair; and since the whitelist will be dynamic we don't know which pair(s) to use.

@@ -646,22 +646,20 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
        return informative_pairs
 ```

-??? Note "Plotting with current_whitelist"
-    Current whitelist is not supported for `plot-dataframe`, as this command is usually used by providing an explicit pairlist - and would therefore make the return values of this method misleading.
-
 ### *get_pair_dataframe(pair, timeframe)*

 ``` python
 # fetch live / historical candle (OHLCV) data for the first informative pair
-inf_pair, inf_timeframe = self.informative_pairs()[0]
-informative = self.dp.get_pair_dataframe(pair=inf_pair,
-                                         timeframe=inf_timeframe)
+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"
-    In backtesting, `dp.get_pair_dataframe()` behavior differs depending on where it's called.
-    Within `populate_*()` methods, `dp.get_pair_dataframe()` returns the full timerange. Please make sure to not "look into the future" to avoid surprises when running in dry/live mode.
-    Within [callbacks](strategy-callbacks.md), you'll get the full timerange up to the current (simulated) candle.
+    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)*

@@ -670,22 +668,24 @@ It can also be used in specific callbacks to get the signal that caused the acti

 ``` python
 # fetch current dataframe
-dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=metadata['pair'],
-                                                         timeframe=self.timeframe)
+if self.dp:
+    if self.dp.runmode.value in ('live', 'dry_run'):
+        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.
-    You can check for this with `if dataframe.empty:` and handle this case accordingly.
    This should not happen when using whitelisted pairs.

 ### *orderbook(pair, maximum)*

 ``` python
-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]
+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]
 ```

 The orderbook structure is aligned with the order structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure), so the result will look as follows:
@@ -714,11 +714,12 @@ Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using t
 ### *ticker(pair)*

 ``` python
-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']
+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
@@ -728,24 +729,7 @@ if self.dp.runmode.value in ('live', 'dry_run'):
    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 without runmode checks will lead to wrong results.
-
-### Send Notification
-
-The dataprovider `.send_msg()` function allows you to send custom notifications from your strategy.
-Identical notifications will only be sent once per candle, unless the 2nd argument (`always_send`) is set to True.
-
-``` python
-    self.dp.send_msg(f"{metadata['pair']} just got hot!")
-
-    # Force send this notification, avoid caching (Please read warning below!)
-    self.dp.send_msg(f"{metadata['pair']} just got hot!", always_send=True)
-```
-
-Notifications will only be sent in trading modes (Live/Dry-run) - so this method can be called without conditions for backtesting.
-
-!!! Warning "Spamming"
-    You can spam yourself pretty good by setting `always_send=True` in this method. Use this with great care and only in conditions you know will not happen throughout a candle to avoid a message every 5 seconds.
+    This method will always return up-to-date values - so usage during backtesting / hyperopt will lead to wrong results.

 ### Complete Data-provider sample

@@ -825,8 +809,6 @@ Options:
 - Merge the dataframe without lookahead bias
 - Forward-fill (optional)

-For a full sample, please refer to the [complete data provider example](#complete-data-provider-sample) below.
-
 All columns of the informative dataframe will be available on the returning dataframe in a renamed fashion:

 !!! Example "Column renaming"
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -14,7 +14,7 @@ from freqtrade.configuration import Configuration

 # Initialize empty configuration object
 config = Configuration.from_files([])
-# Optionally (recommended), use existing configuration file
+# Optionally, use existing configuration file
 # config = Configuration.from_files(["config.json"])

 # Define some constants
@@ -22,7 +22,7 @@ config["timeframe"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
-data_location = config['datadir']
+data_location = Path(config['user_data_dir'], 'data', 'binance')
 # Pair to analyze - Only use one pair here
 pair = "BTC/USDT"
 ```
@@ -31,13 +31,11 @@ pair = "BTC/USDT"
 ```python
 # Load data using values set above
 from freqtrade.data.history import load_pair_history
-from freqtrade.enums import CandleType

 candles = load_pair_history(datadir=data_location,
                            timeframe=config["timeframe"],
                            pair=pair,
                            data_format = "hdf5",
-                            candle_type=CandleType.SPOT,
                            )

 # Confirm success
@@ -95,7 +93,7 @@ from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats

 # 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 can also point to a specific file
 # backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
 ```

--- a/docs/strategy_migration.md
+++ b/docs/strategy_migration.md
@@ -18,7 +18,7 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
  * [`check_buy_timeout()` -> `check_entry_timeout()`](#custom_entry_timeout)
  * [`check_sell_timeout()` -> `check_exit_timeout()`](#custom_entry_timeout)
  * New `side` argument to callbacks without trade object
-    * [`custom_stake_amount`](#custom_stake_amount)
+    * [`custom_stake_amount`](#custom-stake-amount)
    * [`confirm_trade_entry`](#confirm_trade_entry)
    * [`custom_entry_price`](#custom_entry_price)
  * [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
@@ -43,25 +43,19 @@ Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `fo
  * `order_time_in_force` buy -> entry, sell -> exit.
  * `order_types` buy -> entry, sell -> exit.
  * `unfilledtimeout` buy -> entry, sell -> exit.
-  * `ignore_buying_expired_candle_after` -> moved to root level instead of "ask_strategy/exit_pricing"
 * Terminology changes
  * Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using `exit_reason` checks and eventually update your strategy.
    * `sell_signal` -> `exit_signal`
    * `custom_sell` -> `custom_exit`
    * `force_sell` -> `force_exit`
    * `emergency_sell` -> `emergency_exit`
-  * Order pricing
-    * `bid_strategy` -> `entry_pricing`
-    * `ask_strategy` -> `exit_pricing`
-    * `ask_last_balance` -> `price_last_balance`
-    * `bid_last_balance` -> `price_last_balance`
  * Webhook terminology changed from "sell" to "exit", and from "buy" to entry
-    * `webhookbuy` -> `entry`
-    * `webhookbuyfill` -> `entry_fill`
-    * `webhookbuycancel` -> `entry_cancel`
-    * `webhooksell` -> `exit`
-    * `webhooksellfill` -> `exit_fill`
-    * `webhooksellcancel` -> `exit_cancel`
+    * `webhookbuy` -> `webhookentry`
+    * `webhookbuyfill` -> `webhookentryfill`
+    * `webhookbuycancel` -> `webhookentrycancel`
+    * `webhooksell` -> `webhookexit`
+    * `webhooksellfill` -> `webhookexitfill`
+    * `webhooksellcancel` -> `webhookexitcancel`
  * Telegram notification settings
    * `buy` -> `entry`
    * `buy_fill` -> `entry_fill`
@@ -198,7 +192,7 @@ class AwesomeStrategy(IStrategy):
        return False 
 ```

-### `custom_stake_amount`
+### Custom-stake-amount

 New string argument `side` - which can be either `"long"` or `"short"`.

@@ -338,8 +332,8 @@ After:

 ``` python hl_lines="2 3"
    order_time_in_force: Dict = {
-        "entry": "GTC",
-        "exit": "GTC",
+        "entry": "gtc",
+        "exit": "gtc",
    }
 ```

@@ -449,7 +443,6 @@ Please refer to the [pricing documentation](configuration.md#prices-used-for-ord
        "use_order_book": true,
        "order_book_top": 1,
        "bid_last_balance": 0.0
-        "ignore_buying_expired_candle_after": 120
    }
 }
 ```
@@ -473,7 +466,6 @@ after:
        "use_order_book": true,
        "order_book_top": 1,
        "price_last_balance": 0.0
-    },
-    "ignore_buying_expired_candle_after": 120
+    }
 }
 ```
--- a/docs/telegram-usage.md
+++ b/docs/telegram-usage.md
@@ -77,14 +77,11 @@ Example configuration showing the different settings:
    "enabled": true,
    "token": "your_telegram_token",
    "chat_id": "your_telegram_chat_id",
-    "allow_custom_messages": true,
    "notification_settings": {
        "status": "silent",
        "warning": "on",
        "startup": "off",
        "entry": "silent",
-        "entry_fill": "on",
-        "entry_cancel": "silent",
        "exit": {
            "roi": "silent",
            "emergency_exit": "on",
@@ -93,15 +90,14 @@ Example configuration showing the different settings:
            "trailing_stop_loss": "on",
            "stop_loss": "on",
            "stoploss_on_exchange": "on",
-            "custom_exit": "silent",
-            "partial_exit": "on"
+            "custom_exit": "silent"
        },
+        "entry_cancel": "silent",
        "exit_cancel": "on",
+        "entry_fill": "off",
        "exit_fill": "off",
        "protection_trigger": "off",
-        "protection_trigger_global": "on",
-        "strategy_msg": "off",
-        "show_candle": "off"
+        "protection_trigger_global": "on"
    },
    "reload": true,
    "balance_dust_level": 0.01
@@ -112,11 +108,9 @@ Example configuration showing the different settings:
 `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
 `*_fill` notifications are off by default and must be explicitly enabled.
 `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
-`strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
-`show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
+

 `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
-`allow_custom_messages` completely disable strategy messages.
 `reload` allows you to disable reload-buttons on selected messages.

 ## Create a custom keyboard (command shortcut buttons)
@@ -141,7 +135,7 @@ You can create your own keyboard in `config.json`:
      "enabled": true,
      "token": "your_telegram_token",
      "chat_id": "your_telegram_chat_id",
-      "keyboard": [
+      "keyboard": [   
          ["/daily", "/stats", "/balance", "/profit"],
          ["/status table", "/performance"],
          ["/reload_config", "/count", "/logs"]
@@ -152,7 +146,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
    Only the following commands are allowed. Command arguments are not supported!

-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopbuy`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`

 ## Telegram commands

@@ -164,7 +158,7 @@ official commands. You can ask at any moment for help with `/help`.
 |----------|-------------|
 | `/start` | Starts the trader
 | `/stop` | Stops the trader
-| `/stopbuy | /stopentry` | Stops the trader from opening new trades. Gracefully closes open trades according to their rules.
+| `/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.
@@ -190,7 +184,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/stats` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells
 | `/exits` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells
 | `/entries` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells
-| `/whitelist [sorted] [baseonly]` | Show the current whitelist. Optionally display in alphabetical order and/or with just the base currency of each pairing.
+| `/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
@@ -228,16 +222,16 @@ Once all positions are sold, run `/stop` to completely stop the bot.
 For each open trade, the bot will send you the following message.
 Enter Tag is configurable via Strategy.

-> **Trade ID:** `123` `(since 1 days ago)`
-> **Current Pair:** CVC/BTC
+> **Trade ID:** `123` `(since 1 days ago)`  
+> **Current Pair:** CVC/BTC  
 > **Direction:** Long
 > **Leverage:** 1.0
-> **Amount:** `26.64180098`
+> **Amount:** `26.64180098`  
 > **Enter Tag:** Awesome Long Signal
-> **Open Rate:** `0.00007489`
-> **Current Rate:** `0.00007489`
-> **Current Profit:** `12.95%`
-> **Stoploss:** `0.00007389 (-0.02%)`
+> **Open Rate:** `0.00007489`  
+> **Current Rate:** `0.00007489`  
+> **Current Profit:** `12.95%`  
+> **Stoploss:** `0.00007389 (-0.02%)`  

 ### /status table

@@ -264,26 +258,26 @@ current    max

 Return a summary of your profit/loss and performance.

-> **ROI:** Close trades
->   ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`
->   ∙ `62.968 USD`
-> **ROI:** All trades
->   ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`
->   ∙ `33.095 EUR`
->
-> **Total Trade Count:** `138`
-> **First Trade opened:** `3 days ago`
-> **Latest Trade opened:** `2 minutes ago`
-> **Avg. Duration:** `2:33:45`
-> **Best Performing:** `PAY/BTC: 50.23%`
-> **Trading volume:** `0.5 BTC`
-> **Profit factor:** `1.04`
-> **Max Drawdown:** `9.23% (0.01255 BTC)`
+> **ROI:** Close trades  
+>   ∙ `0.00485701 BTC (2.2%) (15.2 Σ%)`  
+>   ∙ `62.968 USD`  
+> **ROI:** All trades  
+>   ∙ `0.00255280 BTC (1.5%) (6.43 Σ%)`  
+>   ∙ `33.095 EUR`  
+>  
+> **Total Trade Count:** `138`  
+> **First Trade opened:** `3 days ago`  
+> **Latest Trade opened:** `2 minutes ago`  
+> **Avg. Duration:** `2:33:45`  
+> **Best Performing:** `PAY/BTC: 50.23%`  
+> **Trading volume:** `0.5 BTC`  
+> **Profit factor:** `1.04`  
+> **Max Drawdown:** `9.23% (0.01255 BTC)`  

-The relative profit of `1.2%` is the average profit per trade.
-The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
-Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
-Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
+The relative profit of `1.2%` is the average profit per trade.  
+The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.  
+Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.  
+Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.  
 Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.

 ### /forceexit <trade_id>
@@ -312,27 +306,27 @@ Note that for this to work, `force_entry_enable` needs to be set to true.
 ### /performance

 Return the performance of each crypto-currency the bot has sold.
-> Performance:
-> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`
-> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`
-> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`
-> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`
-> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`
-> ...
+> Performance:  
+> 1. `RCN/BTC 0.003 BTC (57.77%) (1)`  
+> 2. `PAY/BTC 0.0012 BTC (56.91%) (1)`  
+> 3. `VIB/BTC 0.0011 BTC (47.07%) (1)`  
+> 4. `SALT/BTC 0.0010 BTC (30.24%) (1)`  
+> 5. `STORJ/BTC 0.0009 BTC (27.24%) (1)`  
+> ...  

 ### /balance

 Return the balance of all crypto-currency your have on the exchange.

-> **Currency:** BTC
-> **Available:** 3.05890234
-> **Balance:** 3.05890234
-> **Pending:** 0.0
+> **Currency:** BTC  
+> **Available:** 3.05890234  
+> **Balance:** 3.05890234  
+> **Pending:** 0.0  

-> **Currency:** CVC
-> **Available:** 86.64180098
-> **Balance:** 86.64180098
-> **Pending:** 0.0
+> **Currency:** CVC  
+> **Available:** 86.64180098  
+> **Balance:** 86.64180098  
+> **Pending:** 0.0  

 ### /daily <n>

@@ -379,7 +373,7 @@ Month (count)  Profit BTC      Profit USD    Profit %

 Shows the current whitelist

-> Using whitelist `StaticPairList` with 22 pairs
+> Using whitelist `StaticPairList` with 22 pairs  
 > `IOTA/BTC, NEO/BTC, TRX/BTC, VET/BTC, ADA/BTC, ETC/BTC, NCASH/BTC, DASH/BTC, XRP/BTC, XVG/BTC, EOS/BTC, LTC/BTC, OMG/BTC, BTG/BTC, LSK/BTC, ZEC/BTC, HOT/BTC, IOTX/BTC, XMR/BTC, AST/BTC, XLM/BTC, NANO/BTC`

 ### /blacklist [pair]
@@ -389,7 +383,7 @@ If Pair is set, then this pair will be added to the pairlist.
 Also supports multiple pairs, separated by a space.
 Use `/reload_config` to reset the blacklist.

-> Using blacklist `StaticPairList` with 2 pairs
+> Using blacklist `StaticPairList` with 2 pairs  
 >`DODGE/BTC`, `HOT/BTC`.

 ### /edge
--- a/docs/updating.md
+++ b/docs/updating.md
@@ -37,12 +37,3 @@ pip install -e .
 # Ensure freqUI is at the latest version
 freqtrade install-ui 
 ```
-
-### Problems updating
-
-Update-problems usually come missing dependencies (you didn't follow the above instructions) - or from updated dependencies, which fail to install (for example TA-lib).
-Please refer to the corresponding installation sections (common problems linked below)
-
-Common problems and their solutions:
-
-* [ta-lib update on windows](windows_installation.md#2-install-ta-lib)
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -169,43 +169,6 @@ Example: Search dedicated strategy path.
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```

-## List freqAI models
-
-Use the `list-freqaimodels` subcommand to see all freqAI models available.
-
-This subcommand is useful for finding problems in your environment with loading freqAI models: modules with models that contain errors and failed to load are printed in red (LOAD FAILED), while models with duplicate names are printed in yellow (DUPLICATE NAME).
-
-```
-usage: freqtrade list-freqaimodels [-h] [-v] [--logfile FILE] [-V] [-c PATH]
-                                   [-d PATH] [--userdir PATH]
-                                   [--freqaimodel-path PATH] [-1] [--no-color]
-
-optional arguments:
-  -h, --help            show this help message and exit
-  --freqaimodel-path PATH
-                        Specify additional lookup path for freqaimodels.
-  -1, --one-column      Print output in one column.
-  --no-color            Disable colorization of hyperopt results. May be
-                        useful if you are redirecting output to a file.
-
-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, --data-dir PATH
-                        Path to directory with historical backtesting data.
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
-
-```
-
 ## List Exchanges

 Use the `list-exchanges` subcommand to see the exchanges available for the bot.
@@ -562,14 +525,12 @@ Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.

 ```
-usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
+usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
                               [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                               [-1] [--print-json] [--exchange EXCHANGE]

 optional arguments:
  -h, --help            show this help message and exit
-  --userdir PATH, --user-data-dir PATH
-                        Path to userdata directory.
  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
  -c PATH, --config PATH
                        Specify configuration file (default:
@@ -650,26 +611,6 @@ Common arguments:

 ```

-### Webserver mode - docker
-
-You can also use webserver mode via docker.
-Starting a one-off container requires the configuration of the port explicitly, as ports are not exposed by default.
-You can use `docker-compose run --rm -p 127.0.0.1:8080:8080 freqtrade webserver` to start a one-off container that'll be removed once you stop it. This assumes that port 8080 is still available and no other bot is running on that port.
-
-Alternatively, you can reconfigure the docker-compose file to have the command updated:
-
-``` yml
-    command: >
-      webserver
-      --config /freqtrade/user_data/config.json
-```
-
-You can now use `docker-compose up` to start the webserver.
-This assumes that the configuration has a webserver enabled and configured for docker (listening port = `0.0.0.0`).
-
-!!! Tip
-    Don't forget to reset the command back to the trade command if you want to start a live or dry-run bot. 
-
 ## Show previous Backtest results

 Allows you to show previous backtest results.
--- a/docs/webhook-config.md
+++ b/docs/webhook-config.md
@@ -10,37 +10,37 @@ Sample configuration (tested using IFTTT).
  "webhook": {
        "enabled": true,
        "url": "https://maker.ifttt.com/trigger/<YOUREVENT>/with/key/<YOURKEY>/",
-        "entry": {
+        "webhookentry": {
            "value1": "Buying {pair}",
            "value2": "limit {limit:8f}",
            "value3": "{stake_amount:8f} {stake_currency}"
        },
-        "entry_cancel": {
+        "webhookentrycancel": {
            "value1": "Cancelling Open Buy Order for {pair}",
            "value2": "limit {limit:8f}",
            "value3": "{stake_amount:8f} {stake_currency}"
        },
-         "entry_fill": {
+         "webhookentryfill": {
            "value1": "Buy Order for {pair} filled",
            "value2": "at {open_rate:8f}",
            "value3": ""
        },
-        "exit": {
+        "webhookexit": {
            "value1": "Exiting {pair}",
            "value2": "limit {limit:8f}",
            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
        },
-        "exit_cancel": {
+        "webhookexitcancel": {
            "value1": "Cancelling Open Exit Order for {pair}",
            "value2": "limit {limit:8f}",
            "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})"
        },
-        "exit_fill": {
+        "webhookexitfill": {
            "value1": "Exit Order for {pair} filled",
            "value2": "at {close_rate:8f}.",
            "value3": ""
        },
-        "status": {
+        "webhookstatus": {
            "value1": "Status: {status}",
            "value2": "",
            "value3": ""
@@ -57,7 +57,7 @@ You can set the POST body format to Form-Encoded (default), JSON-Encoded, or raw
        "enabled": true,
        "url": "https://<YOURSUBDOMAIN>.cloud.mattermost.com/hooks/<YOURHOOK>",
        "format": "json",
-        "status": {
+        "webhookstatus": {
            "text": "Status: {status}"
        }
    },
@@ -88,30 +88,17 @@ Optional parameters are available to enable automatic retries for webhook messag
        "url": "https://<YOURHOOKURL>",
        "retries": 3,
        "retry_delay": 0.2,
-        "status": {
+        "webhookstatus": {
            "status": "Status: {status}"
        }
    },
 ```

-Custom messages can be sent to Webhook endpoints via the `self.dp.send_msg()` function from within the strategy. To enable this, set the `allow_custom_messages` option to `true`:
-
-```json
-  "webhook": {
-        "enabled": true,
-        "url": "https://<YOURHOOKURL>",
-        "allow_custom_messages": true,
-        "strategy_msg": {
-            "status": "StrategyMessage: {msg}"
-        }
-    },
-```
-
 Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called.

-### Entry
+### Webhookentry

-The fields in `webhook.entry` are filled when the bot executes a long/short. Parameters are filled using string.format.
+The fields in `webhook.webhookentry` are filled when the bot executes a long/short. Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -131,9 +118,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`

-### Entry cancel
+### Webhookentrycancel

-The fields in `webhook.entry_cancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
+The fields in `webhook.webhookentrycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -152,9 +139,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`

-### Entry fill
+### Webhookentryfill

-The fields in `webhook.entry_fill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
+The fields in `webhook.webhookentryfill` are filled when the bot filled a long/short order. Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -173,9 +160,9 @@ Possible parameters are:
 * `current_rate`
 * `enter_tag`

-### Exit
+### Webhookexit

-The fields in `webhook.exit` are filled when the bot exits a trade. Parameters are filled using string.format.
+The fields in `webhook.webhookexit` are filled when the bot exits a trade. Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -197,9 +184,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`

-### Exit fill
+### Webhookexitfill

-The fields in `webhook.exit_fill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
+The fields in `webhook.webhookexitfill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -222,9 +209,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`

-### Exit cancel
+### Webhookexitcancel

-The fields in `webhook.exit_cancel` are filled when the bot cancels a exit order. Parameters are filled using string.format.
+The fields in `webhook.webhookexitcancel` are filled when the bot cancels a exit order. Parameters are filled using string.format.
 Possible parameters are:

 * `trade_id`
@@ -247,9 +234,9 @@ Possible parameters are:
 * `open_date`
 * `close_date`

-### Status
+### Webhookstatus

-The fields in `webhook.status` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.
+The fields in `webhook.webhookstatus` are used for regular status messages (Started / Stopped / ...). Parameters are filled using string.format.

 The only possible value here is `{status}`.

@@ -293,6 +280,7 @@ You can configure this as follows:
 }
 ```

+
 The above represents the default (`exit_fill` and `entry_fill` are optional and will default to the above configuration) - modifications are obviously possible.

 Available fields correspond to the fields for webhooks and are documented in the corresponding webhook sections.
@@ -300,13 +288,3 @@ Available fields correspond to the fields for webhooks and are documented in the
 The notifications will look as follows by default.

 ![discord-notification](assets/discord_notification.png)
-
-Custom messages can be sent from a strategy to Discord endpoints via the dataprovider.send_msg() function. To enable this, set the `allow_custom_messages` option to `true`:
-
-```json
-  "discord": {
-        "enabled": true,
-        "webhook_url": "https://discord.com/api/webhooks/<Your webhook URL ...>",
-        "allow_custom_messages": true,
-    },
-```
--- a/docs/windows_installation.md
+++ b/docs/windows_installation.md
@@ -23,7 +23,7 @@ git clone https://github.com/freqtrade/freqtrade.git

 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 pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.24-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).

 Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
 Other versions must be downloaded from the above link.
@@ -34,7 +34,7 @@ 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 --find-links build_helpers\ TA-Lib -U
+pip install build_helpers/TA_Lib-0.4.19-cp38-cp38-win_amd64.whl
 pip install -r requirements.txt
 pip install -e .
 freqtrade
--- a/environment.yml
+++ b/environment.yml
@@ -9,7 +9,6 @@ dependencies:
    - pandas
    - pip

-    - py-find-1st
    - aiohttp
    - SQLAlchemy
    - python-telegram-bot
@@ -34,7 +33,6 @@ dependencies:
    - schedule
    - python-dateutil
    - joblib
-    - pyarrow


    # ============================
@@ -66,7 +64,7 @@ dependencies:

    - pip:
        - pycoingecko
-        # - py_find_1st
+        - py_find_1st
        - tables
        - pytest-random-order
        - ccxt
--- a/freqtrade/init.py
+++ b/freqtrade/init.py
@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2022.10'
+__version__ = 'develop'

 if 'dev' in __version__:
    try:
@@ -16,6 +16,6 @@ if 'dev' in __version__:
            from pathlib import Path
            versionfile = Path('./freqtrade_commit')
            if versionfile.is_file():
-                __version__ = f"docker-{__version__}-{versionfile.read_text()[:8]}"
+                __version__ = f"docker-{versionfile.read_text()[:8]}"
        except Exception:
            pass
--- a/freqtrade/commands/init.py
+++ b/freqtrade/commands/init.py
@@ -15,9 +15,9 @@ from freqtrade.commands.db_commands import start_convert_db
 from freqtrade.commands.deploy_commands import (start_create_userdir, start_install_ui,
                                                start_new_strategy)
 from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hyperopt_show
-from freqtrade.commands.list_commands import (start_list_exchanges, start_list_freqAI_models,
-                                              start_list_markets, start_list_strategies,
-                                              start_list_timeframes, start_show_trades)
+from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
+                                              start_list_strategies, start_list_timeframes,
+                                              start_show_trades)
 from freqtrade.commands.optimize_commands import (start_backtesting, start_backtesting_show,
                                                  start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -12,8 +12,7 @@ from freqtrade.constants import DEFAULT_CONFIG

 ARGS_COMMON = ["verbosity", "logfile", "version", "config", "datadir", "user_data_dir"]

-ARGS_STRATEGY = ["strategy", "strategy_path", "recursive_strategy_search", "freqaimodel",
-                 "freqaimodel_path"]
+ARGS_STRATEGY = ["strategy", "strategy_path", "recursive_strategy_search"]

 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]

@@ -29,20 +28,18 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_pos

 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                        "position_stacking", "use_max_market_positions",
-                                        "enable_protections", "dry_run_wallet", "timeframe_detail",
+                                        "enable_protections", "dry_run_wallet",
                                        "epochs", "spaces", "print_all",
                                        "print_colorized", "print_json", "hyperopt_jobs",
                                        "hyperopt_random_state", "hyperopt_min_trades",
                                        "hyperopt_loss", "disableparamexport",
-                                        "hyperopt_ignore_missing_space", "analyze_per_epoch"]
+                                        "hyperopt_ignore_missing_space"]

 ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]

 ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized",
                        "recursive_strategy_search"]

-ARGS_LIST_FREQAIMODELS = ["freqaimodel_path", "print_one_column", "print_colorized"]
-
 ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]

 ARGS_BACKTEST_SHOW = ["exportfilename", "backtest_show_pair_list"]
@@ -55,8 +52,8 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
                   "print_csv", "base_currencies", "quote_currencies", "list_pairs_all",
                   "trading_mode"]

-ARGS_TEST_PAIRLIST = ["user_data_dir", "verbosity", "config", "quote_currencies",
-                      "print_one_column", "list_pairs_print_json", "exchange"]
+ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
+                      "list_pairs_print_json", "exchange"]

 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]

@@ -64,14 +61,14 @@ ARGS_BUILD_CONFIG = ["config"]

 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]

-ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"]
+ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]

-ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode",
+ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "exchange", "trading_mode",
                                               "candle_types"]

 ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]

-ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
+ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode"]

 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
                      "timerange", "download_trades", "exchange", "timeframes",
@@ -108,8 +105,8 @@ ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason
                              "exit_reason_list", "indicator_list"]

 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
-                    "list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
-                    "list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
+                    "list-markets", "list-pairs", "list-strategies", "list-data",
+                    "hyperopt-list", "hyperopt-show", "backtest-filter",
                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]

 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
@@ -194,11 +191,10 @@ class Arguments:
                                        start_create_userdir, start_download_data, start_edge,
                                        start_hyperopt, start_hyperopt_list, start_hyperopt_show,
                                        start_install_ui, start_list_data, start_list_exchanges,
-                                        start_list_freqAI_models, start_list_markets,
-                                        start_list_strategies, start_list_timeframes,
-                                        start_new_config, start_new_strategy, start_plot_dataframe,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
-                                        start_trading, start_webserver)
+                                        start_list_markets, start_list_strategies,
+                                        start_list_timeframes, start_new_config, start_new_strategy,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
+                                        start_test_pairlist, start_trading, start_webserver)

        subparsers = self.parser.add_subparsers(dest='command',
                                                # Use custom message when no subhandler is added
@@ -365,15 +361,6 @@ class Arguments:
        list_strategies_cmd.set_defaults(func=start_list_strategies)
        self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)

-        # Add list-freqAI Models subcommand
-        list_freqaimodels_cmd = subparsers.add_parser(
-            'list-freqaimodels',
-            help='Print available freqAI models.',
-            parents=[_common_parser],
-        )
-        list_freqaimodels_cmd.set_defaults(func=start_list_freqAI_models)
-        self._build_args(optionlist=ARGS_LIST_FREQAIMODELS, parser=list_freqaimodels_cmd)
-
        # Add list-timeframes subcommand
        list_timeframes_cmd = subparsers.add_parser(
            'list-timeframes',
--- a/freqtrade/commands/build_config_commands.py
+++ b/freqtrade/commands/build_config_commands.py
@@ -67,7 +67,7 @@ def ask_user_config() -> Dict[str, Any]:
            "type": "text",
            "name": "stake_amount",
            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
-            "default": "unlimited",
+            "default": "100",
            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
            if val == UNLIMITED_STAKE_AMOUNT
@@ -164,7 +164,7 @@ def ask_user_config() -> Dict[str, Any]:
            "when": lambda x: x['telegram']
        },
        {
-            "type": "password",
+            "type": "text",
            "name": "telegram_chat_id",
            "message": "Insert Telegram chat id",
            "when": lambda x: x['telegram']
@@ -191,7 +191,7 @@ def ask_user_config() -> Dict[str, Any]:
            "when": lambda x: x['api_server']
        },
        {
-            "type": "password",
+            "type": "text",
            "name": "api_server_password",
            "message": "Insert api-server password",
            "when": lambda x: x['api_server']
@@ -211,7 +211,6 @@ def ask_user_config() -> Dict[str, Any]:
    )
    # Force JWT token to be a random string
    answers['api_server_jwt_key'] = secrets.token_hex()
-    answers['api_server_ws_token'] = secrets.token_urlsafe(25)

    return answers

--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -69,7 +69,7 @@ AVAILABLE_CLI_OPTIONS = {
        metavar='PATH',
    ),
    "datadir": Arg(
-        '-d', '--datadir', '--data-dir',
+        '-d', '--datadir',
        help='Path to directory with historical backtesting data.',
        metavar='PATH',
    ),
@@ -255,13 +255,6 @@ AVAILABLE_CLI_OPTIONS = {
        nargs='+',
        default='default',
    ),
-    "analyze_per_epoch": Arg(
-        '--analyze-per-epoch',
-        help='Run populate_indicators once per epoch.',
-        action='store_true',
-        default=False,
-    ),
-
    "print_all": Arg(
        '--print-all',
        help='Print all results, not only the best ones.',
@@ -374,7 +367,7 @@ AVAILABLE_CLI_OPTIONS = {
        metavar='BASE_CURRENCY',
    ),
    "trading_mode": Arg(
-        '--trading-mode', '--tradingmode',
+        '--trading-mode',
        help='Select Trading mode',
        choices=constants.TRADING_MODES,
    ),
@@ -393,8 +386,7 @@ AVAILABLE_CLI_OPTIONS = {
    # Download data
    "pairs_file": Arg(
        '--pairs-file',
-        help='File containing a list of pairs. '
-             'Takes precedence over --pairs or pairs configured in the configuration.',
+        help='File containing a list of pairs to download.',
        metavar='FILE',
    ),
    "days": Arg(
@@ -440,12 +432,7 @@ AVAILABLE_CLI_OPTIONS = {
    "dataformat_trades": Arg(
        '--data-format-trades',
        help='Storage format for downloaded trades data. (default: `jsongz`).',
-        choices=constants.AVAILABLE_DATAHANDLERS_TRADES,
-    ),
-    "show_timerange": Arg(
-        '--show-timerange',
-        help='Show timerange available for available data. (May take a while to calculate).',
-        action='store_true',
+        choices=constants.AVAILABLE_DATAHANDLERS,
    ),
    "exchange": Arg(
        '--exchange',
@@ -456,12 +443,14 @@ AVAILABLE_CLI_OPTIONS = {
        '-t', '--timeframes',
        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', '2w', '1M', '1y'],
        default=['1m', '5m'],
        nargs='+',
    ),
    "prepend_data": Arg(
        '--prepend',
-        help='Allow data prepending. (Data-appending is disabled)',
+        help='Allow data prepending.',
        action='store_true',
    ),
    "erase": Arg(
@@ -658,14 +647,4 @@ AVAILABLE_CLI_OPTIONS = {
        nargs='+',
        default=[],
    ),
-    "freqaimodel": Arg(
-        '--freqaimodel',
-        help='Specify a custom freqaimodels.',
-        metavar='NAME',
-    ),
-    "freqaimodel_path": Arg(
-        '--freqaimodel-path',
-        help='Specify additional lookup path for freqaimodels.',
-        metavar='PATH',
-    ),
 }
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -5,14 +5,14 @@ from datetime import datetime, timedelta
 from typing import Any, Dict, List

 from freqtrade.configuration import TimeRange, setup_utils_configuration
-from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                    refresh_backtest_trades_data)
 from freqtrade.enums import CandleType, RunMode, TradingMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import market_is_active, timeframe_to_minutes
-from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist
+from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.exchange.exchange import market_is_active
+from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver


@@ -50,8 +50,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
    exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
    markets = [p for p, m in exchange.markets.items() if market_is_active(m)
               or config.get('include_inactive')]
-
-    expanded_pairs = dynamic_expand_pairlist(config, markets)
+    expanded_pairs = expand_pairlist(config['pairs'], markets)

    # Manual validations of relevant settings
    if not config['exchange'].get('skip_pair_validation', False):
@@ -80,7 +79,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
                data_format_trades=config['dataformat_trades'],
            )
        else:
-            if not exchange.get_option('ohlcv_has_history', True):
+            if not exchange._ft_has.get('ohlcv_has_history', True):
                raise OperationalException(
                    f"Historic klines not available for {exchange.name}. "
                    "Please use `--dl-trades` instead for this exchange "
@@ -177,31 +176,17 @@ def start_list_data(args: Dict[str, Any]) -> None:
        paircombs = [comb for comb in paircombs if comb[0] in args['pairs']]

    print(f"Found {len(paircombs)} pair / timeframe combinations.")
-    if not config.get('show_timerange'):
-        groupedpair = defaultdict(list)
-        for pair, timeframe, candle_type in sorted(
-            paircombs,
-            key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
-        ):
-            groupedpair[(pair, candle_type)].append(timeframe)
+    groupedpair = defaultdict(list)
+    for pair, timeframe, candle_type in sorted(
+        paircombs,
+        key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
+    ):
+        groupedpair[(pair, candle_type)].append(timeframe)

-        if groupedpair:
-            print(tabulate([
-                (pair, ', '.join(timeframes), candle_type)
-                for (pair, candle_type), timeframes in groupedpair.items()
-            ],
-                headers=("Pair", "Timeframe", "Type"),
-                tablefmt='psql', stralign='right'))
-    else:
-        paircombs1 = [(
-            pair, timeframe, candle_type,
-            *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
-        ) for pair, timeframe, candle_type in paircombs]
+    if groupedpair:
        print(tabulate([
-            (pair, timeframe, candle_type,
-                start.strftime(DATETIME_PRINT_FORMAT),
-                end.strftime(DATETIME_PRINT_FORMAT))
-            for pair, timeframe, candle_type, start, end in paircombs1
-            ],
-            headers=("Pair", "Timeframe", "Type", 'From', 'To'),
+            (pair, ', '.join(timeframes), candle_type)
+            for (pair, candle_type), timeframes in groupedpair.items()
+        ],
+            headers=("Pair", "Timeframe", "Type"),
            tablefmt='psql', stralign='right'))
--- a/freqtrade/commands/db_commands.py
+++ b/freqtrade/commands/db_commands.py
@@ -4,7 +4,7 @@ from typing import Any, Dict
 from sqlalchemy import func

 from freqtrade.configuration.config_setup import setup_utils_configuration
-from freqtrade.enums import RunMode
+from freqtrade.enums.runmode import RunMode


 logger = logging.getLogger(__name__)
--- a/freqtrade/commands/deploy_commands.py
+++ b/freqtrade/commands/deploy_commands.py
@@ -36,24 +36,24 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
    """
    fallback = 'full'
    indicators = render_template_with_fallback(
-        templatefile=f"strategy_subtemplates/indicators_{subtemplate}.j2",
-        templatefallbackfile=f"strategy_subtemplates/indicators_{fallback}.j2",
+        templatefile=f"subtemplates/indicators_{subtemplate}.j2",
+        templatefallbackfile=f"subtemplates/indicators_{fallback}.j2",
    )
    buy_trend = render_template_with_fallback(
-        templatefile=f"strategy_subtemplates/buy_trend_{subtemplate}.j2",
-        templatefallbackfile=f"strategy_subtemplates/buy_trend_{fallback}.j2",
+        templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",
+        templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2",
    )
    sell_trend = render_template_with_fallback(
-        templatefile=f"strategy_subtemplates/sell_trend_{subtemplate}.j2",
-        templatefallbackfile=f"strategy_subtemplates/sell_trend_{fallback}.j2",
+        templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",
+        templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2",
    )
    plot_config = render_template_with_fallback(
-        templatefile=f"strategy_subtemplates/plot_config_{subtemplate}.j2",
-        templatefallbackfile=f"strategy_subtemplates/plot_config_{fallback}.j2",
+        templatefile=f"subtemplates/plot_config_{subtemplate}.j2",
+        templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2",
    )
    additional_methods = render_template_with_fallback(
-        templatefile=f"strategy_subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile="strategy_subtemplates/strategy_methods_empty.j2",
+        templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
+        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
    )

    strategy_text = render_template(templatefile='base_strategy.py.j2',
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -24,7 +24,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:

    print_colorized = config.get('print_colorized', False)
    print_json = config.get('print_json', False)
-    export_csv = config.get('export_csv')
+    export_csv = config.get('export_csv', None)
    no_details = config.get('hyperopt_list_no_details', False)
    no_header = False

--- a/freqtrade/commands/list_commands.py
+++ b/freqtrade/commands/list_commands.py
@@ -1,6 +1,7 @@
 import csv
 import logging
 import sys
+from pathlib import Path
 from typing import Any, Dict, List

 import rapidjson
@@ -9,6 +10,7 @@ from colorama import init as colorama_init
 from tabulate import tabulate

 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
@@ -39,7 +41,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
        print(tabulate(exchanges, headers=['Exchange name', 'Valid', 'reason']))


-def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
+def _print_objs_tabular(objs: List, print_colorized: bool, base_dir: Path) -> None:
    if print_colorized:
        colorama_init(autoreset=True)
        red = Fore.RED
@@ -53,7 +55,7 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
    names = [s['name'] for s in objs]
    objs_to_print = [{
        'name': s['name'] if s['name'] else "--",
-        'location': s['location_rel'],
+        'location': s['location'].relative_to(base_dir),
        'status': (red + "LOAD FAILED" + reset if s['class'] is None
                   else "OK" if names.count(s['name']) == 1
                   else yellow + "DUPLICATE NAME" + reset)
@@ -74,8 +76,9 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
    """
    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)

+    directory = Path(config.get('strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
    strategy_objs = StrategyResolver.search_all_objects(
-        config, not args['print_one_column'], config.get('recursive_strategy_search', False))
+        directory, not args['print_one_column'], config.get('recursive_strategy_search', False))
    # Sort alphabetically
    strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
    for obj in strategy_objs:
@@ -87,22 +90,7 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
    if args['print_one_column']:
        print('\n'.join([s['name'] for s in strategy_objs]))
    else:
-        _print_objs_tabular(strategy_objs, config.get('print_colorized', False))
-
-
-def start_list_freqAI_models(args: Dict[str, Any]) -> None:
-    """
-    Print files with FreqAI models custom classes available in the directory
-    """
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
-    from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
-    model_objs = FreqaiModelResolver.search_all_objects(config, not args['print_one_column'])
-    # Sort alphabetically
-    model_objs = sorted(model_objs, key=lambda x: x['name'])
-    if args['print_one_column']:
-        print('\n'.join([s['name'] for s in model_objs]))
-    else:
-        _print_objs_tabular(model_objs, config.get('print_colorized', False))
+        _print_objs_tabular(strategy_objs, config.get('print_colorized', False), directory)


 def start_list_timeframes(args: Dict[str, Any]) -> None:
--- a/freqtrade/configuration/PeriodicCache.py
+++ b/freqtrade/configuration/PeriodicCache.py
--- a/freqtrade/configuration/init.py
+++ b/freqtrade/configuration/init.py
@@ -1,6 +1,8 @@
 # flake8: noqa: F401

+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.configuration.config_validation import validate_config_consistency
 from freqtrade.configuration.configuration import Configuration
+from freqtrade.configuration.PeriodicCache import PeriodicCache
 from freqtrade.configuration.timerange import TimeRange
--- a/freqtrade/configuration/check_exchange.py
+++ b/freqtrade/configuration/check_exchange.py
@@ -1,16 +1,16 @@
 import logging
+from typing import Any, Dict

-from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import available_exchanges, is_exchange_known_ccxt, validate_exchange
-from freqtrade.exchange.common import MAP_EXCHANGE_CHILDCLASS, SUPPORTED_EXCHANGES
+from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
+                                is_exchange_officially_supported, validate_exchange)


 logger = logging.getLogger(__name__)


-def check_exchange(config: Config, check_for_bad: bool = True) -> bool:
+def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
    """
    Check if the exchange name in the config file is supported by Freqtrade
    :param check_for_bad: if True, check the exchange against the list of known 'bad'
@@ -52,7 +52,7 @@ def check_exchange(config: Config, check_for_bad: bool = True) -> bool:
        else:
            logger.warning(f'Exchange "{exchange}"  will not work with Freqtrade. Reason: {reason}')

-    if MAP_EXCHANGE_CHILDCLASS.get(exchange, exchange) in SUPPORTED_EXCHANGES:
+    if is_exchange_officially_supported(exchange):
        logger.info(f'Exchange "{exchange}" is officially supported '
                    f'by the Freqtrade development team.')
    else:
--- a/freqtrade/configuration/config_validation.py
+++ b/freqtrade/configuration/config_validation.py
@@ -1,5 +1,4 @@
 import logging
-from collections import Counter
 from copy import deepcopy
 from typing import Any, Dict

@@ -85,9 +84,6 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
    _validate_protections(conf)
    _validate_unlimited_amount(conf)
    _validate_ask_orderbook(conf)
-    _validate_freqai_hyperopt(conf)
-    _validate_freqai_include_timeframes(conf)
-    _validate_consumers(conf)
    validate_migrated_strategy_settings(conf)

    # validate configuration before returning
@@ -327,51 +323,6 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
            del conf['ask_strategy']


-def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
-    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
-    analyze_per_epoch = conf.get('analyze_per_epoch', False)
-    if analyze_per_epoch and freqai_enabled:
-        raise OperationalException(
-            'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
-
-
-def _validate_freqai_include_timeframes(conf: Dict[str, Any]) -> None:
-    freqai_enabled = conf.get('freqai', {}).get('enabled', False)
-    if freqai_enabled:
-        main_tf = conf.get('timeframe', '5m')
-        freqai_include_timeframes = conf.get('freqai', {}).get('feature_parameters', {}
-                                                               ).get('include_timeframes', [])
-
-        from freqtrade.exchange import timeframe_to_seconds
-        main_tf_s = timeframe_to_seconds(main_tf)
-        offending_lines = []
-        for tf in freqai_include_timeframes:
-            tf_s = timeframe_to_seconds(tf)
-            if tf_s < main_tf_s:
-                offending_lines.append(tf)
-        if offending_lines:
-            raise OperationalException(
-                f"Main timeframe of {main_tf} must be smaller or equal to FreqAI "
-                f"`include_timeframes`.Offending include-timeframes: {', '.join(offending_lines)}")
-
-
-def _validate_consumers(conf: Dict[str, Any]) -> None:
-    emc_conf = conf.get('external_message_consumer', {})
-    if emc_conf.get('enabled', False):
-        if len(emc_conf.get('producers', [])) < 1:
-            raise OperationalException("You must specify at least 1 Producer to connect to.")
-
-        producer_names = [p['name'] for p in emc_conf.get('producers', [])]
-        duplicates = [item for item, count in Counter(producer_names).items() if count > 1]
-        if duplicates:
-            raise OperationalException(
-                f"Producer names must be unique. Duplicate: {', '.join(duplicates)}")
-        if conf.get('process_only_new_candles', True):
-            # Warning here or require it?
-            logger.warning("To receive best performance with external data, "
-                           "please set `process_only_new_candles` to False")
-
-
 def _strategy_settings(conf: Dict[str, Any]) -> None:

    process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -8,11 +8,11 @@ from pathlib import Path
 from typing import Any, Callable, Dict, List, Optional

 from freqtrade import constants
+from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_file, load_from_files
-from freqtrade.constants import Config
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
@@ -30,10 +30,10 @@ class Configuration:

    def __init__(self, args: Dict[str, Any], runmode: RunMode = None) -> None:
        self.args = args
-        self.config: Optional[Config] = None
+        self.config: Optional[Dict[str, Any]] = None
        self.runmode = runmode

-    def get_config(self) -> Config:
+    def get_config(self) -> Dict[str, Any]:
        """
        Return the config. Use this method to get the bot config
        :return: Dict: Bot config
@@ -65,7 +65,7 @@ class Configuration:
        :return: Configuration dictionary
        """
        # Load all configs
-        config: Config = load_from_files(self.args.get("config", []))
+        config: Dict[str, Any] = load_from_files(self.args.get("config", []))

        # Load environment variables
        env_data = enironment_vars_to_dict()
@@ -97,11 +97,6 @@ class Configuration:

        self._process_analyze_options(config)

-        self._process_freqai_options(config)
-
-        # Import check_exchange here to avoid import cycle problems
-        from freqtrade.exchange.check_exchange import check_exchange
-
        # Check if the exchange set by the user is supported
        check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))

@@ -111,7 +106,7 @@ class Configuration:

        return config

-    def _process_logging_options(self, config: Config) -> None:
+    def _process_logging_options(self, config: Dict[str, Any]) -> None:
        """
        Extract information for sys.argv and load logging configuration:
        the -v/--verbose, --logfile options
@@ -124,7 +119,7 @@ class Configuration:

        setup_logging(config)

-    def _process_trading_options(self, config: Config) -> None:
+    def _process_trading_options(self, config: Dict[str, Any]) -> None:
        if config['runmode'] not in TRADING_MODES:
            return

@@ -134,13 +129,13 @@ class Configuration:
                # Default to in-memory db for dry_run if not specified
                config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
        else:
-            if not config.get('db_url'):
+            if not config.get('db_url', None):
                config['db_url'] = constants.DEFAULT_DB_PROD_URL
            logger.info('Dry run is disabled')

        logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')

-    def _process_common_options(self, config: Config) -> None:
+    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'):
@@ -164,7 +159,7 @@ class Configuration:
        if 'sd_notify' in self.args and self.args['sd_notify']:
            config['internals'].update({'sd_notify': True})

-    def _process_datadir_options(self, config: Config) -> None:
+    def _process_datadir_options(self, config: Dict[str, Any]) -> None:
        """
        Extract information for sys.argv and load directory configurations
        --user-data, --datadir
@@ -187,7 +182,7 @@ class Configuration:
        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'))})
+        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'):
@@ -198,7 +193,7 @@ class Configuration:
            config['exportfilename'] = (config['user_data_dir']
                                        / 'backtest_results')

-    def _process_optimize_options(self, config: Config) -> None:
+    def _process_optimize_options(self, config: Dict[str, Any]) -> None:

        # This will override the strategy configuration
        self._args_to_config(config, argname='timeframe',
@@ -226,7 +221,7 @@ class Configuration:
        if config.get('max_open_trades') == -1:
            config['max_open_trades'] = float('inf')

-        if self.args.get('stake_amount'):
+        if self.args.get('stake_amount', None):
            # Convert explicitly to float to support CLI argument for both unlimited and value
            try:
                self.args['stake_amount'] = float(self.args['stake_amount'])
@@ -305,9 +300,6 @@ class Configuration:
        self._args_to_config(config, argname='spaces',
                             logstring='Parameter -s/--spaces detected: {}')

-        self._args_to_config(config, argname='analyze_per_epoch',
-                             logstring='Parameter --analyze-per-epoch detected.')
-
        self._args_to_config(config, argname='print_all',
                             logstring='Parameter --print-all detected ...')

@@ -383,7 +375,7 @@ class Configuration:
        self._args_to_config(config, argname="hyperopt_ignore_missing_space",
                             logstring="Paramter --ignore-missing-space detected: {}")

-    def _process_plot_options(self, config: Config) -> None:
+    def _process_plot_options(self, config: Dict[str, Any]) -> None:

        self._args_to_config(config, argname='pairs',
                             logstring='Using pairs {}')
@@ -432,10 +424,7 @@ class Configuration:
        self._args_to_config(config, argname='dataformat_trades',
                             logstring='Using "{}" to store trades data.')

-        self._args_to_config(config, argname='show_timerange',
-                             logstring='Detected --show-timerange')
-
-    def _process_data_options(self, config: Config) -> None:
+    def _process_data_options(self, config: Dict[str, Any]) -> None:
        self._args_to_config(config, argname='new_pairs_days',
                             logstring='Detected --new-pairs-days: {}')
        self._args_to_config(config, argname='trading_mode',
@@ -446,7 +435,7 @@ class Configuration:
        self._args_to_config(config, argname='candle_types',
                             logstring='Detected --candle-types: {}')

-    def _process_analyze_options(self, config: Config) -> None:
+    def _process_analyze_options(self, config: Dict[str, Any]) -> None:
        self._args_to_config(config, argname='analysis_groups',
                             logstring='Analysis reason groups: {}')

@@ -459,7 +448,7 @@ class Configuration:
        self._args_to_config(config, argname='indicator_list',
                             logstring='Analysis indicator list: {}')

-    def _process_runmode(self, config: Config) -> None:
+    def _process_runmode(self, config: Dict[str, Any]) -> None:

        self._args_to_config(config, argname='dry_run',
                             logstring='Parameter --dry-run detected, '
@@ -472,17 +461,7 @@ class Configuration:

        config.update({'runmode': self.runmode})

-    def _process_freqai_options(self, config: Config) -> None:
-
-        self._args_to_config(config, argname='freqaimodel',
-                             logstring='Using freqaimodel class name: {}')
-
-        self._args_to_config(config, argname='freqaimodel_path',
-                             logstring='Using freqaimodel path: {}')
-
-        return
-
-    def _args_to_config(self, config: Config, argname: str,
+    def _args_to_config(self, config: Dict[str, Any], argname: str,
                        logstring: str, logfun: Optional[Callable] = None,
                        deprecated_msg: Optional[str] = None) -> None:
        """
@@ -495,7 +474,7 @@ class Configuration:
                        configuration instead of the content)
        """
        if (argname in self.args and self.args[argname] is not None
-                and self.args[argname] is not False):
+           and self.args[argname] is not False):

            config.update({argname: self.args[argname]})
            if logfun:
@@ -505,7 +484,7 @@ class Configuration:
            if deprecated_msg:
                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)

-    def _resolve_pairs_list(self, config: Config) -> None:
+    def _resolve_pairs_list(self, config: Dict[str, Any]) -> None:
        """
        Helper for download script.
        Takes first found:
--- a/freqtrade/configuration/deprecated_settings.py
+++ b/freqtrade/configuration/deprecated_settings.py
@@ -3,16 +3,15 @@ Functions to handle deprecated settings
 """

 import logging
-from typing import Optional
+from typing import Any, Dict, Optional

-from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException


 logger = logging.getLogger(__name__)


-def check_conflicting_settings(config: Config,
+def check_conflicting_settings(config: Dict[str, Any],
                               section_old: Optional[str], name_old: str,
                               section_new: Optional[str], name_new: str) -> None:
    section_new_config = config.get(section_new, {}) if section_new else config
@@ -29,7 +28,7 @@ def check_conflicting_settings(config: Config,
        )


-def process_removed_setting(config: Config,
+def process_removed_setting(config: Dict[str, Any],
                            section1: str, name1: str,
                            section2: Optional[str], name2: str) -> None:
    """
@@ -48,7 +47,7 @@ def process_removed_setting(config: Config,
        )


-def process_deprecated_setting(config: Config,
+def process_deprecated_setting(config: Dict[str, Any],
                               section_old: Optional[str], name_old: str,
                               section_new: Optional[str], name_new: str
                               ) -> None:
@@ -70,7 +69,7 @@ def process_deprecated_setting(config: Config,
        del section_old_config[name_old]


-def process_temporary_deprecated_settings(config: Config) -> None:
+def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:

    # Kept for future deprecated / moved settings
    # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
--- a/freqtrade/configuration/directory_operations.py
+++ b/freqtrade/configuration/directory_operations.py
@@ -1,17 +1,16 @@
 import logging
 import shutil
 from pathlib import Path
-from typing import Optional
+from typing import Any, Dict, Optional

-from freqtrade.constants import (USER_DATA_FILES, USERPATH_FREQAIMODELS, USERPATH_HYPEROPTS,
-                                 USERPATH_NOTEBOOKS, USERPATH_STRATEGIES, Config)
+from freqtrade.constants import USER_DATA_FILES
 from freqtrade.exceptions import OperationalException


 logger = logging.getLogger(__name__)


-def create_datadir(config: Config, datadir: Optional[str] = None) -> Path:
+def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Path:

    folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
    if not datadir:
@@ -50,8 +49,8 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
    :param create_dir: Create directory if it does not exist.
    :return: Path object containing the directory
    """
-    sub_dirs = ["backtest_results", "data", USERPATH_HYPEROPTS, "hyperopt_results", "logs",
-                USERPATH_NOTEBOOKS, "plot", USERPATH_STRATEGIES, USERPATH_FREQAIMODELS]
+    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs",
+                "notebooks", "plot", "strategies", ]
    folder = Path(directory)
    chown_user_directory(folder)
    if not folder.is_dir():
--- a/freqtrade/configuration/load_config.py
+++ b/freqtrade/configuration/load_config.py
@@ -10,7 +10,7 @@ from typing import Any, Dict, List

 import rapidjson

-from freqtrade.constants import MINIMAL_CONFIG, Config
+from freqtrade.constants import MINIMAL_CONFIG
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts

@@ -80,7 +80,7 @@ def load_from_files(files: List[str], base_path: Path = None, level: int = 0) ->
    Recursively load configuration files if specified.
    Sub-files are assumed to be relative to the initial config.
    """
-    config: Config = {}
+    config: Dict[str, Any] = {}
    if level > 5:
        raise OperationalException("Config loop detected.")

--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -3,9 +3,9 @@
 """
 bot constants
 """
-from typing import Any, Dict, List, Literal, Tuple
+from typing import List, Literal, Tuple

-from freqtrade.enums import CandleType, RPCMessageType
+from freqtrade.enums import CandleType


 DEFAULT_CONFIG = 'config.json'
@@ -23,21 +23,19 @@ REQUIRED_ORDERTIF = ['entry', 'exit']
 REQUIRED_ORDERTYPES = ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']
 PRICING_SIDES = ['ask', 'bid', 'same', 'other']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
-_ORDERTIF_POSSIBILITIES = ['GTC', 'FOK', 'IOC', 'PO']
-ORDERTIF_POSSIBILITIES = _ORDERTIF_POSSIBILITIES + [t.lower() for t in _ORDERTIF_POSSIBILITIES]
+ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                         'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                         'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
                         'CalmarHyperOptLoss',
                         'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
                         'ProfitDrawDownHyperOptLoss']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList',
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                       'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                       'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                       'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
-AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
-AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
+AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
 BACKTEST_CACHE_DEFAULT = 'day'
@@ -57,7 +55,6 @@ FTHYPT_FILEVERSION = 'fthypt_fileversion'
 USERPATH_HYPEROPTS = 'hyperopts'
 USERPATH_STRATEGIES = 'strategies'
 USERPATH_NOTEBOOKS = 'notebooks'
-USERPATH_FREQAIMODELS = 'freqaimodels'

 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
@@ -243,8 +240,6 @@ CONF_SCHEMA = {
        },
        'exchange': {'$ref': '#/definitions/exchange'},
        'edge': {'$ref': '#/definitions/edge'},
-        'freqai': {'$ref': '#/definitions/freqai'},
-        'external_message_consumer': {'$ref': '#/definitions/external_message_consumer'},
        'experimental': {
            'type': 'object',
            'properties': {
@@ -282,7 +277,6 @@ CONF_SCHEMA = {
                'enabled': {'type': 'boolean'},
                'token': {'type': 'string'},
                'chat_id': {'type': 'string'},
-                'allow_custom_messages': {'type': 'boolean', 'default': True},
                'balance_dust_level': {'type': 'number', 'minimum': 0.0},
                'notification_settings': {
                    'type': 'object',
@@ -292,12 +286,11 @@ CONF_SCHEMA = {
                        'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                        'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                        'entry': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
-                        'entry_fill': {
-                            'type': 'string',
-                            'enum': TELEGRAM_SETTING_OPTIONS,
-                            'default': 'off'
-                        },
-                        'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, },
+                        'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'entry_fill': {'type': 'string',
+                                       'enum': TELEGRAM_SETTING_OPTIONS,
+                                       'default': 'off'
+                                       },
                        'exit': {
                            'type': ['string', 'object'],
                            'additionalProperties': {
@@ -305,12 +298,12 @@ CONF_SCHEMA = {
                                'enum': TELEGRAM_SETTING_OPTIONS
                            }
                        },
+                        'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                        'exit_fill': {
                            'type': 'string',
                            'enum': TELEGRAM_SETTING_OPTIONS,
                            'default': 'on'
                        },
-                        'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                        'protection_trigger': {
                            'type': 'string',
                            'enum': TELEGRAM_SETTING_OPTIONS,
@@ -319,17 +312,6 @@ CONF_SCHEMA = {
                        'protection_trigger_global': {
                            'type': 'string',
                            'enum': TELEGRAM_SETTING_OPTIONS,
-                            'default': 'on'
-                        },
-                        'show_candle': {
-                            'type': 'string',
-                            'enum': ['off', 'ohlc'],
-                            'default': 'off'
-                        },
-                        'strategy_msg': {
-                            'type': 'string',
-                            'enum': TELEGRAM_SETTING_OPTIONS,
-                            'default': 'on'
                        },
                    }
                },
@@ -345,8 +327,6 @@ CONF_SCHEMA = {
                'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'},
                'retries': {'type': 'integer', 'minimum': 0},
                'retry_delay': {'type': 'number', 'minimum': 0},
-                **dict([(x, {'type': 'object'}) for x in RPCMessageType]),
-                # Below -> Deprecated
                'webhookentry': {'type': 'object'},
                'webhookentrycancel': {'type': 'object'},
                'webhookentryfill': {'type': 'object'},
@@ -409,7 +389,6 @@ CONF_SCHEMA = {
                },
                'username': {'type': 'string'},
                'password': {'type': 'string'},
-                'ws_token': {'type': ['string', 'array'], 'items': {'type': 'string'}},
                'jwt_secret_key': {'type': 'string'},
                'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
                'verbosity': {'type': 'string', 'enum': ['error', 'info']},
@@ -438,7 +417,7 @@ CONF_SCHEMA = {
        },
        'dataformat_trades': {
            'type': 'string',
-            'enum': AVAILABLE_DATAHANDLERS_TRADES,
+            'enum': AVAILABLE_DATAHANDLERS,
            'default': 'jsongz'
        },
        'position_adjustment_enable': {'type': 'boolean'},
@@ -493,105 +472,7 @@ CONF_SCHEMA = {
                'remove_pumps': {'type': 'boolean'}
            },
            'required': ['process_throttle_secs', 'allowed_risk']
-        },
-        'external_message_consumer': {
-            'type': 'object',
-            'properties': {
-                'enabled': {'type': 'boolean', 'default': False},
-                'producers': {
-                    'type': 'array',
-                    'items': {
-                        'type': 'object',
-                        'properties': {
-                            'name': {'type': 'string'},
-                            'host': {'type': 'string'},
-                            'port': {
-                                'type': 'integer',
-                                'default': 8080,
-                                'minimum': 0,
-                                'maximum': 65535
-                            },
-                            'ws_token': {'type': 'string'},
-                        },
-                        'required': ['name', 'host', 'ws_token']
-                    }
-                },
-                'wait_timeout': {'type': 'integer', 'minimum': 0},
-                'sleep_time': {'type': 'integer', 'minimum': 0},
-                'ping_timeout': {'type': 'integer', 'minimum': 0},
-                'remove_entry_exit_signals': {'type': 'boolean', 'default': False},
-                'initial_candle_limit': {
-                    'type': 'integer',
-                    'minimum': 0,
-                    'maximum': 1500,
-                    'default': 1500
-                },
-                'message_size_limit': {  # In megabytes
-                    'type': 'integer',
-                    'minimum': 1,
-                    'maxmium': 20,
-                    'default': 8,
-                }
-            },
-            'required': ['producers']
-        },
-        "freqai": {
-            "type": "object",
-            "properties": {
-                "enabled": {"type": "boolean", "default": False},
-                "keras": {"type": "boolean", "default": False},
-                "write_metrics_to_disk": {"type": "boolean", "default": False},
-                "purge_old_models": {"type": "boolean", "default": True},
-                "conv_width": {"type": "integer", "default": 2},
-                "train_period_days": {"type": "integer", "default": 0},
-                "backtest_period_days": {"type": "number", "default": 7},
-                "identifier": {"type": "string", "default": "example"},
-                "feature_parameters": {
-                    "type": "object",
-                    "properties": {
-                        "include_corr_pairlist": {"type": "array"},
-                        "include_timeframes": {"type": "array"},
-                        "label_period_candles": {"type": "integer"},
-                        "include_shifted_candles": {"type": "integer", "default": 0},
-                        "DI_threshold": {"type": "number", "default": 0},
-                        "weight_factor": {"type": "number", "default": 0},
-                        "principal_component_analysis": {"type": "boolean", "default": False},
-                        "use_SVM_to_remove_outliers": {"type": "boolean", "default": False},
-                        "plot_feature_importances": {"type": "integer", "default": 0},
-                        "svm_params": {"type": "object",
-                                       "properties": {
-                                           "shuffle": {"type": "boolean", "default": False},
-                                           "nu": {"type": "number", "default": 0.1}
-                                           },
-                                       }
-                    },
-                    "required": ["include_timeframes", "include_corr_pairlist", ]
-                },
-                "data_split_parameters": {
-                    "type": "object",
-                    "properties": {
-                        "test_size": {"type": "number"},
-                        "random_state": {"type": "integer"},
-                        "shuffle": {"type": "boolean", "default": False}
-                    },
-                },
-                "model_training_parameters": {
-                    "type": "object",
-                    "properties": {
-                        "n_estimators": {"type": "integer", "default": 1000}
-                    },
-                },
-            },
-            "required": [
-                "enabled",
-                "train_period_days",
-                "backtest_period_days",
-                "identifier",
-                "feature_parameters",
-                "data_split_parameters",
-                "model_training_parameters"
-                ]
-        },
+        }
    },
 }

@@ -657,7 +538,3 @@ TradeList = List[List]
 LongShort = Literal['long', 'short']
 EntryExit = Literal['entry', 'exit']
 BuySell = Literal['buy', 'sell']
-MakerTaker = Literal['maker', 'taker']
-BidAsk = Literal['bid', 'ask']
-
-Config = Dict[str, Any]
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -284,7 +284,7 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                df['enter_tag'] = df['buy_tag']
                df = df.drop(['buy_tag'], axis=1)
            if 'orders' not in df.columns:
-                df['orders'] = None
+                df.loc[:, 'orders'] = None

    else:
        # old format - only with lists.
@@ -341,9 +341,9 @@ def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
    """
    df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
    if len(df) > 0:
-        df['close_date'] = pd.to_datetime(df['close_date'], utc=True)
-        df['open_date'] = pd.to_datetime(df['open_date'], utc=True)
-        df['close_rate'] = df['close_rate'].astype('float64')
+        df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
+        df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
+        df.loc[:, 'close_rate'] = df['close_rate'].astype('float64')
    return df


--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -5,12 +5,12 @@ import itertools
 import logging
 from datetime import datetime, timezone
 from operator import itemgetter
-from typing import Dict, List
+from typing import Any, Dict, List

 import pandas as pd
 from pandas import DataFrame, to_datetime

-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, Config, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 from freqtrade.enums import CandleType


@@ -47,7 +47,8 @@ def ohlcv_to_dataframe(ohlcv: list, timeframe: str, pair: str, *,


 def clean_ohlcv_dataframe(data: DataFrame, timeframe: str, pair: str, *,
-                          fill_missing: bool, drop_incomplete: bool) -> DataFrame:
+                          fill_missing: bool = True,
+                          drop_incomplete: bool = True) -> DataFrame:
    """
    Cleanse a OHLCV dataframe by
      * Grouping it by date (removes duplicate tics)
@@ -236,7 +237,7 @@ def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
    return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]


-def convert_trades_format(config: Config, convert_from: str, convert_to: str, erase: bool):
+def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
    """
    Convert trades from one format to another format.
    :param config: Config dictionary
@@ -262,7 +263,7 @@ def convert_trades_format(config: Config, convert_from: str, convert_to: str, er


 def convert_ohlcv_format(
-    config: Config,
+    config: Dict[str, Any],
    convert_from: str,
    convert_to: str,
    erase: bool,
@@ -291,7 +292,6 @@ def convert_ohlcv_format(
                timeframe,
                candle_type=candle_type
            ))
-        config['pairs'] = sorted(set(config['pairs']))
    logger.info(f"Converting candle (OHLCV) data for {config['pairs']}")

    for timeframe in timeframes:
@@ -302,7 +302,7 @@ def convert_ohlcv_format(
                                  drop_incomplete=False,
                                  startup_candles=0,
                                  candle_type=candle_type)
-            logger.info(f"Converting {len(data)} {timeframe} {candle_type} candles for {pair}")
+            logger.info(f"Converting {len(data)} {candle_type} candles for {pair}")
            if len(data) > 0:
                trg.ohlcv_store(
                    pair=pair,
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -5,20 +5,17 @@ including ticker and orderbook data, live and historical candle (OHLCV) data
 Common Interface for bot and strategy to access data.
 """
 import logging
-from collections import deque
 from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional, Tuple

 from pandas import DataFrame

 from freqtrade.configuration import TimeRange
-from freqtrade.constants import Config, ListPairsWithTimeframes, PairWithTimeframe
+from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
-from freqtrade.enums import CandleType, RPCMessageType, RunMode
+from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_seconds
-from freqtrade.rpc import RPCManager
-from freqtrade.util import PeriodicCache


 logger = logging.getLogger(__name__)
@@ -29,33 +26,13 @@ MAX_DATAFRAME_CANDLES = 1000

 class DataProvider:

-    def __init__(
-        self,
-        config: Config,
-        exchange: Optional[Exchange],
-        pairlists=None,
-        rpc: Optional[RPCManager] = None
-    ) -> None:
+    def __init__(self, config: dict, exchange: Optional[Exchange], pairlists=None) -> None:
        self._config = config
        self._exchange = exchange
        self._pairlists = pairlists
-        self.__rpc = rpc
        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
        self.__slice_index: Optional[int] = None
        self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
-        self.__producer_pairs_df: Dict[str,
-                                       Dict[PairWithTimeframe, Tuple[DataFrame, datetime]]] = {}
-        self.__producer_pairs: Dict[str, List[str]] = {}
-        self._msg_queue: deque = deque()
-
-        self._default_candle_type = self._config.get('candle_type_def', CandleType.SPOT)
-        self._default_timeframe = self._config.get('timeframe', '1h')
-
-        self.__msg_cache = PeriodicCache(
-            maxsize=1000, ttl=timeframe_to_seconds(self._default_timeframe))
-
-        self.producers = self._config.get('external_message_consumer', {}).get('producers', [])
-        self.external_data_enabled = len(self.producers) > 0

    def _set_dataframe_max_index(self, limit_index: int):
        """
@@ -80,110 +57,9 @@ class DataProvider:
        :param dataframe: analyzed dataframe
        :param candle_type: Any of the enum CandleType (must match trading mode!)
        """
-        pair_key = (pair, timeframe, candle_type)
-        self.__cached_pairs[pair_key] = (
+        self.__cached_pairs[(pair, timeframe, candle_type)] = (
            dataframe, datetime.now(timezone.utc))

-    # For multiple producers we will want to merge the pairlists instead of overwriting
-    def _set_producer_pairs(self, pairlist: List[str], producer_name: str = "default"):
-        """
-        Set the pairs received to later be used.
-
-        :param pairlist: List of pairs
-        """
-        self.__producer_pairs[producer_name] = pairlist
-
-    def get_producer_pairs(self, producer_name: str = "default") -> List[str]:
-        """
-        Get the pairs cached from the producer
-
-        :returns: List of pairs
-        """
-        return self.__producer_pairs.get(producer_name, []).copy()
-
-    def _emit_df(
-        self,
-        pair_key: PairWithTimeframe,
-        dataframe: DataFrame
-    ) -> None:
-        """
-        Send this dataframe as an ANALYZED_DF message to RPC
-
-        :param pair_key: PairWithTimeframe tuple
-        :param data: Tuple containing the DataFrame and the datetime it was cached
-        """
-        if self.__rpc:
-            self.__rpc.send_msg(
-                {
-                    'type': RPCMessageType.ANALYZED_DF,
-                    'data': {
-                        'key': pair_key,
-                        'df': dataframe,
-                        'la': datetime.now(timezone.utc)
-                    }
-                }
-            )
-
-    def _add_external_df(
-        self,
-        pair: str,
-        dataframe: DataFrame,
-        last_analyzed: datetime,
-        timeframe: str,
-        candle_type: CandleType,
-        producer_name: str = "default"
-    ) -> None:
-        """
-        Add the pair data to this class from an external source.
-
-        :param pair: pair to get the data for
-        :param timeframe: Timeframe to get data for
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        """
-        pair_key = (pair, timeframe, candle_type)
-
-        if producer_name not in self.__producer_pairs_df:
-            self.__producer_pairs_df[producer_name] = {}
-
-        _last_analyzed = datetime.now(timezone.utc) if not last_analyzed else last_analyzed
-
-        self.__producer_pairs_df[producer_name][pair_key] = (dataframe, _last_analyzed)
-        logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
-
-    def get_producer_df(
-        self,
-        pair: str,
-        timeframe: Optional[str] = None,
-        candle_type: Optional[CandleType] = None,
-        producer_name: str = "default"
-    ) -> Tuple[DataFrame, datetime]:
-        """
-        Get the pair data from producers.
-
-        :param pair: pair to get the data for
-        :param timeframe: Timeframe to get data for
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :returns: Tuple of the DataFrame and last analyzed timestamp
-        """
-        _timeframe = self._default_timeframe if not timeframe else timeframe
-        _candle_type = self._default_candle_type if not candle_type else candle_type
-
-        pair_key = (pair, _timeframe, _candle_type)
-
-        # If we have no data from this Producer yet
-        if producer_name not in self.__producer_pairs_df:
-            # We don't have this data yet, return empty DataFrame and datetime (01-01-1970)
-            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
-
-        # If we do have data from that Producer, but no data on this pair_key
-        if pair_key not in self.__producer_pairs_df[producer_name]:
-            # We don't have this data yet, return empty DataFrame and datetime (01-01-1970)
-            return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))
-
-        # We have it, return this data
-        df, la = self.__producer_pairs_df[producer_name][pair_key]
-        return (df.copy(), la)
-
    def add_pairlisthandler(self, pairlists) -> None:
        """
        Allow adding pairlisthandler after initialization
@@ -204,16 +80,14 @@ class DataProvider:
        """
        _candle_type = CandleType.from_string(
            candle_type) if candle_type != '' else self._config['candle_type_def']
-        saved_pair: PairWithTimeframe = (pair, str(timeframe), _candle_type)
+        saved_pair = (pair, str(timeframe), _candle_type)
        if saved_pair not in self.__cached_pairs_backtesting:
            timerange = TimeRange.parse_timerange(None if self._config.get(
                'timerange') is None else str(self._config.get('timerange')))
-
-            # It is not necessary to add the training candles, as they
-            # were already added at the beginning of the backtest.
-            startup_candles = self.get_required_startup(str(timeframe), False)
-            tf_seconds = timeframe_to_seconds(str(timeframe))
-            timerange.subtract_start(tf_seconds * startup_candles)
+            # Move informative start time respecting startup_candle_count
+            timerange.subtract_start(
+                timeframe_to_seconds(str(timeframe)) * self._config.get('startup_candle_count', 0)
+            )
            self.__cached_pairs_backtesting[saved_pair] = load_pair_history(
                pair=pair,
                timeframe=timeframe or self._config['timeframe'],
@@ -225,23 +99,6 @@ class DataProvider:
            )
        return self.__cached_pairs_backtesting[saved_pair].copy()

-    def get_required_startup(self, timeframe: str, add_train_candles: bool = True) -> int:
-        freqai_config = self._config.get('freqai', {})
-        if not freqai_config.get('enabled', False):
-            return self._config.get('startup_candle_count', 0)
-        else:
-            startup_candles = self._config.get('startup_candle_count', 0)
-            indicator_periods = freqai_config['feature_parameters']['indicator_periods_candles']
-            # make sure the startupcandles is at least the set maximum indicator periods
-            self._config['startup_candle_count'] = max(startup_candles, max(indicator_periods))
-            tf_seconds = timeframe_to_seconds(timeframe)
-            train_candles = 0
-            if add_train_candles:
-                train_candles = freqai_config['train_period_days'] * 86400 / tf_seconds
-            total_candles = int(self._config['startup_candle_count'] + train_candles)
-            logger.info(f'Increasing startup_candle_count for freqai to {total_candles}')
-            return total_candles
-
    def get_pair_dataframe(
        self,
        pair: str,
@@ -318,9 +175,7 @@ class DataProvider:
        Clear pair dataframe cache.
        """
        self.__cached_pairs = {}
-        # Don't reset backtesting pairs -
-        # otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
-        # self.__cached_pairs_backtesting = {}
+        self.__cached_pairs_backtesting = {}
        self.__slice_index = 0

    # Exchange functions
@@ -410,20 +265,3 @@ class DataProvider:
        if self._exchange is None:
            raise OperationalException(NO_EXCHANGE_EXCEPTION)
        return self._exchange.fetch_l2_order_book(pair, maximum)
-
-    def send_msg(self, message: str, *, always_send: bool = False) -> None:
-        """
-        Send custom RPC Notifications from your bot.
-        Will not send any bot in modes other than Dry-run or Live.
-        :param message: Message to be sent. Must be below 4096.
-        :param always_send: If False, will send the message only once per candle, and surpress
-                            identical messages.
-                            Careful as this can end up spaming your chat.
-                            Defaults to False
-        """
-        if self.runmode not in (RunMode.DRY_RUN, RunMode.LIVE):
-            return
-
-        if always_send or message not in self.__msg_cache:
-            self._msg_queue.append(message)
-        self.__msg_cache[message] = True
--- a/freqtrade/data/history/featherdatahandler.py
+++ b/freqtrade/data/history/featherdatahandler.py
@@ -1,130 +0,0 @@
-import logging
-from typing import Optional
-
-from pandas import DataFrame, read_feather, to_datetime
-
-from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
-from freqtrade.enums import CandleType
-
-from .idatahandler import IDataHandler
-
-
-logger = logging.getLogger(__name__)
-
-
-class FeatherDataHandler(IDataHandler):
-
-    _columns = DEFAULT_DATAFRAME_COLUMNS
-
-    def ohlcv_store(
-            self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType) -> None:
-        """
-        Store data in json format "values".
-            format looks as follows:
-            [[<date>,<open>,<high>,<low>,<close>]]
-        :param pair: Pair - used to generate filename
-        :param timeframe: Timeframe - used to generate filename
-        :param data: Dataframe containing OHLCV data
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: None
-        """
-        filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
-        self.create_dir_if_needed(filename)
-
-        data.reset_index(drop=True).loc[:, self._columns].to_feather(
-            filename, compression_level=9, compression='lz4')
-
-    def _ohlcv_load(self, pair: str, timeframe: str,
-                    timerange: Optional[TimeRange], candle_type: CandleType
-                    ) -> 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.
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: DataFrame with ohlcv data, or empty DataFrame
-        """
-        filename = self._pair_data_filename(
-            self._datadir, pair, timeframe, candle_type=candle_type)
-        if not filename.exists():
-            # Fallback mode for 1M files
-            filename = self._pair_data_filename(
-                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
-            if not filename.exists():
-                return DataFrame(columns=self._columns)
-
-        pairdata = read_feather(filename)
-        pairdata.columns = self._columns
-        pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
-                                          'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata['date'] = to_datetime(pairdata['date'],
-                                       unit='ms',
-                                       utc=True,
-                                       infer_datetime_format=True)
-        return pairdata
-
-    def ohlcv_append(
-        self,
-        pair: str,
-        timeframe: str,
-        data: DataFrame,
-        candle_type: CandleType
-    ) -> None:
-        """
-        Append data to existing data structures
-        :param pair: Pair
-        :param timeframe: Timeframe this ohlcv data is for
-        :param data: Data to append.
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        """
-        raise NotImplementedError()
-
-    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
-        """
-        # filename = self._pair_trades_filename(self._datadir, pair)
-
-        raise NotImplementedError()
-        # array = pa.array(data)
-        # array
-        # feather.write_feather(data, filename)
-
-    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 file, either .json.gz or .json
-        # TODO: respect timerange ...
-        :param pair: Load trades for this pair
-        :param timerange: Timerange to load trades for - currently not implemented
-        :return: List of trades
-        """
-        raise NotImplementedError()
-        # filename = self._pair_trades_filename(self._datadir, pair)
-        # tradesdata = misc.file_load_json(filename)
-
-        # if not tradesdata:
-        #     return []
-
-        # return tradesdata
-
-    @classmethod
-    def _get_file_extension(cls):
-        return "feather"
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -1,12 +1,15 @@
 import logging
-from typing import Optional
+import re
+from pathlib import Path
+from typing import List, Optional

 import numpy as np
 import pandas as pd

 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
-from freqtrade.enums import CandleType
+from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS,
+                                 ListPairsWithTimeframes, TradeList)
+from freqtrade.enums import CandleType, TradingMode

 from .idatahandler import IDataHandler

@@ -18,6 +21,49 @@ class HDF5DataHandler(IDataHandler):

    _columns = DEFAULT_DATAFRAME_COLUMNS

+    @classmethod
+    def ohlcv_get_available_data(
+            cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
+        :return: List of Tuples of (pair, timeframe)
+        """
+        if trading_mode == TradingMode.FUTURES:
+            datadir = datadir.joinpath('futures')
+        _tmp = [
+            re.search(
+                cls._OHLCV_REGEX, p.name
+            ) for p in datadir.glob("*.h5")
+        ]
+        return [
+            (
+                cls.rebuild_pair_from_filename(match[1]),
+                cls.rebuild_timeframe_from_filename(match[2]),
+                CandleType.from_string(match[3])
+            ) for match in _tmp if match and len(match.groups()) > 1]
+
+    @classmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> 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
+        :param candle_type: Any of the enum CandleType (must match trading mode!)
+        :return: List of Pairs
+        """
+        candle = ""
+        if candle_type != CandleType.SPOT:
+            datadir = datadir.joinpath('futures')
+            candle = f"-{candle_type}"
+
+        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + '.h5)', p.name)
+                for p in datadir.glob(f"*{timeframe}{candle}.h5")]
+        # Check if regex found something and only return these results
+        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
+
    def ohlcv_store(
            self, pair: str, timeframe: str, data: pd.DataFrame, candle_type: CandleType) -> None:
        """
@@ -81,7 +127,6 @@ class HDF5DataHandler(IDataHandler):
            raise ValueError("Wrong dataframe format")
        pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                          'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata = pairdata.reset_index(drop=True)
        return pairdata

    def ohlcv_append(
@@ -100,6 +145,18 @@ class HDF5DataHandler(IDataHandler):
        """
        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 [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
+
    def trades_store(self, pair: str, data: TradeList) -> None:
        """
        Store trades data (list of Dicts) to file
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -26,7 +26,7 @@ def load_pair_history(pair: str,
                      datadir: Path, *,
                      timerange: Optional[TimeRange] = None,
                      fill_up_missing: bool = True,
-                      drop_incomplete: bool = False,
+                      drop_incomplete: bool = True,
                      startup_candles: int = 0,
                      data_format: str = None,
                      data_handler: IDataHandler = None,
@@ -56,7 +56,7 @@ def load_pair_history(pair: str,
                                   fill_missing=fill_up_missing,
                                   drop_incomplete=drop_incomplete,
                                   startup_candles=startup_candles,
-                                   candle_type=candle_type,
+                                   candle_type=candle_type
                                   )


@@ -97,15 +97,14 @@ def load_data(datadir: Path,
                                 fill_up_missing=fill_up_missing,
                                 startup_candles=startup_candles,
                                 data_handler=data_handler,
-                                 candle_type=candle_type,
+                                 candle_type=candle_type
                                 )
        if not hist.empty:
            result[pair] = hist
        else:
            if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
                logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
-            elif candle_type not in (CandleType.SPOT, CandleType.FUTURES):
-                result[pair] = DataFrame(columns=["date", "open", "close", "high", "low", "volume"])
+                result[pair] = DataFrame(columns=["open", "close", "high", "low", "volume"])

    if fail_without_data and not result:
        raise OperationalException("No data found. Terminating.")
@@ -228,9 +227,9 @@ def _download_pair_history(pair: str, *,
                    )

        logger.debug("Current Start: %s",
-                     f"{data.iloc[0]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
+                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
        logger.debug("Current End: %s",
-                     f"{data.iloc[-1]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
+                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')

        # Default since_ms to 30 days if nothing is given
        new_data = exchange.get_historic_ohlcv(pair=pair,
@@ -254,9 +253,9 @@ def _download_pair_history(pair: str, *,
                                         fill_missing=False, drop_incomplete=False)

        logger.debug("New  Start: %s",
-                     f"{data.iloc[0]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
+                     f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
        logger.debug("New End: %s",
-                     f"{data.iloc[-1]['date']:DATETIME_PRINT_FORMAT}" if not data.empty else 'None')
+                     f"{data.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')

        data_handler.ohlcv_store(pair, timeframe, data=data, candle_type=candle_type)
        return True
@@ -302,8 +301,8 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
        if trading_mode == 'futures':
            # Predefined candletype (and timeframe) depending on exchange
            # Downloads what is necessary to backtest based on futures data.
-            tf_mark = exchange.get_option('mark_ohlcv_timeframe')
-            fr_candle_type = CandleType.from_string(exchange.get_option('mark_ohlcv_price'))
+            tf_mark = exchange._ft_has['mark_ohlcv_timeframe']
+            fr_candle_type = CandleType.from_string(exchange._ft_has['mark_ohlcv_price'])
            # All exchanges need FundingRate for futures trading.
            # The timeframe is aligned to the mark-price timeframe.
            for funding_candle_type in (CandleType.FUNDING_RATE, fr_candle_type):
@@ -330,12 +329,13 @@ def _download_trades_history(exchange: Exchange,
    try:

        until = None
-        since = 0
        if timerange:
            if timerange.starttype == 'date':
                since = timerange.startts * 1000
            if timerange.stoptype == 'date':
                until = timerange.stopts * 1000
+        else:
+            since = arrow.utcnow().shift(days=-new_pairs_days).int_timestamp * 1000

        trades = data_handler.trades_load(pair)

@@ -348,9 +348,6 @@ def _download_trades_history(exchange: Exchange,
            logger.info(f"Start earlier than available data. Redownloading trades for {pair}...")
            trades = []

-        if not since:
-            since = arrow.utcnow().shift(days=-new_pairs_days).int_timestamp * 1000
-
        from_id = trades[-1][1] if trades else None
        if trades and since < trades[-1][0]:
            # Reset since to the last available point
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -9,7 +9,7 @@ from abc import ABC, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import List, Optional, Tuple, Type
+from typing import List, Optional, Type

 from pandas import DataFrame

@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)

 class IDataHandler(ABC):

-    _OHLCV_REGEX = r'^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
+    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'

    def __init__(self, datadir: Path) -> None:
        self._datadir = datadir
@@ -39,28 +39,18 @@ class IDataHandler(ABC):
        raise NotImplementedError()

    @classmethod
+    @abstractmethod
    def ohlcv_get_available_data(
            cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
        """
        Returns a list of all pairs with ohlcv data available in this datadir
        :param datadir: Directory to search for ohlcv files
        :param trading_mode: trading-mode to be used
-        :return: List of Tuples of (pair, timeframe, CandleType)
+        :return: List of Tuples of (pair, timeframe)
        """
-        if trading_mode == TradingMode.FUTURES:
-            datadir = datadir.joinpath('futures')
-        _tmp = [
-            re.search(
-                cls._OHLCV_REGEX, p.name
-            ) for p in datadir.glob(f"*.{cls._get_file_extension()}")]
-        return [
-            (
-                cls.rebuild_pair_from_filename(match[1]),
-                cls.rebuild_timeframe_from_filename(match[2]),
-                CandleType.from_string(match[3])
-            ) for match in _tmp if match and len(match.groups()) > 1]

    @classmethod
+    @abstractmethod
    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
        """
        Returns a list of all pairs with ohlcv data available in this datadir
@@ -70,15 +60,6 @@ class IDataHandler(ABC):
        :param candle_type: Any of the enum CandleType (must match trading mode!)
        :return: List of Pairs
        """
-        candle = ""
-        if candle_type != CandleType.SPOT:
-            datadir = datadir.joinpath('futures')
-            candle = f"-{candle_type}"
-        ext = cls._get_file_extension()
-        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + f'.{ext})', p.name)
-                for p in datadir.glob(f"*{timeframe}{candle}.{ext}")]
-        # Check if regex found something and only return these results
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]

    @abstractmethod
    def ohlcv_store(
@@ -92,18 +73,6 @@ class IDataHandler(ABC):
        :return: None
        """

-    def ohlcv_data_min_max(self, pair: str, timeframe: str,
-                           candle_type: CandleType) -> Tuple[datetime, datetime]:
-        """
-        Returns the min and max timestamp for the given pair and timeframe.
-        :param pair: Pair to get min/max for
-        :param timeframe: Timeframe to get min/max for
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: (min, max)
-        """
-        data = self._ohlcv_load(pair, timeframe, None, candle_type)
-        return data.iloc[0]['date'].to_pydatetime(), data.iloc[-1]['date'].to_pydatetime()
-
    @abstractmethod
    def _ohlcv_load(self, pair: str, timeframe: str, timerange: Optional[TimeRange],
                    candle_type: CandleType
@@ -152,17 +121,13 @@ class IDataHandler(ABC):
        """

    @classmethod
+    @abstractmethod
    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
        """
-        _ext = cls._get_file_extension()
-        _tmp = [re.search(r'^(\S+)(?=\-trades.' + _ext + ')', p.name)
-                for p in datadir.glob(f"*trades.{_ext}")]
-        # Check if regex found something and only return these results to avoid exceptions.
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]

    @abstractmethod
    def trades_store(self, pair: str, data: TradeList) -> None:
@@ -267,15 +232,15 @@ class IDataHandler(ABC):
        Rebuild pair name from filename
        Assumes a asset name of max. 7 length to also support BTC-PERP and BTC-PERP:USD names.
        """
-        res = re.sub(r'^(([A-Za-z\d]{1,10})|^([A-Za-z\-]{1,6}))(_)', r'\g<1>/', pair, 1)
+        res = re.sub(r'^(([A-Za-z]{1,10})|^([A-Za-z\-]{1,6}))(_)', r'\g<1>/', pair, 1)
        res = re.sub('_', ':', res, 1)
        return res

    def ohlcv_load(self, pair, timeframe: str,
-                   candle_type: CandleType, *,
+                   candle_type: CandleType,
                   timerange: Optional[TimeRange] = None,
                   fill_missing: bool = True,
-                   drop_incomplete: bool = False,
+                   drop_incomplete: bool = True,
                   startup_candles: int = 0,
                   warn_no_data: bool = True,
                   ) -> DataFrame:
@@ -303,7 +268,7 @@ class IDataHandler(ABC):
            timerange=timerange_startup,
            candle_type=candle_type
        )
-        if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data, True):
+        if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
            return pairdf
        else:
            enddate = pairdf.iloc[-1]['date']
@@ -323,9 +288,8 @@ class IDataHandler(ABC):
            self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data)
            return pairdf

-    def _check_empty_df(
-            self, pairdf: DataFrame, pair: str, timeframe: str, candle_type: CandleType,
-            warn_no_data: bool, warn_price: bool = False) -> bool:
+    def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str,
+                        candle_type: CandleType, warn_no_data: bool):
        """
        Warn on empty dataframe
        """
@@ -336,20 +300,6 @@ class IDataHandler(ABC):
                    "Use `freqtrade download-data` to download the data"
                )
            return True
-        elif warn_price:
-            candle_price_gap = 0
-            if (candle_type in (CandleType.SPOT, CandleType.FUTURES) and
-                    not pairdf.empty
-                    and 'close' in pairdf.columns and 'open' in pairdf.columns):
-                # Detect gaps between prior close and open
-                gaps = ((pairdf['open'] - pairdf['close'].shift(1)) / pairdf['close'].shift(1))
-                gaps = gaps.dropna()
-                if len(gaps):
-                    candle_price_gap = max(abs(gaps))
-            if candle_price_gap > 0.1:
-                logger.info(f"Price jump in {pair}, {timeframe}, {candle_type} between two candles "
-                            f"of {candle_price_gap:.2%} detected.")
-
        return False

    def _validate_pairdata(self, pair, pairdata: DataFrame, timeframe: str,
@@ -390,12 +340,6 @@ def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
    elif datatype == 'hdf5':
        from .hdf5datahandler import HDF5DataHandler
        return HDF5DataHandler
-    elif datatype == 'feather':
-        from .featherdatahandler import FeatherDataHandler
-        return FeatherDataHandler
-    elif datatype == 'parquet':
-        from .parquetdatahandler import ParquetDataHandler
-        return ParquetDataHandler
    else:
        raise ValueError(f"No datahandler for datatype {datatype} available.")

--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -1,14 +1,16 @@
 import logging
-from typing import Optional
+import re
+from pathlib import Path
+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, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, ListPairsWithTimeframes, TradeList
 from freqtrade.data.converter import trades_dict_to_list
-from freqtrade.enums import CandleType
+from freqtrade.enums import CandleType, TradingMode

 from .idatahandler import IDataHandler

@@ -21,6 +23,48 @@ class JsonDataHandler(IDataHandler):
    _use_zip = False
    _columns = DEFAULT_DATAFRAME_COLUMNS

+    @classmethod
+    def ohlcv_get_available_data(
+            cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
+        :return: List of Tuples of (pair, timeframe)
+        """
+        if trading_mode == 'futures':
+            datadir = datadir.joinpath('futures')
+        _tmp = [
+            re.search(
+                cls._OHLCV_REGEX, p.name
+            ) for p in datadir.glob(f"*.{cls._get_file_extension()}")]
+        return [
+            (
+                cls.rebuild_pair_from_filename(match[1]),
+                cls.rebuild_timeframe_from_filename(match[2]),
+                CandleType.from_string(match[3])
+            ) for match in _tmp if match and len(match.groups()) > 1]
+
+    @classmethod
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> 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
+        :param candle_type: Any of the enum CandleType (must match trading mode!)
+        :return: List of Pairs
+        """
+        candle = ""
+        if candle_type != CandleType.SPOT:
+            datadir = datadir.joinpath('futures')
+            candle = f"-{candle_type}"
+
+        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + '.json)', p.name)
+                for p in datadir.glob(f"*{timeframe}{candle}.{cls._get_file_extension()}")]
+        # Check if regex found something and only return these results
+        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
+
    def ohlcv_store(
            self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType) -> None:
        """
@@ -97,6 +141,18 @@ class JsonDataHandler(IDataHandler):
        """
        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.json)', p.name)
+                for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
+        # Check if regex found something and only return these results to avoid exceptions.
+        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
+
    def trades_store(self, pair: str, data: TradeList) -> None:
        """
        Store trades data (list of Dicts) to file
--- a/freqtrade/data/history/parquetdatahandler.py
+++ b/freqtrade/data/history/parquetdatahandler.py
@@ -1,129 +0,0 @@
-import logging
-from typing import Optional
-
-from pandas import DataFrame, read_parquet, to_datetime
-
-from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
-from freqtrade.enums import CandleType
-
-from .idatahandler import IDataHandler
-
-
-logger = logging.getLogger(__name__)
-
-
-class ParquetDataHandler(IDataHandler):
-
-    _columns = DEFAULT_DATAFRAME_COLUMNS
-
-    def ohlcv_store(
-            self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType) -> None:
-        """
-        Store data in json format "values".
-            format looks as follows:
-            [[<date>,<open>,<high>,<low>,<close>]]
-        :param pair: Pair - used to generate filename
-        :param timeframe: Timeframe - used to generate filename
-        :param data: Dataframe containing OHLCV data
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: None
-        """
-        filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type)
-        self.create_dir_if_needed(filename)
-
-        data.reset_index(drop=True).loc[:, self._columns].to_parquet(filename)
-
-    def _ohlcv_load(self, pair: str, timeframe: str,
-                    timerange: Optional[TimeRange], candle_type: CandleType
-                    ) -> 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.
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: DataFrame with ohlcv data, or empty DataFrame
-        """
-        filename = self._pair_data_filename(
-            self._datadir, pair, timeframe, candle_type=candle_type)
-        if not filename.exists():
-            # Fallback mode for 1M files
-            filename = self._pair_data_filename(
-                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
-            if not filename.exists():
-                return DataFrame(columns=self._columns)
-
-        pairdata = read_parquet(filename)
-        pairdata.columns = self._columns
-        pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
-                                          'low': 'float', 'close': 'float', 'volume': 'float'})
-        pairdata['date'] = to_datetime(pairdata['date'],
-                                       unit='ms',
-                                       utc=True,
-                                       infer_datetime_format=True)
-        return pairdata
-
-    def ohlcv_append(
-        self,
-        pair: str,
-        timeframe: str,
-        data: DataFrame,
-        candle_type: CandleType
-    ) -> None:
-        """
-        Append data to existing data structures
-        :param pair: Pair
-        :param timeframe: Timeframe this ohlcv data is for
-        :param data: Data to append.
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        """
-        raise NotImplementedError()
-
-    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
-        """
-        # filename = self._pair_trades_filename(self._datadir, pair)
-
-        raise NotImplementedError()
-        # array = pa.array(data)
-        # array
-        # feather.write_feather(data, filename)
-
-    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 file, either .json.gz or .json
-        # TODO: respect timerange ...
-        :param pair: Load trades for this pair
-        :param timerange: Timerange to load trades for - currently not implemented
-        :return: List of trades
-        """
-        raise NotImplementedError()
-        # filename = self._pair_trades_filename(self._datadir, pair)
-        # tradesdata = misc.file_load_json(filename)
-
-        # if not tradesdata:
-        #     return []
-
-        # return tradesdata
-
-    @classmethod
-    def _get_file_extension(cls):
-        return "parquet"
--- a/freqtrade/edge/edge_positioning.py
+++ b/freqtrade/edge/edge_positioning.py
@@ -11,11 +11,11 @@ import utils_find_1st as utf1st
 from pandas import DataFrame

 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT, Config
+from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.enums import CandleType, ExitType, RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import timeframe_to_seconds
+from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.strategy.interface import IStrategy

@@ -42,9 +42,10 @@ class Edge:
    Author: https://github.com/mishaker
    """

+    config: Dict = {}
    _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs

-    def __init__(self, config: Config, exchange, strategy) -> None:
+    def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:

        self.config = config
        self.exchange = exchange
--- a/freqtrade/enums/init.py
+++ b/freqtrade/enums/init.py
@@ -3,10 +3,9 @@ from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.candletype import CandleType
 from freqtrade.enums.exitchecktuple import ExitCheckTuple
 from freqtrade.enums.exittype import ExitType
-from freqtrade.enums.hyperoptstate import HyperoptState
 from freqtrade.enums.marginmode import MarginMode
 from freqtrade.enums.ordertypevalue import OrderTypeValues
-from freqtrade.enums.rpcmessagetype import RPCMessageType, RPCRequestType
+from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
 from freqtrade.enums.state import State
--- a/freqtrade/enums/exittype.py
+++ b/freqtrade/enums/exittype.py
@@ -9,12 +9,10 @@ class ExitType(Enum):
    STOP_LOSS = "stop_loss"
    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
    TRAILING_STOP_LOSS = "trailing_stop_loss"
-    LIQUIDATION = "liquidation"
    EXIT_SIGNAL = "exit_signal"
    FORCE_EXIT = "force_exit"
    EMERGENCY_EXIT = "emergency_exit"
    CUSTOM_EXIT = "custom_exit"
-    PARTIAL_EXIT = "partial_exit"
    NONE = ""

    def __str__(self):
--- a/freqtrade/enums/hyperoptstate.py
+++ b/freqtrade/enums/hyperoptstate.py
@@ -1,12 +0,0 @@
-from enum import Enum
-
-
-class HyperoptState(Enum):
-    """ Hyperopt states """
-    STARTUP = 1
-    DATALOAD = 2
-    INDICATORS = 3
-    OPTIMIZE = 4
-
-    def __str__(self):
-        return f"{self.name.lower()}"
--- a/Show More
+++ b/Show More