Merge pull request #7560 from smarmau/patch-2

Update freqai-spice-rack.md

.devcontainer/devcontainer.json

@@ -11,14 +11,12 @@
     "mounts": [
         "source=freqtrade-bashhistory,target=/home/ftuser/commandhistory,type=volume"
     ],
-    "workspaceMount": "source=${localWorkspaceFolder},target=/workspaces/freqtrade,type=bind,consistency=cached",
     // Uncomment to connect as a non-root user if you've added one. See https://aka.ms/vscode-remote/containers/non-root.
     "remoteUser": "ftuser",
 
-    "onCreateCommand": "pip install --user -e .",
     "postCreateCommand": "freqtrade create-userdir --userdir user_data/",
 
-    "workspaceFolder": "/workspaces/freqtrade",
+    "workspaceFolder": "/freqtrade/",
 
     "settings": {
         "terminal.integrated.shell.linux": "/bin/bash",

.github/ISSUE_TEMPLATE/bug_report.md

@@ -20,7 +20,7 @@ Please do not use bug reports to request new features.
   * Operating system: ____
   * Python Version: _____ (`python -V`)
   * CCXT version: _____ (`pip freeze | grep ccxt`)
-  * Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
   
 Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.
 

.github/ISSUE_TEMPLATE/feature_request.md

@@ -18,7 +18,7 @@ Have you search for this feature before requesting it? It's highly likely that a
   * Operating system: ____
   * Python Version: _____ (`python -V`)
   * CCXT version: _____ (`pip freeze | grep ccxt`)
-  * Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
 
 
 ## Describe the enhancement

.github/ISSUE_TEMPLATE/question.md

@@ -18,7 +18,7 @@ Please do not use the question template to report bugs or to request new feature
   * Operating system: ____
   * Python Version: _____ (`python -V`)
   * CCXT version: _____ (`pip freeze | grep ccxt`)
-  * Freqtrade Version: ____ (`freqtrade -V` or `docker compose run --rm freqtrade -V` for Freqtrade running in docker)
+  * Freqtrade Version: ____ (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
   
 ## Your question
 

.github/workflows/ci.yml

@@ -24,7 +24,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3
@@ -66,9 +66,15 @@ jobs:
     - name: Tests
       run: |
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
+      if: matrix.python-version != '3.9' || matrix.os != 'ubuntu-22.04'
+
+    - name: Tests incl. ccxt compatibility tests
+      run: |
+        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
+      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
@@ -88,7 +94,7 @@ jobs:
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
+        freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
     - name: Flake8
       run: |
@@ -115,7 +121,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3
@@ -148,19 +154,6 @@ jobs:
       if: runner.os == 'macOS'
       run: |
         brew update
-        # homebrew fails to update python due to unlinking failures
-        # https://github.com/actions/runner-images/issues/6817
-        rm /usr/local/bin/2to3 || true
-        rm /usr/local/bin/2to3-3.11 || true
-        rm /usr/local/bin/idle3 || true
-        rm /usr/local/bin/idle3.11 || true
-        rm /usr/local/bin/pydoc3 || true
-        rm /usr/local/bin/pydoc3.11 || true
-        rm /usr/local/bin/python3 || true
-        rm /usr/local/bin/python3.11 || true
-        rm /usr/local/bin/python3-config || true
-        rm /usr/local/bin/python3.11-config || true
-
         brew install hdf5 c-blosc
         python -m pip install --upgrade pip wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
@@ -212,7 +205,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3
@@ -265,7 +258,7 @@ jobs:
           webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
 
   mypy_version_check:
-    runs-on: ubuntu-22.04
+    runs-on: ubuntu-20.04
     steps:
     - uses: actions/checkout@v3
 
@@ -290,7 +283,7 @@ jobs:
     - uses: pre-commit/action@v3.0.0
 
   docs_check:
-    runs-on: ubuntu-22.04
+    runs-on: ubuntu-20.04
     steps:
     - uses: actions/checkout@v3
 
@@ -317,65 +310,10 @@ jobs:
           details: Freqtrade doc test failed!
           webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
 
-
-  build_linux_online:
-    # Run pytest with "live" checks
-    runs-on: ubuntu-22.04
-    # permissions:
-    steps:
-    - uses: actions/checkout@v3
-
-    - name: Set up Python
-      uses: actions/setup-python@v4
-      with:
-        python-version: "3.9"
-
-    - name: Cache_dependencies
-      uses: actions/cache@v3
-      id: cache
-      with:
-        path: ~/dependencies/
-        key: ${{ runner.os }}-dependencies
-
-    - name: pip cache (linux)
-      uses: actions/cache@v3
-      if: runner.os == 'Linux'
-      with:
-        path: ~/.cache/pip
-        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
-
-    - name: TA binary *nix
-      if: steps.cache.outputs.cache-hit != 'true'
-      run: |
-        cd build_helpers && ./install_ta-lib.sh ${HOME}/dependencies/; cd ..
-
-    - name: Installation - *nix
-      if: runner.os == 'Linux'
-      run: |
-        python -m pip install --upgrade pip wheel
-        export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
-        export TA_LIBRARY_PATH=${HOME}/dependencies/lib
-        export TA_INCLUDE_PATH=${HOME}/dependencies/include
-        pip install -r requirements-dev.txt
-        pip install -e .
-
-    - name: Tests incl. ccxt compatibility tests
-      run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc --longrun
-
-
   # Notify only once - when CI completes (and after deploy) in case it's successfull
   notify-complete:
-    needs: [
+    needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
-      build_linux,
+    runs-on: ubuntu-20.04
-      build_macos,
-      build_windows,
-      docs_check,
-      mypy_version_check,
-      pre-commit,
-      build_linux_online
-    ]
-    runs-on: ubuntu-22.04
     # Discord notification can't handle schedule events
     if: (github.event_name != 'schedule')
     permissions:
@@ -400,7 +338,7 @@ jobs:
 
   deploy:
     needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check, pre-commit ]
-    runs-on: ubuntu-22.04
+    runs-on: ubuntu-20.04
 
     if: (github.event_name == 'push' || github.event_name == 'schedule' || github.event_name == 'release') && github.repository == 'freqtrade/freqtrade'
 
@@ -423,7 +361,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.5.1
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -431,7 +369,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.5.1
       if: (github.event_name == 'release')
       with:
         user: __token__

.gitignore

@@ -109,6 +109,7 @@ target/
 !*.gitkeep
 !config_examples/config_binance.example.json
 !config_examples/config_bittrex.example.json
+!config_examples/config_ftx.example.json
 !config_examples/config_full.example.json
 !config_examples/config_kraken.example.json
 !config_examples/config_freqai.example.json

.pre-commit-config.yaml

@@ -15,9 +15,9 @@ repos:
         additional_dependencies:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
-          - types-requests==2.28.11.7
+          - types-requests==2.28.11
-          - types-tabulate==0.9.0.0
+          - types-tabulate==0.8.11
-          - types-python-dateutil==2.8.19.5
+          - types-python-dateutil==2.8.19
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

README.md

@@ -1,7 +1,6 @@
 # ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
-[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Documentation](https://readthedocs.org/projects/freqtrade/badge/)](https://www.freqtrade.io)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
@@ -29,6 +28,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
+- [X] [FTX](https://ftx.com/#a=2258149)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)
@@ -39,7 +39,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
-- [X] [OKX](https://okx.com/)
+- [X] [OKX](https://okx.com/).
 
 Please make sure to read the [exchange specific notes](docs/exchanges.md), as well as the [trading with leverage](docs/leverage.md) documentation before diving in.
 

build_helpers/publish_docker_arm64.sh

@@ -7,13 +7,11 @@ export DOCKER_BUILDKIT=1
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
 TAG_FREQAI=${TAG}_freqai
-TAG_FREQAI_RL=${TAG_FREQAI}rl
 TAG_PI="${TAG}_pi"
 
 TAG_ARM=${TAG}_arm
 TAG_PLOT_ARM=${TAG_PLOT}_arm
 TAG_FREQAI_ARM=${TAG_FREQAI}_arm
-TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
 CACHE_IMAGE=freqtradeorg/freqtrade_cache
 
 echo "Running for ${TAG}"
@@ -43,11 +41,9 @@ docker tag freqtrade:$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 build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
 
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
-docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_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
@@ -62,7 +58,6 @@ 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_FREQAI_RL_ARM
 docker push ${CACHE_IMAGE}:$TAG_ARM
 
 # Create multi-arch image
@@ -79,9 +74,6 @@ 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}
 
-docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM} ${CACHE_IMAGE}:${TAG_FREQAI_RL}
-docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
-
 # 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}

build_helpers/publish_docker_multi.sh

@@ -6,7 +6,6 @@
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
 TAG_FREQAI=${TAG}_freqai
-TAG_FREQAI_RL=${TAG_FREQAI}rl
 TAG_PI="${TAG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
@@ -52,11 +51,9 @@ 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 build --cache-from freqtrade:${TAG_FREQAI} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_FREQAI} -t freqtrade:${TAG_FREQAI_RL} -f docker/Dockerfile.freqai_rl .
 
 docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
 docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
-docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
 
 # 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
@@ -71,7 +68,6 @@ docker images
 docker push ${CACHE_IMAGE}
 docker push ${CACHE_IMAGE}:$TAG_PLOT
 docker push ${CACHE_IMAGE}:$TAG_FREQAI
-docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL
 docker push ${CACHE_IMAGE}:$TAG
 
 

config_examples/config_binance.example.json

@@ -53,7 +53,7 @@
             "XTZ/BTC"
         ],
         "pair_blacklist": [
-            "BNB/.*"
+            "BNB/BTC"
         ]
     },
     "pairlists": [

config_examples/config_freqai.example.json

@@ -18,8 +18,13 @@
         "name": "binance",
         "key": "",
         "secret": "",
-        "ccxt_config": {},
+        "ccxt_config": {
-        "ccxt_async_config": {},
+            "enableRateLimit": true
+        },
+        "ccxt_async_config": {
+            "enableRateLimit": true,
+            "rateLimit": 200
+        },
         "pair_whitelist": [
             "1INCH/USDT",
             "ALGO/USDT"
@@ -79,7 +84,9 @@
             "test_size": 0.33,
             "random_state": 1
         },
-        "model_training_parameters": {}
+        "model_training_parameters": {
+            "n_estimators": 1000
+        }
     },
     "bot_name": "",
     "force_entry_enable": true,

config_examples/config_ftx.example.json

@@ -0,0 +1,96 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "USD",
+    "stake_amount": 50,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "entry": 10,
+        "exit": 10,
+        "exit_timeout_count": 0,
+        "unit": "minutes"
+    },
+    "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": "same",
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "ftx",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+            "BTC/USD",
+            "ETH/USD",
+            "BNB/USD",
+            "USDT/USD",
+            "LTC/USD",
+            "SRM/USD",
+            "SXP/USD",
+            "XRP/USD",
+            "DOGE/USD",
+            "1INCH/USD",
+            "CHZ/USD",
+            "MATIC/USD",
+            "LINK/USD",
+            "OXY/USD",
+            "SUSHI/USD"
+        ],
+        "pair_blacklist": [
+            "FTT/USD"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "force_entry_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}

config_examples/config_full.example.json

@@ -204,7 +204,6 @@
     "strategy_path": "user_data/strategies/",
     "recursive_strategy_search": false,
     "add_config_files": [],
-    "reduce_df_footprint": false,
     "dataformat_ohlcv": "json",
     "dataformat_trades": "jsongz"
 }

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

docker/Dockerfile.freqai_rl

@@ -1,8 +0,0 @@
-ARG sourceimage=freqtradeorg/freqtrade
-ARG sourcetag=develop_freqai
-FROM ${sourceimage}:${sourcetag}
-
-# Install dependencies
-COPY requirements-freqai.txt requirements-freqai-rl.txt /freqtrade/
-
-RUN pip install -r requirements-freqai-rl.txt --user --no-cache-dir

docs/advanced-backtesting.md

@@ -100,17 +100,3 @@ freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-re
 The indicators have to be present in your strategy's main DataFrame (either for your main
 timeframe or for informative timeframes) otherwise they will simply be ignored in the script
 output.
-
-### Filtering the trade output by date
-
-To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
-
-```
---timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
-```
-
-For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
-
-```bash
-freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
-```

docs/advanced-hyperopt.md

@@ -78,8 +78,6 @@ 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 +94,6 @@ 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

docs/backtesting.md

@@ -522,13 +522,13 @@ Since backtesting lacks some detailed information about what happens within a ca
 - 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
@@ -546,8 +546,8 @@ In addition to the above assumptions, strategy authors should carefully read the
 
 ### Trading limits in backtesting
 
-Exchanges have certain trading limits, like minimum (and maximum) base currency, or minimum/maximum stake (quote) currency.
+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 and can be quite different between different pairs.
+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.
@@ -583,8 +583,7 @@ To utilize this, you can append `--timeframe-detail 5m` to your regular backtest
 freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-detail 5m
 ```
 
-This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe, and Entry orders will only be placed at the main timeframe, however Order fills and exit signals will be evaluated at the 5m candle, simulating intra-candle movements.
+This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
-
 All callback functions (`custom_exit()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
 
 `--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.

docs/configuration.md

@@ -215,18 +215,16 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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.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.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.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.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.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.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.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.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.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.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.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.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.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
-| `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**
 | `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
@@ -253,7 +251,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `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
-| `reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage (and decreasing train/inference timing in FreqAI). (Currently only affects FreqAI use-cases) <br> **Datatype:** Boolean. <br> Default: `False`.
 
 ### Parameters in the strategy
 
@@ -553,7 +550,7 @@ The possible values are: `GTC` (default), `FOK` or `IOC`.
 ```
 
 !!! Warning
-    This is ongoing work. For now, it is supported only for binance, gate and kucoin.
+    This is ongoing work. For now, it is supported only for binance, gate, ftx 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?
@@ -665,7 +662,6 @@ 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.
-This will have the proxy settings applied to everything (telegram, coingecko, ...) except exchange requests.
 
 ``` bash
 export HTTP_PROXY="http://addr:port"
@@ -673,20 +669,17 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
-#### Proxy exchange requests
+#### Proxy just exchange requests
 
-To use a proxy for exchange connections - you will have to define the proxies as part of the ccxt configuration.
+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": {
-  "exchange": {
-    "ccxt_config": {
     "aiohttp_proxy": "http://addr:port",
     "proxies": {
-      "http": "http://addr:port",
+        "http": "http://addr:port",
-      "https": "http://addr:port"
+        "https": "http://addr:port"
     },
-  }
 }
 ```
 

docs/data-analysis.md

@@ -5,7 +5,7 @@ You can analyze the results of backtests and trading history easily using Jupyte
 ## Quick start with docker
 
 Freqtrade provides a docker-compose file which starts up a jupyter lab server.
-You can run this server using the following command: `docker compose -f docker/docker-compose-jupyter.yml up`
+You can run this server using the following command: `docker-compose -f docker/docker-compose-jupyter.yml up`
 
 This will create a dockercontainer running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
 Please use the link that's printed in the console after startup for simplified login.
@@ -83,7 +83,7 @@ from pathlib import Path
 project_root = "somedir/freqtrade"
 i=0
 try:
-    os.chdir(project_root)
+    os.chdirdir(project_root)
     assert Path('LICENSE').is_file()
 except:
     while i<4 and (not Path('LICENSE').is_file()):

docs/data-download.md

@@ -177,13 +177,13 @@ freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT --
 
 ### Data format
 
-Freqtrade currently supports the following data-formats:
+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 (OHLCV only)
+* `feather` - a dataformat based on Apache Arrow
-* `parquet` - columnar datastore (OHLCV only)
+* `parquet` - columnar datastore
 
 By default, OHLCV data is stored as `json` data, while trades data is stored as `jsongz` data.
 

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`
+* `webhookbuy` -> `webhookentry`
-* `webhookbuyfill`, `webhookentryfill` -> `entry_fill`
+* `webhookbuyfill` -> `webhookentryfill`
-* `webhookbuycancel`, `webhookentrycancel` -> `entry_cancel`
+* `webhookbuycancel` -> `webhookentrycancel`
-* `webhooksell`, `webhookexit` -> `exit`
+* `webhooksell` -> `webhookexit`
-* `webhooksellfill`, `webhookexitfill` -> `exit_fill`
+* `webhooksellfill` -> `webhookexitfill`
-* `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
+* `webhooksellcancel` -> `webhookexitcancel`

docs/developer.md

@@ -49,13 +49,6 @@ For more information about the [Remote container extension](https://code.visuals
 New code should be covered by basic unittests. Depending on the complexity of the feature, Reviewers may request more in-depth unittests.
 If necessary, the Freqtrade team can assist and give guidance with writing good tests (however please don't expect anyone to write the tests for you).
 
-#### How to run tests
-
-Use `pytest` in root folder to run all available testcases and confirm your local environment is setup correctly
-
-!!! Note "feature branches"
-    Tests are expected to pass on the `develop` and `stable` branches. Other branches may be work in progress with tests not working yet.
-
 #### Checking log content in tests
 
 Freqtrade uses 2 main methods to check log content in tests, `log_has()` and `log_has_re()` (to check using regex, in case of dynamic log-messages).
@@ -441,11 +434,6 @@ To keep the release-log short, best wrap the full git changelog into a collapsib
 </details>
 ```
 
-### FreqUI release
-
-If FreqUI has been updated substantially, make sure to create a release before merging the release branch.
-Make sure that freqUI CI on the release is finished and passed before merging the release.
-
 ### Create github release / tag
 
 Once the PR against stable is merged (best right after merging):

docs/docker_quickstart.md

@@ -4,22 +4,20 @@ This page explains how to run the bot with Docker. It is not meant to work out o
 
 ## Install Docker
 
-Start by downloading and installing Docker / Docker Desktop for your platform:
+Start by downloading and installing Docker CE for your platform:
 
 * [Mac](https://docs.docker.com/docker-for-mac/install/)
 * [Windows](https://docs.docker.com/docker-for-windows/install/)
 * [Linux](https://docs.docker.com/install/)
 
-!!! Info "Docker compose install"
+To simplify running freqtrade, [`docker-compose`](https://docs.docker.com/compose/install/) should be installed and available to follow the below [docker quick start guide](#docker-quick-start).
-    Freqtrade documentation assumes the use of Docker desktop (or the docker compose plugin).  
-    While the docker-compose standalone installation still works, it will require changing all `docker compose` commands from `docker compose` to `docker-compose` to work (e.g. `docker compose up -d` will become `docker-compose up -d`).
 
-## Freqtrade with docker
+## Freqtrade with docker-compose
 
-Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker compose file](https://github.com/freqtrade/freqtrade/blob/stable/docker-compose.yml) ready for usage.
+Freqtrade provides an official Docker image on [Dockerhub](https://hub.docker.com/r/freqtradeorg/freqtrade/), as well as a [docker-compose file](https://github.com/freqtrade/freqtrade/blob/stable/docker-compose.yml) ready for usage.
 
 !!! Note
-    - The following section assumes that `docker` is installed and available to the logged in user.
+    - The following section assumes that `docker` and `docker-compose` are installed and available to the logged in user.
     - All below commands use relative directories and will have to be executed from the directory containing the `docker-compose.yml` file.
 
 ### Docker quick start
@@ -33,13 +31,13 @@ cd ft_userdata/
 curl https://raw.githubusercontent.com/freqtrade/freqtrade/stable/docker-compose.yml -o docker-compose.yml
 
 # Pull the freqtrade image
-docker compose pull
+docker-compose pull
 
 # Create user directory structure
-docker compose run --rm freqtrade create-userdir --userdir user_data
+docker-compose run --rm freqtrade create-userdir --userdir user_data
 
 # Create configuration - Requires answering interactive questions
-docker compose run --rm freqtrade new-config --config user_data/config.json
+docker-compose run --rm freqtrade new-config --config user_data/config.json
 ```
 
 The above snippet creates a new directory called `ft_userdata`, downloads the latest compose file and pulls the freqtrade image.
@@ -66,7 +64,7 @@ The `SampleStrategy` is run by default.
 Once this is done, you're ready to launch the bot in trading mode (Dry-run or Live-trading, depending on your answer to the corresponding question you made above).
 
 ``` bash
-docker compose up -d
+docker-compose up -d
 ```
 
 !!! Warning "Default configuration"
@@ -86,27 +84,27 @@ You can now access the UI by typing localhost:8080 in your browser.
 
 #### Monitoring the bot
 
-You can check for running instances with `docker compose ps`.
+You can check for running instances with `docker-compose ps`.
 This should list the service `freqtrade` as `running`. If that's not the case, best check the logs (see next point).
 
-#### Docker compose logs
+#### Docker-compose logs
 
 Logs will be written to: `user_data/logs/freqtrade.log`.  
-You can also check the latest log with the command `docker compose logs -f`.
+You can also check the latest log with the command `docker-compose logs -f`.
 
 #### Database
 
 The database will be located at: `user_data/tradesv3.sqlite`
 
-#### Updating freqtrade with docker
+#### Updating freqtrade with docker-compose
 
-Updating freqtrade when using `docker` is as simple as running the following 2 commands:
+Updating freqtrade when using `docker-compose` is as simple as running the following 2 commands:
 
 ``` bash
 # Download the latest image
-docker compose pull
+docker-compose pull
 # Restart the image
-docker compose up -d
+docker-compose up -d
 ```
 
 This will first pull the latest image, and will then restart the container with the just pulled version.
@@ -118,43 +116,43 @@ This will first pull the latest image, and will then restart the container with
 
 Advanced users may edit the docker-compose file further to include all possible options or arguments.
 
-All freqtrade arguments will be available by running `docker compose run --rm freqtrade <command> <optional arguments>`.
+All freqtrade arguments will be available by running `docker-compose run --rm freqtrade <command> <optional arguments>`.
 
-!!! Warning "`docker compose` for trade commands"
+!!! Warning "`docker-compose` for trade commands"
-    Trade commands (`freqtrade trade <...>`) should not be ran via `docker compose run` - but should use `docker compose up -d` instead.
+    Trade commands (`freqtrade trade <...>`) should not be ran via `docker-compose run` - but should use `docker-compose up -d` instead.
     This makes sure that the container is properly started (including port forwardings) and will make sure that the container will restart after a system reboot.
     If you intend to use freqUI, please also ensure to adjust the [configuration accordingly](rest-api.md#configuration-with-docker), otherwise the UI will not be available.
 
-!!! Note "`docker compose run --rm`"
+!!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
-??? Note "Using docker without docker"
+??? Note "Using docker without docker-compose"
-    "`docker compose run --rm`" will require a compose file to be provided.
+    "`docker-compose run --rm`" will require a compose file to be provided.
     Some freqtrade commands that don't require authentication such as `list-pairs` can be run with "`docker run --rm`" instead.  
     For example `docker run --rm freqtradeorg/freqtrade:stable list-pairs --exchange binance --quote BTC --print-json`.  
     This can be useful for fetching exchange information to add to your `config.json` without affecting your running containers.
 
-#### Example: Download data with docker
+#### Example: Download data with docker-compose
 
 Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.
 
 ``` bash
-docker compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
+docker-compose run --rm freqtrade download-data --pairs ETH/BTC --exchange binance --days 5 -t 1h
 ```
 
 Head over to the [Data Downloading Documentation](data-download.md) for more details on downloading data.
 
-#### Example: Backtest with docker
+#### Example: Backtest with docker-compose
 
 Run backtesting in docker-containers for SampleStrategy and specified timerange of historical data, on 5m timeframe:
 
 ``` bash
-docker compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
+docker-compose run --rm freqtrade backtesting --config user_data/config.json --strategy SampleStrategy --timerange 20190801-20191001 -i 5m
 ```
 
 Head over to the [Backtesting Documentation](backtesting.md) to learn more.
 
-### Additional dependencies with docker
+### Additional dependencies with docker-compose
 
 If your strategy requires dependencies not included in the default image - it will be necessary to build the image on your host.
 For this, please create a Dockerfile containing installation steps for the additional dependencies (have a look at [docker/Dockerfile.custom](https://github.com/freqtrade/freqtrade/blob/develop/docker/Dockerfile.custom) for an example).
@@ -168,15 +166,15 @@ You'll then also need to modify the `docker-compose.yml` file and uncomment the
       dockerfile: "./Dockerfile.<yourextension>"
 ```
 
-You can then run `docker compose build --pull` to build the docker image, and run it using the commands described above.
+You can then run `docker-compose build --pull` to build the docker image, and run it using the commands described above.
 
-### Plotting with docker
+### Plotting with docker-compose
 
 Commands `freqtrade plot-profit` and `freqtrade plot-dataframe` ([Documentation](plotting.md)) are available by changing the image to `*_plot` in your docker-compose.yml file.
 You can then use these commands as follows:
 
 ``` bash
-docker compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
+docker-compose run --rm freqtrade plot-dataframe --strategy AwesomeStrategy -p BTC/ETH --timerange=20180801-20180805
 ```
 
 The output will be stored in the `user_data/plot` directory, and can be opened with any modern browser.
@@ -187,7 +185,7 @@ Freqtrade provides a docker-compose file which starts up a jupyter lab server.
 You can run this server using the following command:
 
 ``` bash
-docker compose -f docker/docker-compose-jupyter.yml up
+docker-compose -f docker/docker-compose-jupyter.yml up
 ```
 
 This will create a docker-container running jupyter lab, which will be accessible using `https://127.0.0.1:8888/lab`.
@@ -196,7 +194,7 @@ Please use the link that's printed in the console after startup for simplified l
 Since part of this image is built on your machine, it is recommended to rebuild the image from time to time to keep freqtrade (and dependencies) up-to-date.
 
 ``` bash
-docker compose -f docker/docker-compose-jupyter.yml build --no-cache
+docker-compose -f docker/docker-compose-jupyter.yml build --no-cache
 ```
 
 ## Troubleshooting

docs/exchanges.md

@@ -54,9 +54,6 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t
 
 ## Binance
 
-!!! Warning "Server location and geo-ip restrictions"
-    Please be aware that binance restrict api access regarding the server country. The currents and non exhaustive countries blocked are United States, Malaysia (Singapour), Ontario (Canada). Please go to [binance terms > b. Eligibility](https://www.binance.com/en/terms) to find up to date list.
-
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
 
 !!! Tip "Stoploss on Exchange"
@@ -176,6 +173,26 @@ res = [p for p, x in lm.items() if 'US' in x['info']['prohibitedIn']]
 print(res)
 ```
 
+## FTX
+
+!!! Tip "Stoploss on Exchange"
+    FTX supports `stoploss_on_exchange` and can use both stop-loss-market and stop-loss-limit orders. It provides great advantages, so we recommend to benefit from it.
+    You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type of stoploss shall be used.
+
+### Using subaccounts
+
+To use subaccounts with FTX, you need to edit the configuration and add the following:
+
+``` json
+"exchange": {
+    "ccxt_config": {
+        "headers": {
+            "FTX-SUBACCOUNT": "name"
+        }
+    },
+}
+```
+
 ## Kucoin
 
 Kucoin requires a passphrase for each api key, you will therefore need to add this key into the configuration so your exchange section looks as follows:

docs/faq.md

@@ -102,12 +102,6 @@ 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).

docs/freqai-configuration.md

@@ -26,7 +26,10 @@ FreqAI is configured through the typical [Freqtrade config file](configuration.m
         },
         "data_split_parameters" : {
             "test_size": 0.25
-        }
+        },
+        "model_training_parameters" : {
+            "n_estimators": 100
+        },
     }
 ```
 
@@ -58,7 +61,7 @@ The FreqAI strategy requires including the following lines of code in the standa
         """
         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 `'%-' + pair `
+        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.
@@ -66,17 +69,20 @@ The FreqAI strategy requires including the following lines of code in the standa
         :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"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
+            informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
-            informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
+            informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
-            informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=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
@@ -128,7 +134,7 @@ Notice also the location of the labels under `if set_generalized_indicators:` at
     (as exemplified in `freqtrade/templates/FreqaiExampleStrategy.py`):
 
     ```python
-        def populate_any_indicators(self, pair, df, tf, informative=None, set_generalized_indicators=False):
+        def populate_any_indicators(self, metadata, pair, df, tf, informative=None, coin="", set_generalized_indicators=False):
 
             ...
 
@@ -186,11 +192,11 @@ dataframe["target_roi"] = dataframe["&-s_close_mean"] + dataframe["&-s_close_std
 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.
+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_prediction_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,
+        "fit_live_prediction_candles": 300,
     }
 ```
 
@@ -198,44 +204,14 @@ If this value is set, FreqAI will initially use the predictions from the trainin
 
 ## 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/`.
+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/`. However, it is possible to customize and create your own prediction models using the `IFreqaiModel` class. You are encouraged to inherit `fit()`, `train()`, and `predict()` to let these customize various aspects of the training procedures.
 
-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)).
+### Setting classifier 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:
+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:
-
-* 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
+Additionally, the example classifier models do not accommodate multiple labels, but they do allow multi-class classification within a single label column.
-
-```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'])
-```

docs/freqai-feature-engineering.md

@@ -2,10 +2,7 @@
 
 ## 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 `%-{pair}`, while labels/targets are prepended with `&`.
+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 `&`.
-
-!!! Note
-    Adding the full pair string, e.g. XYZ/USD, in the feature name enables improved performance for dataframe caching on the backend. If you decide *not* to add the full pair string in the feature string, FreqAI will operate in a reduced performance mode.
 
 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."
 
@@ -18,7 +15,7 @@ It is advisable to start from the template `populate_any_indicators()` in the so
         """
         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 `'%-' + pair `
+        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.
@@ -26,34 +23,37 @@ It is advisable to start from the template `populate_any_indicators()` in the so
         :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"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
+            informative[f"%-{coin}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
-            informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
+            informative[f"%-{coin}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
-            informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=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"{pair}bb_lowerband-period_{t}"] = bollinger["lower"]
+            informative[f"{coin}bb_lowerband-period_{t}"] = bollinger["lower"]
-            informative[f"{pair}bb_middleband-period_{t}"] = bollinger["mid"]
+            informative[f"{coin}bb_middleband-period_{t}"] = bollinger["mid"]
-            informative[f"{pair}bb_upperband-period_{t}"] = bollinger["upper"]
+            informative[f"{coin}bb_upperband-period_{t}"] = bollinger["upper"]
 
-            informative[f"%-{pair}bb_width-period_{t}"] = (
+            informative[f"%-{coin}bb_width-period_{t}"] = (
-                informative[f"{pair}bb_upperband-period_{t}"]
+                informative[f"{coin}bb_upperband-period_{t}"]
-                - informative[f"{pair}bb_lowerband-period_{t}"]
+                - informative[f"{coin}bb_lowerband-period_{t}"]
-            ) / informative[f"{pair}bb_middleband-period_{t}"]
+            ) / informative[f"{coin}bb_middleband-period_{t}"]
-            informative[f"%-{pair}close-bb_lower-period_{t}"] = (
+            informative[f"%-{coin}close-bb_lower-period_{t}"] = (
-                informative["close"] / informative[f"{pair}bb_lowerband-period_{t}"]
+                informative["close"] / informative[f"{coin}bb_lowerband-period_{t}"]
             )
 
-            informative[f"%-{pair}relative_volume-period_{t}"] = (
+            informative[f"%-{coin}relative_volume-period_{t}"] = (
                 informative["volume"] / informative["volume"].rolling(t).mean()
             )
 

docs/freqai-parameter-table.md

@@ -4,30 +4,21 @@ The table below will list all configuration parameters available for FreqAI. Som
 
 Mandatory parameters are marked as **Required** and have to be set in one of the suggested ways.
 
-### General configuration parameters
-
 |  Parameter | Description |
 |------------|-------------|
-|  |  **General configuration parameters within the `config.freqai` tree**
+|  |  **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 all unused models during live runs (not relevant to backtesting). If set to false (not default), dry/live runs will accumulate all unused models to disk. If <br> **Datatype:** Boolean. <br> Default: `True`.
+| `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`.
-| `write_metrics_to_disk` | Collect train timings, inference timings and cpu usage in json file. <br> **Datatype:** Boolean. <br> Default: `False`
+|  |  **Feature parameters**
-| `data_kitchen_thread_count` | <br> Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.). This has no impact on the number of threads used for training. If user does not set it (default), FreqAI will use max number of threads - 2 (leaving 1 physical core available for Freqtrade bot and FreqUI) <br> **Datatype:** Positive integer.
-
-### Feature parameters
-
-|  Parameter | Description |
-|------------|-------------|
-|  |  **Feature parameters within the `freqai.feature_parameters` sub dictionary**
 | `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).
@@ -37,7 +28,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `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. Plot is stored in `user_data/models/<identifier>/sub-train-<COIN>_<timestamp>.html`. <br> **Datatype:** Integer. <br> Default: `0`.
+| `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.
@@ -46,49 +37,15 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `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).
-
+|  |  **Data split parameters**
-### Data split parameters
-
-|  Parameter | Description |
-|------------|-------------|
-|  |  **Data split parameters within the `freqai.data_split_parameters` sub dictionary**
 | `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
+| `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.  <br> **Datatype:** Dictionary.
-
-|  Parameter | Description |
-|------------|-------------|
-|  |  **Model training parameters within the `freqai.model_training_parameters` sub dictionary**
-| `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.
-
-### Reinforcement Learning parameters
-
-|  Parameter | Description |
-|------------|-------------|
-|  |  **Reinforcement Learning Parameters within the `freqai.rl_config` sub dictionary**
-| `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model. <br> **Datatype:** Dictionary.
-| `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points. <br> **Datatype:** Integer.
-| `cpu_count` | Number of processors to dedicate to the Reinforcement Learning training process. <br> **Datatype:** int.
-| `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function. <br> **Datatype:** int.
-| `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
-| `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.
-| `max_training_drawdown_pct` | The maximum drawdown that the agent is allowed to experience during training. <br> **Datatype:** float. <br> Default: 0.8
-| `cpu_count` | Number of threads/cpus to dedicate to the Reinforcement Learning training process (depending on if `ReinforcementLearning_multiproc` is selected or not). Recommended to leave this untouched, by default, this value is set to the total number of physical cores minus 1. <br> **Datatype:** int. 
-| `model_reward_parameters` | Parameters used inside the customizable `calculate_reward()` function in `ReinforcementLearner.py` <br> **Datatype:** int.
-| `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
-| `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
-| `randomize_starting_position` | Randomize the starting point of each episode to avoid overfitting. <br> **Datatype:** bool. <br> Default: `False`.
-
-### Additional parameters
-
-|  Parameter | Description |
-|------------|-------------|
 |  |  **Extraneous parameters**
-| `freqai.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`.
+| `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`.
-| `freqai.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`.
+| `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`.
-| `freqai.reduce_df_footprint` | Recast all numeric columns to float32/int32, with the objective of reducing ram/disk usage and decreasing train/inference timing. This parameter is set in the main level of the Freqtrade configuration file (not inside FreqAI). <br> **Datatype:** Boolean. <br> Default: `False`.

docs/freqai-reinforcement-learning.md

@@ -1,286 +0,0 @@
-# Reinforcement Learning
-
-!!! Note "Installation size"
-    Reinforcement learning dependencies include large packages such as `torch`, which should be explicitly requested during `./setup.sh -i` by answering "y" to the question "Do you also want dependencies for freqai-rl (~700mb additional space required) [y/N]?".
-    Users who prefer docker should ensure they use the docker image appended with `_freqairl`.
-
-## Background and terminology
-
-### What is RL and why does FreqAI need it?
-
-Reinforcement learning involves two important components, the *agent* and the training *environment*. During agent training, the agent moves through historical data candle by candle, always making 1 of a set of actions: Long entry, long exit, short entry, short exit, neutral). During this training process, the environment tracks the performance of these actions and rewards the agent according to a custom user made `calculate_reward()` (here we offer a default reward for users to build on if they wish [details here](#creating-a-custom-reward-function)). The reward is used to train weights in a neural network.
-
-A second important component of the FreqAI RL implementation is the use of *state* information. State information is fed into the network at each step, including current profit, current position, and current trade duration. These are used to train the agent in the training environment, and to reinforce the agent in dry/live (this functionality is not available in backtesting). *FreqAI + Freqtrade is a perfect match for this reinforcing mechanism since this information is readily available in live deployments.*
-
-Reinforcement learning is a natural progression for FreqAI, since it adds a new layer of adaptivity and market reactivity that Classifiers and Regressors cannot match. However, Classifiers and Regressors have strengths that RL does not have such as robust predictions. Improperly trained RL agents may find "cheats" and "tricks" to maximize reward without actually winning any trades. For this reason, RL is more complex and demands a higher level of understanding than typical Classifiers and Regressors.
-
-### The RL interface
-
-With the current framework, we aim to expose the training environment via the common "prediction model" file, which is a user inherited `BaseReinforcementLearner` object (e.g. `freqai/prediction_models/ReinforcementLearner`). Inside this user class, the RL environment is available and customized via `MyRLEnv` as [shown below](#creating-a-custom-reward-function).
-
-We envision the majority of users focusing their effort on creative design of the `calculate_reward()` function [details here](#creating-a-custom-reward-function), while leaving the rest of the environment untouched. Other users may not touch the environment at all, and they will only play with the configuration settings and the powerful feature engineering that already exists in FreqAI. Meanwhile, we enable advanced users to create their own model classes entirely.
-
-The framework is built on stable_baselines3 (torch) and OpenAI gym for the base environment class. But generally speaking, the model class is well isolated. Thus, the addition of competing libraries can be easily integrated into the existing framework. For the environment, it is inheriting from `gym.env` which means that it is necessary to write an entirely new environment in order to switch to a different library.
-
-### Important considerations
-
-As explained above, the agent is "trained" in an artificial trading "environment". In our case, that environment may seem quite similar to a real Freqtrade backtesting environment, but it is *NOT*. In fact, the RL training environment is much more simplified. It does not incorporate any of the complicated strategy logic, such as callbacks like `custom_exit`, `custom_stoploss`, leverage controls, etc. The RL environment is instead a very "raw" representation of the true market, where the agent has free-will to learn the policy (read: stoploss, take profit, etc.) which is enforced by the `calculate_reward()`. Thus, it is important to consider that the agent training environment is not identical to the real world.
-
-## Running Reinforcement Learning
-
-Setting up and running a Reinforcement Learning model is the same as running a Regressor or Classifier. The same two flags, `--freqaimodel` and `--strategy`, must be defined on the command line:
-
-```bash
-freqtrade trade --freqaimodel ReinforcementLearner --strategy MyRLStrategy --config config.json
-```
-
-where `ReinforcementLearner` will use the templated `ReinforcementLearner` from `freqai/prediction_models/ReinforcementLearner` (or a custom user defined one located in `user_data/freqaimodels`). The strategy, on the other hand, follows the same base [feature engineering](freqai-feature-engineering.md) with `populate_any_indicators` as a typical Regressor:
-
-```python
-    def populate_any_indicators(
-        self, pair, df, tf, informative=None, set_generalized_indicators=False
-    ):
-
-        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"%-{pair}rsi-period_{t}"] = ta.RSI(informative, timeperiod=t)
-            informative[f"%-{pair}mfi-period_{t}"] = ta.MFI(informative, timeperiod=t)
-            informative[f"%-{pair}adx-period_{t}"] = ta.ADX(informative, window=t)
-
-        # The following raw price values are necessary for RL models
-        informative[f"%-{pair}raw_close"] = informative["close"]
-        informative[f"%-{pair}raw_open"] = informative["open"]
-        informative[f"%-{pair}raw_high"] = informative["high"]
-        informative[f"%-{pair}raw_low"] = informative["low"]
-
-        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:
-
-            # For RL, there are no direct targets to set. This is filler (neutral)
-            # until the agent sends an action.
-            df["&-action"] = 0
-
-        return df
-```
-
-Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
-
-```python
-        # The following features are necessary for RL models
-        informative[f"%-{pair}raw_close"] = informative["close"]
-        informative[f"%-{pair}raw_open"] = informative["open"]
-        informative[f"%-{pair}raw_high"] = informative["high"]
-        informative[f"%-{pair}raw_low"] = informative["low"]
-```
-
-Finally, there is no explicit "label" to make - instead it is necessary to assign the `&-action` column which will contain the agent's actions when accessed in `populate_entry/exit_trends()`. In the present example, the neutral action to 0. This value should align with the environment used. FreqAI provides two environments, both use 0 as the neutral action.
-
-After users realize there are no labels to set, they will soon understand that the agent is making its "own" entry and exit decisions. This makes strategy construction rather simple. The entry and exit signals come from the agent in the form of an integer - which are used directly to decide entries and exits in the strategy:
-
-```python
-    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-
-        enter_long_conditions = [df["do_predict"] == 1, df["&-action"] == 1]
-
-        if enter_long_conditions:
-            df.loc[
-                reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"]
-            ] = (1, "long")
-
-        enter_short_conditions = [df["do_predict"] == 1, df["&-action"] == 3]
-
-        if enter_short_conditions:
-            df.loc[
-                reduce(lambda x, y: x & y, enter_short_conditions), ["enter_short", "enter_tag"]
-            ] = (1, "short")
-
-        return df
-
-    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-        exit_long_conditions = [df["do_predict"] == 1, df["&-action"] == 2]
-        if exit_long_conditions:
-            df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1
-
-        exit_short_conditions = [df["do_predict"] == 1, df["&-action"] == 4]
-        if exit_short_conditions:
-            df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1
-
-        return df
-```
-
-It is important to consider that `&-action` depends on which environment they choose to use. The example above shows 5 actions, where 0 is neutral, 1 is enter long, 2 is exit long, 3 is enter short and 4 is exit short.
-
-## Configuring the Reinforcement Learner
-
-In order to configure the `Reinforcement Learner` the following dictionary must exist in the `freqai` config:
-
-```json
-        "rl_config": {
-            "train_cycles": 25,
-            "add_state_info": true,
-            "max_trade_duration_candles": 300,
-            "max_training_drawdown_pct": 0.02,
-            "cpu_count": 8,
-            "model_type": "PPO",
-            "policy_type": "MlpPolicy",
-            "model_reward_parameters": {
-                "rr": 1,
-                "profit_aim": 0.025
-            }
-        }
-```
-
-Parameter details can be found [here](freqai-parameter-table.md), but in general the `train_cycles` decides how many times the agent should cycle through the candle data in its artificial environment to train weights in the model. `model_type` is a string which selects one of the available models in [stable_baselines](https://stable-baselines3.readthedocs.io/en/master/)(external link).
-
-!!! Note
-    If you would like to experiment with `continual_learning`, then you should set that value to `true` in the main `freqai` configuration dictionary. This will tell the Reinforcement Learning library to continue training new models from the final state of previous models, instead of retraining new models from scratch each time a retrain is initiated.
-
-!!! Note
-    Remember that the general `model_training_parameters` dictionary should contain all the model hyperparameter customizations for the particular `model_type`. For example, `PPO` parameters can be found [here](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html).
-
-## Creating a custom reward function
-
-As you begin to modify the strategy and the prediction model, you will quickly realize some important differences between the Reinforcement Learner and the Regressors/Classifiers. Firstly, the strategy does not set a target value (no labels!). Instead, you set the `calculate_reward()` function inside the `MyRLEnv` class (see below). A default `calculate_reward()` is provided inside `prediction_models/ReinforcementLearner.py` to demonstrate the necessary building blocks for creating rewards, but users are encouraged to create their own custom reinforcement learning model class (see below) and save it to `user_data/freqaimodels`. It is inside the `calculate_reward()` where creative theories about the market can be expressed. For example, you can reward your agent when it makes a winning trade, and penalize the agent when it makes a losing trade. Or perhaps, you wish to reward the agent for entering trades, and penalize the agent for sitting in trades too long. Below we show examples of how these rewards are all calculated:
-
-```python
-    from freqtrade.freqai.prediction_models.ReinforcementLearner import ReinforcementLearner
-    from freqtrade.freqai.RL.Base5ActionRLEnv import Actions, Base5ActionRLEnv, Positions
-
-
-    class MyCoolRLModel(ReinforcementLearner):
-        """
-        User created RL prediction model.
-
-        Save this file to `freqtrade/user_data/freqaimodels`
-
-        then use it with:
-
-        freqtrade trade --freqaimodel MyCoolRLModel --config config.json --strategy SomeCoolStrat
-
-        Here the users can override any of the functions
-        available in the `IFreqaiModel` inheritance tree. Most importantly for RL, this
-        is where the user overrides `MyRLEnv` (see below), to define custom
-        `calculate_reward()` function, or to override any other parts of the environment.
-
-        This class also allows users to override any other part of the IFreqaiModel tree.
-        For example, the user can override `def fit()` or `def train()` or `def predict()`
-        to take fine-tuned control over these processes.
-
-        Another common override may be `def data_cleaning_predict()` where the user can
-        take fine-tuned control over the data handling pipeline.
-        """
-        class MyRLEnv(Base5ActionRLEnv):
-            """
-            User made custom environment. This class inherits from BaseEnvironment and gym.env.
-            Users can override any functions from those parent classes. Here is an example
-            of a user customized `calculate_reward()` function.
-            """
-            def calculate_reward(self, action: int) -> float:
-                # first, penalize if the action is not valid
-                if not self._is_valid(action):
-                    return -2
-                pnl = self.get_unrealized_profit()
-
-                factor = 100
-                # reward agent for entering trades
-                if action in (Actions.Long_enter.value, Actions.Short_enter.value) \
-                        and self._position == Positions.Neutral:
-                    return 25
-                # discourage agent from not entering trades
-                if action == Actions.Neutral.value and self._position == Positions.Neutral:
-                    return -1
-                max_trade_duration = self.rl_config.get('max_trade_duration_candles', 300)
-                trade_duration = self._current_tick - self._last_trade_tick
-                if trade_duration <= max_trade_duration:
-                    factor *= 1.5
-                elif trade_duration > max_trade_duration:
-                    factor *= 0.5
-                # discourage sitting in position
-                if self._position in (Positions.Short, Positions.Long) and \
-                action == Actions.Neutral.value:
-                    return -1 * trade_duration / max_trade_duration
-                # close long
-                if action == Actions.Long_exit.value and self._position == Positions.Long:
-                    if pnl > self.profit_aim * self.rr:
-                        factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
-                    return float(pnl * factor)
-                # close short
-                if action == Actions.Short_exit.value and self._position == Positions.Short:
-                    if pnl > self.profit_aim * self.rr:
-                        factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
-                    return float(pnl * factor)
-                return 0.
-```
-
-### Using Tensorboard
-
-Reinforcement Learning models benefit from tracking training metrics. FreqAI has integrated Tensorboard to allow users 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 to view the output in their browser at 127.0.0.1:6006 (6006 is the default port used by Tensorboard).
-
-![tensorboard](assets/tensorboard.jpg)
-
-
-### Custom logging
-
-FreqAI also provides a built in episodic summary logger called `self.tensorboard_log` for adding custom information to the Tensorboard log. By default, this function is already called once per step inside the environment to record the agent actions. All values accumulated for all steps in a single episode are reported at the conclusion of each episode, followed by a full reset of all metrics to 0 in preparation for the subsequent episode.
-
-
-`self.tensorboard_log` can also be used anywhere inside the environment, for example, it can be added to the `calculate_reward` function to collect more detailed information about how often various parts of the reward were called:
-
-```py
-        class MyRLEnv(Base5ActionRLEnv):
-            """
-            User made custom environment. This class inherits from BaseEnvironment and gym.env.
-            Users can override any functions from those parent classes. Here is an example
-            of a user customized `calculate_reward()` function.
-            """
-            def calculate_reward(self, action: int) -> float:
-                if not self._is_valid(action):
-                    self.tensorboard_log("is_valid")
-                    return -2
-
-```
-
-!!! Note
-    The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)` would add 0.23 to `float_metric`. In this case you can also disable incrementing using `inc=False` parameter.
-
-
-### Choosing a base environment
-
-FreqAI provides three base environments, `Base3ActionRLEnvironment`, `Base4ActionEnvironment` and `Base5ActionEnvironment`. As the names imply, the environments are customized for agents that can select from 3, 4 or 5 actions. The `Base3ActionEnvironment` is the simplest, the agent can select from hold, long, or short. This environment can also be used for long-only bots (it automatically follows the `can_short` flag from the strategy), where long is the enter condition and short is the exit condition. Meanwhile, in the `Base4ActionEnvironment`, the agent can enter long, enter short, hold neutral, or exit position. Finally, in the `Base5ActionEnvironment`, the agent has the same actions as Base4, but instead of a single exit action, it separates exit long and exit short. The main changes stemming from the environment selection include:
-
-* the actions available in the `calculate_reward`
-* the actions consumed by the user strategy
-
-All of the FreqAI provided environments inherit from an action/position agnostic environment object called the `BaseEnvironment`, which contains all shared logic. The architecture is designed to be easily customized. The simplest customization is the `calculate_reward()` (see details [here](#creating-a-custom-reward-function)). However, the customizations can be further extended into any of the functions inside the environment. You can do this by simply overriding those functions inside your `MyRLEnv` in the prediction model file. Or for more advanced customizations, it is encouraged to create an entirely new environment inherited from `BaseEnvironment`.
-
-!!! Note
-    Only the `Base3ActionRLEnv` can do long-only training/trading (set the user strategy attribute `can_short = False`).

docs/freqai-running.md

@@ -73,19 +73,12 @@ Backtesting mode requires [downloading the necessary data](#downloading-data-to-
 
 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 `backtesting_predictions`, which contains all the predictions stored in `hdf` format, will be created in the `unique-id` folder.
+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.
 
-### Backtest live collected predictions
-
-FreqAI allow you to reuse live historic predictions through the backtest parameter `--freqai-backtest-live-models`. This can be useful when you want to reuse predictions generated in dry/run for comparison or other study.
-
-The `--timerange` parameter must not be informed, as it will be automatically calculated through the data in the historic predictions file.
-
-
 ### 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. 
@@ -149,32 +142,15 @@ dataframe['outlier'] = np.where(dataframe['DI_values'] > self.di_max.value/10, 1
 
 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",
+        "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. 
+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.

docs/freqai-spice-rack.md

@@ -0,0 +1,71 @@
+# Using the `spice_rack`
+
+!!! Note:
+    `spice_rack` indicators should not be used exclusively for entries and exits, the following example is just a demonstration of syntax. `spice_rack` indicators should **always** be used to support existing strategies.
+
+The `spice_rack` is aimed at users who do not wish to deal with setting up `FreqAI` confgs, but instead prefer to interact with `FreqAI` similar to a `talib` indicator. In this case, the user can instead simply add two keys to their config:
+
+```json
+    "freqai_spice_rack": true, 
+    "freqai_identifier": "spicey-id",
+```
+
+Which tells `FreqAI` to set up a pre-set `FreqAI` instance automatically under the hood with preset parameters. Now the user can access a suite of custom `FreqAI` supercharged indicators inside their strategy by placing the following code into `populate_indicators`:
+
+```python
+        dataframe['dissimilarity_index'] = self.freqai.spice_rack(
+            'DI_values', dataframe, metadata, self)
+        dataframe['extrema'] = self.freqai.spice_rack(
+            '&s-extrema', dataframe, metadata, self)
+        self.freqai.close_spice_rack()  # user must close the spicerack
+```
+
+Users can then use these columns in concert with all their own additional indicators added to `populate_indicators` in their entry/exit criteria and strategy callback methods the same way as any typical indicator. For example:
+
+```python
+    def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+
+        df.loc[
+            (
+                (df['dissimilarity_index'] < 1) &
+                (df['extrema'] < -0.1)
+            ),
+            'enter_long'] = 1
+
+        df.loc[
+            (
+                (df['dissimilarity_index'] < 1) &
+                (df['extrema'] > 0.1)
+            ),
+            'enter_short'] = 1
+
+        return df
+
+    def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
+
+        df.loc[
+            (
+                (df['dissimilarity_index'] < 1) &
+                (df['extrema'] > 0.1) 
+            ),
+
+            'exit_long'] = 1
+
+        df.loc[
+            (
+
+                (df['dissimilarity_index'] < 1) &
+                (df['extrema'] < -0.1)
+            ),
+            'exit_short'] = 1
+
+        return df
+```
+
+
+## Available indicators
+
+|  Parameter | Description |
+|------------|-------------|
+| `DI_values` | **Required.** <br> The dissimilarity index of the current candle to the recent candles. More information available [here](freqai-feature-engineering.md#identifying-outliers-with-the-dissimilarity-index-di) <br> **Datatype:** Floats.
+| `extrema` | **Required.** <br> A continuous prediction from FreqAI which aims to help predict if the current candle is a maxima or a minma. FreqAI aims for 1 to be a maxima and -1 to be a minima - but the values should typically hover between -0.2 and 0.2. <br> **Datatype:** Floats.

docs/freqai.md

@@ -4,7 +4,7 @@
 
 ## 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 signals. In general, the FreqAI aims to be a sand-box for easily deploying robust machine-learning libraries on real-time data ([details])(#freqai-position-in-open-source-machine-learning-landscape).
+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:
 
@@ -72,25 +72,6 @@ pip install -r requirements-freqai.txt
 
 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.
 
-### FreqAI position in open-source machine learning landscape
-
-Forecasting chaotic time-series based systems, such as equity/cryptocurrency markets, requires a broad set of tools geared toward testing a wide range of hypotheses. Fortunately, a recent maturation of robust machine learning libraries (e.g. `scikit-learn`) has opened up a wide range of research possibilities. Scientists from a diverse range of fields can now easily prototype their studies on an abundance of established machine learning algorithms. Similarly, these user-friendly libraries enable "citzen scientists" to use their basic Python skills for data-exploration. However, leveraging these machine learning libraries on historical and live chaotic data sources can be logistically difficult and expensive. Additionally, robust data-collection, storage, and handling presents a disparate challenge. [`FreqAI`](#freqai) aims to provide a generalized and extensible open-sourced framework geared toward live deployments of adaptive modeling for market forecasting. The `FreqAI` framework is effectively a sandbox for the rich world of open-source machine learning libraries. Inside the `FreqAI` sandbox, users find they can combine a wide variety of third-party libraries to test creative hypotheses on a free live 24/7 chaotic data source - cryptocurrency exchange data. 
-
-### Citing FreqAI
-
-FreqAI is [published in the Journal of Open Source Software](https://joss.theoj.org/papers/10.21105/joss.04864). If you find FreqAI useful in your research, please use the following citation:
-
-```bibtex
-@article{Caulk2022, 
-    doi = {10.21105/joss.04864},
-    url = {https://doi.org/10.21105/joss.04864},
-    year = {2022}, publisher = {The Open Journal},
-    volume = {7}, number = {80}, pages = {4864},
-    author = {Robert A. Caulk and Elin Törnquist and Matthias Voppichler and Andrew R. Lawless and Ryan McMullan and Wagner Costa Santos and Timothy C. Pogue and Johan van der Vlugt and Stefan P. Gehring and Pascal Schmidt},
-    title = {FreqAI: generalizing adaptive modeling for chaotic time-series market forecasts},
-    journal = {Journal of Open Source Software} } 
-```
-
 ## Common pitfalls
 
 FreqAI cannot be combined with dynamic `VolumePairlists` (or any pairlist filter that adds and removes pairs dynamically).
@@ -113,8 +94,6 @@ Code review and software architecture brainstorming:
 
 Software development:
 Wagner Costa @wagnercosta
-Emre Suzen @aemr3
-Timothy Pogue @wizrds
 
 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
+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

docs/includes/pairlists.md

@@ -23,7 +23,6 @@ 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)
-* [`RemotePairList`](#remotepairlist)
 * [`AgeFilter`](#agefilter)
 * [`OffsetFilter`](#offsetfilter)
 * [`PerformanceFilter`](#performancefilter)
@@ -174,48 +173,6 @@ You can limit the length of the pairlist with the optional parameter `number_ass
     `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.
 
-#### RemotePairList
-
-It allows the user to fetch a pairlist from a remote server or a locally stored json file within the freqtrade directory, enabling dynamic updates and customization of the trading pairlist.
-
-The RemotePairList is defined in the pairlists section of the configuration settings. It uses the following configuration options:
-
-```json
-"pairlists": [
-    {
-        "method": "RemotePairList",
-        "pairlist_url": "https://example.com/pairlist",
-        "number_assets": 10,
-        "refresh_period": 1800,
-        "keep_pairlist_on_failure": true,
-        "read_timeout": 60,
-        "bearer_token": "my-bearer-token"
-    }
-]
-```
-
-The `pairlist_url` option specifies the URL of the remote server where the pairlist is located, or the path to a local file (if file:/// is prepended). This allows the user to use either a remote server or a local file as the source for the pairlist.
-
-The user is responsible for providing a server or local file that returns a JSON object with the following structure:
-
-```json
-{
-    "pairs": ["XRP/USDT", "ETH/USDT", "LTC/USDT"],
-    "refresh_period": 1800,
-}
-```
-
-The `pairs` property should contain a list of strings with the trading pairs to be used by the bot. The `refresh_period` property is optional and specifies the number of seconds that the pairlist should be cached before being refreshed.
-
-The optional `keep_pairlist_on_failure` specifies whether the previous received pairlist should be used if the remote server is not reachable or returns an error. The default value is true.
-
-The optional `read_timeout` specifies the maximum amount of time (in seconds) to wait for a response from the remote source, The default value is 60.
-
-The optional `bearer_token` will be included in the requests Authorization Header.
-
-!!! Note
-    In case of a server error the last received pairlist will be kept if `keep_pairlist_on_failure` is set to true, when set to false a empty pairlist is returned.
-
 #### 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).
@@ -311,7 +268,7 @@ This option is disabled by default, and will only apply if set to > 0.
 The `max_value` setting removes pairs where the minimum value change is above a specified value.
 This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
 As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
-On exchanges that deduct fees from the receiving currency (e.g. binance) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
+On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
 
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.
 This option is disabled by default, and will only apply if set to > 0.
@@ -329,18 +286,6 @@ Min price precision for SHITCOIN/BTC is 8 decimals. If its price is 0.00000011 -
 
 Shuffles (randomizes) pairs in the pairlist. It can be used for preventing the bot from trading some of the pairs more frequently then others when you want all pairs be treated with the same priority.
 
-By default, ShuffleFilter will shuffle pairs once per candle.
-To shuffle on every iteration, set `"shuffle_frequency"` to `"iteration"` instead of  the default of `"candle"`.
-
-``` json
-    {
-        "method": "ShuffleFilter", 
-        "shuffle_frequency": "candle",
-        "seed": 42
-    }
-
-```
-
 !!! Tip
     You may set the `seed` value for this Pairlist to obtain reproducible results, which can be useful for repeated backtesting sessions. If `seed` is not set, the pairs are shuffled in the non-repeatable random order. ShuffleFilter will automatically detect runmodes and apply the `seed` only for backtesting modes - if a `seed` value is set.
 

docs/index.md

@@ -1,7 +1,6 @@
 ![freqtrade](assets/freqtrade_poweredby.svg)
 
 [![Freqtrade CI](https://github.com/freqtrade/freqtrade/workflows/Freqtrade%20CI/badge.svg)](https://github.com/freqtrade/freqtrade/actions/)
-[![DOI](https://joss.theoj.org/papers/10.21105/joss.04864/status.svg)](https://doi.org/10.21105/joss.04864)
 [![Coverage Status](https://coveralls.io/repos/github/freqtrade/freqtrade/badge.svg?branch=develop&service=github)](https://coveralls.io/github/freqtrade/freqtrade?branch=develop)
 [![Maintainability](https://api.codeclimate.com/v1/badges/5737e6d668200b7518ff/maintainability)](https://codeclimate.com/github/freqtrade/freqtrade/maintainability)
 
@@ -33,7 +32,7 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 - Run: Test your strategy with simulated money (Dry-Run mode) or deploy it with real money (Live-Trade mode).
 - Run using Edge (optional module): The concept is to find the best historical [trade expectancy](edge.md#expectancy) by markets based on variation of the stop-loss and then allow/reject markets to trade. The sizing of the trade is based on a risk of a percentage of your capital.
 - Control/Monitor: Use Telegram or a WebUI (start/stop the bot, show profit/loss, daily summary, current open trades results, etc.).
-- Analyze: Further analysis can be performed on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
+- Analyse: Further analysis can be performed on either Backtesting data or Freqtrade trading history (SQL database), including automated standard plots, and methods to load the data into [interactive environments](data-analysis.md).
 
 ## Supported exchange marketplaces
 
@@ -41,6 +40,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bittrex](https://bittrex.com/)
+- [X] [FTX](https://ftx.com/#a=2258149)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)
@@ -51,7 +51,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
-- [X] [OKX](https://okx.com/)
+- [X] [OKX](https://okx.com/).
 
 Please make sure to read the [exchange specific notes](exchanges.md), as well as the [trading with leverage](leverage.md) documentation before diving in.
 

docs/overrides/main.html

@@ -11,6 +11,9 @@
   {% endif %}
   <div class="md-sidebar md-sidebar--primary" data-md-component="sidebar" data-md-type="navigation" {{ hidden }}>
     <div class="md-sidebar__scrollwrap">
+      <div id="widget-wrapper">
+
+      </div>
       <div class="md-sidebar__inner">
         {% include "partials/nav.html" %}
       </div>
@@ -41,4 +44,25 @@
     <script src="https://code.jquery.com/jquery-3.4.1.min.js"
       integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous"></script>
 
+    <!-- Load binance SDK -->
+    <script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
+
+    <script>
+      window.onload = function () {
+        var sidebar = document.getElementById('widget-wrapper')
+        var newDiv = document.createElement("div");
+        newDiv.id = "widget";
+        try {
+          sidebar.prepend(newDiv);
+
+          window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
+            apiHost: 'https://www.binance.com',
+            brokerId: 'R4BD3S82',
+            slideTime: 4e4,
+          });
+        } catch(err) {
+          console.log(err)
+        }
+      }
+    </script>
 {% endblock %}

docs/producer-consumer.md

@@ -21,7 +21,6 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
                 "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
-                "secure": false, // Use a secure websockets connection, default false
                 "ws_token": "sercet_Ws_t0ken" // The ws_token from your producer's api_server config
             }
         ],
@@ -43,7 +42,6 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `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.secure` | **Optional.**  Use ssl in websockets connection. Default False.<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.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
-mkdocs==1.4.2
+mkdocs==1.4.0
-mkdocs-material==8.5.11
+mkdocs-material==8.5.6
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.9
+pymdown-extensions==9.6
 jinja2==3.1.2

docs/rest-api.md

@@ -389,44 +389,6 @@ Now anytime those types of RPC messages are sent in the bot, you will receive th
 }
 ```
 
-#### Reverse Proxy setup
-
-When using [Nginx](https://nginx.org/en/docs/), the following configuration is required for WebSockets to work (Note this configuration is incomplete, it's missing some information and can not be used as is):
-
-Please make sure to replace `<freqtrade_listen_ip>` (and the subsequent port) with the IP and Port matching your configuration/setup.
-
-```
-http {
-    map $http_upgrade $connection_upgrade {
-        default upgrade;
-        '' close;
-    }
-
-    #...
-
-    server {
-        #...
-
-        location / {
-            proxy_http_version 1.1;
-            proxy_pass http://<freqtrade_listen_ip>:8080;
-            proxy_set_header Upgrade $http_upgrade;
-            proxy_set_header Connection $connection_upgrade;
-            proxy_set_header Host $host;
-        }
-    }
-}
-```
-
-To properly configure your reverse proxy (securely), please consult it's documentation for proxying websockets.
-
-- **Traefik**: Traefik supports websockets out of the box, see the [documentation](https://doc.traefik.io/traefik/)
-- **Caddy**: Caddy v2 supports websockets out of the box, see the [documentation](https://caddyserver.com/docs/v2-upgrade#proxy)
-
-!!! Tip "SSL certificates"
-    You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any fo the above reverse proxies.
-    While this will protect your data in transit, we do not recommend to run the freqtrade API outside of your private network (VPN, SSH tunnel).
-
 ### OpenAPI interface
 
 To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.

docs/sql_cheatsheet.md

@@ -13,12 +13,12 @@ Feel free to use a visual Database editor like SqliteBrowser if you feel more co
 sudo apt-get install sqlite3
 ```
 
-### Using sqlite3 via docker
+### Using sqlite3 via docker-compose
 
 The freqtrade docker image does contain sqlite3, so you can edit the database without having to install anything on the host system.
 
 ``` bash
-docker compose exec freqtrade /bin/bash
+docker-compose exec freqtrade /bin/bash
 sqlite3 <database-file>.sqlite
 ```
 

docs/stoploss.md

@@ -24,7 +24,7 @@ These modes can be configured with these values:
 ```
 
 !!! Note
-    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
+    Stoploss on exchange is only supported for Binance (stop-loss-limit), Huobi (stop-limit), Kraken (stop-loss-market, stop-loss-limit), FTX (stop limit and stop-market) Gateio (stop-limit), and Kucoin (stop-limit and stop-market) as of now.  
     <ins>Do not set too low/tight stoploss value if using stop loss on exchange!</ins>  
     If set to low/tight then you have greater risk of missing fill on the order and stoploss will not work.
 
@@ -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
 

docs/strategy-callbacks.md

@@ -159,7 +159,6 @@ 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.
 
@@ -773,7 +772,7 @@ class DigDeeperStrategy(IStrategy):
     * 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%  <- *This will be the last "Exit" message*
+    * 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`).
 

docs/strategy-customization.md

@@ -363,9 +363,9 @@ class AwesomeStrategy(IStrategy):
     timeframe = "1d"
     timeframe_mins = timeframe_to_minutes(timeframe)
     minimal_roi = {
-        "0": 0.05,                      # 5% for the first 3 candles
+        "0": 0.05,                             # 5% for the first 3 candles
-        str(timeframe_mins * 3): 0.02,  # 2% after 3 candles
+        str(timeframe_mins * 3)): 0.02,  # 2% after 3 candles
-        str(timeframe_mins * 6): 0.01,  # 1% After 6 candles
+        str(timeframe_mins * 6)): 0.01,  # 1% After 6 candles
     }
 ```
 
@@ -446,17 +446,15 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
 
 ??? Note "Alternative candle types"
     Informative_pairs can also provide a 3rd tuple element defining the candle type explicitly.
-    Availability of alternative candle-types will depend on the trading-mode and the exchange. 
+    Availability of alternative candle-types will depend on the trading-mode and the exchange. Details about this can be found in the exchange documentation.
-    In general, spot pairs cannot be used in futures markets, and futures candles can't be used as informative pairs for spot bots.
-    Details about this may vary, if they do, this can be found in the exchange documentation.
 
     ``` python
     def informative_pairs(self):
         return [
-            ("ETH/USDT", "5m", ""),   # Uses default candletype, depends on trading_mode (recommended)
+            ("ETH/USDT", "5m", ""),   # Uses default candletype, depends on trading_mode 
-            ("ETH/USDT", "5m", "spot"),   # Forces usage of spot candles (only valid for bots running on spot markets).
+            ("ETH/USDT", "5m", "spot"),   # Forces usage of spot candles
-            ("BTC/TUSD", "15m", "futures"),  # Uses futures candles (only bots with `trading_mode=futures`)
+            ("BTC/TUSD", "15m", "futures"),  # Uses futures candles
-            ("BTC/TUSD", "15m", "mark"),  # Uses mark candles (only bots with `trading_mode=futures`)
+            ("BTC/TUSD", "15m", "mark"),  # Uses mark candles
         ]
     ```
 ***
@@ -657,13 +655,13 @@ This is where calling `self.dp.current_whitelist()` comes in handy.
 # 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)
+                                            timeframe=inf_timeframe)
 ```
 
 !!! Warning "Warning about backtesting"
-    In backtesting, `dp.get_pair_dataframe()` behavior differs depending on where it's called.
+    Be careful when using dataprovider in backtesting. `historic_ohlcv()` (and `get_pair_dataframe()`
-    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.
+    for the backtesting runmode) provides the full time-range in one go,
-    Within [callbacks](strategy-callbacks.md), you'll get the full timerange up to the current (simulated) candle.
+    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)*
 
@@ -672,13 +670,13 @@ 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'],
+if self.dp.runmode.value in ('live', 'dry_run'):
-                                                         timeframe=self.timeframe)
+    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)*
@@ -725,7 +723,7 @@ if self.dp.runmode.value in ('live', 'dry_run'):
 
 !!! Warning
     Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
-    vary for different exchanges. For instance, many exchanges do not return `vwap` values, some exchanges
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, the FTX exchange
     does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
     data returned from the exchange and add appropriate error handling / defaults.
 
@@ -989,18 +987,38 @@ from freqtrade.persistence import Trade
 The following example queries for the current pair and trades from today, however other filters can easily be added.
 
 ``` python
-trades = Trade.get_trades_proxy(pair=metadata['pair'],
+if self.config['runmode'].value in ('live', 'dry_run'):
-                                open_date=datetime.now(timezone.utc) - timedelta(days=1),
+    trades = Trade.get_trades([Trade.pair == metadata['pair'],
-                                is_open=False,
+                               Trade.open_date > datetime.utcnow() - timedelta(days=1),
-            ]).order_by(Trade.close_date).all()
+                               Trade.is_open.is_(False),
-# Summarize profit for this pair.
+                ]).order_by(Trade.close_date).all()
-curdayprofit = sum(trade.close_profit for trade in trades)
+    # Summarize profit for this pair.
+    curdayprofit = sum(trade.close_profit for trade in trades)
 ```
 
-For a full list of available methods, please consult the [Trade object](trade-object.md) documentation.
+Get amount of stake_currency currently invested in Trades:
+
+``` python
+if self.config['runmode'].value in ('live', 'dry_run'):
+    total_stakes = Trade.total_open_trades_stakes()
+```
+
+Retrieve performance per pair.
+Returns a List of dicts per pair.
+
+``` python
+if self.config['runmode'].value in ('live', 'dry_run'):
+    performance = Trade.get_overall_performance()
+```
+
+Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
+
+``` json
+{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
+```
 
 !!! Warning
-    Trade history is not available in `populate_*` methods during backtesting or hyperopt, and will result in empty results.
+    Trade history is not available during backtesting or hyperopt.
 
 ## Prevent trades from happening for a specific pair
 

docs/strategy_analysis_example.md

@@ -2,37 +2,12 @@
 
 Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
 The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.
-Please follow the [documentation](https://www.freqtrade.io/en/stable/data-download/) for more details.
 
 ## Setup
 
-### Change Working directory to repository root
-
 
 ```python
-import os
 from pathlib import Path
-
-# Change directory
-# Modify this cell to insure that the output shows the correct path.
-# Define all paths relative to the project root shown in the cell output
-project_root = "somedir/freqtrade"
-i=0
-try:
-    os.chdirdir(project_root)
-    assert Path('LICENSE').is_file()
-except:
-    while i<4 and (not Path('LICENSE').is_file()):
-        os.chdir(Path(Path.cwd(), '../'))
-        i+=1
-    project_root = Path.cwd()
-print(Path.cwd())
-```
-
-### Configure Freqtrade environment
-
-
-```python
 from freqtrade.configuration import Configuration
 
 # Customize these according to your needs.
@@ -40,14 +15,14 @@ from freqtrade.configuration import Configuration
 # Initialize empty configuration object
 config = Configuration.from_files([])
 # Optionally (recommended), use existing configuration file
-# config = Configuration.from_files(["user_data/config.json"])
+# config = Configuration.from_files(["config.json"])
 
 # Define some constants
 config["timeframe"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
-data_location = config["datadir"]
+data_location = config['datadir']
 # Pair to analyze - Only use one pair here
 pair = "BTC/USDT"
 ```
@@ -61,12 +36,12 @@ from freqtrade.enums import CandleType
 candles = load_pair_history(datadir=data_location,
                             timeframe=config["timeframe"],
                             pair=pair,
-                            data_format = "json",  # Make sure to update this to your data
+                            data_format = "hdf5",
                             candle_type=CandleType.SPOT,
                             )
 
 # Confirm success
-print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
+print("Loaded " + str(len(candles)) + f" rows of data for {pair} from {data_location}")
 candles.head()
 ```
 
@@ -257,7 +232,7 @@ graph = generate_candlestick_graph(pair=pair,
 # Show graph inline
 # graph.show()
 
-# Render graph in a separate window
+# Render graph in a seperate window
 graph.show(renderer="browser")
 
 ```

docs/strategy_migration.md

@@ -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`
+    * `webhookbuy` -> `webhookentry`
-    * `webhookbuyfill` -> `entry_fill`
+    * `webhookbuyfill` -> `webhookentryfill`
-    * `webhookbuycancel` -> `entry_cancel`
+    * `webhookbuycancel` -> `webhookentrycancel`
-    * `webhooksell` -> `exit`
+    * `webhooksell` -> `webhookexit`
-    * `webhooksellfill` -> `exit_fill`
+    * `webhooksellfill` -> `webhookexitfill`
-    * `webhooksellcancel` -> `exit_cancel`
+    * `webhooksellcancel` -> `webhookexitcancel`
   * Telegram notification settings
     * `buy` -> `entry`
     * `buy_fill` -> `entry_fill`
@@ -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
 }
 ```

docs/stylesheets/ft.extra.css

@@ -11,3 +11,18 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
+
+
+#widget-wrapper {
+    height: calc(220px * 0.5625 + 18px);
+    width: 220px;
+    margin: 0 auto 16px auto;
+    border-style: solid;
+    border-color: var(--md-code-bg-color);
+    border-width: 1px;
+    border-radius: 5px;
+}
+
+@media screen and (max-width: calc(76.25em - 1px)) {
+    #widget-wrapper { display: none; }
+}

docs/telegram-usage.md

@@ -77,7 +77,6 @@ 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",
@@ -116,7 +115,6 @@ Example configuration showing the different settings:
 `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)

docs/trade-object.md

@@ -1,148 +0,0 @@
-# Trade Object
-
-## Trade
-
-A position freqtrade enters is stored in a `Trade` object - which is persisted to the database.
-It's a core concept of freqtrade - and something you'll come across in many sections of the documentation, which will most likely point you to this location.
-
-It will be passed to the strategy in many [strategy callbacks](strategy-callbacks.md). The object passed to the strategy cannot be modified directly. Indirect modifications may occur based on callback results.
-
-## Trade - Available attributes
-
-The following attributes / properties are available for each individual trade - and can be used with `trade.<property>` (e.g. `trade.pair`).
-
-|  Attribute | DataType | Description |
-|------------|-------------|-------------|
-`pair`| string | Pair of this trade
-`is_open`| boolean | Is the trade currently open, or has it been concluded
-`open_rate`| float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments)
-`close_rate`| float | Close rate - only set when is_open = False
-`stake_amount`| float | Amount in Stake (or Quote) currency.
-`amount`| float | Amount in Asset / Base currency that is currently owned.
-`open_date`| datetime | Timestamp when trade was opened **use `open_date_utc` instead**
-`open_date_utc`| datetime | Timestamp when trade was opened - in UTC
-`close_date`| datetime | Timestamp when trade was closed **use `close_date_utc` instead**
-`close_date_utc`| datetime | Timestamp when trade was closed - in UTC
-`close_profit`| float | Relative profit at the time of trade closure. `0.01` == 1%
-`close_profit_abs`| float | Absolute profit (in stake currency) at the time of trade closure.
-`leverage` | float | Leverage used for this trade - defaults to 1.0 in spot markets.
-`enter_tag`| string | Tag provided on entry via the `enter_tag` column in the dataframe
-`is_short` | boolean | True for short trades, False otherwise
-`orders` | Order[] | List of order objects attached to this trade (includes both filled and cancelled orders)
-`date_last_filled_utc` | datetime | Time of the last filled order
-`entry_side` | "buy" / "sell" | Order Side the trade was entered
-`exit_side` | "buy" / "sell" | Order Side that will result in a trade exit / position reduction.
-`trade_direction` | "long" / "short" | Trade direction in text - long or short.
-`nr_of_successful_entries` | int | Number of successful (filled) entry orders
-`nr_of_successful_exits` | int | Number of successful (filled) exit orders
-
-## Class methods
-
-The following are class methods - which return generic information, and usually result in an explicit query against the database.
-They can be used as `Trade.<method>` - e.g. `open_trades = Trade.get_open_trade_count()`
-
-!!! Warning "Backtesting/hyperopt"
-    Most methods will work in both backtesting / hyperopt and live/dry modes.
-    During backtesting, it's limited to usage in [strategy callbacks](strategy-callbacks.md). Usage in `populate_*()` methods is not supported and will result in wrong results.
-
-### get_trades_proxy
-
-When your strategy needs some information on existing (open or close) trades - it's best to use `Trade.get_trades_proxy()`.
-
-Usage:
-
-``` python
-from freqtrade.persistence import Trade
-from datetime import timedelta
-
-# ...
-trade_hist = Trade.get_trades_proxy(pair='ETH/USDT', is_open=False, open_date=current_date - timedelta(days=2))
-
-```
-
-`get_trades_proxy()` supports the following keyword arguments. All arguments are optional - calling `get_trades_proxy()` without arguments will return a list of all trades in the database.
-
-* `pair` e.g. `pair='ETH/USDT'`
-* `is_open` e.g. `is_open=False`
-* `open_date` e.g. `open_date=current_date - timedelta(days=2)`
-* `close_date` e.g. `close_date=current_date - timedelta(days=5)`
-
-### get_open_trade_count
-
-Get the number of currently open trades
-
-``` python
-from freqtrade.persistence import Trade
-# ...
-open_trades = Trade.get_open_trade_count()
-```
-
-### get_total_closed_profit
-
-Retrieve the total profit the bot has generated so far.
-Aggregates `close_profit_abs` for all closed trades.
-
-``` python
-from freqtrade.persistence import Trade
-
-# ...
-profit = Trade.get_total_closed_profit()
-```
-
-### total_open_trades_stakes
-
-Retrieve the total stake_amount that's currently in trades.
-
-``` python
-from freqtrade.persistence import Trade
-
-# ...
-profit = Trade.total_open_trades_stakes()
-```
-
-### get_overall_performance
-
-Retrieve the overall performance - similar to the `/performance` telegram command.
-
-``` python
-from freqtrade.persistence import Trade
-
-# ...
-if self.config['runmode'].value in ('live', 'dry_run'):
-    performance = Trade.get_overall_performance()
-```
-
-Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of 0.015).
-
-``` json
-{"pair": "ETH/BTC", "profit": 0.015, "count": 5}
-```
-
-## Order Object
-
-An `Order` object represents an order on the exchange (or a simulated order in dry-run mode).
-An `Order` object will always be tied to it's corresponding [`Trade`](#trade-object), and only really makes sense in the context of a trade.
-
-### Order - Available attributes
-
-an Order object is typically attached to a trade.
-Most properties here can be None as they are dependant on the exchange response.
-
-|  Attribute | DataType | Description |
-|------------|-------------|-------------|
-`trade` | Trade | Trade object this order is attached to
-`ft_pair` | string | Pair this order is for
-`ft_is_open` | boolean | is the order filled?
-`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
-`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
-`side` | string | Buy or Sell
-`price` | float | Price the order was placed at
-`average` | float | Average price the order filled at
-`amount` | float | Amount in base currency
-`filled` | float | Filled amount (in base currency)
-`remaining` | float | Remaining amount
-`cost` | float | Cost of the order - usually average * filled
-`order_date` | datetime | Order creation date **use `order_date_utc` instead**
-`order_date_utc` | datetime | Order creation date (in UTC)
-`order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead**
-`order_fill_date_utc` | datetime | Order fill date

docs/updating.md

@@ -6,14 +6,14 @@ To update your freqtrade installation, please use one of the below methods, corr
     Breaking changes / changed behavior will be documented in the changelog that is posted alongside every release.
     For the develop branch, please follow PR's to avoid being surprised by changes.
 
-## docker
+## docker-compose
 
 !!! Note "Legacy installations using the `master` image"
     We're switching from master to stable for the release Images - please adjust your docker-file and replace `freqtradeorg/freqtrade:master` with `freqtradeorg/freqtrade:stable`
 
 ``` bash
-docker compose pull
+docker-compose pull
-docker compose up -d
+docker-compose up -d
 ```
 
 ## Installation via setup script

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.
@@ -263,6 +226,7 @@ equos            True     missing opt: fetchTicker, fetchTickers
 eterbase         True
 fcoin            True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp          True     missing opt: fetchMyTrades, fetchTickers
+ftx              True
 gateio           True
 gemini           True
 gopax            True
@@ -368,6 +332,7 @@ fcoin               True     missing opt: fetchMyTrades, fetchTickers
 fcoinjp             True     missing opt: fetchMyTrades, fetchTickers
 flowbtc             False    missing: fetchOrder, fetchOHLCV
 foxbit              False    missing: fetchOrder, fetchOHLCV
+ftx                 True
 gateio              True
 gemini              True
 gopax               True
@@ -652,7 +617,7 @@ Common arguments:
 
 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.
+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:
 
@@ -662,7 +627,7 @@ Alternatively, you can reconfigure the docker-compose file to have the command u
       --config /freqtrade/user_data/config.json
 ```
 
-You can now use `docker compose up` to start the webserver.
+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
@@ -722,7 +687,6 @@ usage: freqtrade backtesting-analysis [-h] [-v] [--logfile FILE] [-V]
                                       [--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]]
                                       [--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]]
                                       [--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]]
-                                      [--timerange YYYYMMDD-[YYYYMMDD]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -745,10 +709,6 @@ optional arguments:
   --indicator-list INDICATOR_LIST [INDICATOR_LIST ...]
                         Comma separated list of indicators to analyse. e.g.
                         'close,rsi,bb_lowerband,profit_abs'
-  --timerange YYYYMMDD-[YYYYMMDD]
-                        Timerange to filter trades for analysis, 
-                        start inclusive, end exclusive. e.g.
-                        20220101-20220201
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

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,
-    },
-```

docs/windows_installation.md

@@ -3,16 +3,15 @@
 We **strongly** recommend that Windows users use [Docker](docker_quickstart.md) as this will work much easier and smoother (also more secure).
 
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
-Otherwise, please follow the instructions below.
+Otherwise, try the instructions below.
 
 ## Install freqtrade manually
 
-!!! Note "64bit Python version"
+!!! Note
-    Please make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
+    Make sure to use 64bit Windows and 64bit Python to avoid problems with backtesting or hyperopt due to the memory constraints 32bit applications have under Windows.
-    32bit python versions are no longer supported under Windows.
 
 !!! Hint
-    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#installation-with-conda) in the documentation for more information.
+    Using the [Anaconda Distribution](https://www.anaconda.com/distribution/) under Windows can greatly help with installation problems. Check out the [Anaconda installation section](installation.md#Anaconda) in this document for more information.
 
 ### 1. Clone the git repository
 

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2022.12'
+__version__ = '2022.10.dev'
 
 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

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,
+from freqtrade.commands.list_commands import (start_list_exchanges, start_list_markets,
-                                              start_list_markets, start_list_strategies,
+                                              start_list_strategies, start_list_timeframes,
-                                              start_list_timeframes, start_show_trades)
+                                              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

freqtrade/commands/analyze_commands.py

@@ -60,4 +60,10 @@ def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
 
     logger.info('Starting freqtrade in analysis mode')
 
-    process_entry_exit_reasons(config)
+    process_entry_exit_reasons(config['exportfilename'],
+                               config['exchange']['pair_whitelist'],
+                               config['analysis_groups'],
+                               config['enter_reason_list'],
+                               config['exit_reason_list'],
+                               config['indicator_list']
+                               )

freqtrade/commands/arguments.py

@@ -25,8 +25,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
                                         "strategy_list", "export", "exportfilename",
-                                        "backtest_breakdown", "backtest_cache",
+                                        "backtest_breakdown", "backtest_cache"]
-                                        "freqai_backtest_live_models"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
@@ -42,8 +41,6 @@ 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"]
@@ -106,11 +103,11 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "disableparamexport", "backtest_breakdown"]
 
 ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
-                              "exit_reason_list", "indicator_list", "timerange"]
+                              "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-markets", "list-pairs", "list-strategies", "list-data",
-                    "list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
+                    "hyperopt-list", "hyperopt-show", "backtest-filter",
                     "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
@@ -195,11 +192,10 @@ 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_markets, start_list_strategies,
-                                        start_list_strategies, start_list_timeframes,
+                                        start_list_timeframes, start_new_config, start_new_strategy,
-                                        start_new_config, start_new_strategy, start_plot_dataframe,
+                                        start_plot_dataframe, start_plot_profit, start_show_trades,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
+                                        start_test_pairlist, start_trading, start_webserver)
-                                        start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -366,15 +362,6 @@ 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',

freqtrade/commands/build_config_commands.py

@@ -108,6 +108,7 @@ def ask_user_config() -> Dict[str, Any]:
                 "binance",
                 "binanceus",
                 "bittrex",
+                "ftx",
                 "gateio",
                 "huobi",
                 "kraken",

freqtrade/commands/cli_options.py

@@ -49,7 +49,7 @@ AVAILABLE_CLI_OPTIONS = {
         default=0,
     ),
     "logfile": Arg(
-        '--logfile', '--log-file',
+        '--logfile',
         help="Log to the file specified. Special values are: 'syslog', 'journald'. "
              "See the documentation for more details.",
         metavar='FILE',
@@ -668,9 +668,4 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify additional lookup path for freqaimodels.',
         metavar='PATH',
     ),
-    "freqai_backtest_live_models": Arg(
-        '--freqai-backtest-live-models',
-        help='Run backtest with ready models.',
-        action='store_true'
-    ),
 }

freqtrade/commands/data_commands.py

@@ -11,7 +11,8 @@ from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_oh
                                     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.exchange import Exchange, market_is_active, timeframe_to_minutes
+from freqtrade.freqai.utils import setup_freqai_spice_rack
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist, expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
 
@@ -48,6 +49,10 @@ def start_download_data(args: Dict[str, Any]) -> None:
 
     # Init exchange
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config, validate=False)
+
+    if config.get('freqai_spice_rack', False):
+        config = setup_freqai_spice_rack(config, exchange)
+
     markets = [p for p, m in exchange.markets.items() if market_is_active(m)
                or config.get('include_inactive')]
 
@@ -63,37 +68,7 @@ def start_download_data(args: Dict[str, Any]) -> None:
         exchange.validate_timeframes(timeframe)
 
     try:
-
+        pairs_not_available = download_trades(exchange, expanded_pairs, config, timerange)
-        if config.get('download_trades'):
-            if config.get('trading_mode') == 'futures':
-                raise OperationalException("Trade download not supported for futures.")
-            pairs_not_available = refresh_backtest_trades_data(
-                exchange, pairs=expanded_pairs, datadir=config['datadir'],
-                timerange=timerange, new_pairs_days=config['new_pairs_days'],
-                erase=bool(config.get('erase')), data_format=config['dataformat_trades'])
-
-            # Convert downloaded trade data to different timeframes
-            convert_trades_to_ohlcv(
-                pairs=expanded_pairs, timeframes=config['timeframes'],
-                datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
-                data_format_ohlcv=config['dataformat_ohlcv'],
-                data_format_trades=config['dataformat_trades'],
-            )
-        else:
-            if not exchange.get_option('ohlcv_has_history', True):
-                raise OperationalException(
-                    f"Historic klines not available for {exchange.name}. "
-                    "Please use `--dl-trades` instead for this exchange "
-                    "(will unfortunately take a long time)."
-                    )
-            pairs_not_available = refresh_backtest_ohlcv_data(
-                exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
-                datadir=config['datadir'], timerange=timerange,
-                new_pairs_days=config['new_pairs_days'],
-                erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'],
-                trading_mode=config.get('trading_mode', 'spot'),
-                prepend=config.get('prepend_data', False)
-            )
 
     except KeyboardInterrupt:
         sys.exit("SIGINT received, aborting ...")
@@ -104,6 +79,42 @@ def start_download_data(args: Dict[str, Any]) -> None:
                         f"on exchange {exchange.name}.")
 
 
+def download_trades(exchange: Exchange, expanded_pairs: list,
+                    config: Dict[str, Any], timerange: TimeRange) -> list:
+    if config.get('download_trades'):
+        if config.get('trading_mode') == 'futures':
+            raise OperationalException("Trade download not supported for futures.")
+        pairs_not_available = refresh_backtest_trades_data(
+            exchange, pairs=expanded_pairs, datadir=config['datadir'],
+            timerange=timerange, new_pairs_days=config['new_pairs_days'],
+            erase=bool(config.get('erase')), data_format=config['dataformat_trades'])
+
+        # Convert downloaded trade data to different timeframes
+        convert_trades_to_ohlcv(
+            pairs=expanded_pairs, timeframes=config['timeframes'],
+            datadir=config['datadir'], timerange=timerange, erase=bool(config.get('erase')),
+            data_format_ohlcv=config['dataformat_ohlcv'],
+            data_format_trades=config['dataformat_trades'],
+        )
+    else:
+        if not exchange.get_option('ohlcv_has_history', True):
+            raise OperationalException(
+                f"Historic klines not available for {exchange.name}. "
+                "Please use `--dl-trades` instead for this exchange "
+                "(will unfortunately take a long time)."
+                )
+        pairs_not_available = refresh_backtest_ohlcv_data(
+            exchange, pairs=expanded_pairs, timeframes=config['timeframes'],
+            datadir=config['datadir'], timerange=timerange,
+            new_pairs_days=config['new_pairs_days'],
+            erase=bool(config.get('erase')), data_format=config['dataformat_ohlcv'],
+            trading_mode=config.get('trading_mode', 'spot'),
+            prepend=config.get('prepend_data', False)
+        )
+
+    return pairs_not_available
+
+
 def start_convert_trades(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)

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))
+        _print_objs_tabular(strategy_objs, config.get('print_colorized', False), directory)
-
-
-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))
 
 
 def start_list_timeframes(args: Dict[str, Any]) -> None:

freqtrade/configuration/config_validation.py

@@ -86,8 +86,6 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
     _validate_unlimited_amount(conf)
     _validate_ask_orderbook(conf)
     _validate_freqai_hyperopt(conf)
-    _validate_freqai_backtest(conf)
-    _validate_freqai_include_timeframes(conf)
     _validate_consumers(conf)
     validate_migrated_strategy_settings(conf)
 
@@ -336,53 +334,6 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
             '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)}")
-
-        # Ensure that the base timeframe is included in the include_timeframes list
-        if main_tf not in freqai_include_timeframes:
-            feature_parameters = conf.get('freqai', {}).get('feature_parameters', {})
-            include_timeframes = [main_tf] + freqai_include_timeframes
-            conf.get('freqai', {}).get('feature_parameters', {}) \
-                .update({**feature_parameters, 'include_timeframes': include_timeframes})
-
-
-def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
-    if conf.get('runmode', RunMode.OTHER) == RunMode.BACKTEST:
-        freqai_enabled = conf.get('freqai', {}).get('enabled', False)
-        timerange = conf.get('timerange')
-        freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
-        if freqai_backtest_live_models and freqai_enabled and timerange:
-            raise OperationalException(
-                'Using timerange parameter is not supported with '
-                '--freqai-backtest-live-models parameter.')
-
-        if freqai_backtest_live_models and not freqai_enabled:
-            raise OperationalException(
-                'Using --freqai-backtest-live-models parameter is only '
-                'supported with a FreqAI strategy.')
-
-        if freqai_enabled and not freqai_backtest_live_models and not timerange:
-            raise OperationalException(
-                'Please pass --timerange if you intend to use FreqAI for backtesting.')
-
-
 def _validate_consumers(conf: Dict[str, Any]) -> None:
     emc_conf = conf.get('external_message_consumer', {})
     if emc_conf.get('enabled', False):

freqtrade/configuration/configuration.py

@@ -279,9 +279,6 @@ class Configuration:
         self._args_to_config(config, argname='disableparamexport',
                              logstring='Parameter --disableparamexport detected: {} ...')
 
-        self._args_to_config(config, argname='freqai_backtest_live_models',
-                             logstring='Parameter --freqai-backtest-live-models detected ...')
-
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])
@@ -462,9 +459,6 @@ class Configuration:
         self._args_to_config(config, argname='indicator_list',
                              logstring='Analysis indicator list: {}')
 
-        self._args_to_config(config, argname='timerange',
-                             logstring='Filter trades by timerange: {}')
-
     def _process_runmode(self, config: Config) -> None:
 
         self._args_to_config(config, argname='dry_run',

freqtrade/configuration/directory_operations.py

@@ -3,8 +3,7 @@ import shutil
 from pathlib import Path
 from typing import Optional
 
-from freqtrade.constants import (USER_DATA_FILES, USERPATH_FREQAIMODELS, USERPATH_HYPEROPTS,
+from freqtrade.constants import USER_DATA_FILES, Config
-                                 USERPATH_NOTEBOOKS, USERPATH_STRATEGIES, Config)
 from freqtrade.exceptions import OperationalException
 
 
@@ -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",
+    sub_dirs = ["backtest_results", "data", "hyperopts", "hyperopt_results", "logs",
-                USERPATH_NOTEBOOKS, "plot", USERPATH_STRATEGIES, USERPATH_FREQAIMODELS]
+                "notebooks", "plot", "strategies", ]
     folder = Path(directory)
     chown_user_directory(folder)
     if not folder.is_dir():

freqtrade/configuration/timerange.py

@@ -3,12 +3,11 @@ This module contains the argument manager class
 """
 import logging
 import re
-from datetime import datetime, timezone
+from datetime import datetime
 from typing import Optional
 
 import arrow
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.exceptions import OperationalException
 
 
@@ -30,52 +29,6 @@ class TimeRange:
         self.startts: int = startts
         self.stopts: int = stopts
 
-    @property
-    def startdt(self) -> Optional[datetime]:
-        if self.startts:
-            return datetime.fromtimestamp(self.startts, tz=timezone.utc)
-        return None
-
-    @property
-    def stopdt(self) -> Optional[datetime]:
-        if self.stopts:
-            return datetime.fromtimestamp(self.stopts, tz=timezone.utc)
-        return None
-
-    @property
-    def timerange_str(self) -> str:
-        """
-        Returns a string representation of the timerange as used by parse_timerange.
-        Follows the format yyyymmdd-yyyymmdd - leaving out the parts that are not set.
-        """
-        start = ''
-        stop = ''
-        if startdt := self.startdt:
-            start = startdt.strftime('%Y%m%d')
-        if stopdt := self.stopdt:
-            stop = stopdt.strftime('%Y%m%d')
-        return f"{start}-{stop}"
-
-    @property
-    def start_fmt(self) -> str:
-        """
-        Returns a string representation of the start date
-        """
-        val = 'unbounded'
-        if (startdt := self.startdt) is not None:
-            val = startdt.strftime(DATETIME_PRINT_FORMAT)
-        return val
-
-    @property
-    def stop_fmt(self) -> str:
-        """
-        Returns a string representation of the stop date
-        """
-        val = 'unbounded'
-        if (stopdt := self.stopdt) is not None:
-            val = stopdt.strftime(DATETIME_PRINT_FORMAT)
-        return val
-
     def __eq__(self, other):
         """Override the default Equals behavior"""
         return (self.starttype == other.starttype and self.stoptype == other.stoptype

freqtrade/constants.py

@@ -5,7 +5,7 @@ bot constants
 """
 from typing import Any, Dict, List, Literal, Tuple
 
-from freqtrade.enums import CandleType, RPCMessageType
+from freqtrade.enums import CandleType
 
 
 DEFAULT_CONFIG = 'config.json'
@@ -31,7 +31,7 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'CalmarHyperOptLoss',
                          'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
                          'ProfitDrawDownHyperOptLoss']
-AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', 'RemotePairList',
+AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
@@ -61,7 +61,6 @@ USERPATH_FREQAIMODELS = 'freqaimodels'
 
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
-FULL_DATAFRAME_THRESHOLD = 100
 
 ENV_VAR_PREFIX = 'FREQTRADE__'
 
@@ -160,7 +159,6 @@ CONF_SCHEMA = {
         'ignore_buying_expired_candle_after': {'type': 'number'},
         'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
         'margin_mode': {'type': 'string', 'enum': MARGIN_MODES},
-        'reduce_df_footprint': {'type': 'boolean', 'default': False},
         'liquidation_buffer': {'type': 'number', 'minimum': 0.0, 'maximum': 0.99},
         'backtest_breakdown': {
             'type': 'array',
@@ -284,7 +282,6 @@ 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',
@@ -347,8 +344,6 @@ 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'},
@@ -513,7 +508,6 @@ CONF_SCHEMA = {
                                 'minimum': 0,
                                 'maximum': 65535
                             },
-                            'secure': {'type': 'boolean', 'default': False},
                             'ws_token': {'type': 'string'},
                         },
                         'required': ['name', 'host', 'ws_token']
@@ -543,9 +537,7 @@ CONF_SCHEMA = {
             "properties": {
                 "enabled": {"type": "boolean", "default": False},
                 "keras": {"type": "boolean", "default": False},
-                "write_metrics_to_disk": {"type": "boolean", "default": False},
+                "conv_width": {"type": "integer", "default": 2},
-                "purge_old_models": {"type": "boolean", "default": True},
-                "conv_width": {"type": "integer", "default": 1},
                 "train_period_days": {"type": "integer", "default": 0},
                 "backtest_period_days": {"type": "number", "default": 7},
                 "identifier": {"type": "string", "default": "example"},
@@ -579,27 +571,9 @@ CONF_SCHEMA = {
                     },
                 },
                 "model_training_parameters": {
-                    "type": "object"
-                },
-                "rl_config": {
                     "type": "object",
                     "properties": {
-                        "train_cycles": {"type": "integer"},
+                        "n_estimators": {"type": "integer", "default": 1000}
-                        "max_trade_duration_candles": {"type": "integer"},
-                        "add_state_info": {"type": "boolean", "default": False},
-                        "max_training_drawdown_pct": {"type": "number", "default": 0.02},
-                        "cpu_count": {"type": "integer", "default": 1},
-                        "model_type": {"type": "string", "default": "PPO"},
-                        "policy_type": {"type": "string", "default": "MlpPolicy"},
-                        "net_arch": {"type": "array", "default": [128, 128]},
-                        "randomize_startinng_position": {"type": "boolean", "default": False},
-                        "model_reward_parameters": {
-                            "type": "object",
-                            "properties": {
-                                "rr": {"type": "number", "default": 1},
-                                "profit_aim": {"type": "number", "default": 0.025}
-                            }
-                        }
                     },
                 },
             },
@@ -609,8 +583,9 @@ CONF_SCHEMA = {
                 "backtest_period_days",
                 "identifier",
                 "feature_parameters",
-                "data_split_parameters"
+                "data_split_parameters",
-            ]
+                "model_training_parameters"
+                ]
         },
     },
 }
@@ -678,6 +653,5 @@ LongShort = Literal['long', 'short']
 EntryExit = Literal['entry', 'exit']
 BuySell = Literal['buy', 'sell']
 MakerTaker = Literal['maker', 'taker']
-BidAsk = Literal['bid', 'ask']
 
 Config = Dict[str, Any]

freqtrade/data/btanalysis.py

@@ -20,13 +20,13 @@ from freqtrade.persistence import LocalTrade, Trade, init_db
 logger = logging.getLogger(__name__)
 
 # Newest format
-BT_DATA_COLUMNS = ['pair', 'stake_amount', 'max_stake_amount', 'amount',
+BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
-                   'open_date', 'close_date', 'open_rate', 'close_rate',
+                   'open_rate', 'close_rate',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'exit_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
-                   'leverage', 'is_short', 'open_timestamp', 'close_timestamp', 'orders'
+                   'is_short', 'open_timestamp', 'close_timestamp', 'orders'
                    ]
 
 
@@ -241,33 +241,6 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
     return results
 
 
-def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
-    """
-    Compatibility support for older backtest data.
-    """
-    df['open_date'] = pd.to_datetime(df['open_date'],
-                                     utc=True,
-                                     infer_datetime_format=True
-                                     )
-    df['close_date'] = pd.to_datetime(df['close_date'],
-                                      utc=True,
-                                      infer_datetime_format=True
-                                      )
-    # Compatibility support for pre short Columns
-    if 'is_short' not in df.columns:
-        df['is_short'] = False
-    if 'leverage' not in df.columns:
-        df['leverage'] = 1.0
-    if 'enter_tag' not in df.columns:
-        df['enter_tag'] = df['buy_tag']
-        df = df.drop(['buy_tag'], axis=1)
-    if 'max_stake_amount' not in df.columns:
-        df['max_stake_amount'] = df['stake_amount']
-    if 'orders' not in df.columns:
-        df['orders'] = None
-    return df
-
-
 def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame:
     """
     Load backtest data file.
@@ -296,7 +269,22 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
         data = data['strategy'][strategy]['trades']
         df = pd.DataFrame(data)
         if not df.empty:
-            df = _load_backtest_data_df_compatibility(df)
+            df['open_date'] = pd.to_datetime(df['open_date'],
+                                             utc=True,
+                                             infer_datetime_format=True
+                                             )
+            df['close_date'] = pd.to_datetime(df['close_date'],
+                                              utc=True,
+                                              infer_datetime_format=True
+                                              )
+            # Compatibility support for pre short Columns
+            if 'is_short' not in df.columns:
+                df['is_short'] = 0
+            if 'enter_tag' not in df.columns:
+                df['enter_tag'] = df['buy_tag']
+                df = df.drop(['buy_tag'], axis=1)
+            if 'orders' not in df.columns:
+                df['orders'] = None
 
     else:
         # old format - only with lists.

freqtrade/data/converter.py

@@ -3,10 +3,10 @@ Functions to convert data from one format to another
 """
 import itertools
 import logging
+from datetime import datetime, timezone
 from operator import itemgetter
 from typing import Dict, List
 
-import numpy as np
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
@@ -137,9 +137,11 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
         df = df.iloc[startup_candles:, :]
     else:
         if timerange.starttype == 'date':
-            df = df.loc[df[df_date_col] >= timerange.startdt, :]
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
-        df = df.loc[df[df_date_col] <= timerange.stopdt, :]
+        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+        df = df.loc[df[df_date_col] <= stop, :]
     return df
 
 
@@ -311,29 +313,3 @@ def convert_ohlcv_format(
                 if erase and convert_from != convert_to:
                     logger.info(f"Deleting source data for {pair} / {timeframe}")
                     src.ohlcv_purge(pair=pair, timeframe=timeframe, candle_type=candle_type)
-
-
-def reduce_dataframe_footprint(df: DataFrame) -> DataFrame:
-    """
-    Ensure all values are float32 in the incoming dataframe.
-    :param df: Dataframe to be converted to float/int 32s
-    :return: Dataframe converted to float/int 32s
-    """
-
-    logger.debug(f"Memory usage of dataframe is "
-                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
-
-    df_dtypes = df.dtypes
-    for column, dtype in df_dtypes.items():
-        if column in ['open', 'high', 'low', 'close', 'volume']:
-            continue
-        if dtype == np.float64:
-            df_dtypes[column] = np.float32
-        elif dtype == np.int64:
-            df_dtypes[column] = np.int32
-    df = df.astype(df_dtypes)
-
-    logger.debug(f"Memory usage after optimization is: "
-                 f"{df.memory_usage().sum() / 1024**2:.2f} MB")
-
-    return df

freqtrade/data/dataprovider.py

@@ -9,16 +9,14 @@ from collections import deque
 from datetime import datetime, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
-from pandas import DataFrame, to_timedelta
+from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes,
+from freqtrade.constants import Config, ListPairsWithTimeframes, PairWithTimeframe
-                                 PairWithTimeframe)
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import CandleType, RPCMessageType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_seconds
-from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
 from freqtrade.util import PeriodicCache
 
@@ -106,15 +104,13 @@ class DataProvider:
     def _emit_df(
         self,
         pair_key: PairWithTimeframe,
-        dataframe: DataFrame,
+        dataframe: DataFrame
-        new_candle: bool
     ) -> None:
         """
         Send this dataframe as an ANALYZED_DF message to RPC
 
         :param pair_key: PairWithTimeframe tuple
-        :param dataframe: Dataframe to emit
+        :param data: Tuple containing the DataFrame and the datetime it was cached
-        :param new_candle: This is a new candle
         """
         if self.__rpc:
             self.__rpc.send_msg(
@@ -122,18 +118,13 @@ class DataProvider:
                     'type': RPCMessageType.ANALYZED_DF,
                     'data': {
                         'key': pair_key,
-                        'df': dataframe.tail(1),
+                        'df': dataframe,
                         'la': datetime.now(timezone.utc)
                     }
                 }
             )
-            if new_candle:
-                self.__rpc.send_msg({
-                        'type': RPCMessageType.NEW_CANDLE,
-                        'data': pair_key,
-                    })
 
-    def _replace_external_df(
+    def _add_external_df(
         self,
         pair: str,
         dataframe: DataFrame,
@@ -159,85 +150,6 @@ class DataProvider:
         self.__producer_pairs_df[producer_name][pair_key] = (dataframe, _last_analyzed)
         logger.debug(f"External DataFrame for {pair_key} from {producer_name} added.")
 
-    def _add_external_df(
-        self,
-        pair: str,
-        dataframe: DataFrame,
-        last_analyzed: datetime,
-        timeframe: str,
-        candle_type: CandleType,
-        producer_name: str = "default"
-    ) -> Tuple[bool, int]:
-        """
-        Append a candle to the existing external dataframe. The incoming dataframe
-        must have at least 1 candle.
-
-        :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: False if the candle could not be appended, or the int number of missing candles.
-        """
-        pair_key = (pair, timeframe, candle_type)
-
-        if dataframe.empty:
-            # The incoming dataframe must have at least 1 candle
-            return (False, 0)
-
-        if len(dataframe) >= FULL_DATAFRAME_THRESHOLD:
-            # This is likely a full dataframe
-            # Add the dataframe to the dataprovider
-            self._replace_external_df(
-                pair,
-                dataframe,
-                last_analyzed=last_analyzed,
-                timeframe=timeframe,
-                candle_type=candle_type,
-                producer_name=producer_name
-            )
-            return (True, 0)
-
-        if (producer_name not in self.__producer_pairs_df
-           or pair_key not in self.__producer_pairs_df[producer_name]):
-            # We don't have data from this producer yet,
-            # or we don't have data for this pair_key
-            # return False and 1000 for the full df
-            return (False, 1000)
-
-        existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
-
-        # CHECK FOR MISSING CANDLES
-        timeframe_delta = to_timedelta(timeframe)  # Convert the timeframe to a timedelta for pandas
-        local_last = existing_df.iloc[-1]['date']  # We want the last date from our copy
-        incoming_first = dataframe.iloc[0]['date']  # We want the first date from the incoming
-
-        # Remove existing candles that are newer than the incoming first candle
-        existing_df1 = existing_df[existing_df['date'] < incoming_first]
-
-        candle_difference = (incoming_first - local_last) / timeframe_delta
-
-        # If the difference divided by the timeframe is 1, then this
-        # is the candle we want and the incoming data isn't missing any.
-        # If the candle_difference is more than 1, that means
-        # we missed some candles between our data and the incoming
-        # so return False and candle_difference.
-        if candle_difference > 1:
-            return (False, candle_difference)
-        if existing_df1.empty:
-            appended_df = dataframe
-        else:
-            appended_df = append_candles_to_dataframe(existing_df1, dataframe)
-
-        # Everything is good, we appended
-        self._replace_external_df(
-                    pair,
-                    appended_df,
-                    last_analyzed=last_analyzed,
-                    timeframe=timeframe,
-                    candle_type=candle_type,
-                    producer_name=producer_name
-                    )
-        return (True, 0)
-
     def get_producer_df(
         self,
         pair: str,

freqtrade/data/entryexitanalysis.py

@@ -1,12 +1,11 @@
 import logging
 from pathlib import Path
+from typing import List, Optional
 
 import joblib
 import pandas as pd
 from tabulate import tabulate
 
-from freqtrade.configuration import TimeRange
-from freqtrade.constants import Config
 from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
                                        load_backtest_stats)
 from freqtrade.exceptions import OperationalException
@@ -153,55 +152,37 @@ def _do_group_table_output(bigdf, glist):
                 logger.warning("Invalid group mask specified.")
 
 
-def _select_rows_within_dates(df, timerange=None, df_date_col: str = 'date'):
+def _print_results(analysed_trades, stratname, analysis_groups,
-    if timerange:
+                   enter_reason_list, exit_reason_list,
-        if timerange.starttype == 'date':
+                   indicator_list, columns=None):
-            df = df.loc[(df[df_date_col] >= timerange.startdt)]
+    if columns is None:
-        if timerange.stoptype == 'date':
+        columns = ['pair', 'open_date', 'close_date', 'profit_abs', 'enter_reason', 'exit_reason']
-            df = df.loc[(df[df_date_col] < timerange.stopdt)]
-    return df
 
-
+    bigdf = pd.DataFrame()
-def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
-    if enter_reason_list and "all" not in enter_reason_list:
-        df = df.loc[(df['enter_reason'].isin(enter_reason_list))]
-
-    if exit_reason_list and "all" not in exit_reason_list:
-        df = df.loc[(df['exit_reason'].isin(exit_reason_list))]
-    return df
-
-
-def prepare_results(analysed_trades, stratname,
-                    enter_reason_list, exit_reason_list,
-                    timerange=None):
-    res_df = pd.DataFrame()
     for pair, trades in analysed_trades[stratname].items():
-        res_df = pd.concat([res_df, trades], ignore_index=True)
+        bigdf = pd.concat([bigdf, trades], ignore_index=True)
 
-    res_df = _select_rows_within_dates(res_df, timerange)
+    if bigdf.shape[0] > 0 and ('enter_reason' in bigdf.columns):
-
-    if res_df is not None and res_df.shape[0] > 0 and ('enter_reason' in res_df.columns):
-        res_df = _select_rows_by_tags(res_df, enter_reason_list, exit_reason_list)
-
-    return res_df
-
-
-def print_results(res_df, analysis_groups, indicator_list):
-    if res_df.shape[0] > 0:
         if analysis_groups:
-            _do_group_table_output(res_df, analysis_groups)
+            _do_group_table_output(bigdf, analysis_groups)
+
+        if enter_reason_list and "all" not in enter_reason_list:
+            bigdf = bigdf.loc[(bigdf['enter_reason'].isin(enter_reason_list))]
+
+        if exit_reason_list and "all" not in exit_reason_list:
+            bigdf = bigdf.loc[(bigdf['exit_reason'].isin(exit_reason_list))]
 
         if "all" in indicator_list:
-            print(res_df)
+            print(bigdf)
         elif indicator_list is not None:
             available_inds = []
             for ind in indicator_list:
-                if ind in res_df:
+                if ind in bigdf:
                     available_inds.append(ind)
             ilist = ["pair", "enter_reason", "exit_reason"] + available_inds
-            _print_table(res_df[ilist], sortcols=['exit_reason'], show_index=False)
+            _print_table(bigdf[ilist], sortcols=['exit_reason'], show_index=False)
     else:
-        print("\\No trades to show")
+        print("\\_ No trades to show")
 
 
 def _print_table(df, sortcols=None, show_index=False):
@@ -220,34 +201,27 @@ def _print_table(df, sortcols=None, show_index=False):
     )
 
 
-def process_entry_exit_reasons(config: Config):
+def process_entry_exit_reasons(backtest_dir: Path,
+                               pairlist: List[str],
+                               analysis_groups: Optional[List[str]] = ["0", "1", "2"],
+                               enter_reason_list: Optional[List[str]] = ["all"],
+                               exit_reason_list: Optional[List[str]] = ["all"],
+                               indicator_list: Optional[List[str]] = []):
     try:
-        analysis_groups = config.get('analysis_groups', [])
+        backtest_stats = load_backtest_stats(backtest_dir)
-        enter_reason_list = config.get('enter_reason_list', ["all"])
-        exit_reason_list = config.get('exit_reason_list', ["all"])
-        indicator_list = config.get('indicator_list', [])
-
-        timerange = TimeRange.parse_timerange(None if config.get(
-            'timerange') is None else str(config.get('timerange')))
-
-        backtest_stats = load_backtest_stats(config['exportfilename'])
-
         for strategy_name, results in backtest_stats['strategy'].items():
-            trades = load_backtest_data(config['exportfilename'], strategy_name)
+            trades = load_backtest_data(backtest_dir, strategy_name)
 
             if not trades.empty:
-                signal_candles = _load_signal_candles(config['exportfilename'])
+                signal_candles = _load_signal_candles(backtest_dir)
-                analysed_trades_dict = _process_candles_and_indicators(
+                analysed_trades_dict = _process_candles_and_indicators(pairlist, strategy_name,
-                                        config['exchange']['pair_whitelist'], strategy_name,
+                                                                       trades, signal_candles)
-                                        trades, signal_candles)
+                _print_results(analysed_trades_dict,
-
+                               strategy_name,
-                res_df = prepare_results(analysed_trades_dict, strategy_name,
+                               analysis_groups,
-                                         enter_reason_list, exit_reason_list,
+                               enter_reason_list,
-                                         timerange=timerange)
+                               exit_reason_list,
-
+                               indicator_list)
-                print_results(res_df,
-                              analysis_groups,
-                              indicator_list)
 
     except ValueError as e:
         raise OperationalException(e) from e

freqtrade/data/history/history_utils.py

@@ -1,6 +1,6 @@
 import logging
 import operator
-from datetime import datetime
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Dict, List, Optional, Tuple
 
@@ -160,9 +160,9 @@ def _load_cached_data_for_updating(
     end = None
     if timerange:
         if timerange.starttype == 'date':
-            start = timerange.startdt
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
         if timerange.stoptype == 'date':
-            end = timerange.stopdt
+            end = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
 
     # Intentionally don't pass timerange in - since we need to load the full dataset.
     data = data_handler.ohlcv_load(pair, timeframe=timeframe,

freqtrade/data/history/idatahandler.py

@@ -102,11 +102,6 @@ class IDataHandler(ABC):
         :return: (min, max)
         """
         data = self._ohlcv_load(pair, timeframe, None, candle_type)
-        if data.empty:
-            return (
-                datetime.fromtimestamp(0, tz=timezone.utc),
-                datetime.fromtimestamp(0, tz=timezone.utc)
-            )
         return data.iloc[0]['date'].to_pydatetime(), data.iloc[-1]['date'].to_pydatetime()
 
     @abstractmethod
@@ -308,7 +303,7 @@ 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']
@@ -328,9 +323,8 @@ class IDataHandler(ABC):
             self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data)
             return pairdf
 
-    def _check_empty_df(
+    def _check_empty_df(self, pairdf: DataFrame, pair: str, timeframe: str,
-            self, pairdf: DataFrame, pair: str, timeframe: str, candle_type: CandleType,
+                        candle_type: CandleType, warn_no_data: bool):
-            warn_no_data: bool, warn_price: bool = False) -> bool:
         """
         Warn on empty dataframe
         """
@@ -341,20 +335,6 @@ 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,
@@ -366,11 +346,13 @@ class IDataHandler(ABC):
         """
 
         if timerange.starttype == 'date':
-            if pairdata.iloc[0]['date'] > timerange.startdt:
+            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            if pairdata.iloc[0]['date'] > start:
                 logger.warning(f"{pair}, {candle_type}, {timeframe}, "
                                f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
         if timerange.stoptype == 'date':
-            if pairdata.iloc[-1]['date'] < timerange.stopdt:
+            stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+            if pairdata.iloc[-1]['date'] < stop:
                 logger.warning(f"{pair}, {candle_type}, {timeframe}, "
                                f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")
 

freqtrade/edge/edge_positioning.py

@@ -392,7 +392,7 @@ class Edge:
         # Returning a list of pairs in order of "expectancy"
         return final
 
-    def _find_trades_for_stoploss_range(self, df, pair: str, stoploss_range) -> list:
+    def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
         buy_column = df['enter_long'].values
         sell_column = df['exit_long'].values
         date_column = df['date'].values
@@ -407,7 +407,7 @@ class Edge:
         return result
 
     def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
-                                        ohlc_columns, stoploss, pair: str):
+                                        ohlc_columns, stoploss, pair):
         """
         Iterate through ohlc_columns in order to find the next trade
         Next trade opens from the first buy signal noticed to

freqtrade/enums/__init__.py

@@ -6,7 +6,7 @@ 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 NO_ECHO_MESSAGES, RPCMessageType, RPCRequestType
+from freqtrade.enums.rpcmessagetype import RPCMessageType, RPCRequestType
 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

freqtrade/enums/rpcmessagetype.py

@@ -21,7 +21,6 @@ class RPCMessageType(str, Enum):
 
     WHITELIST = 'whitelist'
     ANALYZED_DF = 'analyzed_df'
-    NEW_CANDLE = 'new_candle'
 
     def __repr__(self):
         return self.value
@@ -36,6 +35,3 @@ class RPCRequestType(str, Enum):
 
     WHITELIST = 'whitelist'
     ANALYZED_DF = 'analyzed_df'
-
-
-NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)

freqtrade/exchange/__init__.py

@@ -3,20 +3,21 @@
 from freqtrade.exchange.common import remove_credentials, MAP_EXCHANGE_CHILDCLASS
 from freqtrade.exchange.exchange import Exchange
 # isort: on
+from freqtrade.exchange.bibox import Bibox
 from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
 from freqtrade.exchange.coinbasepro import Coinbasepro
-from freqtrade.exchange.exchange_utils import (amount_to_contract_precision, amount_to_contracts,
+from freqtrade.exchange.exchange import (amount_to_contract_precision, amount_to_contracts,
-                                               amount_to_precision, available_exchanges,
+                                         amount_to_precision, available_exchanges, ccxt_exchanges,
-                                               ccxt_exchanges, contracts_to_amount,
+                                         contracts_to_amount, date_minus_candles,
-                                               date_minus_candles, is_exchange_known_ccxt,
+                                         is_exchange_known_ccxt, market_is_active,
-                                               market_is_active, price_to_precision,
+                                         price_to_precision, timeframe_to_minutes,
-                                               timeframe_to_minutes, timeframe_to_msecs,
+                                         timeframe_to_msecs, timeframe_to_next_date,
-                                               timeframe_to_next_date, timeframe_to_prev_date,
+                                         timeframe_to_prev_date, timeframe_to_seconds,
-                                               timeframe_to_seconds, validate_exchange,
+                                         validate_exchange, validate_exchanges)
-                                               validate_exchanges)
+from freqtrade.exchange.ftx import Ftx
 from freqtrade.exchange.gateio import Gateio
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.huobi import Huobi

freqtrade/exchange/bibox.py

@@ -0,0 +1,28 @@
+""" Bibox exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Bibox(Exchange):
+    """
+    Bibox exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    # fetchCurrencies API point requires authentication for Bibox,
+    # so switch it off for Freqtrade load_markets()
+    @property
+    def _ccxt_config(self) -> Dict:
+        # Parameters to add directly to ccxt sync/async initialization.
+        config = {"has": {"fetchCurrencies": False}}
+        config.update(super()._ccxt_config)
+        return config

freqtrade/exchange/binance.py

@@ -11,7 +11,6 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.types import Tickers
 from freqtrade.misc import deep_merge_dicts, json_load
 
 
@@ -31,7 +30,7 @@ class Binance(Exchange):
         "ccxt_futures_name": "future"
     }
     _ft_has_futures: Dict = {
-        "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
+        "stoploss_order_types": {"limit": "limit", "market": "market"},
         "tickers_have_price": False,
     }
 
@@ -42,7 +41,25 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        :param side: "buy" or "sell"
+        """
+        order_types = ('stop_loss_limit', 'stop', 'stop_market')
+
+        return (
+            order.get('stopPrice', None) is None
+            or (
+                order['type'] in order_types
+                and (
+                    (side == "sell" and stop_loss > float(order['stopPrice'])) or
+                    (side == "buy" and stop_loss < float(order['stopPrice']))
+                )
+            ))
+
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:
             # Binance's future result has no bid/ask values.

freqtrade/exchange/bybit.py

@@ -20,12 +20,8 @@ class Bybit(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 1000,
+        "ohlcv_candle_limit": 200,
-        "ccxt_futures_name": "linear",
+        "ccxt_futures_name": "linear"
-        "ohlcv_has_history": False,
-    }
-    _ft_has_futures: Dict = {
-        "ohlcv_has_history": True,
     }
 
     _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/common.py

@@ -52,6 +52,7 @@ MAP_EXCHANGE_CHILDCLASS = {
 SUPPORTED_EXCHANGES = [
     'binance',
     'bittrex',
+    'ftx',
     'gateio',
     'huobi',
     'kraken',

freqtrade/exchange/exchange.py

@@ -8,6 +8,7 @@ import inspect
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
+from math import ceil
 from threading import Lock
 from typing import Any, Coroutine, Dict, List, Literal, Optional, Tuple, Union
 
@@ -15,31 +16,28 @@ import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
 from cachetools import TTLCache
-from ccxt import TICK_SIZE
+from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
 from dateutil import parser
 from pandas import DataFrame, concat
 
-from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BidAsk,
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
-                                 BuySell, Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
+                                 Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
                                  PairWithTimeframe)
 from freqtrade.data.converter import clean_ohlcv_dataframe, ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, OperationalException, PricingError,
                                   RetryableOrderError, TemporaryError)
-from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, remove_credentials, retrier,
+from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
-                                       retrier_async)
+                                       EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED,
-from freqtrade.exchange.exchange_utils import (CcxtModuleType, amount_to_contract_precision,
+                                       remove_credentials, retrier, retrier_async)
-                                               amount_to_contracts, amount_to_precision,
-                                               contracts_to_amount, date_minus_candles,
-                                               is_exchange_known_ccxt, market_is_active,
-                                               price_to_precision, timeframe_to_minutes,
-                                               timeframe_to_msecs, timeframe_to_next_date,
-                                               timeframe_to_prev_date, timeframe_to_seconds)
-from freqtrade.exchange.types import Ticker, Tickers
 from freqtrade.misc import (chunks, deep_merge_dicts, file_dump_json, file_load_json,
                             safe_value_fallback2)
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
+from freqtrade.util import FtPrecise
+
+
+CcxtModuleType = Any
 
 
 logger = logging.getLogger(__name__)
@@ -181,7 +179,7 @@ class Exchange:
             exchange_config, ccxt_async, ccxt_kwargs=ccxt_async_config)
 
         logger.info(f'Using Exchange "{self.name}"')
-        self.required_candle_call_count = 1
+
         if validate:
             # Initial markets load
             self._load_markets()
@@ -411,13 +409,11 @@ class Exchange:
         else:
             return DataFrame()
 
-    def get_contract_size(self, pair: str) -> Optional[float]:
+    def get_contract_size(self, pair: str) -> float:
         if self.trading_mode == TradingMode.FUTURES:
-            market = self.markets.get(pair, {})
+            market = self.markets[pair]
             contract_size: float = 1.0
-            if not market:
+            if market['contractSize'] is not None:
-                return None
-            if market.get('contractSize') is not None:
                 # ccxt has contractSize in markets as string
                 contract_size = float(market['contractSize'])
             return contract_size
@@ -1077,14 +1073,7 @@ class Exchange:
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        if not self._ft_has.get('stoploss_on_exchange'):
+        raise OperationalException(f"stoploss is not implemented for {self.name}.")
-            raise OperationalException(f"stoploss is not implemented for {self.name}.")
-
-        return (
-            order.get('stopPrice', None) is None
-            or ((side == "sell" and stop_loss > float(order['stopPrice'])) or
-                (side == "buy" and stop_loss < float(order['stopPrice'])))
-        )
 
     def _get_stop_order_type(self, user_order_type) -> Tuple[str, str]:
 
@@ -1114,7 +1103,7 @@ class Exchange:
                 'In stoploss limit order, stop price should be more than limit price')
         return limit_rate
 
-    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+    def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
         params = self._params.copy()
         # Verify if stopPrice works for your exchange!
         params.update({'stopPrice': stop_price})
@@ -1163,8 +1152,7 @@ class Exchange:
             return dry_order
 
         try:
-            params = self._get_stop_params(side=side, ordertype=ordertype,
+            params = self._get_stop_params(ordertype=ordertype, stop_price=stop_price_norm)
-                                           stop_price=stop_price_norm)
             if self.trading_mode == TradingMode.FUTURES:
                 params['reduceOnly'] = True
 
@@ -1432,17 +1420,14 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
         """
-        tickers: Tickers
-        if not self.exchange_has('fetchTickers'):
-            return {}
         if cached:
             with self._cache_lock:
-                tickers = self._fetch_tickers_cache.get('fetch_tickers')  # type: ignore
+                tickers = self._fetch_tickers_cache.get('fetch_tickers')
             if tickers:
                 return tickers
         try:
@@ -1465,12 +1450,12 @@ class Exchange:
     # Pricing info
 
     @retrier
-    def fetch_ticker(self, pair: str) -> Ticker:
+    def fetch_ticker(self, pair: str) -> dict:
         try:
             if (pair not in self.markets or
                     self.markets[pair].get('active', False) is False):
                 raise ExchangeError(f"Pair {pair} not available")
-            data: Ticker = self._api.fetch_ticker(pair)
+            data = self._api.fetch_ticker(pair)
             return data
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
@@ -1521,7 +1506,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> BidAsk:
+    def _get_price_side(self, side: str, is_short: bool, conf_strategy: Dict) -> str:
         price_side = conf_strategy['price_side']
 
         if price_side in ('same', 'other'):
@@ -1540,7 +1525,7 @@ class Exchange:
 
     def get_rate(self, pair: str, refresh: bool,
                  side: EntryExit, is_short: bool,
-                 order_book: Optional[dict] = None, ticker: Optional[Ticker] = None) -> float:
+                 order_book: Optional[dict] = None, ticker: Optional[dict] = None) -> float:
         """
         Calculates bid/ask target
         bid rate - between current ask price and last price
@@ -1689,17 +1674,6 @@ class Exchange:
     @retrier
     def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
                 price: float = 1, taker_or_maker: MakerTaker = 'maker') -> float:
-        """
-        Retrieve fee from exchange
-        :param symbol: Pair
-        :param type: Type of order (market, limit, ...)
-        :param side: Side of order (buy, sell)
-        :param amount: Amount of order
-        :param price: Price of order
-        :param taker_or_maker: 'maker' or 'taker' (ignored if "type" is provided)
-        """
-        if type and type == 'market':
-            taker_or_maker = 'taker'
         try:
             if self._config['dry_run'] and self._config.get('fee', None) is not None:
                 return self._config['fee']
@@ -1878,7 +1852,7 @@ class Exchange:
 
     def _build_coroutine(self, pair: str, timeframe: str, candle_type: CandleType,
                          since_ms: Optional[int], cache: bool) -> Coroutine:
-        not_all_data = cache and self.required_candle_call_count > 1
+        not_all_data = self.required_candle_call_count > 1
         if cache and (pair, timeframe, candle_type) in self._klines:
             candle_limit = self.ohlcv_candle_limit(timeframe, candle_type)
             min_date = date_minus_candles(timeframe, candle_limit - 5).timestamp()
@@ -1956,7 +1930,6 @@ class Exchange:
                 candle_limit = self.ohlcv_candle_limit(timeframe, self._config['candle_type_def'])
                 # Age out old candles
                 ohlcv_df = ohlcv_df.tail(candle_limit + self._startup_candle_count)
-                ohlcv_df = ohlcv_df.reset_index(drop=True)
                 self._klines[(pair, timeframe, c_type)] = ohlcv_df
             else:
                 self._klines[(pair, timeframe, c_type)] = ohlcv_df
@@ -2015,8 +1988,11 @@ class Exchange:
     def _now_is_time_to_refresh(self, pair: str, timeframe: str, candle_type: CandleType) -> bool:
         # Timeframe in seconds
         interval_in_sec = timeframe_to_seconds(timeframe)
-        plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
+
-        return plr < arrow.utcnow().int_timestamp
+        return not (
+            (self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0)
+             + interval_in_sec) >= arrow.utcnow().int_timestamp
+        )
 
     @retrier_async
     async def _async_get_candle_history(
@@ -2042,8 +2018,8 @@ class Exchange:
             candle_limit = self.ohlcv_candle_limit(
                 timeframe, candle_type=candle_type, since_ms=since_ms)
 
-            if candle_type and candle_type != CandleType.SPOT:
+            if candle_type != CandleType.SPOT:
-                params.update({'price': candle_type.value})
+                params.update({'price': candle_type})
             if candle_type != CandleType.FUNDING_RATE:
                 data = await self._api_async.fetch_ohlcv(
                     pair, timeframe=timeframe, since=since_ms,
@@ -2819,3 +2795,240 @@ class Exchange:
             # describes the min amt for a tier, and the lowest tier will always go down to 0
         else:
             raise OperationalException(f"Cannot get maintenance ratio using {self.name}")
+
+
+def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
+    return exchange_name in ccxt_exchanges(ccxt_module)
+
+
+def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
+    """
+    Return the list of all exchanges known to ccxt
+    """
+    return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
+
+
+def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
+    """
+    Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
+    """
+    exchanges = ccxt_exchanges(ccxt_module)
+    return [x for x in exchanges if validate_exchange(x)[0]]
+
+
+def validate_exchange(exchange: str) -> Tuple[bool, str]:
+    ex_mod = getattr(ccxt, exchange.lower())()
+    if not ex_mod or not ex_mod.has:
+        return False, ''
+    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
+    if missing:
+        return False, f"missing: {', '.join(missing)}"
+
+    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
+
+    if exchange.lower() in BAD_EXCHANGES:
+        return False, BAD_EXCHANGES.get(exchange.lower(), '')
+    if missing_opt:
+        return True, f"missing opt: {', '.join(missing_opt)}"
+
+    return True, ''
+
+
+def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
+    """
+    :return: List of tuples with exchangename, valid, reason.
+    """
+    exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
+    exchanges_valid = [
+        (e, *validate_exchange(e)) for e in exchanges
+    ]
+    return exchanges_valid
+
+
+def timeframe_to_seconds(timeframe: str) -> int:
+    """
+    Translates the timeframe interval value written in the human readable
+    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
+    of seconds for one timeframe interval.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe)
+
+
+def timeframe_to_minutes(timeframe: str) -> int:
+    """
+    Same as timeframe_to_seconds, but returns minutes.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe) // 60
+
+
+def timeframe_to_msecs(timeframe: str) -> int:
+    """
+    Same as timeframe_to_seconds, but returns milliseconds.
+    """
+    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
+
+
+def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine the candle start date for this date.
+    Does not round when given a candle start date.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to now(utc)
+    :returns: date of previous candle (with utc timezone)
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_DOWN) // 1000
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
+def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
+    """
+    Use Timeframe and determine next candle.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param date: date to use. Defaults to now(utc)
+    :returns: date of next candle (with utc timezone)
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
+                                                  ROUND_UP) // 1000
+    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
+
+
+def date_minus_candles(
+        timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
+    """
+    subtract X candles from a date.
+    :param timeframe: timeframe in string format (e.g. "5m")
+    :param candle_count: Amount of candles to subtract.
+    :param date: date to use. Defaults to now(utc)
+
+    """
+    if not date:
+        date = datetime.now(timezone.utc)
+
+    tf_min = timeframe_to_minutes(timeframe)
+    new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
+    return new_date
+
+
+def market_is_active(market: Dict) -> bool:
+    """
+    Return True if the market is active.
+    """
+    # "It's active, if the active flag isn't explicitly set to false. If it's missing or
+    # true then it's true. If it's undefined, then it's most likely true, but not 100% )"
+    # See https://github.com/ccxt/ccxt/issues/4874,
+    # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520
+    return market.get('active', True) is not False
+
+
+def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
+    """
+    Convert amount to contracts.
+    :param amount: amount to convert
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: num-contracts
+    """
+    if contract_size and contract_size != 1:
+        return float(FtPrecise(amount) / FtPrecise(contract_size))
+    else:
+        return amount
+
+
+def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float:
+    """
+    Takes num-contracts and converts it to contract size
+    :param num_contracts: number of contracts
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: Amount
+    """
+
+    if contract_size and contract_size != 1:
+        return float(FtPrecise(num_contracts) * FtPrecise(contract_size))
+    else:
+        return num_contracts
+
+
+def amount_to_precision(amount: float, amount_precision: Optional[float],
+                        precisionMode: Optional[int]) -> float:
+    """
+    Returns the amount to buy or sell to a precision the Exchange accepts
+    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
+    based on our definitions.
+    :param amount: amount to truncate
+    :param amount_precision: amount precision to use.
+                             should be retrieved from markets[pair]['precision']['amount']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :return: truncated amount
+    """
+    if amount_precision is not None and precisionMode is not None:
+        precision = int(amount_precision) if precisionMode != TICK_SIZE else amount_precision
+        # precision must be an int for non-ticksize inputs.
+        amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
+                                            precision=precision,
+                                            counting_mode=precisionMode,
+                                            ))
+
+    return amount
+
+
+def amount_to_contract_precision(
+        amount, amount_precision: Optional[float], precisionMode: Optional[int],
+        contract_size: Optional[float]) -> float:
+    """
+    Returns the amount to buy or sell to a precision the Exchange accepts
+    including calculation to and from contracts.
+    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
+    based on our definitions.
+    :param amount: amount to truncate
+    :param amount_precision: amount precision to use.
+                             should be retrieved from markets[pair]['precision']['amount']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
+    :return: truncated amount
+    """
+    if amount_precision is not None and precisionMode is not None:
+        contracts = amount_to_contracts(amount, contract_size)
+        amount_p = amount_to_precision(contracts, amount_precision, precisionMode)
+        return contracts_to_amount(amount_p, contract_size)
+    return amount
+
+
+def price_to_precision(price: float, price_precision: Optional[float],
+                       precisionMode: Optional[int]) -> float:
+    """
+    Returns the price rounded up to the precision the Exchange accepts.
+    Partial Re-implementation of ccxt internal method decimal_to_precision(),
+    which does not support rounding up
+    TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
+    align with amount_to_precision().
+    !!! Rounds up
+    :param price: price to convert
+    :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
+    :param precisionMode: precision mode to use. Should be used from precisionMode
+                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
+    :return: price rounded up to the precision the Exchange accepts
+
+    """
+    if price_precision is not None and precisionMode is not None:
+        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
+        #                                    precision=price_precision,
+        #                                    counting_mode=self.precisionMode,
+        #                                    ))
+        if precisionMode == TICK_SIZE:
+            precision = FtPrecise(price_precision)
+            price_str = FtPrecise(price)
+            missing = price_str % precision
+            if not missing == FtPrecise("0"):
+                price = round(float(str(price_str - missing + precision)), 14)
+        else:
+            symbol_prec = price_precision
+            big_price = price * pow(10, symbol_prec)
+            price = ceil(big_price) / pow(10, symbol_prec)
+    return price

freqtrade/exchange/exchange_utils.py

@@ -1,252 +0,0 @@
-"""
-Exchange support utils
-"""
-from datetime import datetime, timedelta, timezone
-from math import ceil
-from typing import Any, Dict, List, Optional, Tuple
-
-import ccxt
-from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, decimal_to_precision
-
-from freqtrade.exchange.common import BAD_EXCHANGES, EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED
-from freqtrade.util import FtPrecise
-
-
-CcxtModuleType = Any
-
-
-def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
-    return exchange_name in ccxt_exchanges(ccxt_module)
-
-
-def ccxt_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
-    """
-    Return the list of all exchanges known to ccxt
-    """
-    return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
-
-
-def available_exchanges(ccxt_module: CcxtModuleType = None) -> List[str]:
-    """
-    Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
-    """
-    exchanges = ccxt_exchanges(ccxt_module)
-    return [x for x in exchanges if validate_exchange(x)[0]]
-
-
-def validate_exchange(exchange: str) -> Tuple[bool, str]:
-    ex_mod = getattr(ccxt, exchange.lower())()
-    if not ex_mod or not ex_mod.has:
-        return False, ''
-    missing = [k for k in EXCHANGE_HAS_REQUIRED if ex_mod.has.get(k) is not True]
-    if missing:
-        return False, f"missing: {', '.join(missing)}"
-
-    missing_opt = [k for k in EXCHANGE_HAS_OPTIONAL if not ex_mod.has.get(k)]
-
-    if exchange.lower() in BAD_EXCHANGES:
-        return False, BAD_EXCHANGES.get(exchange.lower(), '')
-    if missing_opt:
-        return True, f"missing opt: {', '.join(missing_opt)}"
-
-    return True, ''
-
-
-def validate_exchanges(all_exchanges: bool) -> List[Tuple[str, bool, str]]:
-    """
-    :return: List of tuples with exchangename, valid, reason.
-    """
-    exchanges = ccxt_exchanges() if all_exchanges else available_exchanges()
-    exchanges_valid = [
-        (e, *validate_exchange(e)) for e in exchanges
-    ]
-    return exchanges_valid
-
-
-def timeframe_to_seconds(timeframe: str) -> int:
-    """
-    Translates the timeframe interval value written in the human readable
-    form ('1m', '5m', '1h', '1d', '1w', etc.) to the number
-    of seconds for one timeframe interval.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe)
-
-
-def timeframe_to_minutes(timeframe: str) -> int:
-    """
-    Same as timeframe_to_seconds, but returns minutes.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe) // 60
-
-
-def timeframe_to_msecs(timeframe: str) -> int:
-    """
-    Same as timeframe_to_seconds, but returns milliseconds.
-    """
-    return ccxt.Exchange.parse_timeframe(timeframe) * 1000
-
-
-def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
-    """
-    Use Timeframe and determine the candle start date for this date.
-    Does not round when given a candle start date.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to now(utc)
-    :returns: date of previous candle (with utc timezone)
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-
-    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-                                                  ROUND_DOWN) // 1000
-    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
-
-
-def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
-    """
-    Use Timeframe and determine next candle.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to now(utc)
-    :returns: date of next candle (with utc timezone)
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-    new_timestamp = ccxt.Exchange.round_timeframe(timeframe, date.timestamp() * 1000,
-                                                  ROUND_UP) // 1000
-    return datetime.fromtimestamp(new_timestamp, tz=timezone.utc)
-
-
-def date_minus_candles(
-        timeframe: str, candle_count: int, date: Optional[datetime] = None) -> datetime:
-    """
-    subtract X candles from a date.
-    :param timeframe: timeframe in string format (e.g. "5m")
-    :param candle_count: Amount of candles to subtract.
-    :param date: date to use. Defaults to now(utc)
-
-    """
-    if not date:
-        date = datetime.now(timezone.utc)
-
-    tf_min = timeframe_to_minutes(timeframe)
-    new_date = timeframe_to_prev_date(timeframe, date) - timedelta(minutes=tf_min * candle_count)
-    return new_date
-
-
-def market_is_active(market: Dict) -> bool:
-    """
-    Return True if the market is active.
-    """
-    # "It's active, if the active flag isn't explicitly set to false. If it's missing or
-    # true then it's true. If it's undefined, then it's most likely true, but not 100% )"
-    # See https://github.com/ccxt/ccxt/issues/4874,
-    # https://github.com/ccxt/ccxt/issues/4075#issuecomment-434760520
-    return market.get('active', True) is not False
-
-
-def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
-    """
-    Convert amount to contracts.
-    :param amount: amount to convert
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: num-contracts
-    """
-    if contract_size and contract_size != 1:
-        return float(FtPrecise(amount) / FtPrecise(contract_size))
-    else:
-        return amount
-
-
-def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float:
-    """
-    Takes num-contracts and converts it to contract size
-    :param num_contracts: number of contracts
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: Amount
-    """
-
-    if contract_size and contract_size != 1:
-        return float(FtPrecise(num_contracts) * FtPrecise(contract_size))
-    else:
-        return num_contracts
-
-
-def amount_to_precision(amount: float, amount_precision: Optional[float],
-                        precisionMode: Optional[int]) -> float:
-    """
-    Returns the amount to buy or sell to a precision the Exchange accepts
-    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
-    based on our definitions.
-    :param amount: amount to truncate
-    :param amount_precision: amount precision to use.
-                             should be retrieved from markets[pair]['precision']['amount']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :return: truncated amount
-    """
-    if amount_precision is not None and precisionMode is not None:
-        precision = int(amount_precision) if precisionMode != TICK_SIZE else amount_precision
-        # precision must be an int for non-ticksize inputs.
-        amount = float(decimal_to_precision(amount, rounding_mode=TRUNCATE,
-                                            precision=precision,
-                                            counting_mode=precisionMode,
-                                            ))
-
-    return amount
-
-
-def amount_to_contract_precision(
-        amount, amount_precision: Optional[float], precisionMode: Optional[int],
-        contract_size: Optional[float]) -> float:
-    """
-    Returns the amount to buy or sell to a precision the Exchange accepts
-    including calculation to and from contracts.
-    Re-implementation of ccxt internal methods - ensuring we can test the result is correct
-    based on our definitions.
-    :param amount: amount to truncate
-    :param amount_precision: amount precision to use.
-                             should be retrieved from markets[pair]['precision']['amount']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :param contract_size: contract size - taken from exchange.get_contract_size(pair)
-    :return: truncated amount
-    """
-    if amount_precision is not None and precisionMode is not None:
-        contracts = amount_to_contracts(amount, contract_size)
-        amount_p = amount_to_precision(contracts, amount_precision, precisionMode)
-        return contracts_to_amount(amount_p, contract_size)
-    return amount
-
-
-def price_to_precision(price: float, price_precision: Optional[float],
-                       precisionMode: Optional[int]) -> float:
-    """
-    Returns the price rounded up to the precision the Exchange accepts.
-    Partial Re-implementation of ccxt internal method decimal_to_precision(),
-    which does not support rounding up
-    TODO: If ccxt supports ROUND_UP for decimal_to_precision(), we could remove this and
-    align with amount_to_precision().
-    !!! Rounds up
-    :param price: price to convert
-    :param price_precision: price precision to use. Used from markets[pair]['precision']['price']
-    :param precisionMode: precision mode to use. Should be used from precisionMode
-                          one of ccxt's DECIMAL_PLACES, SIGNIFICANT_DIGITS, or TICK_SIZE
-    :return: price rounded up to the precision the Exchange accepts
-
-    """
-    if price_precision is not None and precisionMode is not None:
-        # price = float(decimal_to_precision(price, rounding_mode=ROUND,
-        #                                    precision=price_precision,
-        #                                    counting_mode=self.precisionMode,
-        #                                    ))
-        if precisionMode == TICK_SIZE:
-            precision = FtPrecise(price_precision)
-            price_str = FtPrecise(price)
-            missing = price_str % precision
-            if not missing == FtPrecise("0"):
-                price = round(float(str(price_str - missing + precision)), 14)
-        else:
-            symbol_prec = price_precision
-            big_price = price * pow(10, symbol_prec)
-            price = ceil(big_price) / pow(10, symbol_prec)
-    return price

freqtrade/exchange/ftx.py

@@ -0,0 +1,178 @@
+""" FTX exchange subclass """
+import logging
+from typing import Any, Dict, List, Optional, Tuple
+
+import ccxt
+
+from freqtrade.constants import BuySell
+from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
+                                  OperationalException, TemporaryError)
+from freqtrade.exchange import Exchange
+from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT, retrier
+from freqtrade.misc import safe_value_fallback2
+
+
+logger = logging.getLogger(__name__)
+
+
+class Ftx(Exchange):
+
+    _ft_has: Dict = {
+        "order_time_in_force": ['GTC', 'IOC', 'PO'],
+        "stoploss_on_exchange": True,
+        "ohlcv_candle_limit": 1500,
+        "ohlcv_require_since": True,
+        "ohlcv_volume_currency": "quote",
+        "mark_ohlcv_price": "index",
+        "mark_ohlcv_timeframe": "1h",
+    }
+
+    _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
+        # TradingMode.SPOT always supported and not required in this list
+        # (TradingMode.MARGIN, MarginMode.CROSS),
+        # (TradingMode.FUTURES, MarginMode.CROSS)
+    ]
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return order['type'] == 'stop' and (
+            side == "sell" and stop_loss > float(order['price']) or
+            side == "buy" and stop_loss < float(order['price'])
+        )
+
+    @retrier(retries=0)
+    def stoploss(self, pair: str, amount: float, stop_price: float,
+                 order_types: Dict, side: BuySell, leverage: float) -> Dict:
+        """
+        Creates a stoploss order.
+        depending on order_types.stoploss configuration, uses 'market' or limit order.
+
+        Limit orders are defined by having orderPrice set, otherwise a market order is used.
+        """
+        limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
+        if side == "sell":
+            limit_rate = stop_price * limit_price_pct
+        else:
+            limit_rate = stop_price * (2 - limit_price_pct)
+
+        ordertype = "stop"
+
+        stop_price = self.price_to_precision(pair, stop_price)
+
+        if self._config['dry_run']:
+            dry_order = self.create_dry_run_order(
+                pair, ordertype, side, amount, stop_price, leverage, stop_loss=True)
+            return dry_order
+
+        try:
+            params = self._params.copy()
+            if order_types.get('stoploss', 'market') == 'limit':
+                # set orderPrice to place limit order, otherwise it's a market order
+                params['orderPrice'] = limit_rate
+            if self.trading_mode == TradingMode.FUTURES:
+                params.update({'reduceOnly': True})
+
+            params['stopPrice'] = stop_price
+            amount = self.amount_to_precision(pair, amount)
+
+            self._lev_prep(pair, leverage, side)
+            order = self._api.create_order(symbol=pair, type=ordertype, side=side,
+                                           amount=amount, params=params)
+            self._log_exchange_response('create_stoploss_order', order)
+            logger.info('stoploss order added for %s. '
+                        'stop price: %s.', pair, stop_price)
+            return order
+        except ccxt.InsufficientFunds as e:
+            raise InsufficientFundsError(
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not create {ordertype} {side} order on market {pair}. '
+                f'Tried to create stoploss with amount {amount} at stoploss {stop_price}. '
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place {side} order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+
+        try:
+            orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
+
+            order = [order for order in orders if order['id'] == order_id]
+            self._log_exchange_response('fetch_stoploss_order', order)
+            if len(order) == 1:
+                if order[0].get('status') == 'closed':
+                    # Trigger order was triggered ...
+                    real_order_id: Optional[str] = order[0].get('info', {}).get('orderId')
+                    # OrderId may be None for stoploss-market orders
+                    # So we need to get it through the endpoint
+                    # /conditional_orders/{conditional_order_id}/triggers
+                    if not real_order_id:
+                        res = self._api.privateGetConditionalOrdersConditionalOrderIdTriggers(
+                            params={'conditional_order_id': order_id})
+                        self._log_exchange_response('fetch_stoploss_order2', res)
+                        real_order_id = res['result'][0]['orderId'] if res.get(
+                            'result', []) else None
+
+                    if real_order_id:
+                        order1 = self._api.fetch_order(real_order_id, pair)
+                        self._log_exchange_response('fetch_stoploss_order1', order1)
+                        # Fake type to stop - as this was really a stop order.
+                        order1['id_stop'] = order1['id']
+                        order1['id'] = order_id
+                        order1['type'] = 'stop'
+                        order1['status_stop'] = 'triggered'
+                        return order1
+
+                return order[0]
+            else:
+                raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
+
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @retrier
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        if self._config['dry_run']:
+            return {}
+        try:
+            order = self._api.cancel_order(order_id, pair, params={'type': 'stop'})
+            self._log_exchange_response('cancel_stoploss_order', order)
+            return order
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        if order['type'] == 'stop':
+            return safe_value_fallback2(order, order, 'id_stop', 'id')
+        return order['id']

freqtrade/exchange/gateio.py

@@ -126,3 +126,13 @@ class Gateio(Exchange):
             pair=pair,
             params={'stop': True}
         )
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return (order.get('stopPrice', None) is None or (
+            side == "sell" and stop_loss > float(order['stopPrice'])) or
+            (side == "buy" and stop_loss < float(order['stopPrice']))
+            )

freqtrade/exchange/huobi.py

@@ -2,7 +2,6 @@
 import logging
 from typing import Dict
 
-from freqtrade.constants import BuySell
 from freqtrade.exchange import Exchange
 
 
@@ -23,7 +22,20 @@ class Huobi(Exchange):
         "l2_limit_range_required": False,
     }
 
-    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return (
+            order.get('stopPrice', None) is None
+            or (
+                order['type'] == 'stop'
+                and stop_loss > float(order['stopPrice'])
+            )
+        )
+
+    def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
 
         params = self._params.copy()
         params.update({

freqtrade/exchange/kraken.py

@@ -12,7 +12,6 @@ from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, Invali
                                   OperationalException, TemporaryError)
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.types import Tickers
 
 
 logger = logging.getLogger(__name__)
@@ -46,7 +45,7 @@ class Kraken(Exchange):
         return (parent_check and
                 market.get('darkpool', False) is False)
 
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         # Only fetch tickers for current stake currency
         # Otherwise the request for kraken becomes too large.
         symbols = list(self.get_markets(quote_currencies=[self._config['stake_currency']]))
@@ -218,19 +217,3 @@ class Kraken(Exchange):
             fees = sum(df['open_fund'] * df['open_mark'] * amount * time_in_ratio)
 
         return fees if is_short else -fees
-
-    def _trades_contracts_to_amount(self, trades: List) -> List:
-        """
-        Fix "last" id issue for kraken data downloads
-        This whole override can probably be removed once the following
-        issue is closed in ccxt: https://github.com/ccxt/ccxt/issues/15827
-        """
-        super()._trades_contracts_to_amount(trades)
-        if (
-            len(trades) > 0
-            and isinstance(trades[-1].get('info'), list)
-            and len(trades[-1].get('info', [])) > 7
-        ):
-
-            trades[-1]['id'] = trades[-1].get('info', [])[-1]
-        return trades

freqtrade/exchange/kucoin.py

@@ -2,7 +2,6 @@
 import logging
 from typing import Dict
 
-from freqtrade.constants import BuySell
 from freqtrade.exchange import Exchange
 
 
@@ -28,7 +27,17 @@ class Kucoin(Exchange):
         "ohlcv_candle_limit": 1500,
     }
 
-    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        Verify stop_loss against stoploss-order value (limit or price)
+        Returns True if adjustment is necessary.
+        """
+        return (
+            order.get('stopPrice', None) is None
+            or stop_loss > float(order['stopPrice'])
+        )
+
+    def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
 
         params = self._params.copy()
         params.update({

freqtrade/exchange/types.py

@@ -1,16 +0,0 @@
-from typing import Dict, Optional, TypedDict
-
-
-class Ticker(TypedDict):
-    symbol: str
-    ask: Optional[float]
-    askVolume: Optional[float]
-    bid: Optional[float]
-    bidVolume: Optional[float]
-    last: Optional[float]
-    quoteVolume: Optional[float]
-    baseVolume: Optional[float]
-    # Several more - only listing required.
-
-
-Tickers = Dict[str, Ticker]

freqtrade/freqai/RL/Base3ActionRLEnv.py

@@ -1,125 +0,0 @@
-import logging
-from enum import Enum
-
-from gym import spaces
-
-from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
-
-
-logger = logging.getLogger(__name__)
-
-
-class Actions(Enum):
-    Neutral = 0
-    Buy = 1
-    Sell = 2
-
-
-class Base3ActionRLEnv(BaseEnvironment):
-    """
-    Base class for a 3 action environment
-    """
-    def __init__(self, **kwargs):
-        super().__init__(**kwargs)
-        self.actions = Actions
-
-    def set_action_space(self):
-        self.action_space = spaces.Discrete(len(Actions))
-
-    def step(self, action: int):
-        """
-        Logic for a single step (incrementing one candle in time)
-        by the agent
-        :param: action: int = the action type that the agent plans
-            to take for the current step.
-        :returns:
-            observation = current state of environment
-            step_reward = the reward from `calculate_reward()`
-            _done = if the agent "died" or if the candles finished
-            info = dict passed back to openai gym lib
-        """
-        self._done = False
-        self._current_tick += 1
-
-        if self._current_tick == self._end_tick:
-            self._done = True
-
-        self._update_unrealized_total_profit()
-        step_reward = self.calculate_reward(action)
-        self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
-
-        trade_type = None
-        if self.is_tradesignal(action):
-            if action == Actions.Buy.value:
-                if self._position == Positions.Short:
-                    self._update_total_profit()
-                self._position = Positions.Long
-                trade_type = "long"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Sell.value and self.can_short:
-                if self._position == Positions.Long:
-                    self._update_total_profit()
-                self._position = Positions.Short
-                trade_type = "short"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Sell.value and not self.can_short:
-                self._update_total_profit()
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            else:
-                print("case not defined")
-
-            if trade_type is not None:
-                self.trade_history.append(
-                    {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
-
-        if (self._total_profit < self.max_drawdown or
-                self._total_unrealized_profit < self.max_drawdown):
-            self._done = True
-
-        self._position_history.append(self._position)
-
-        info = dict(
-            tick=self._current_tick,
-            action=action,
-            total_reward=self.total_reward,
-            total_profit=self._total_profit,
-            position=self._position.value,
-            trade_duration=self.get_trade_duration(),
-            current_profit_pct=self.get_unrealized_profit()
-        )
-
-        observation = self._get_observation()
-
-        self._update_history(info)
-
-        return observation, step_reward, self._done, info
-
-    def is_tradesignal(self, action: int) -> bool:
-        """
-        Determine if the signal is a trade signal
-        e.g.: agent wants a Actions.Buy while it is in a Positions.short
-        """
-        return (
-            (action == Actions.Buy.value and self._position == Positions.Neutral)
-            or (action == Actions.Sell.value and self._position == Positions.Long)
-            or (action == Actions.Sell.value and self._position == Positions.Neutral
-                and self.can_short)
-            or (action == Actions.Buy.value and self._position == Positions.Short
-                and self.can_short)
-        )
-
-    def _is_valid(self, action: int) -> bool:
-        """
-        Determine if the signal is valid.
-        e.g.: agent wants a Actions.Sell while it is in a Positions.Long
-        """
-        if self.can_short:
-            return action in [Actions.Buy.value, Actions.Sell.value, Actions.Neutral.value]
-        else:
-            if action == Actions.Sell.value and self._position != Positions.Long:
-                return False
-            return True

freqtrade/freqai/RL/Base4ActionRLEnv.py

@@ -1,142 +0,0 @@
-import logging
-from enum import Enum
-
-from gym import spaces
-
-from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
-
-
-logger = logging.getLogger(__name__)
-
-
-class Actions(Enum):
-    Neutral = 0
-    Exit = 1
-    Long_enter = 2
-    Short_enter = 3
-
-
-class Base4ActionRLEnv(BaseEnvironment):
-    """
-    Base class for a 4 action environment
-    """
-    def __init__(self, **kwargs):
-        super().__init__(**kwargs)
-        self.actions = Actions
-
-    def set_action_space(self):
-        self.action_space = spaces.Discrete(len(Actions))
-
-    def step(self, action: int):
-        """
-        Logic for a single step (incrementing one candle in time)
-        by the agent
-        :param: action: int = the action type that the agent plans
-            to take for the current step.
-        :returns:
-            observation = current state of environment
-            step_reward = the reward from `calculate_reward()`
-            _done = if the agent "died" or if the candles finished
-            info = dict passed back to openai gym lib
-        """
-        self._done = False
-        self._current_tick += 1
-
-        if self._current_tick == self._end_tick:
-            self._done = True
-
-        self._update_unrealized_total_profit()
-        step_reward = self.calculate_reward(action)
-        self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
-
-        trade_type = None
-        if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
-
-            if action == Actions.Neutral.value:
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            elif action == Actions.Long_enter.value:
-                self._position = Positions.Long
-                trade_type = "long"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Short_enter.value:
-                self._position = Positions.Short
-                trade_type = "short"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Exit.value:
-                self._update_total_profit()
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            else:
-                print("case not defined")
-
-            if trade_type is not None:
-                self.trade_history.append(
-                    {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
-
-        if (self._total_profit < self.max_drawdown or
-                self._total_unrealized_profit < self.max_drawdown):
-            self._done = True
-
-        self._position_history.append(self._position)
-
-        info = dict(
-            tick=self._current_tick,
-            action=action,
-            total_reward=self.total_reward,
-            total_profit=self._total_profit,
-            position=self._position.value,
-            trade_duration=self.get_trade_duration(),
-            current_profit_pct=self.get_unrealized_profit()
-        )
-
-        observation = self._get_observation()
-
-        self._update_history(info)
-
-        return observation, step_reward, self._done, info
-
-    def is_tradesignal(self, action: int) -> bool:
-        """
-        Determine if the signal is a trade signal
-        e.g.: agent wants a Actions.Long_exit while it is in a Positions.short
-        """
-        return not ((action == Actions.Neutral.value and self._position == Positions.Neutral) or
-                    (action == Actions.Neutral.value and self._position == Positions.Short) or
-                    (action == Actions.Neutral.value and self._position == Positions.Long) or
-                    (action == Actions.Short_enter.value and self._position == Positions.Short) or
-                    (action == Actions.Short_enter.value and self._position == Positions.Long) or
-                    (action == Actions.Exit.value and self._position == Positions.Neutral) or
-                    (action == Actions.Long_enter.value and self._position == Positions.Long) or
-                    (action == Actions.Long_enter.value and self._position == Positions.Short))
-
-    def _is_valid(self, action: int) -> bool:
-        """
-        Determine if the signal is valid.
-        e.g.: agent wants a Actions.Long_exit while it is in a Positions.short
-        """
-        # Agent should only try to exit if it is in position
-        if action == Actions.Exit.value:
-            if self._position not in (Positions.Short, Positions.Long):
-                return False
-
-        # Agent should only try to enter if it is not in position
-        if action in (Actions.Short_enter.value, Actions.Long_enter.value):
-            if self._position != Positions.Neutral:
-                return False
-
-        return True

freqtrade/freqai/RL/Base5ActionRLEnv.py

@@ -1,152 +0,0 @@
-import logging
-from enum import Enum
-
-from gym import spaces
-
-from freqtrade.freqai.RL.BaseEnvironment import BaseEnvironment, Positions
-
-
-logger = logging.getLogger(__name__)
-
-
-class Actions(Enum):
-    Neutral = 0
-    Long_enter = 1
-    Long_exit = 2
-    Short_enter = 3
-    Short_exit = 4
-
-
-class Base5ActionRLEnv(BaseEnvironment):
-    """
-    Base class for a 5 action environment
-    """
-    def __init__(self, **kwargs):
-        super().__init__(**kwargs)
-        self.actions = Actions
-
-    def set_action_space(self):
-        self.action_space = spaces.Discrete(len(Actions))
-
-    def step(self, action: int):
-        """
-        Logic for a single step (incrementing one candle in time)
-        by the agent
-        :param: action: int = the action type that the agent plans
-            to take for the current step.
-        :returns:
-            observation = current state of environment
-            step_reward = the reward from `calculate_reward()`
-            _done = if the agent "died" or if the candles finished
-            info = dict passed back to openai gym lib
-        """
-        self._done = False
-        self._current_tick += 1
-
-        if self._current_tick == self._end_tick:
-            self._done = True
-
-        self._update_unrealized_total_profit()
-        step_reward = self.calculate_reward(action)
-        self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
-
-        trade_type = None
-        if self.is_tradesignal(action):
-            """
-            Action: Neutral, position: Long ->  Close Long
-            Action: Neutral, position: Short -> Close Short
-
-            Action: Long, position: Neutral -> Open Long
-            Action: Long, position: Short -> Close Short and Open Long
-
-            Action: Short, position: Neutral -> Open Short
-            Action: Short, position: Long -> Close Long and Open Short
-            """
-
-            if action == Actions.Neutral.value:
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            elif action == Actions.Long_enter.value:
-                self._position = Positions.Long
-                trade_type = "long"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Short_enter.value:
-                self._position = Positions.Short
-                trade_type = "short"
-                self._last_trade_tick = self._current_tick
-            elif action == Actions.Long_exit.value:
-                self._update_total_profit()
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            elif action == Actions.Short_exit.value:
-                self._update_total_profit()
-                self._position = Positions.Neutral
-                trade_type = "neutral"
-                self._last_trade_tick = None
-            else:
-                print("case not defined")
-
-            if trade_type is not None:
-                self.trade_history.append(
-                    {'price': self.current_price(), 'index': self._current_tick,
-                     'type': trade_type})
-
-        if (self._total_profit < self.max_drawdown or
-                self._total_unrealized_profit < self.max_drawdown):
-            self._done = True
-
-        self._position_history.append(self._position)
-
-        info = dict(
-            tick=self._current_tick,
-            action=action,
-            total_reward=self.total_reward,
-            total_profit=self._total_profit,
-            position=self._position.value,
-            trade_duration=self.get_trade_duration(),
-            current_profit_pct=self.get_unrealized_profit()
-        )
-
-        observation = self._get_observation()
-
-        self._update_history(info)
-
-        return observation, step_reward, self._done, info
-
-    def is_tradesignal(self, action: int) -> bool:
-        """
-        Determine if the signal is a trade signal
-        e.g.: agent wants a Actions.Long_exit while it is in a Positions.short
-        """
-        return not ((action == Actions.Neutral.value and self._position == Positions.Neutral) or
-                    (action == Actions.Neutral.value and self._position == Positions.Short) or
-                    (action == Actions.Neutral.value and self._position == Positions.Long) or
-                    (action == Actions.Short_enter.value and self._position == Positions.Short) or
-                    (action == Actions.Short_enter.value and self._position == Positions.Long) or
-                    (action == Actions.Short_exit.value and self._position == Positions.Long) or
-                    (action == Actions.Short_exit.value and self._position == Positions.Neutral) or
-                    (action == Actions.Long_enter.value and self._position == Positions.Long) or
-                    (action == Actions.Long_enter.value and self._position == Positions.Short) or
-                    (action == Actions.Long_exit.value and self._position == Positions.Short) or
-                    (action == Actions.Long_exit.value and self._position == Positions.Neutral))
-
-    def _is_valid(self, action: int) -> bool:
-        # trade signal
-        """
-        Determine if the signal is valid.
-        e.g.: agent wants a Actions.Long_exit while it is in a Positions.short
-        """
-        # Agent should only try to exit if it is in position
-        if action in (Actions.Short_exit.value, Actions.Long_exit.value):
-            if self._position not in (Positions.Short, Positions.Long):
-                return False
-
-        # Agent should only try to enter if it is not in position
-        if action in (Actions.Short_enter.value, Actions.Long_enter.value):
-            if self._position != Positions.Neutral:
-                return False
-
-        return True

freqtrade/freqai/RL/BaseEnvironment.py

@@ -1,363 +0,0 @@
-import logging
-import random
-from abc import abstractmethod
-from enum import Enum
-from typing import Optional, Type, Union
-
-import gym
-import numpy as np
-import pandas as pd
-from gym import spaces
-from gym.utils import seeding
-from pandas import DataFrame
-
-
-logger = logging.getLogger(__name__)
-
-
-class BaseActions(Enum):
-    """
-    Default action space, mostly used for type handling.
-    """
-    Neutral = 0
-    Long_enter = 1
-    Long_exit = 2
-    Short_enter = 3
-    Short_exit = 4
-
-
-class Positions(Enum):
-    Short = 0
-    Long = 1
-    Neutral = 0.5
-
-    def opposite(self):
-        return Positions.Short if self == Positions.Long else Positions.Long
-
-
-class BaseEnvironment(gym.Env):
-    """
-    Base class for environments. This class is agnostic to action count.
-    Inherited classes customize this to include varying action counts/types,
-    See RL/Base5ActionRLEnv.py and RL/Base4ActionRLEnv.py
-    """
-
-    def __init__(self, df: DataFrame = DataFrame(), prices: DataFrame = DataFrame(),
-                 reward_kwargs: dict = {}, window_size=10, starting_point=True,
-                 id: str = 'baseenv-1', seed: int = 1, config: dict = {}, live: bool = False,
-                 fee: float = 0.0015, can_short: bool = False):
-        """
-        Initializes the training/eval environment.
-        :param df: dataframe of features
-        :param prices: dataframe of prices to be used in the training environment
-        :param window_size: size of window (temporal) to pass to the agent
-        :param reward_kwargs: extra config settings assigned by user in `rl_config`
-        :param starting_point: start at edge of window or not
-        :param id: string id of the environment (used in backend for multiprocessed env)
-        :param seed: Sets the seed of the environment higher in the gym.Env object
-        :param config: Typical user configuration file
-        :param live: Whether or not this environment is active in dry/live/backtesting
-        :param fee: The fee to use for environmental interactions.
-        :param can_short: Whether or not the environment can short
-        """
-        self.config = config
-        self.rl_config = config['freqai']['rl_config']
-        self.add_state_info = self.rl_config.get('add_state_info', False)
-        self.id = id
-        self.max_drawdown = 1 - self.rl_config.get('max_training_drawdown_pct', 0.8)
-        self.compound_trades = config['stake_amount'] == 'unlimited'
-        if self.config.get('fee', None) is not None:
-            self.fee = self.config['fee']
-        else:
-            self.fee = fee
-
-        # set here to default 5Ac, but all children envs can override this
-        self.actions: Type[Enum] = BaseActions
-        self.tensorboard_metrics: dict = {}
-        self.can_short = can_short
-        self.live = live
-        if not self.live and self.add_state_info:
-            self.add_state_info = False
-            logger.warning("add_state_info is not available in backtesting. Deactivating.")
-        self.seed(seed)
-        self.reset_env(df, prices, window_size, reward_kwargs, starting_point)
-
-    def reset_env(self, df: DataFrame, prices: DataFrame, window_size: int,
-                  reward_kwargs: dict, starting_point=True):
-        """
-        Resets the environment when the agent fails (in our case, if the drawdown
-        exceeds the user set max_training_drawdown_pct)
-        :param df: dataframe of features
-        :param prices: dataframe of prices to be used in the training environment
-        :param window_size: size of window (temporal) to pass to the agent
-        :param reward_kwargs: extra config settings assigned by user in `rl_config`
-        :param starting_point: start at edge of window or not
-        """
-        self.df = df
-        self.signal_features = self.df
-        self.prices = prices
-        self.window_size = window_size
-        self.starting_point = starting_point
-        self.rr = reward_kwargs["rr"]
-        self.profit_aim = reward_kwargs["profit_aim"]
-
-        # # spaces
-        if self.add_state_info:
-            self.total_features = self.signal_features.shape[1] + 3
-        else:
-            self.total_features = self.signal_features.shape[1]
-        self.shape = (window_size, self.total_features)
-        self.set_action_space()
-        self.observation_space = spaces.Box(
-            low=-1, high=1, shape=self.shape, dtype=np.float32)
-
-        # episode
-        self._start_tick: int = self.window_size
-        self._end_tick: int = len(self.prices) - 1
-        self._done: bool = False
-        self._current_tick: int = self._start_tick
-        self._last_trade_tick: Optional[int] = None
-        self._position = Positions.Neutral
-        self._position_history: list = [None]
-        self.total_reward: float = 0
-        self._total_profit: float = 1
-        self._total_unrealized_profit: float = 1
-        self.history: dict = {}
-        self.trade_history: list = []
-
-    @abstractmethod
-    def set_action_space(self):
-        """
-        Unique to the environment action count. Must be inherited.
-        """
-
-    def seed(self, seed: int = 1):
-        self.np_random, seed = seeding.np_random(seed)
-        return [seed]
-
-    def tensorboard_log(self, metric: str, value: Union[int, float] = 1, inc: bool = True):
-        """
-        Function builds the tensorboard_metrics dictionary
-        to be parsed by the TensorboardCallback. This
-        function is designed for tracking incremented objects,
-        events, actions inside the training environment.
-        For example, a user can call this to track the
-        frequency of occurence of an `is_valid` call in
-        their `calculate_reward()`:
-
-        def calculate_reward(self, action: int) -> float:
-            if not self._is_valid(action):
-                self.tensorboard_log("is_valid")
-                return -2
-
-        :param metric: metric to be tracked and incremented
-        :param value: value to increment `metric` by
-        :param inc: sets whether the `value` is incremented or not
-        """
-        if not inc or metric not in self.tensorboard_metrics:
-            self.tensorboard_metrics[metric] = value
-        else:
-            self.tensorboard_metrics[metric] += value
-
-    def reset_tensorboard_log(self):
-        self.tensorboard_metrics = {}
-
-    def reset(self):
-        """
-        Reset is called at the beginning of every episode
-        """
-        self.reset_tensorboard_log()
-
-        self._done = False
-
-        if self.starting_point is True:
-            if self.rl_config.get('randomize_starting_position', False):
-                length_of_data = int(self._end_tick / 4)
-                start_tick = random.randint(self.window_size + 1, length_of_data)
-                self._start_tick = start_tick
-            self._position_history = (self._start_tick * [None]) + [self._position]
-        else:
-            self._position_history = (self.window_size * [None]) + [self._position]
-
-        self._current_tick = self._start_tick
-        self._last_trade_tick = None
-        self._position = Positions.Neutral
-
-        self.total_reward = 0.
-        self._total_profit = 1.  # unit
-        self.history = {}
-        self.trade_history = []
-        self.portfolio_log_returns = np.zeros(len(self.prices))
-
-        self._profits = [(self._start_tick, 1)]
-        self.close_trade_profit = []
-        self._total_unrealized_profit = 1
-
-        return self._get_observation()
-
-    @abstractmethod
-    def step(self, action: int):
-        """
-        Step depeneds on action types, this must be inherited.
-        """
-        return
-
-    def _get_observation(self):
-        """
-        This may or may not be independent of action types, user can inherit
-        this in their custom "MyRLEnv"
-        """
-        features_window = self.signal_features[(
-            self._current_tick - self.window_size):self._current_tick]
-        if self.add_state_info:
-            features_and_state = DataFrame(np.zeros((len(features_window), 3)),
-                                           columns=['current_profit_pct',
-                                                    'position',
-                                                    'trade_duration'],
-                                           index=features_window.index)
-
-            features_and_state['current_profit_pct'] = self.get_unrealized_profit()
-            features_and_state['position'] = self._position.value
-            features_and_state['trade_duration'] = self.get_trade_duration()
-            features_and_state = pd.concat([features_window, features_and_state], axis=1)
-            return features_and_state
-        else:
-            return features_window
-
-    def get_trade_duration(self):
-        """
-        Get the trade duration if the agent is in a trade
-        """
-        if self._last_trade_tick is None:
-            return 0
-        else:
-            return self._current_tick - self._last_trade_tick
-
-    def get_unrealized_profit(self):
-        """
-        Get the unrealized profit if the agent is in a trade
-        """
-        if self._last_trade_tick is None:
-            return 0.
-
-        if self._position == Positions.Neutral:
-            return 0.
-        elif self._position == Positions.Short:
-            current_price = self.add_entry_fee(self.prices.iloc[self._current_tick].open)
-            last_trade_price = self.add_exit_fee(self.prices.iloc[self._last_trade_tick].open)
-            return (last_trade_price - current_price) / last_trade_price
-        elif self._position == Positions.Long:
-            current_price = self.add_exit_fee(self.prices.iloc[self._current_tick].open)
-            last_trade_price = self.add_entry_fee(self.prices.iloc[self._last_trade_tick].open)
-            return (current_price - last_trade_price) / last_trade_price
-        else:
-            return 0.
-
-    @abstractmethod
-    def is_tradesignal(self, action: int) -> bool:
-        """
-        Determine if the signal is a trade signal. This is
-        unique to the actions in the environment, and therefore must be
-        inherited.
-        """
-        return True
-
-    def _is_valid(self, action: int) -> bool:
-        """
-        Determine if the signal is valid.This is
-        unique to the actions in the environment, and therefore must be
-        inherited.
-        """
-        return True
-
-    def add_entry_fee(self, price):
-        return price * (1 + self.fee)
-
-    def add_exit_fee(self, price):
-        return price / (1 + self.fee)
-
-    def _update_history(self, info):
-        if not self.history:
-            self.history = {key: [] for key in info.keys()}
-
-        for key, value in info.items():
-            self.history[key].append(value)
-
-    @abstractmethod
-    def calculate_reward(self, action: int) -> float:
-        """
-        An example reward function. This is the one function that users will likely
-        wish to inject their own creativity into.
-        :param action: int = The action made by the agent for the current candle.
-        :return:
-        float = the reward to give to the agent for current step (used for optimization
-            of weights in NN)
-        """
-
-    def _update_unrealized_total_profit(self):
-        """
-        Update the unrealized total profit incase of episode end.
-        """
-        if self._position in (Positions.Long, Positions.Short):
-            pnl = self.get_unrealized_profit()
-            if self.compound_trades:
-                # assumes unit stake and compounding
-                unrl_profit = self._total_profit * (1 + pnl)
-            else:
-                # assumes unit stake and no compounding
-                unrl_profit = self._total_profit + pnl
-            self._total_unrealized_profit = unrl_profit
-
-    def _update_total_profit(self):
-        pnl = self.get_unrealized_profit()
-        if self.compound_trades:
-            # assumes unit stake and compounding
-            self._total_profit = self._total_profit * (1 + pnl)
-        else:
-            # assumes unit stake and no compounding
-            self._total_profit += pnl
-
-    def current_price(self) -> float:
-        return self.prices.iloc[self._current_tick].open
-
-    def get_actions(self) -> Type[Enum]:
-        """
-        Used by SubprocVecEnv to get actions from
-        initialized env for tensorboard callback
-        """
-        return self.actions
-
-    # Keeping around incase we want to start building more complex environment
-    # templates in the future.
-    # def most_recent_return(self):
-    #     """
-    #     Calculate the tick to tick return if in a trade.
-    #     Return is generated from rising prices in Long
-    #     and falling prices in Short positions.
-    #     The actions Sell/Buy or Hold during a Long position trigger the sell/buy-fee.
-    #     """
-    #     # Long positions
-    #     if self._position == Positions.Long:
-    #         current_price = self.prices.iloc[self._current_tick].open
-    #         previous_price = self.prices.iloc[self._current_tick - 1].open
-
-    #         if (self._position_history[self._current_tick - 1] == Positions.Short
-    #                 or self._position_history[self._current_tick - 1] == Positions.Neutral):
-    #             previous_price = self.add_entry_fee(previous_price)
-
-    #         return np.log(current_price) - np.log(previous_price)
-
-    #     # Short positions
-    #     if self._position == Positions.Short:
-    #         current_price = self.prices.iloc[self._current_tick].open
-    #         previous_price = self.prices.iloc[self._current_tick - 1].open
-    #         if (self._position_history[self._current_tick - 1] == Positions.Long
-    #                 or self._position_history[self._current_tick - 1] == Positions.Neutral):
-    #             previous_price = self.add_exit_fee(previous_price)
-
-    #         return np.log(previous_price) - np.log(current_price)
-
-    #     return 0
-
-    # def update_portfolio_log_returns(self, action):
-    #     self.portfolio_log_returns[self._current_tick] = self.most_recent_return(action)

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -1,418 +0,0 @@
-import importlib
-import logging
-from abc import abstractmethod
-from datetime import datetime, timezone
-from pathlib import Path
-from typing import Any, Callable, Dict, Optional, Tuple, Type, Union
-
-import gym
-import numpy as np
-import numpy.typing as npt
-import pandas as pd
-import torch as th
-import torch.multiprocessing
-from pandas import DataFrame
-from stable_baselines3.common.callbacks import EvalCallback
-from stable_baselines3.common.monitor import Monitor
-from stable_baselines3.common.utils import set_random_seed
-from stable_baselines3.common.vec_env import SubprocVecEnv
-
-from freqtrade.exceptions import OperationalException
-from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
-from freqtrade.freqai.freqai_interface import IFreqaiModel
-from freqtrade.freqai.RL.Base5ActionRLEnv import Actions, Base5ActionRLEnv
-from freqtrade.freqai.RL.BaseEnvironment import BaseActions, Positions
-from freqtrade.freqai.RL.TensorboardCallback import TensorboardCallback
-from freqtrade.persistence import Trade
-
-
-logger = logging.getLogger(__name__)
-
-torch.multiprocessing.set_sharing_strategy('file_system')
-
-SB3_MODELS = ['PPO', 'A2C', 'DQN']
-SB3_CONTRIB_MODELS = ['TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO']
-
-
-class BaseReinforcementLearningModel(IFreqaiModel):
-    """
-    User created Reinforcement Learning Model prediction class
-    """
-
-    def __init__(self, **kwargs) -> None:
-        super().__init__(config=kwargs['config'])
-        self.max_threads = min(self.freqai_info['rl_config'].get(
-            'cpu_count', 1), max(int(self.max_system_threads / 2), 1))
-        th.set_num_threads(self.max_threads)
-        self.reward_params = self.freqai_info['rl_config']['model_reward_parameters']
-        self.train_env: Union[SubprocVecEnv, Type[gym.Env]] = gym.Env()
-        self.eval_env: Union[SubprocVecEnv, Type[gym.Env]] = gym.Env()
-        self.eval_callback: Optional[EvalCallback] = None
-        self.model_type = self.freqai_info['rl_config']['model_type']
-        self.rl_config = self.freqai_info['rl_config']
-        self.continual_learning = self.freqai_info.get('continual_learning', False)
-        if self.model_type in SB3_MODELS:
-            import_str = 'stable_baselines3'
-        elif self.model_type in SB3_CONTRIB_MODELS:
-            import_str = 'sb3_contrib'
-        else:
-            raise OperationalException(f'{self.model_type} not available in stable_baselines3 or '
-                                       f'sb3_contrib. please choose one of {SB3_MODELS} or '
-                                       f'{SB3_CONTRIB_MODELS}')
-
-        mod = importlib.import_module(import_str, self.model_type)
-        self.MODELCLASS = getattr(mod, self.model_type)
-        self.policy_type = self.freqai_info['rl_config']['policy_type']
-        self.unset_outlier_removal()
-        self.net_arch = self.rl_config.get('net_arch', [128, 128])
-        self.dd.model_type = import_str
-        self.tensorboard_callback: TensorboardCallback = \
-            TensorboardCallback(verbose=1, actions=BaseActions)
-
-    def unset_outlier_removal(self):
-        """
-        If user has activated any function that may remove training points, this
-        function will set them to false and warn them
-        """
-        if self.ft_params.get('use_SVM_to_remove_outliers', False):
-            self.ft_params.update({'use_SVM_to_remove_outliers': False})
-            logger.warning('User tried to use SVM with RL. Deactivating SVM.')
-        if self.ft_params.get('use_DBSCAN_to_remove_outliers', False):
-            self.ft_params.update({'use_DBSCAN_to_remove_outliers': False})
-            logger.warning('User tried to use DBSCAN with RL. Deactivating DBSCAN.')
-        if self.freqai_info['data_split_parameters'].get('shuffle', False):
-            self.freqai_info['data_split_parameters'].update({'shuffle': False})
-            logger.warning('User tried to shuffle training data. Setting shuffle to False')
-
-    def train(
-        self, unfiltered_df: DataFrame, pair: str, dk: FreqaiDataKitchen, **kwargs
-    ) -> Any:
-        """
-        Filter the training data and train a model to it. Train makes heavy use of the datakitchen
-        for storing, saving, loading, and analyzing the data.
-        :param unfiltered_df: Full dataframe for the current training period
-        :param metadata: pair metadata from strategy.
-        :returns:
-        :model: Trained model which can be used to inference (self.predict)
-        """
-
-        logger.info("--------------------Starting training " f"{pair} --------------------")
-
-        features_filtered, labels_filtered = dk.filter_features(
-            unfiltered_df,
-            dk.training_features_list,
-            dk.label_list,
-            training_filter=True,
-        )
-
-        data_dictionary: Dict[str, Any] = dk.make_train_test_datasets(
-            features_filtered, labels_filtered)
-        dk.fit_labels()  # FIXME useless for now, but just satiating append methods
-
-        # normalize all data based on train_dataset only
-        prices_train, prices_test = self.build_ohlc_price_dataframes(dk.data_dictionary, pair, dk)
-        data_dictionary = dk.normalize_data(data_dictionary)
-
-        # data cleaning/analysis
-        self.data_cleaning_train(dk)
-
-        logger.info(
-            f'Training model on {len(dk.data_dictionary["train_features"].columns)}'
-            f' features and {len(data_dictionary["train_features"])} data points'
-        )
-
-        self.set_train_and_eval_environments(data_dictionary, prices_train, prices_test, dk)
-
-        model = self.fit(data_dictionary, dk)
-
-        logger.info(f"--------------------done training {pair}--------------------")
-
-        return model
-
-    def set_train_and_eval_environments(self, data_dictionary: Dict[str, DataFrame],
-                                        prices_train: DataFrame, prices_test: DataFrame,
-                                        dk: FreqaiDataKitchen):
-        """
-        User can override this if they are using a custom MyRLEnv
-        :param data_dictionary: dict = common data dictionary containing train and test
-            features/labels/weights.
-        :param prices_train/test: DataFrame = dataframe comprised of the prices to be used in the
-            environment during training or testing
-        :param dk: FreqaiDataKitchen = the datakitchen for the current pair
-        """
-        train_df = data_dictionary["train_features"]
-        test_df = data_dictionary["test_features"]
-
-        env_info = self.pack_env_dict()
-
-        self.train_env = self.MyRLEnv(df=train_df,
-                                      prices=prices_train,
-                                      **env_info)
-        self.eval_env = Monitor(self.MyRLEnv(df=test_df,
-                                             prices=prices_test,
-                                             **env_info))
-        self.eval_callback = EvalCallback(self.eval_env, deterministic=True,
-                                          render=False, eval_freq=len(train_df),
-                                          best_model_save_path=str(dk.data_path))
-
-        actions = self.train_env.get_actions()
-        self.tensorboard_callback = TensorboardCallback(verbose=1, actions=actions)
-
-    def pack_env_dict(self) -> Dict[str, Any]:
-        """
-        Create dictionary of environment arguments
-        """
-        env_info = {"window_size": self.CONV_WIDTH,
-                    "reward_kwargs": self.reward_params,
-                    "config": self.config,
-                    "live": self.live,
-                    "can_short": self.can_short}
-        if self.data_provider:
-            env_info["fee"] = self.data_provider._exchange \
-                .get_fee(symbol=self.data_provider.current_whitelist()[0])  # type: ignore
-
-        return env_info
-
-    @abstractmethod
-    def fit(self, data_dictionary: Dict[str, Any], dk: FreqaiDataKitchen, **kwargs):
-        """
-        Agent customizations and abstract Reinforcement Learning customizations
-        go in here. Abstract method, so this function must be overridden by
-        user class.
-        """
-        return
-
-    def get_state_info(self, pair: str) -> Tuple[float, float, int]:
-        """
-        State info during dry/live (not backtesting) which is fed back
-        into the model.
-        :param pair: str = COIN/STAKE to get the environment information for
-        :return:
-        :market_side: float = representing short, long, or neutral for
-            pair
-        :current_profit: float = unrealized profit of the current trade
-        :trade_duration: int = the number of candles that the trade has
-            been open for
-        """
-        open_trades = Trade.get_trades_proxy(is_open=True)
-        market_side = 0.5
-        current_profit: float = 0
-        trade_duration = 0
-        for trade in open_trades:
-            if trade.pair == pair:
-                if self.data_provider._exchange is None:  # type: ignore
-                    logger.error('No exchange available.')
-                    return 0, 0, 0
-                else:
-                    current_rate = self.data_provider._exchange.get_rate(  # type: ignore
-                                pair, refresh=False, side="exit", is_short=trade.is_short)
-
-                now = datetime.now(timezone.utc).timestamp()
-                trade_duration = int((now - trade.open_date_utc.timestamp()) / self.base_tf_seconds)
-                current_profit = trade.calc_profit_ratio(current_rate)
-                if trade.is_short:
-                    market_side = 0
-                else:
-                    market_side = 1
-
-        return market_side, current_profit, int(trade_duration)
-
-    def predict(
-        self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
-    ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
-        """
-        Filter the prediction features data and predict with it.
-        :param unfiltered_dataframe: Full dataframe for the current backtest period.
-        :return:
-        :pred_df: dataframe containing the predictions
-        :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
-        data (NaNs) or felt uncertain about data (PCA and DI index)
-        """
-
-        dk.find_features(unfiltered_df)
-        filtered_dataframe, _ = dk.filter_features(
-            unfiltered_df, dk.training_features_list, training_filter=False
-        )
-        filtered_dataframe = dk.normalize_data_from_metadata(filtered_dataframe)
-        dk.data_dictionary["prediction_features"] = filtered_dataframe
-
-        # optional additional data cleaning/analysis
-        self.data_cleaning_predict(dk)
-
-        pred_df = self.rl_model_predict(
-            dk.data_dictionary["prediction_features"], dk, self.model)
-        pred_df.fillna(0, inplace=True)
-
-        return (pred_df, dk.do_predict)
-
-    def rl_model_predict(self, dataframe: DataFrame,
-                         dk: FreqaiDataKitchen, model: Any) -> DataFrame:
-        """
-        A helper function to make predictions in the Reinforcement learning module.
-        :param dataframe: DataFrame = the dataframe of features to make the predictions on
-        :param dk: FreqaiDatakitchen = data kitchen for the current pair
-        :param model: Any = the trained model used to inference the features.
-        """
-        output = pd.DataFrame(np.zeros(len(dataframe)), columns=dk.label_list)
-
-        def _predict(window):
-            observations = dataframe.iloc[window.index]
-            if self.live and self.rl_config.get('add_state_info', False):
-                market_side, current_profit, trade_duration = self.get_state_info(dk.pair)
-                observations['current_profit_pct'] = current_profit
-                observations['position'] = market_side
-                observations['trade_duration'] = trade_duration
-            res, _ = model.predict(observations, deterministic=True)
-            return res
-
-        output = output.rolling(window=self.CONV_WIDTH).apply(_predict)
-
-        return output
-
-    def build_ohlc_price_dataframes(self, data_dictionary: dict,
-                                    pair: str, dk: FreqaiDataKitchen) -> Tuple[DataFrame,
-                                                                               DataFrame]:
-        """
-        Builds the train prices and test prices for the environment.
-        """
-
-        pair = pair.replace(':', '')
-        train_df = data_dictionary["train_features"]
-        test_df = data_dictionary["test_features"]
-
-        # price data for model training and evaluation
-        tf = self.config['timeframe']
-        ohlc_list = [f'%-{pair}raw_open_{tf}', f'%-{pair}raw_low_{tf}',
-                     f'%-{pair}raw_high_{tf}', f'%-{pair}raw_close_{tf}']
-        rename_dict = {f'%-{pair}raw_open_{tf}': 'open', f'%-{pair}raw_low_{tf}': 'low',
-                       f'%-{pair}raw_high_{tf}': ' high', f'%-{pair}raw_close_{tf}': 'close'}
-
-        prices_train = train_df.filter(ohlc_list, axis=1)
-        if prices_train.empty:
-            raise OperationalException('Reinforcement learning module didnt find the raw prices '
-                                       'assigned in populate_any_indicators. Please assign them '
-                                       'with:\n'
-                                       'informative[f"%-{pair}raw_close"] = informative["close"]\n'
-                                       'informative[f"%-{pair}raw_open"] = informative["open"]\n'
-                                       'informative[f"%-{pair}raw_high"] = informative["high"]\n'
-                                       'informative[f"%-{pair}raw_low"] = informative["low"]\n')
-        prices_train.rename(columns=rename_dict, inplace=True)
-        prices_train.reset_index(drop=True)
-
-        prices_test = test_df.filter(ohlc_list, axis=1)
-        prices_test.rename(columns=rename_dict, inplace=True)
-        prices_test.reset_index(drop=True)
-
-        return prices_train, prices_test
-
-    def load_model_from_disk(self, dk: FreqaiDataKitchen) -> Any:
-        """
-        Can be used by user if they are trying to limit_ram_usage *and*
-        perform continual learning.
-        For now, this is unused.
-        """
-        exists = Path(dk.data_path / f"{dk.model_filename}_model").is_file()
-        if exists:
-            model = self.MODELCLASS.load(dk.data_path / f"{dk.model_filename}_model")
-        else:
-            logger.info('No model file on disk to continue learning from.')
-
-        return model
-
-    def _on_stop(self):
-        """
-        Hook called on bot shutdown. Close SubprocVecEnv subprocesses for clean shutdown.
-        """
-
-        if self.train_env:
-            self.train_env.close()
-
-        if self.eval_env:
-            self.eval_env.close()
-
-    # Nested class which can be overridden by user to customize further
-    class MyRLEnv(Base5ActionRLEnv):
-        """
-        User can override any function in BaseRLEnv and gym.Env. Here the user
-        sets a custom reward based on profit and trade duration.
-        """
-
-        def calculate_reward(self, action: int) -> float:
-            """
-            An example reward function. This is the one function that users will likely
-            wish to inject their own creativity into.
-            :param action: int = The action made by the agent for the current candle.
-            :return:
-            float = the reward to give to the agent for current step (used for optimization
-                of weights in NN)
-            """
-            # first, penalize if the action is not valid
-            if not self._is_valid(action):
-                return -2
-
-            pnl = self.get_unrealized_profit()
-            factor = 100.
-
-            # reward agent for entering trades
-            if (action in (Actions.Long_enter.value, Actions.Short_enter.value)
-                    and self._position == Positions.Neutral):
-                return 25
-            # discourage agent from not entering trades
-            if action == Actions.Neutral.value and self._position == Positions.Neutral:
-                return -1
-
-            max_trade_duration = self.rl_config.get('max_trade_duration_candles', 300)
-            if self._last_trade_tick:
-                trade_duration = self._current_tick - self._last_trade_tick
-            else:
-                trade_duration = 0
-
-            if trade_duration <= max_trade_duration:
-                factor *= 1.5
-            elif trade_duration > max_trade_duration:
-                factor *= 0.5
-
-            # discourage sitting in position
-            if (self._position in (Positions.Short, Positions.Long) and
-               action == Actions.Neutral.value):
-                return -1 * trade_duration / max_trade_duration
-
-            # close long
-            if action == Actions.Long_exit.value and self._position == Positions.Long:
-                if pnl > self.profit_aim * self.rr:
-                    factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
-                return float(pnl * factor)
-
-            # close short
-            if action == Actions.Short_exit.value and self._position == Positions.Short:
-                if pnl > self.profit_aim * self.rr:
-                    factor *= self.rl_config['model_reward_parameters'].get('win_reward_factor', 2)
-                return float(pnl * factor)
-
-            return 0.
-
-
-def make_env(MyRLEnv: Type[gym.Env], env_id: str, rank: int,
-             seed: int, train_df: DataFrame, price: DataFrame,
-             monitor: bool = False,
-             env_info: Dict[str, Any] = {}) -> Callable:
-    """
-    Utility function for multiprocessed env.
-
-    :param env_id: (str) the environment ID
-    :param num_env: (int) the number of environment you wish to have in subprocesses
-    :param seed: (int) the inital seed for RNG
-    :param rank: (int) index of the subprocess
-    :param env_info: (dict) all required arguments to instantiate the environment.
-    :return: (Callable)
-    """
-
-    def _init() -> gym.Env:
-
-        env = MyRLEnv(df=train_df, prices=price, id=env_id, seed=seed + rank,
-                      **env_info)
-        if monitor:
-            env = Monitor(env)
-        return env
-    set_random_seed(seed)
-    return _init

freqtrade/freqai/RL/TensorboardCallback.py

@@ -1,59 +0,0 @@
-from enum import Enum
-from typing import Any, Dict, Type, Union
-
-from stable_baselines3.common.callbacks import BaseCallback
-from stable_baselines3.common.logger import HParam
-
-from freqtrade.freqai.RL.BaseEnvironment import BaseActions, BaseEnvironment
-
-
-class TensorboardCallback(BaseCallback):
-    """
-    Custom callback for plotting additional values in tensorboard and
-    episodic summary reports.
-    """
-    def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
-        super(TensorboardCallback, self).__init__(verbose)
-        self.model: Any = None
-        self.logger = None  # type: Any
-        self.training_env: BaseEnvironment = None  # type: ignore
-        self.actions: Type[Enum] = actions
-
-    def _on_training_start(self) -> None:
-        hparam_dict = {
-            "algorithm": self.model.__class__.__name__,
-            "learning_rate": self.model.learning_rate,
-            # "gamma": self.model.gamma,
-            # "gae_lambda": self.model.gae_lambda,
-            # "batch_size": self.model.batch_size,
-            # "n_steps": self.model.n_steps,
-        }
-        metric_dict: Dict[str, Union[float, int]] = {
-            "eval/mean_reward": 0,
-            "rollout/ep_rew_mean": 0,
-            "rollout/ep_len_mean": 0,
-            "train/value_loss": 0,
-            "train/explained_variance": 0,
-        }
-        self.logger.record(
-            "hparams",
-            HParam(hparam_dict, metric_dict),
-            exclude=("stdout", "log", "json", "csv"),
-        )
-
-    def _on_step(self) -> bool:
-
-        local_info = self.locals["infos"][0]
-        tensorboard_metrics = self.training_env.get_attr("tensorboard_metrics")[0]
-
-        for info in local_info:
-            if info not in ["episode", "terminal_observation"]:
-                self.logger.record(f"_info/{info}", local_info[info])
-
-        for info in tensorboard_metrics:
-            if info in [action.name for action in self.actions]:
-                self.logger.record(f"_actions/{info}", tensorboard_metrics[info])
-            else:
-                self.logger.record(f"_custom/{info}", tensorboard_metrics[info])
-
-        return True

freqtrade/freqai/base_models/BaseClassifierModel.py

@@ -51,7 +51,7 @@ class BaseClassifierModel(IFreqaiModel):
                     f"{end_date} --------------------")
         # split data into train/test data.
         data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
-        if not self.freqai_info.get("fit_live_predictions_candles", 0) or not self.live:
+        if not self.freqai_info.get("fit_live_predictions", 0) or not self.live:
             dk.fit_labels()
         # normalize all data based on train_dataset only
         data_dictionary = dk.normalize_data(data_dictionary)
@@ -78,7 +78,7 @@ class BaseClassifierModel(IFreqaiModel):
     ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
         """
         Filter the prediction features data and predict with it.
-        :param unfiltered_df: Full dataframe for the current backtest period.
+        :param: unfiltered_df: Full dataframe for the current backtest period.
         :return:
         :pred_df: dataframe containing the predictions
         :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
@@ -95,14 +95,9 @@ class BaseClassifierModel(IFreqaiModel):
         self.data_cleaning_predict(dk)
 
         predictions = self.model.predict(dk.data_dictionary["prediction_features"])
-        if self.CONV_WIDTH == 1:
-            predictions = np.reshape(predictions, (-1, len(dk.label_list)))
-
         pred_df = DataFrame(predictions, columns=dk.label_list)
 
         predictions_prob = self.model.predict_proba(dk.data_dictionary["prediction_features"])
-        if self.CONV_WIDTH == 1:
-            predictions_prob = np.reshape(predictions_prob, (-1, len(self.model.classes_)))
         pred_df_prob = DataFrame(predictions_prob, columns=self.model.classes_)
 
         pred_df = pd.concat([pred_df, pred_df_prob], axis=1)

freqtrade/freqai/base_models/BaseRegressionModel.py

@@ -50,7 +50,7 @@ class BaseRegressionModel(IFreqaiModel):
                     f"{end_date} --------------------")
         # split data into train/test data.
         data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)
-        if not self.freqai_info.get("fit_live_predictions_candles", 0) or not self.live:
+        if not self.freqai_info.get("fit_live_predictions", 0) or not self.live:
             dk.fit_labels()
         # normalize all data based on train_dataset only
         data_dictionary = dk.normalize_data(data_dictionary)
@@ -77,7 +77,7 @@ class BaseRegressionModel(IFreqaiModel):
     ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
         """
         Filter the prediction features data and predict with it.
-        :param unfiltered_df: Full dataframe for the current backtest period.
+        :param: unfiltered_df: Full dataframe for the current backtest period.
         :return:
         :pred_df: dataframe containing the predictions
         :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
@@ -95,9 +95,6 @@ class BaseRegressionModel(IFreqaiModel):
         self.data_cleaning_predict(dk)
 
         predictions = self.model.predict(dk.data_dictionary["prediction_features"])
-        if self.CONV_WIDTH == 1:
-            predictions = np.reshape(predictions, (-1, len(dk.label_list)))
-
         pred_df = DataFrame(predictions, columns=dk.label_list)
 
         pred_df = dk.denormalize_labels_from_metadata(pred_df)