Merge pull request #7029 from freqtrade/new_release

New release 2022.6

.github/workflows/ci.yml

@@ -13,20 +13,24 @@ on:
   schedule:
     - cron:  '0 5 * * 4'
 
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
 jobs:
   build_linux:
 
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ ubuntu-18.04, ubuntu-20.04 ]
+        os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
         python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -62,15 +66,15 @@ jobs:
     - name: Tests
       run: |
         pytest --random-order --cov=freqtrade --cov-config=.coveragerc
-      if: matrix.python-version != '3.9'
+      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'
+      if: matrix.python-version == '3.9' && matrix.os == 'ubuntu-22.04'
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
+      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
@@ -78,11 +82,13 @@ jobs:
         # Allow failure for coveralls
         coveralls || true
 
-    - name: Backtesting
+    - name: Backtesting (multi)
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
+        freqtrade new-strategy -s AwesomeStrategy
+        freqtrade new-strategy -s AwesomeStrategyMin --template minimal
+        freqtrade backtesting --datadir tests/testdata --strategy-list AwesomeStrategy AwesomeStrategyMin -i 5m
 
     - name: Hyperopt
       run: |
@@ -121,7 +127,7 @@ jobs:
     - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -157,29 +163,15 @@ jobs:
         pip install -e .
 
     - name: Tests
-      if: (runner.os != 'Linux' || matrix.python-version != '3.8')
       run: |
         pytest --random-order
 
-    - name: Tests (with cov)
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
-      run: |
-        pytest --random-order --cov=freqtrade --cov-config=.coveragerc
-
-    - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.8')
-      env:
-        # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
-        COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
-      run: |
-        # Allow failure for coveralls
-        coveralls -v  || true
-
     - name: Backtesting
       run: |
         cp config_examples/config_bittrex.example.json config.json
         freqtrade create-userdir --userdir user_data
-        freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
+        freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
+        freqtrade backtesting --datadir tests/testdata --strategy AwesomeStrategyAdv
 
     - name: Hyperopt
       run: |
@@ -219,7 +211,7 @@ jobs:
     - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
 
@@ -271,9 +263,9 @@ jobs:
     - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
-        python-version: 3.9
+        python-version: "3.10"
 
     - name: pre-commit dependencies
       run: |
@@ -290,9 +282,9 @@ jobs:
         ./tests/test_docs.sh
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
-        python-version: 3.9
+        python-version: "3.10"
 
     - name: Documentation build
       run: |
@@ -308,18 +300,6 @@ jobs:
           details: Freqtrade doc test failed!
           webhookUrl: ${{ secrets.DISCORD_WEBHOOK }}
 
-  cleanup-prior-runs:
-    permissions:
-      actions: write  # for rokroskar/workflow-run-cleanup-action to obtain workflow name & cancel it
-      contents: read  # for rokroskar/workflow-run-cleanup-action to obtain branch
-    runs-on: ubuntu-20.04
-    steps:
-    - name: Cleanup previous runs on this branch
-      uses: rokroskar/workflow-run-cleanup-action@v0.3.3
-      if: "!startsWith(github.ref, 'refs/tags/') && github.ref != 'refs/heads/stable' && github.repository == 'freqtrade/freqtrade'"
-      env:
-        GITHUB_TOKEN: "${{ secrets.GITHUB_TOKEN }}"
-
   # Notify only once - when CI completes (and after deploy) in case it's successfull
   notify-complete:
     needs: [ build_linux, build_macos, build_windows, docs_check, mypy_version_check ]
@@ -327,7 +307,7 @@ jobs:
     # Discord notification can't handle schedule events
     if: (github.event_name != 'schedule')
     permissions:
-      repository-projects: read  
+      repository-projects: read
     steps:
 
     - name: Check user permission
@@ -356,9 +336,9 @@ jobs:
     - uses: actions/checkout@v3
 
     - name: Set up Python
-      uses: actions/setup-python@v3
+      uses: actions/setup-python@v4
       with:
-        python-version: 3.8
+        python-version: "3.9"
 
     - name: Extract branch name
       shell: bash
@@ -419,7 +399,7 @@ jobs:
 
     - name: Discord notification
       uses: rjstone/discord-webhook-notify@v1
-      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
+      if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
       with:
           severity: info
           details: Deploy Succeeded!

.pre-commit-config.yaml

@@ -13,11 +13,11 @@ repos:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.0.1
-          - types-filelock==3.2.5
-          - types-requests==2.27.20
-          - types-tabulate==0.8.7
-          - types-python-dateutil==2.8.12
+          - types-cachetools==5.2.1
+          - types-filelock==3.2.7
+          - types-requests==2.28.0
+          - types-tabulate==0.8.11
+          - types-python-dateutil==2.8.18
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.9.9-slim-bullseye as base
+FROM python:3.10.5-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

README.md

@@ -9,10 +9,6 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 
 ![freqtrade](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/freqtrade-screenshot.png)
 
-## Sponsored promotion
-
-[![tokenbot-promo](https://raw.githubusercontent.com/freqtrade/freqtrade/develop/docs/assets/TokenBot-Freqtrade-banner.png)](https://tokenbot.com/?utm_source=github&utm_medium=freqtrade&utm_campaign=algodevs)
-
 ## Disclaimer
 
 This software is for educational purposes only. Do not risk money which
@@ -39,7 +35,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 - [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [potentially many others](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
-### Experimentally, freqtrade also supports futures on the following exchanges
+### Supported Futures Exchanges (experimental)
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.9.9-slim-bullseye as base
+FROM python:3.9.12-slim-bullseye as base
 
 # Setup env
 ENV LANG C.UTF-8

docker/Dockerfile.custom

@@ -7,4 +7,5 @@ FROM freqtradeorg/freqtrade:develop
 # The below dependency - pyti - serves as an example. Please use whatever you need!
 RUN pip install --user pyti
 
+# Switch back to user (only if you required root above)
 # USER ftuser

docs/advanced-backtesting.md

@@ -22,50 +22,79 @@ DataFrame of the candles that resulted in buy signals. Depending on how many buy
 makes, this file may get quite large, so periodically check your `user_data/backtest_results`
 folder to delete old exports.
 
-To analyze the buy tags, we need to use the `buy_reasons.py` script from
-[froggleston's repo](https://github.com/froggleston/freqtrade-buyreasons). Follow the instructions
-in their README to copy the script into your `freqtrade/scripts/` folder.
-
 Before running your next backtest, make sure you either delete your old backtest results or run
 backtesting with the `--cache none` option to make sure no cached results are used.
 
 If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the
 `user_data/backtest_results` folder.
 
-Now run the `buy_reasons.py` script, supplying a few options:
+To analyze the entry/exit tags, we now need to use the `freqtrade backtesting-analysis` command
+with `--analysis-groups` option provided with space-separated arguments (default `0 1 2`):
 
 ``` bash
-python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4
+freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 1 2 3 4
 ```
 
-The `-g` option is used to specify the various tabular outputs, ranging from the simplest (0)
-to the most detailed per pair, per buy and per sell tag (4). More options are available by
-running with the `-h` option.
+This command will read from the last backtesting results. The `--analysis-groups` option is
+used to specify the various tabular outputs showing the profit fo each group or trade,
+ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):
+
+* 1: profit summaries grouped by enter_tag
+* 2: profit summaries grouped by enter_tag and exit_tag
+* 3: profit summaries grouped by pair and enter_tag
+* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
+
+More options are available by running with the `-h` option.
+
+### Using export-filename
+
+Normally, `backtesting-analysis` uses the latest backtest results, but if you wanted to go
+back to a previous backtest output, you need to supply the `--export-filename` option.
+You can supply the same parameter to `backtest-analysis` with the name of the final backtest
+output file. This allows you to keep historical versions of backtest results and re-analyse
+them at a later date:
+
+``` bash
+freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals --export-filename=/tmp/mystrat_backtest.json
+```
+
+You should see some output similar to below in the logs with the name of the timestamped
+filename that was exported:
+
+```
+2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
+```
+
+You can then use that filename in `backtesting-analysis`:
+
+```
+freqtrade backtesting-analysis -c <config.json> --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
+```
 
 ### Tuning the buy tags and sell tags to display
 
 To show only certain buy and sell tags in the displayed output, use the following two options:
 
 ```
---enter_reason_list : Comma separated list of enter signals to analyse. Default: "all"
---exit_reason_list : Comma separated list of exit signals to analyse. Default: "stop_loss,trailing_stop_loss"
+--enter-reason-list : Space-separated list of enter signals to analyse. Default: "all"
+--exit-reason-list : Space-separated list of exit signals to analyse. Default: "all"
 ```
 
 For example:
 
 ```bash
-python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --enter_reason_list "enter_tag_a,enter_tag_b" --exit_reason_list "roi,custom_exit_tag_a,stop_loss"
+freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss
 ```
 
 ### Outputting signal candle indicators
 
-The real power of the buy_reasons.py script comes from the ability to print out the indicator
+The real power of `freqtrade backtesting-analysis` comes from the ability to print out the indicator
 values present on signal candles to allow fine-grained investigation and tuning of buy signal
 indicators. To print out a column for a given set of indicators, use the `--indicator-list`
 option:
 
 ```bash
-python3 scripts/buy_reasons.py -c <config.json> -s <strategy_name> -t <timerange> -g0,1,2,3,4 --enter_reason_list "enter_tag_a,enter_tag_b" --exit_reason_list "roi,custom_exit_tag_a,stop_loss" --indicator_list "rsi,rsi_1h,bb_lowerband,ema_9,macd,macdsignal"
+freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss --indicator-list rsi rsi_1h bb_lowerband ema_9 macd macdsignal
 ```
 
 The indicators have to be present in your strategy's main DataFrame (either for your main

docs/advanced-hyperopt.md

@@ -98,6 +98,23 @@ class MyAwesomeStrategy(IStrategy):
 !!! Note
     All overrides are optional and can be mixed/matched as necessary.
 
+### Dynamic parameters
+
+Parameters can also be defined dynamically, but must be available to the instance once the * [`bot_start()` callback](strategy-callbacks.md#bot-start) has been called.
+
+``` python
+
+class MyAwesomeStrategy(IStrategy):
+
+    def bot_start(self, **kwargs) -> None:
+        self.buy_adx = IntParameter(20, 30, default=30, optimize=True)
+
+    # ...
+```
+
+!!! Warning
+    Parameters created this way will not show up in the `list-strategies` parameter count.
+
 ### Overriding Base estimator
 
 You can define your own estimator for Hyperopt by implementing `generate_estimator()` in the Hyperopt subclass.

docs/backtesting.md

@@ -287,45 +287,55 @@ A backtesting result will look like that:
 | ADA/BTC  |      1 |           0.89 |           0.89 |       0.00004434 |           0.44 | 6:00:00        |    1    0    0  100 |
 | LTC/BTC  |      1 |           0.68 |           0.68 |       0.00003421 |           0.34 | 2:00:00        |    1    0    0  100 |
 | TOTAL    |      2 |           0.78 |           1.57 |       0.00007855 |           0.78 | 4:00:00        |    2    0    0  100 |
-================ SUMMARY METRICS ===============
-| Metric                 | Value               |
-|------------------------+---------------------|
-| Backtesting from       | 2019-01-01 00:00:00 |
-| Backtesting to         | 2019-05-01 00:00:00 |
-| Max open trades        | 3                   |
-|                        |                     |
-| Total/Daily Avg Trades | 429 / 3.575         |
-| Starting balance       | 0.01000000 BTC      |
-| Final balance          | 0.01762792 BTC      |
-| Absolute profit        | 0.00762792 BTC      |
-| Total profit %         | 76.2%               |
-| CAGR %                 | 460.87%             |
-| Trades per day         | 3.575               |
-| Avg. stake amount      | 0.001      BTC      |
-| Total trade volume     | 0.429      BTC      |
-|                        |                     |
-| Best Pair              | LSK/BTC 26.26%      |
-| Worst Pair             | ZEC/BTC -10.18%     |
-| Best Trade             | LSK/BTC 4.25%       |
-| Worst Trade            | ZEC/BTC -10.25%     |
-| Best day               | 0.00076 BTC         |
-| Worst day              | -0.00036 BTC        |
-| Days win/draw/lose     | 12 / 82 / 25        |
-| Avg. Duration Winners  | 4:23:00             |
-| Avg. Duration Loser    | 6:55:00             |
-| Rejected Entry signals | 3089                |
-| Entry/Exit Timeouts    | 0 / 0               |
-|                        |                     |
-| Min balance            | 0.00945123 BTC      |
-| Max balance            | 0.01846651 BTC      |
-| Drawdown (Account)     | 13.33%              |
-| Drawdown               | 0.0015 BTC          |
-| Drawdown high          | 0.0013 BTC          |
-| Drawdown low           | -0.0002 BTC         |
-| Drawdown Start         | 2019-02-15 14:10:00 |
-| Drawdown End           | 2019-04-11 18:15:00 |
-| Market change          | -5.88%              |
-===============================================
+================== SUMMARY METRICS ==================
+| Metric                      | Value               |
+|-----------------------------+---------------------|
+| Backtesting from            | 2019-01-01 00:00:00 |
+| Backtesting to              | 2019-05-01 00:00:00 |
+| Max open trades             | 3                   |
+|                             |                     |
+| Total/Daily Avg Trades      | 429 / 3.575         |
+| Starting balance            | 0.01000000 BTC      |
+| Final balance               | 0.01762792 BTC      |
+| Absolute profit             | 0.00762792 BTC      |
+| Total profit %              | 76.2%               |
+| CAGR %                      | 460.87%             |
+| Profit factor               | 1.11                |
+| Avg. stake amount           | 0.001      BTC      |
+| Total trade volume          | 0.429      BTC      |
+|                             |                     |
+| Long / Short                | 352 / 77            |
+| Total profit Long %         | 1250.58%            |
+| Total profit Short %        | -15.02%             |
+| Absolute profit Long        | 0.00838792 BTC      |
+| Absolute profit Short       | -0.00076 BTC        |
+|                             |                     |
+| Best Pair                   | LSK/BTC 26.26%      |
+| Worst Pair                  | ZEC/BTC -10.18%     |
+| Best Trade                  | LSK/BTC 4.25%       |
+| Worst Trade                 | ZEC/BTC -10.25%     |
+| Best day                    | 0.00076 BTC         |
+| Worst day                   | -0.00036 BTC        |
+| Days win/draw/lose          | 12 / 82 / 25        |
+| Avg. Duration Winners       | 4:23:00             |
+| Avg. Duration Loser         | 6:55:00             |
+| Rejected Entry signals      | 3089                |
+| Entry/Exit Timeouts         | 0 / 0               |
+| Canceled Trade Entries      | 34                  |
+| Canceled Entry Orders       | 123                 |
+| Replaced Entry Orders       | 89                  |
+|                             |                     |
+| Min balance                 | 0.00945123 BTC      |
+| Max balance                 | 0.01846651 BTC      |
+| Max % of account underwater | 25.19%              |
+| Absolute Drawdown (Account) | 13.33%              |
+| Drawdown                    | 0.0015 BTC          |
+| Drawdown high               | 0.0013 BTC          |
+| Drawdown low                | -0.0002 BTC         |
+| Drawdown Start              | 2019-02-15 14:10:00 |
+| Drawdown End                | 2019-04-11 18:15:00 |
+| Market change               | -5.88%              |
+=====================================================
 ```
 
 ### Backtesting report table
@@ -377,50 +387,55 @@ The last element of the backtest report is the summary metrics table.
 It contains some useful key metrics about performance of your strategy on backtesting data.
 
 ```
-================ SUMMARY METRICS ===============
-| Metric                 | Value               |
-|------------------------+---------------------|
-| Backtesting from       | 2019-01-01 00:00:00 |
-| Backtesting to         | 2019-05-01 00:00:00 |
-| Max open trades        | 3                   |
-|                        |                     |
-| Total/Daily Avg Trades | 429 / 3.575         |
-| Starting balance       | 0.01000000 BTC      |
-| Final balance          | 0.01762792 BTC      |
-| Absolute profit        | 0.00762792 BTC      |
-| Total profit %         | 76.2%               |
-| CAGR %                 | 460.87%             |
-| Avg. stake amount      | 0.001      BTC      |
-| Total trade volume     | 0.429      BTC      |
-|                        |                     |
-| Long / Short           | 352 / 77            |
-| Total profit Long %    | 1250.58%            |
-| Total profit Short %   | -15.02%             |
-| Absolute profit Long   | 0.00838792 BTC      |
-| Absolute profit Short  | -0.00076 BTC        |
-|                        |                     |
-| Best Pair              | LSK/BTC 26.26%      |
-| Worst Pair             | ZEC/BTC -10.18%     |
-| Best Trade             | LSK/BTC 4.25%       |
-| Worst Trade            | ZEC/BTC -10.25%     |
-| Best day               | 0.00076 BTC         |
-| Worst day              | -0.00036 BTC        |
-| Days win/draw/lose     | 12 / 82 / 25        |
-| Avg. Duration Winners  | 4:23:00             |
-| Avg. Duration Loser    | 6:55:00             |
-| Rejected Entry signals | 3089                |
-| Entry/Exit Timeouts    | 0 / 0               |
-|                        |                     |
-| Min balance            | 0.00945123 BTC      |
-| Max balance            | 0.01846651 BTC      |
-| Drawdown (Account)     | 13.33%              |
-| Drawdown               | 0.0015 BTC          |
-| Drawdown high          | 0.0013 BTC          |
-| Drawdown low           | -0.0002 BTC         |
-| Drawdown Start         | 2019-02-15 14:10:00 |
-| Drawdown End           | 2019-04-11 18:15:00 |
-| Market change          | -5.88%              |
-================================================
+================== SUMMARY METRICS ==================
+| Metric                      | Value               |
+|-----------------------------+---------------------|
+| Backtesting from            | 2019-01-01 00:00:00 |
+| Backtesting to              | 2019-05-01 00:00:00 |
+| Max open trades             | 3                   |
+|                             |                     |
+| Total/Daily Avg Trades      | 429 / 3.575         |
+| Starting balance            | 0.01000000 BTC      |
+| Final balance               | 0.01762792 BTC      |
+| Absolute profit             | 0.00762792 BTC      |
+| Total profit %              | 76.2%               |
+| CAGR %                      | 460.87%             |
+| Profit factor               | 1.11                |
+| Avg. stake amount           | 0.001      BTC      |
+| Total trade volume          | 0.429      BTC      |
+|                             |                     |
+| Long / Short                | 352 / 77            |
+| Total profit Long %         | 1250.58%            |
+| Total profit Short %        | -15.02%             |
+| Absolute profit Long        | 0.00838792 BTC      |
+| Absolute profit Short       | -0.00076 BTC        |
+|                             |                     |
+| Best Pair                   | LSK/BTC 26.26%      |
+| Worst Pair                  | ZEC/BTC -10.18%     |
+| Best Trade                  | LSK/BTC 4.25%       |
+| Worst Trade                 | ZEC/BTC -10.25%     |
+| Best day                    | 0.00076 BTC         |
+| Worst day                   | -0.00036 BTC        |
+| Days win/draw/lose          | 12 / 82 / 25        |
+| Avg. Duration Winners       | 4:23:00             |
+| Avg. Duration Loser         | 6:55:00             |
+| Rejected Entry signals      | 3089                |
+| Entry/Exit Timeouts         | 0 / 0               |
+| Canceled Trade Entries      | 34                  |
+| Canceled Entry Orders       | 123                 |
+| Replaced Entry Orders       | 89                  |
+|                             |                     |
+| Min balance                 | 0.00945123 BTC      |
+| Max balance                 | 0.01846651 BTC      |
+| Max % of account underwater | 25.19%              |
+| Absolute Drawdown (Account) | 13.33%              |
+| Drawdown                    | 0.0015 BTC          |
+| Drawdown high               | 0.0013 BTC          |
+| Drawdown low                | -0.0002 BTC         |
+| Drawdown Start              | 2019-02-15 14:10:00 |
+| Drawdown End                | 2019-04-11 18:15:00 |
+| Market change               | -5.88%              |
+=====================================================
 
 ```
 
@@ -431,6 +446,8 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
+- `CAGR %`: Compound annual growth rate.
+- `Profit factor`: profit / loss.
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
@@ -440,8 +457,13 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached.
 - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
+- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
+- `Canceled Entry Orders`: Number of entry orders that have been canceled by user request via `adjust_entry_price`.
+- `Replaced Entry Orders`: Number of entry orders that have been replaced by user request via `adjust_entry_price`.
 - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
-- `Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as $(Absolute Drawdown) / (DrawdownHigh + startingBalance)$.
+- `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started.
+Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.
+- `Absolute Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
 - `Drawdown`: Maximum, absolute drawdown experienced. Difference between Drawdown High and Subsequent Low point.
 - `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
@@ -457,7 +479,7 @@ You can get an overview over daily / weekly or monthly results by using the `--b
 To visualize daily and weekly breakdowns, you can use the following:
 
 ``` bash
-freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
+freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day week
 ```
 
 ``` output
@@ -473,7 +495,7 @@ freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
 
 ```
 
-The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
+The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day. Below that there will be a second table for the summarized values of weeks indicated by the date of the closing Sunday. The same would apply to a monthly breakdown indicated by the last day of the month.
 
 ### Backtest result caching
 
@@ -512,8 +534,9 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Exit-reason does not explain if a trade was positive or negative, just what triggered the exit (this can look odd if negative ROI values are used)
 - Evaluation sequence (if multiple signals happen on the same candle)
   - Exit-signal
-  - ROI (if not stoploss)
   - Stoploss
+  - ROI
+  - Trailing stoploss
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.

docs/bot-basics.md

@@ -20,7 +20,9 @@ All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt /
 ## Bot execution logic
 
 Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
-By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+This will also run the `bot_start()` callback.
+
+By default, the bot loop runs every few seconds (`internals.process_throttle_secs`) and performs the following actions:
 
 * Fetch open trades from persistence.
 * Calculate current list of tradable pairs.
@@ -34,6 +36,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
 * Check timeouts for open orders.
   * Calls `check_entry_timeout()` strategy callback for open entry orders.
   * Calls `check_exit_timeout()` strategy callback for open exit orders.
+  * Calls `adjust_entry_price()` strategy callback for open entry orders.
 * Verifies existing positions and eventually places exit orders.
   * Considers stoploss, ROI and exit-signal, `custom_exit()` and `custom_stoploss()`.
   * Determine exit-price based on `exit_pricing` configuration setting or by using the `custom_exit_price()` callback.
@@ -53,11 +56,13 @@ This loop will be repeated again and again until the bot is stopped.
 [backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
 
 * Load historic data for configured pairlist.
+* Calls `bot_start()` once.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
 * Loops per candle simulating entry and exit points.
   * Check for Order timeouts, either via the `unfilledtimeout` configuration, or via `check_entry_timeout()` / `check_exit_timeout()` strategy callbacks.
+  * Calls `adjust_entry_price()` strategy callback for open entry orders.
   * Check for trade entry signals (`enter_long` / `enter_short` columns).
   * Confirm trade entry / exits (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
   * Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).

docs/configuration.md

@@ -140,7 +140,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `dry_run` | **Required.** Define if the bot must be in Dry Run or production mode. <br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.<br>*Defaults to `1000`.* <br> **Datatype:** Float
 | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions. <br>*Defaults to `false`.* <br> **Datatype:** Boolean
-| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*  <br> **Datatype:** Boolean
+| `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.*  <br> **Datatype:** Boolean
 | `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `stoploss` |  **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).  <br> **Datatype:** Float (as ratio)
 | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Boolean
@@ -230,6 +230,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
 | `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
 | `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
+| `futures_funding_rate` | User-specified funding rate to be used when historical funding rates are not available from the exchange. This does not overwrite real historical rates. It is recommended that this be set to 0 unless you are testing a specific coin and you understand how the funding rate will affect freqtrade's profit calculations. [More information here](leverage.md#unavailable-funding-rates) <br>*Defaults to None.*<br> **Datatype:** Float
 
 ### Parameters in the strategy
 
@@ -583,7 +584,7 @@ Once you will be happy with your bot performance running in the Dry-run mode, yo
 * Market orders fill based on orderbook volume the moment the order is placed.
 * Limit orders fill once the price reaches the defined level - or time out based on `unfilledtimeout` settings.
 * In combination with `stoploss_on_exchange`, the stop_loss price is assumed to be filled.
-* Open orders (not trades, which are stored in the database) are reset on bot restart.
+* Open orders (not trades, which are stored in the database) are kept open after bot restarts, with the assumption that they were not filled while being offline.
 
 ## Switch to production mode
 

docs/data-download.md

@@ -30,6 +30,7 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--data-format-ohlcv {json,jsongz,hdf5}]
                                [--data-format-trades {json,jsongz,hdf5}]
                                [--trading-mode {spot,margin,futures}]
+                               [--prepend]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -62,6 +63,7 @@ optional arguments:
                         `jsongz`).
   --trading-mode {spot,margin,futures}
                         Select Trading mode
+  --prepend             Allow data prepending.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -157,10 +159,21 @@ freqtrade download-data --exchange binance --pairs .*/USDT
 - To change the exchange used to download the historical data from, please use a different configuration file (you'll probably need to adjust rate limits etc.)
 - To use `pairs.json` from some other directory, use `--pairs-file some_other_dir/pairs.json`.
 - To download historical candle (OHLCV) data for only 10 days, use `--days 10` (defaults to 30 days).
-- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020. Eventually set end dates are ignored.
+- To download historical candle (OHLCV) data from a fixed starting point, use `--timerange 20200101-` - which will download all data from January 1st, 2020.
 - Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
 - To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
 
+#### Download additional data before the current timerange
+
+Assuming you downloaded all data from 2022 (`--timerange 20220101-`) - but you'd now like to also backtest with earlier data.
+You can do so by using the `--prepend` flag, combined with `--timerange` - specifying an end-date.
+
+``` bash
+freqtrade download-data --exchange binance --pairs ETH/USDT XRP/USDT BTC/USDT --prepend --timerange 20210101-20220101
+```
+
+!!! Note
+    Freqtrade will ignore the end-date in this mode if data is available, updating the end-date to the existing data start point.
 
 ### Data format
 

docs/developer.md

@@ -200,11 +200,12 @@ For that reason, they must implement the following methods:
 * `global_stop()`
 * `stop_per_pair()`.
 
-`global_stop()` and `stop_per_pair()` must return a ProtectionReturn tuple, which consists of:
+`global_stop()` and `stop_per_pair()` must return a ProtectionReturn object, which consists of:
 
 * lock pair - boolean
 * lock until - datetime - until when should the pair be locked (will be rounded up to the next new candle)
 * reason - string, used for logging and storage in the database
+* lock_side - long, short or '*'.
 
 The `until` portion should be calculated using the provided `calculate_lock_end()` method.
 
@@ -313,6 +314,32 @@ The output will show the last entry from the Exchange as well as the current UTC
 If the day shows the same day, then the last candle can be assumed as incomplete and should be dropped (leave the setting `"ohlcv_partial_candle"` from the exchange-class untouched / True). Otherwise, set `"ohlcv_partial_candle"` to `False` to not drop Candles (shown in the example above).
 Another way is to run this command multiple times in a row and observe if the volume is changing (while the date remains the same).
 
+### Update binance cached leverage tiers
+
+Updating leveraged tiers should be done regularly - and requires an authenticated account with futures enabled.
+
+``` python
+import ccxt
+import json
+from pathlib import Path
+
+exchange = ccxt.binance({
+    'apiKey': '<apikey>',
+    'secret': '<secret>'
+    'options': {'defaultType': 'future'}
+    })
+_ = exchange.load_markets()
+
+lev_tiers = exchange.fetch_leverage_tiers()
+
+# Assumes this is running in the root of the repository.
+file = Path('freqtrade/exchange/binance_leverage_tiers.json')
+json.dump(lev_tiers, file.open('w'), indent=2)
+
+```
+
+This file should then be contributed upstream, so others can benefit from this, too.
+
 ## Updating example notebooks
 
 To keep the jupyter notebooks aligned with the documentation, the following should be ran after updating a example notebook.

docs/exchanges.md

@@ -230,6 +230,11 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 !!! Warning
     OKX only provides 100 candles per api call. Therefore, the strategy will only have a pretty low amount of data available in backtesting mode.
 
+!!! Warning "Futures"
+    OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
+    Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
+    OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
+
 ## Gate.io
 
 !!! Tip "Stoploss on Exchange"

docs/hyperopt.md

@@ -116,7 +116,9 @@ optional arguments:
                         ShortTradeDurHyperOptLoss, OnlyProfitHyperOptLoss,
                         SharpeHyperOptLoss, SharpeHyperOptLossDaily,
                         SortinoHyperOptLoss, SortinoHyperOptLossDaily,
-                        CalmarHyperOptLoss, MaxDrawDownHyperOptLoss, ProfitDrawDownHyperOptLoss
+                        CalmarHyperOptLoss, MaxDrawDownHyperOptLoss,
+                        MaxDrawDownRelativeHyperOptLoss,
+                        ProfitDrawDownHyperOptLoss
   --disable-param-export
                         Disable automatic hyperopt parameter export.
   --ignore-missing-spaces, --ignore-unparameterized-spaces
@@ -563,7 +565,8 @@ Currently, the following loss functions are builtin:
 * `SharpeHyperOptLossDaily` - optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
 * `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
 * `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
-* `MaxDrawDownHyperOptLoss` - Optimizes Maximum drawdown.
+* `MaxDrawDownHyperOptLoss` - Optimizes Maximum absolute drawdown.
+* `MaxDrawDownRelativeHyperOptLoss` -  Optimizes both maximum absolute drawdown while also adjusting for maximum relative drawdown.
 * `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
 * `ProfitDrawDownHyperOptLoss` - Optimizes by max Profit & min Drawdown objective. `DRAWDOWN_MULT` variable within the hyperoptloss file can be adjusted to be stricter or more flexible on drawdown purposes.
 
@@ -677,7 +680,7 @@ class MyAwesomeStrategy(IStrategy):
 
 !!! Note
     Values in the configuration file will overwrite Parameter-file level parameters - and both will overwrite parameters within the strategy.
-    The prevalence is therefore: config > parameter file > strategy
+    The prevalence is therefore: config > parameter file > strategy `*_params` > parameter default
 
 ### Understand Hyperopt ROI results
 

docs/includes/pairlists.md

@@ -44,7 +44,7 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 ```json
 "pairlists": [
     {"method": "StaticPairList"}
-    ],
+],
 ```
 
 By default, only currently enabled pairs are allowed.
@@ -160,17 +160,17 @@ This filter allows freqtrade to ignore pairs until they have been listed for at
 
 Offsets an incoming pairlist by a given `offset` value.
 
-As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split
-a larger pairlist on two bot instances.
+As an example it can be used in conjunction with `VolumeFilter` to remove the top X volume pairs. Or to split a larger pairlist on two bot instances.
 
-Example to remove the first 10 pairs from the pairlist:
+Example to remove the first 10 pairs from the pairlist, and takes the next 20 (taking items 10-30 of the initial list):
 
 ```json
 "pairlists": [
     // ...
     {
         "method": "OffsetFilter",
-        "offset": 10
+        "offset": 10,
+        "number_assets": 20
     }
 ],
 ```
@@ -181,7 +181,7 @@ Example to remove the first 10 pairs from the pairlist:
     `VolumeFilter`.
 
 !!! Note
-    An offset larger then the total length of the incoming pairlist will result in an empty pairlist.
+    An offset larger than the total length of the incoming pairlist will result in an empty pairlist.
 
 #### PerformanceFilter
 

docs/includes/protections.md

@@ -48,6 +48,8 @@ If `trade_limit` or more trades resulted in stoploss, trading will stop for `sto
 
 This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
 
+Similarly, this protection will by default look at all trades (long and short). For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long stoplosses.
+
 The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
 
 ``` python
@@ -59,7 +61,8 @@ def protections(self):
             "lookback_period_candles": 24,
             "trade_limit": 4,
             "stop_duration_candles": 4,
-            "only_per_pair": False
+            "only_per_pair": False,
+            "only_per_side": False
         }
     ]
 ```
@@ -93,6 +96,8 @@ def protections(self):
 `LowProfitPairs` uses all trades for a pair within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the overall profit ratio.
 If that ratio is below `required_profit`, that pair will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
 
+For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long losses.
+
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
 ``` python
@@ -104,7 +109,8 @@ def protections(self):
             "lookback_period_candles": 6,
             "trade_limit": 2,
             "stop_duration": 60,
-            "required_profit": 0.02
+            "required_profit": 0.02,
+            "only_per_pair": False,
         }
     ]
 ```

docs/index.md

@@ -22,10 +22,6 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 
 ![freqtrade screenshot](assets/freqtrade-screenshot.png)
 
-## Sponsored promotion
-
-[![tokenbot-promo](assets/TokenBot-Freqtrade-banner.png)](https://tokenbot.com/?utm_source=github&utm_medium=freqtrade&utm_campaign=algodevs)
-
 ## Features
 
 - Develop your Strategy: Write your strategy in python, using [pandas](https://pandas.pydata.org/). Example strategies to inspire you are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
@@ -51,7 +47,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [OKX](https://okx.com/) (Former OKEX)
 - [ ] [potentially many others through <img alt="ccxt" width="30px" src="assets/ccxt-logo.svg" />](https://github.com/ccxt/ccxt/). _(We cannot guarantee they will work)_
 
-### Experimentally, freqtrade also supports futures on the following exchanges:
+### Supported Futures Exchanges (experimental)
 
 - [X] [Binance](https://www.binance.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)

docs/leverage.md

@@ -64,7 +64,10 @@ You will also have to pick a "margin mode" (explanation below) - with freqtrade
 
 ### Margin mode
 
-The possible values are: `isolated`, or `cross`(*currently unavailable*)
+On top of `trading_mode` - you will also have to configure your `margin_mode`.
+While freqtrade currently only supports one margin mode, this will change, and by configuring it now you're all set for future updates.
+
+The possible values are: `isolated`, or `cross`(*currently unavailable*).
 
 #### Isolated margin mode
 
@@ -82,6 +85,16 @@ One account is used to share collateral between markets (trading pairs). Margin
 "margin_mode": "cross"
 ```
 
+## Set leverage to use
+
+Different strategies and risk profiles will require different levels of leverage.
+While you could configure one static leverage value - freqtrade offers you the flexibility to adjust this via [strategy leverage callback](strategy-callbacks.md#leverage-callback) - which allows you to use different leverages by pair, or based on some other factor benefitting your strategy result.
+
+If not implemented, leverage defaults to 1x (no leverage).
+
+!!! Warning
+    Higher leverage also equals higher risk - be sure you fully understand the implications of using leverage!
+
 ## Understand `liquidation_buffer`
 
 *Defaults to `0.05`*
@@ -101,6 +114,13 @@ Possible values are any floats between 0.0 and 0.99
 !!! Danger "A `liquidation_buffer` of 0.0, or a low `liquidation_buffer` is likely to result in liquidations, and liquidation fees"
     Currently Freqtrade is able to calculate liquidation prices, but does not calculate liquidation fees. Setting your `liquidation_buffer` to 0.0, or using a low `liquidation_buffer` could result in your positions being liquidated. Freqtrade does not track liquidation fees, so liquidations will result in inaccurate profit/loss results for your bot. If you use a low `liquidation_buffer`, it is recommended to use `stoploss_on_exchange` if your exchange supports this.
 
+## Unavailable funding rates
+
+For futures data, exchanges commonly provide the futures candles, the marks, and the funding rates. However, it is common that whilst candles and marks might be available, the funding rates are not. This can affect backtesting timeranges, i.e. you may only be able to test recent timeranges and not earlier, experiencing the `No data found. Terminating.` error. To get around this, add the `futures_funding_rate` config option as listed in [configuration.md](configuration.md), and it is recommended that you set this to `0`, unless you know a given specific funding rate for your pair, exchange and timerange. Setting this to anything other than `0` can have drastic effects on your profit calculations within strategy, e.g. within the `custom_exit`, `custom_stoploss`, etc functions.
+
+!!! Warning "This will mean your backtests are inaccurate."
+    This will not overwrite funding rates that are available from the exchange, but bear in mind that setting a false funding rate will mean backtesting results will be inaccurate for historical timeranges where funding rates are not available.
+
 ### Developer
 
 #### Margin mode

docs/requirements-docs.txt

@@ -1,5 +1,5 @@
 mkdocs==1.3.0
-mkdocs-material==8.2.10
+mkdocs-material==8.3.8
 mdx_truly_sane_lists==1.2
-pymdown-extensions==9.4
-jinja2==3.1.1
+pymdown-extensions==9.5
+jinja2==3.1.2

docs/sql_cheatsheet.md

@@ -89,11 +89,12 @@ WHERE id=31;
 
 If you'd still like to remove a trade from the database directly, you can use the below query.
 
-```sql
-DELETE FROM trades WHERE id = <tradeid>;
-```
+!!! Danger
+    Some systems (Ubuntu) disable foreign keys in their sqlite3 packaging. When using sqlite - please ensure that foreign keys are on by running `PRAGMA foreign_keys = ON` before the above query.
 
 ```sql
+DELETE FROM trades WHERE id = <tradeid>;
+
 DELETE FROM trades WHERE id = 31;
 ```
 
@@ -102,13 +103,20 @@ DELETE FROM trades WHERE id = 31;
 
 ## Use a different database system
 
+Freqtrade is using SQLAlchemy, which supports multiple different database systems. As such, a multitude of database systems should be supported.
+Freqtrade does not depend or install any additional database driver. Please refer to the [SQLAlchemy docs](https://docs.sqlalchemy.org/en/14/core/engines.html#database-urls) on installation instructions for the respective database systems.
+
+The following systems have been tested and are known to work with freqtrade:
+
+* sqlite (default)
+* PostgreSQL)
+* MariaDB
+
 !!! Warning
-    By using one of the below database systems, you acknowledge that you know how to manage such a system. Freqtrade will not provide any support with setup or maintenance (or backups) of the below database systems.
+    By using one of the below database systems, you acknowledge that you know how to manage such a system. The freqtrade team will not provide any support with setup or maintenance (or backups) of the below database systems.
 
 ### PostgreSQL
 
-Freqtrade supports PostgreSQL by using SQLAlchemy, which supports multiple different database systems.
-
 Installation:
 `pip install psycopg2-binary`
 

docs/stoploss.md

@@ -130,7 +130,7 @@ In summary: The stoploss will be adjusted to be always be -10% of the highest ob
 
 ### Trailing stop loss, custom positive loss
 
-It is also possible to have a default stop loss, when you are in the red with your buy (buy - fee), but once you hit positive result the system will utilize a new stop loss, which can have a different value.
+You could also have a default stop loss when you are in the red with your buy (buy - fee), but once you hit a positive result (or an offset you define) the system will utilize a new stop loss, which can have a different value.
 For example, your default stop loss is -10%, but once you have more than 0% profit (example 0.1%) a different trailing stoploss will be used.
 
 !!! Note
@@ -142,6 +142,8 @@ Both values require `trailing_stop` to be set to true and `trailing_stop_positiv
     stoploss = -0.10
     trailing_stop = True
     trailing_stop_positive = 0.02
+    trailing_stop_positive_offset = 0.0
+    trailing_only_offset_is_reached = False  # Default - not necessary for this example
 ```
 
 For example, simplified math:
@@ -156,11 +158,31 @@ For example, simplified math:
 The 0.02 would translate to a -2% stop loss.
 Before this, `stoploss` is used for the trailing stoploss.
 
+!!! Tip "Use an offset to change your stoploss"
+    Use `trailing_stop_positive_offset` to ensure that your new trailing stoploss will be in profit by setting `trailing_stop_positive_offset` higher than `trailing_stop_positive`. Your first new stoploss value will then already have locked in profits.
+
+    Example with simplified math:
+
+    ``` python
+        stoploss = -0.10
+        trailing_stop = True
+        trailing_stop_positive = 0.02
+        trailing_stop_positive_offset = 0.03
+    ```
+
+    * the bot buys an asset at a price of 100$
+    * the stop loss is defined at -10%, so the stop loss would get triggered once the asset drops below 90$
+    * assuming the asset now increases to 102$
+    * the stoploss will now be at 91.8$ - 10% below the highest observed rate
+    * assuming the asset now increases to 103.5$ (above the offset configured)
+    * the stop loss will now be -2% of 103$ = 101.42$
+    * now the asset drops in value to 102\$, the stop loss will still be 101.42$ and would trigger once price breaks below 101.42$
+
 ### Trailing stop loss only once the trade has reached a certain offset
 
-It is also possible to use a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
+You can also keep a static stoploss until the offset is reached, and then trail the trade to take profits once the market turns.
 
-If `"trailing_only_offset_is_reached": true` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
+If `trailing_only_offset_is_reached = True` then the trailing stoploss is only activated once the offset is reached. Until then, the stoploss remains at the configured `stoploss`.
 This option can be used with or without `trailing_stop_positive`, but uses `trailing_stop_positive_offset` as offset.
 
 ``` python
@@ -191,6 +213,18 @@ For example, simplified math:
 !!! Tip
     Make sure to have this value (`trailing_stop_positive_offset`) lower than minimal ROI, otherwise minimal ROI will apply first and sell the trade.
 
+## Stoploss and Leverage
+
+Stoploss should be thought of as "risk on this trade" - so a stoploss of 10% on a 100$ trade means you are willing to lose 10$ (10%) on this trade - which would trigger if the price moves 10% to the downside.
+
+When using leverage, the same principle is applied - with stoploss defining the risk on the trade (the amount you are willing to lose).
+
+Therefore, a stoploss of 10% on a 10x trade would trigger on a 1% price move.
+If your stake amount (own capital) was 100$ - this trade would be 1000$ at 10x (after leverage).
+If price moves 1% - you've lost 10$ of your own capital - therfore stoploss will trigger in this case.
+
+Make sure to be aware of this, and avoid using too tight stoploss (at 10x leverage, 10% risk may be too little to allow the trade to "breath" a little).
+
 ## Changing stoploss on open trades
 
 A stoploss on an open trade can be changed by changing the value in the configuration or strategy and use the `/reload_config` command (alternatively, completely stopping and restarting the bot also works).

docs/strategy-callbacks.md

@@ -17,6 +17,7 @@ Currently available callbacks:
 * [`confirm_trade_entry()`](#trade-entry-buy-order-confirmation)
 * [`confirm_trade_exit()`](#trade-exit-sell-order-confirmation)
 * [`adjust_trade_position()`](#adjust-trade-position)
+* [`adjust_entry_price()`](#adjust-entry-price)
 * [`leverage()`](#leverage-callback)
 
 !!! Tip "Callback calling sequence"
@@ -45,6 +46,9 @@ class AwesomeStrategy(IStrategy):
             self.cust_remote_data = requests.get('https://some_remote_source.example.com')
 
 ```
+
+During hyperopt, this runs only once at startup.
+
 ## Bot loop start
 
 A simple callback which is called once at the start of every bot throttling iteration (roughly every 5 seconds, unless configured differently).
@@ -545,10 +549,12 @@ class AwesomeStrategy(IStrategy):
 
         :param pair: Pair that's about to be bought/shorted.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in target (quote) currency that's going to be traded.
-        :param rate: Rate that's going to be used when using limit orders
+        :param amount: Amount in target (base) currency that's going to be traded.
+        :param rate: Rate that's going to be used when using limit orders 
+                     or current rate for market orders.
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
@@ -562,6 +568,14 @@ class AwesomeStrategy(IStrategy):
 
 `confirm_trade_exit()` can be used to abort a trade exit (sell) at the latest second (maybe because the price is not what we expect).
 
+`confirm_trade_exit()` may be called multiple times within one iteration for the same trade if different exit-reasons apply.
+The exit-reasons (if applicable) will be in the following sequence:
+
+* `exit_signal` / `custom_exit`
+* `stop_loss`
+* `roi`
+* `trailing_stop_loss`
+
 ``` python
 from freqtrade.persistence import Trade
 
@@ -574,7 +588,7 @@ class AwesomeStrategy(IStrategy):
                            rate: float, time_in_force: str, exit_reason: str,
                            current_time: datetime, **kwargs) -> bool:
         """
-        Called right before placing a regular sell order.
+        Called right before placing a regular exit order.
         Timing for this function is critical, so avoid doing heavy computations or
         network requests in this method.
 
@@ -582,17 +596,19 @@ class AwesomeStrategy(IStrategy):
 
         When not implemented by a strategy, returns True (always confirming).
 
-        :param pair: Pair that's about to be sold.
+        :param pair: Pair for trade that's about to be exited.
+        :param trade: trade object.
         :param order_type: Order type (as configured in order_types). usually limit or market.
-        :param amount: Amount in quote currency.
+        :param amount: Amount in base currency.
         :param rate: Rate that's going to be used when using limit orders
+                     or current rate for market orders.
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param exit_reason: Exit reason.
             Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
                            'exit_signal', 'force_exit', 'emergency_exit']
         :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return bool: When True is returned, then the exit-order is placed on the exchange.
+        :return bool: When True, then the exit-order is placed on the exchange.
             False aborts the process
         """
         if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:
@@ -604,6 +620,9 @@ class AwesomeStrategy(IStrategy):
 
 ```
 
+!!! Warning
+    `confirm_trade_exit()` can prevent stoploss exits, causing significant losses as this would ignore stoploss exits.
+
 ## Adjust trade position
 
 The `position_adjustment_enable` strategy property enables the usage of `adjust_trade_position()` callback in the strategy.
@@ -655,7 +674,7 @@ class DigDeeperStrategy(IStrategy):
 
     # This is called when placing the initial order (opening trade)
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
-                            proposed_stake: float, min_stake: float, max_stake: float,
+                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                             entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         # We need to leave most of the funds for possible further DCA orders
@@ -663,7 +682,7 @@ class DigDeeperStrategy(IStrategy):
         return proposed_stake / self.max_dca_multiplier
 
     def adjust_trade_position(self, trade: Trade, current_time: datetime,
-                              current_rate: float, current_profit: float, min_stake: float,
+                              current_rate: float, current_profit: float, min_stake: Optional[float],
                               max_stake: float, **kwargs):
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be increased.
@@ -713,6 +732,69 @@ class DigDeeperStrategy(IStrategy):
 
 ```
 
+## Adjust Entry Price
+
+The `adjust_entry_price()` callback may be used by strategy developer to refresh/replace limit orders upon arrival of new candles.
+Be aware that `custom_entry_price()` is still the one dictating initial entry limit order price target at the time of entry trigger.
+
+Orders can be cancelled out of this callback by returning `None`.
+
+Returning `current_order_rate` will keep the order on the exchange "as is".
+Returning any other price will cancel the existing order, and replace it with a new order.
+
+The trade open-date (`trade.open_date_utc`) will remain at the time of the very first order placed.
+Please make sure to be aware of this - and eventually adjust your logic in other callbacks to account for this, and use the date of the first filled order instead.
+
+!!! Warning "Regular timeout"
+    Entry `unfilledtimeout` mechanism (as well as `check_entry_timeout()`) takes precedence over this.
+    Entry Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
+
+```python
+from freqtrade.persistence import Trade
+from datetime import timedelta
+
+class AwesomeStrategy(IStrategy):
+
+    # ... populate_* methods
+
+    def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str,
+                           current_time: datetime, proposed_rate: float, current_order_rate: float,
+                           entry_tag: Optional[str], side: str, **kwargs) -> float:
+        """
+        Entry price re-adjustment logic, returning the user desired limit price.
+        This only executes when a order was already placed, still open (unfilled fully or partially)
+        and not timed out on subsequent candles after entry trigger.
+
+        When not implemented by a strategy, returns current_order_rate as default.
+        If current_order_rate is returned then the existing order is maintained.
+        If None is returned then order gets canceled but not replaced by a new one.
+
+        :param pair: Pair that's currently analyzed
+        :param trade: Trade object.
+        :param order: Order object
+        :param current_time: datetime object, containing the current datetime
+        :param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
+        :param current_order_rate: Rate of the existing order in place.
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
+        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return float: New entry price value if provided
+
+        """
+        # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
+        if pair == 'BTC/USDT' and entry_tag == 'long_sma200' and side == 'long' and (current_time - timedelta(minutes=10) > trade.open_date_utc:
+            # just cancel the order if it has been filled more than half of the amount
+            if order.filled > order.remaining:
+                return None
+            else:
+                dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
+                current_candle = dataframe.iloc[-1].squeeze()
+                # desired price
+                return current_candle['sma_200']
+        # default: maintain existing order
+        return current_order_rate
+```
+
 ## Leverage Callback
 
 When trading in markets that allow leverage, this method must return the desired Leverage (Defaults to 1 -> No leverage).
@@ -724,19 +806,23 @@ For markets / exchanges that don't support leverage, this method is ignored.
 
 ``` python
 class AwesomeStrategy(IStrategy):
-    def leverage(self, pair: str, current_time: 'datetime', current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
+    def leverage(self, pair: str, current_time: datetime, current_rate: float,
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
                  **kwargs) -> float:
         """
-        Customize leverage for each new trade.
+        Customize leverage for each new trade. This method is only called in futures mode.
 
         :param pair: Pair that's currently analyzed
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param proposed_leverage: A leverage proposed by the bot.
         :param max_leverage: Max leverage allowed on this pair
+        :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
         :param side: 'long' or 'short' - indicating the direction of the proposed trade
         :return: A leverage amount, which is between 1.0 and max_leverage.
         """
         return 1.0
 ```
+
+All profit calculations include leverage. Stoploss / ROI also include leverage in their calculation.
+Defining a stoploss of 10% at 10x leverage would trigger the stoploss with a 1% move to the downside.

docs/strategy_migration.md

@@ -199,7 +199,7 @@ New string argument `side` - which can be either `"long"` or `"short"`.
 ``` python hl_lines="4"
 class AwesomeStrategy(IStrategy):
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
-                            proposed_stake: float, min_stake: float, max_stake: float,
+                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                             entry_tag: Optional[str], **kwargs) -> float:
         # ... 
         return proposed_stake
@@ -208,7 +208,7 @@ class AwesomeStrategy(IStrategy):
 ``` python hl_lines="4"
 class AwesomeStrategy(IStrategy):
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
-                            proposed_stake: float, min_stake: float, max_stake: float,
+                            proposed_stake: float, min_stake: Optional[float], max_stake: float,
                             entry_tag: Optional[str], side: str, **kwargs) -> float:
         # ... 
         return proposed_stake

docs/telegram-usage.md

@@ -171,8 +171,8 @@ official commands. You can ask at any moment for help with `/help`.
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
 | `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
-| `/forceexit <trade_id>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
-| `/forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`).
+| `/forceexit <trade_id> | /fx <tradeid>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
+| `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`).
 | `/fx` | alias for `/forceexit`
 | `/forcelong <pair> [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`force_entry_enable` must be set to True)
 | `/forceshort <pair> [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`force_entry_enable` must be set to True)
@@ -270,10 +270,15 @@ Return a summary of your profit/loss and performance.
 > **Latest Trade opened:** `2 minutes ago`  
 > **Avg. Duration:** `2:33:45`  
 > **Best Performing:** `PAY/BTC: 50.23%`  
+> **Trading volume:** `0.5 BTC`  
+> **Profit factor:** `1.04`  
+> **Max Drawdown:** `9.23% (0.01255 BTC)`  
 
 The relative profit of `1.2%` is the average profit per trade.  
-The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.
-Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
+The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.  
+Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.  
+Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.  
+Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
 
 ### /forceexit <trade_id>
 
@@ -281,6 +286,7 @@ Starting capital is either taken from the `available_capital` setting, or calcul
 
 !!! Tip
     You can get a list of all open trades by calling `/forceexit` without parameter, which will show a list of buttons to simply exit a trade.
+    This command has an alias in `/fx` - which has the same capabilities, but is faster to type in "emergency" situations.
 
 ### /forcelong <pair> [rate] | /forceshort <pair> [rate]
 
@@ -328,11 +334,11 @@ Per default `/daily` will return the 7 last days. The example below if for `/dai
 
 > **Daily Profit over the last 3 days:**
 ```
-Day         Profit BTC      Profit USD
-----------  --------------  ------------
-2018-01-03  0.00224175 BTC  29,142 USD
-2018-01-02  0.00033131 BTC   4,307 USD
-2018-01-01  0.00269130 BTC  34.986 USD
+Day (count)     USDT          USD         Profit %
+--------------  ------------  ----------  ----------
+2022-06-11 (1)  -0.746 USDT   -0.75 USD   -0.08%
+2022-06-10 (0)  0 USDT        0.00 USD    0.00%
+2022-06-09 (5)  20 USDT       20.10 USD   5.00%
 ```
 
 ### /weekly <n>
@@ -342,11 +348,11 @@ from Monday. The example below if for `/weekly 3`:
 
 > **Weekly Profit over the last 3 weeks (starting from Monday):**
 ```
-Monday         Profit BTC      Profit USD
-----------  --------------  ------------
-2018-01-03  0.00224175 BTC  29,142 USD
-2017-12-27  0.00033131 BTC   4,307 USD
-2017-12-20  0.00269130 BTC  34.986 USD
+Monday (count)  Profit BTC      Profit USD   Profit %
+-------------  --------------  ------------    ----------
+2018-01-03 (5)  0.00224175 BTC  29,142 USD   4.98%
+2017-12-27 (1)  0.00033131 BTC   4,307 USD   0.00%
+2017-12-20 (4)  0.00269130 BTC  34.986 USD   5.12%
 ```
 
 ### /monthly <n>
@@ -356,11 +362,11 @@ if for `/monthly 3`:
 
 > **Monthly Profit over the last 3 months:**
 ```
-Month         Profit BTC      Profit USD
-----------  --------------  ------------
-2018-01     0.00224175 BTC  29,142 USD
-2017-12     0.00033131 BTC   4,307 USD
-2017-11     0.00269130 BTC  34.986 USD
+Month (count)  Profit BTC      Profit USD    Profit %
+-------------  --------------  ------------    ----------
+2018-01 (20)    0.00224175 BTC  29,142 USD  4.98%
+2017-12 (5)    0.00033131 BTC   4,307 USD   0.00%
+2017-11 (10)    0.00269130 BTC  34.986 USD  5.10%
 ```
 
 ### /whitelist

docs/updating.md

@@ -32,4 +32,8 @@ Please ensure that you're also updating dependencies - otherwise things might br
 ``` bash
 git pull
 pip install -U -r requirements.txt
+pip install -e .
+
+# Ensure freqUI is at the latest version
+freqtrade install-ui 
 ```

docs/utils.md

@@ -119,6 +119,7 @@ This subcommand is useful for finding problems in your environment with loading
 usage: freqtrade list-strategies [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                  [-d PATH] [--userdir PATH]
                                  [--strategy-path PATH] [-1] [--no-color]
+                                 [--recursive-strategy-search]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -126,6 +127,9 @@ optional arguments:
   -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.
+  --recursive-strategy-search
+                        Recursively search for a strategy in the strategies
+                        folder.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -134,9 +138,10 @@ Common arguments:
                         details.
   -V, --version         show program's version number and exit
   -c PATH, --config PATH
-                        Specify configuration file (default: `config.json`).
-                        Multiple --config options may be used. Can be set to
-                        `-` to read config from stdin.
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
   -d PATH, --datadir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
@@ -549,6 +554,27 @@ Show whitelist when using a [dynamic pairlist](plugins.md#pairlists).
 freqtrade test-pairlist --config config.json --quote USDT BTC
 ```
 
+## Convert database
+
+`freqtrade convert-db` can be used to convert your database from one system to another (sqlite -> postgres, postgres -> other postgres), migrating all trades, orders and Pairlocks.
+
+Please refer to the [SQL cheatsheet](sql_cheatsheet.md#use-a-different-database-system) to learn about requirements for different database systems.
+
+```
+usage: freqtrade convert-db [-h] [--db-url PATH] [--db-url-from PATH]
+
+optional arguments:
+  -h, --help          show this help message and exit
+  --db-url PATH       Override trades database URL, this is useful in custom
+                      deployments (default: `sqlite:///tradesv3.sqlite` for
+                      Live Run mode, `sqlite:///tradesv3.dryrun.sqlite` for
+                      Dry Run).
+  --db-url-from PATH  Source db url to use when migrating a database.
+```
+
+!!! Warning
+    Please ensure to only use this on an empty target database. Freqtrade will perform a regular migration, but may fail if entries already existed.
+
 ## Webserver mode
 
 !!! Warning "Experimental"
@@ -625,6 +651,61 @@ Common arguments:
 
 ```
 
+## Detailed backtest analysis
+
+Advanced backtest result analysis.
+
+More details in the [Backtesting analysis](advanced-backtesting.md#analyze-the-buyentry-and-sellexit-tags) Section.
+
+```
+usage: freqtrade backtesting-analysis [-h] [-v] [--logfile FILE] [-V]
+                                      [-c PATH] [-d PATH] [--userdir PATH]
+                                      [--export-filename PATH]
+                                      [--analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]]
+                                      [--enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]]
+                                      [--exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]]
+                                      [--indicator-list INDICATOR_LIST [INDICATOR_LIST ...]]
+
+optional arguments:
+  -h, --help            show this help message and exit
+  --export-filename PATH, --backtest-filename PATH
+                        Use this filename for backtest results.Requires
+                        `--export` to be set as well. Example: `--export-filen
+                        ame=user_data/backtest_results/backtest_today.json`
+  --analysis-groups {0,1,2,3,4} [{0,1,2,3,4} ...]
+                        grouping output - 0: simple wins/losses by enter tag,
+                        1: by enter_tag, 2: by enter_tag and exit_tag, 3: by
+                        pair and enter_tag, 4: by pair, enter_ and exit_tag
+                        (this can get quite large)
+  --enter-reason-list ENTER_REASON_LIST [ENTER_REASON_LIST ...]
+                        Comma separated list of entry signals to analyse.
+                        Default: all. e.g. 'entry_tag_a,entry_tag_b'
+  --exit-reason-list EXIT_REASON_LIST [EXIT_REASON_LIST ...]
+                        Comma separated list of exit signals to analyse.
+                        Default: all. e.g.
+                        'exit_tag_a,roi,stop_loss,trailing_stop_loss'
+  --indicator-list INDICATOR_LIST [INDICATOR_LIST ...]
+                        Comma separated list of indicators to analyse. e.g.
+                        'close,rsi,bb_lowerband,profit_abs'
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```
+
 ## List Hyperopt results
 
 You can list the hyperoptimization epochs the Hyperopt module evaluated previously with the `hyperopt-list` sub-command.

docs/webhook-config.md

@@ -239,3 +239,52 @@ Possible parameters are:
 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}`.
+
+## Discord
+
+A special form of webhooks is available for discord.
+You can configure this as follows:
+
+```json
+"discord": {
+    "enabled": true,
+    "webhook_url": "https://discord.com/api/webhooks/<Your webhook URL ...>",
+    "exit_fill": [
+        {"Trade ID": "{trade_id}"},
+        {"Exchange": "{exchange}"},
+        {"Pair": "{pair}"},
+        {"Direction": "{direction}"},
+        {"Open rate": "{open_rate}"},
+        {"Close rate": "{close_rate}"},
+        {"Amount": "{amount}"},
+        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+        {"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
+        {"Profit": "{profit_amount} {stake_currency}"},
+        {"Profitability": "{profit_ratio:.2%}"},
+        {"Enter tag": "{enter_tag}"},
+        {"Exit Reason": "{exit_reason}"},
+        {"Strategy": "{strategy}"},
+        {"Timeframe": "{timeframe}"},
+    ],
+    "entry_fill": [
+        {"Trade ID": "{trade_id}"},
+        {"Exchange": "{exchange}"},
+        {"Pair": "{pair}"},
+        {"Direction": "{direction}"},
+        {"Open rate": "{open_rate}"},
+        {"Amount": "{amount}"},
+        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+        {"Enter tag": "{enter_tag}"},
+        {"Strategy": "{strategy} {timeframe}"},
+    ]
+}
+```
+
+
+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.
+
+The notifications will look as follows by default.
+
+![discord-notification](assets/discord_notification.png)

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2022.4.1'
+__version__ = '2022.6'
 
 if 'dev' in __version__:
     try:

freqtrade/commands/__init__.py

@@ -6,10 +6,12 @@ Contains all start-commands, subcommands and CLI Interface creation.
 Note: Be careful with file-scoped imports in these subfiles.
     as they are parsed on startup, nothing containing optional modules should be loaded.
 """
+from freqtrade.commands.analyze_commands import start_analysis_entries_exits
 from freqtrade.commands.arguments import Arguments
 from freqtrade.commands.build_config_commands import start_new_config
 from freqtrade.commands.data_commands import (start_convert_data, start_convert_trades,
                                               start_download_data, start_list_data)
+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

freqtrade/commands/analyze_commands.py

@@ -0,0 +1,69 @@
+import logging
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+    """
+    Prepare the configuration for the entry/exit reason analysis module
+    :param args: Cli args from Arguments()
+    :param method: Bot running mode
+    :return: Configuration
+    """
+    config = setup_utils_configuration(args, method)
+
+    no_unlimited_runmodes = {
+        RunMode.BACKTEST: 'backtesting',
+    }
+    if method in no_unlimited_runmodes.keys():
+        from freqtrade.data.btanalysis import get_latest_backtest_filename
+
+        if 'exportfilename' in config:
+            if config['exportfilename'].is_dir():
+                btfile = Path(get_latest_backtest_filename(config['exportfilename']))
+                signals_file = f"{config['exportfilename']}/{btfile.stem}_signals.pkl"
+            else:
+                if config['exportfilename'].exists():
+                    btfile = Path(config['exportfilename'])
+                    signals_file = f"{btfile.parent}/{btfile.stem}_signals.pkl"
+                else:
+                    raise OperationalException(f"{config['exportfilename']} does not exist.")
+        else:
+            raise OperationalException('exportfilename not in config.')
+
+        if (not Path(signals_file).exists()):
+            raise OperationalException(
+                (f"Cannot find latest backtest signals file: {signals_file}."
+                  "Run backtesting with `--export signals`.")
+            )
+
+    return config
+
+
+def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
+    """
+    Start analysis script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    from freqtrade.data.entryexitanalysis import process_entry_exit_reasons
+
+    # Initialize configuration
+    config = setup_analyze_configuration(args, RunMode.BACKTEST)
+
+    logger.info('Starting freqtrade in analysis mode')
+
+    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

@@ -72,7 +72,8 @@ ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode"]
 
 ARGS_DOWNLOAD_DATA = ["pairs", "pairs_file", "days", "new_pairs_days", "include_inactive",
                       "timerange", "download_trades", "exchange", "timeframes",
-                      "erase", "dataformat_ohlcv", "dataformat_trades", "trading_mode"]
+                      "erase", "dataformat_ohlcv", "dataformat_trades", "trading_mode",
+                      "prepend_data"]
 
 ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "db_url", "trade_source", "export", "exportfilename",
@@ -81,7 +82,9 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
                     "trade_source", "timeframe", "plot_auto_open", ]
 
-ARGS_INSTALL_UI = ["erase_ui_only", 'ui_version']
+ARGS_CONVERT_DB = ["db_url", "db_url_from"]
+
+ARGS_INSTALL_UI = ["erase_ui_only", "ui_version"]
 
 ARGS_SHOW_TRADES = ["db_url", "trade_ids", "print_json"]
 
@@ -98,6 +101,9 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
                       "disableparamexport", "backtest_breakdown"]
 
+ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
+                              "exit_reason_list", "indicator_list"]
+
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
                     "hyperopt-list", "hyperopt-show", "backtest-filter",
@@ -179,8 +185,9 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_backtesting, start_backtesting_show,
-                                        start_convert_data, start_convert_trades,
+        from freqtrade.commands import (start_analysis_entries_exits, start_backtesting,
+                                        start_backtesting_show, start_convert_data,
+                                        start_convert_db, start_convert_trades,
                                         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,
@@ -280,6 +287,13 @@ class Arguments:
         backtesting_show_cmd.set_defaults(func=start_backtesting_show)
         self._build_args(optionlist=ARGS_BACKTEST_SHOW, parser=backtesting_show_cmd)
 
+        # Add backtesting analysis subcommand
+        analysis_cmd = subparsers.add_parser('backtesting-analysis',
+                                             help='Backtest Analysis module.',
+                                             parents=[_common_parser])
+        analysis_cmd.set_defaults(func=start_analysis_entries_exits)
+        self._build_args(optionlist=ARGS_ANALYZE_ENTRIES_EXITS, parser=analysis_cmd)
+
         # Add edge subcommand
         edge_cmd = subparsers.add_parser('edge', help='Edge module.',
                                          parents=[_common_parser, _strategy_parser])
@@ -373,6 +387,14 @@ class Arguments:
         test_pairlist_cmd.set_defaults(func=start_test_pairlist)
         self._build_args(optionlist=ARGS_TEST_PAIRLIST, parser=test_pairlist_cmd)
 
+        # Add db-convert subcommand
+        convert_db = subparsers.add_parser(
+            "convert-db",
+            help="Migrate database to different system",
+        )
+        convert_db.set_defaults(func=start_convert_db)
+        self._build_args(optionlist=ARGS_CONVERT_DB, parser=convert_db)
+
         # Add install-ui subcommand
         install_ui_cmd = subparsers.add_parser(
             'install-ui',

freqtrade/commands/cli_options.py

@@ -106,6 +106,11 @@ AVAILABLE_CLI_OPTIONS = {
         f'`{constants.DEFAULT_DB_DRYRUN_URL}` for Dry Run).',
         metavar='PATH',
     ),
+    "db_url_from": Arg(
+        '--db-url-from',
+        help='Source db url to use when migrating a database.',
+        metavar='PATH',
+    ),
     "sd_notify": Arg(
         '--sd-notify',
         help='Notify systemd service manager.',
@@ -443,6 +448,11 @@ AVAILABLE_CLI_OPTIONS = {
         default=['1m', '5m'],
         nargs='+',
     ),
+    "prepend_data": Arg(
+        '--prepend',
+        help='Allow data prepending.',
+        action='store_true',
+    ),
     "erase": Arg(
         '--erase',
         help='Clean all existing data for the selected exchange/pairs/timeframes.',
@@ -604,4 +614,37 @@ AVAILABLE_CLI_OPTIONS = {
               "that do not contain any parameters."),
         action="store_true",
     ),
+    "analysis_groups": Arg(
+        "--analysis-groups",
+        help=("grouping output - "
+              "0: simple wins/losses by enter tag, "
+              "1: by enter_tag, "
+              "2: by enter_tag and exit_tag, "
+              "3: by pair and enter_tag, "
+              "4: by pair, enter_ and exit_tag (this can get quite large)"),
+        nargs='+',
+        default=['0', '1', '2'],
+        choices=['0', '1', '2', '3', '4'],
+    ),
+    "enter_reason_list": Arg(
+        "--enter-reason-list",
+        help=("Comma separated list of entry signals to analyse. Default: all. "
+              "e.g. 'entry_tag_a,entry_tag_b'"),
+        nargs='+',
+        default=['all'],
+    ),
+    "exit_reason_list": Arg(
+        "--exit-reason-list",
+        help=("Comma separated list of exit signals to analyse. Default: all. "
+              "e.g. 'exit_tag_a,roi,stop_loss,trailing_stop_loss'"),
+        nargs='+',
+        default=['all'],
+    ),
+    "indicator_list": Arg(
+        "--indicator-list",
+        help=("Comma separated list of indicators to analyse. "
+              "e.g. 'close,rsi,bb_lowerband,profit_abs'"),
+        nargs='+',
+        default=[],
+    ),
 }

freqtrade/commands/data_commands.py

@@ -79,12 +79,19 @@ def start_download_data(args: Dict[str, Any]) -> None:
                 data_format_trades=config['dataformat_trades'],
             )
         else:
+            if not exchange._ft_has.get('ohlcv_has_history', True):
+                raise OperationalException(
+                    f"Historic klines not available for {exchange.name}. "
+                    "Please use `--dl-trades` instead for this exchange "
+                    "(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:

freqtrade/commands/db_commands.py

@@ -0,0 +1,55 @@
+import logging
+from typing import Any, Dict
+
+from sqlalchemy import func
+
+from freqtrade.configuration.config_setup import setup_utils_configuration
+from freqtrade.enums.runmode import RunMode
+
+
+logger = logging.getLogger(__name__)
+
+
+def start_convert_db(args: Dict[str, Any]) -> None:
+    from sqlalchemy.orm import make_transient
+
+    from freqtrade.persistence import Order, Trade, init_db
+    from freqtrade.persistence.migrations import set_sequence_ids
+    from freqtrade.persistence.pairlock import PairLock
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    init_db(config['db_url'])
+    session_target = Trade._session
+    init_db(config['db_url_from'])
+    logger.info("Starting db migration.")
+
+    trade_count = 0
+    pairlock_count = 0
+    for trade in Trade.get_trades():
+        trade_count += 1
+        make_transient(trade)
+        for o in trade.orders:
+            make_transient(o)
+
+        session_target.add(trade)
+
+    session_target.commit()
+
+    for pairlock in PairLock.query:
+        pairlock_count += 1
+        make_transient(pairlock)
+        session_target.add(pairlock)
+    session_target.commit()
+
+    # Update sequences
+    max_trade_id = session_target.query(func.max(Trade.id)).scalar()
+    max_order_id = session_target.query(func.max(Order.id)).scalar()
+    max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar()
+
+    set_sequence_ids(session_target.get_bind(),
+                     trade_id=max_trade_id,
+                     order_id=max_order_id,
+                     pairlock_id=max_pairlock_id)
+
+    logger.info(f"Migrated {trade_count} Trades, and {pairlock_count} Pairlocks.")

freqtrade/commands/hyperopt_commands.py

@@ -24,7 +24,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
 
     print_colorized = config.get('print_colorized', False)
     print_json = config.get('print_json', False)
-    export_csv = config.get('export_csv', None)
+    export_csv = config.get('export_csv')
     no_details = config.get('hyperopt_list_no_details', False)
     no_header = False
 

freqtrade/commands/list_commands.py

@@ -212,7 +212,7 @@ def start_show_trades(args: Dict[str, Any]) -> None:
         raise OperationalException("--db-url is required for this command.")
 
     logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
-    init_db(config['db_url'], clean_open_orders=False)
+    init_db(config['db_url'])
     tfilter = []
 
     if config.get('trade_ids'):

freqtrade/configuration/check_exchange.py

@@ -27,7 +27,7 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
         return True
     logger.info("Checking exchange...")
 
-    exchange = config.get('exchange', {}).get('name').lower()
+    exchange = config.get('exchange', {}).get('name', '').lower()
     if not exchange:
         raise OperationalException(
             f'This command requires a configured exchange. You should either use '

freqtrade/configuration/configuration.py

@@ -95,6 +95,8 @@ class Configuration:
 
         self._process_data_options(config)
 
+        self._process_analyze_options(config)
+
         # Check if the exchange set by the user is supported
         check_exchange(config, config.get('experimental', {}).get('block_bad_exchanges', True))
 
@@ -127,7 +129,7 @@ class Configuration:
                 # Default to in-memory db for dry_run if not specified
                 config['db_url'] = constants.DEFAULT_DB_DRYRUN_URL
         else:
-            if not config.get('db_url', None):
+            if not config.get('db_url'):
                 config['db_url'] = constants.DEFAULT_DB_PROD_URL
             logger.info('Dry run is disabled')
 
@@ -147,6 +149,9 @@ class Configuration:
             config.update({'db_url': self.args['db_url']})
             logger.info('Parameter --db-url detected ...')
 
+        self._args_to_config(config, argname='db_url_from',
+                             logstring='Parameter --db-url-from detected ...')
+
         if config.get('force_entry_enable', False):
             logger.warning('`force_entry_enable` RPC message enabled.')
 
@@ -177,7 +182,7 @@ class Configuration:
         config['user_data_dir'] = create_userdata_dir(config['user_data_dir'], create_dir=False)
         logger.info('Using user-data directory: %s ...', config['user_data_dir'])
 
-        config.update({'datadir': create_datadir(config, self.args.get('datadir', None))})
+        config.update({'datadir': create_datadir(config, self.args.get('datadir'))})
         logger.info('Using data directory: %s ...', config.get('datadir'))
 
         if self.args.get('exportfilename'):
@@ -216,7 +221,7 @@ class Configuration:
         if config.get('max_open_trades') == -1:
             config['max_open_trades'] = float('inf')
 
-        if self.args.get('stake_amount', None):
+        if self.args.get('stake_amount'):
             # Convert explicitly to float to support CLI argument for both unlimited and value
             try:
                 self.args['stake_amount'] = float(self.args['stake_amount'])
@@ -393,6 +398,8 @@ class Configuration:
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
 
+        self._args_to_config(config, argname='prepend_data',
+                             logstring='Prepend detected. Allowing data prepending.')
         self._args_to_config(config, argname='erase',
                              logstring='Erase detected. Deleting existing data.')
 
@@ -428,6 +435,19 @@ class Configuration:
         self._args_to_config(config, argname='candle_types',
                              logstring='Detected --candle-types: {}')
 
+    def _process_analyze_options(self, config: Dict[str, Any]) -> None:
+        self._args_to_config(config, argname='analysis_groups',
+                             logstring='Analysis reason groups: {}')
+
+        self._args_to_config(config, argname='enter_reason_list',
+                             logstring='Analysis enter tag list: {}')
+
+        self._args_to_config(config, argname='exit_reason_list',
+                             logstring='Analysis exit tag list: {}')
+
+        self._args_to_config(config, argname='indicator_list',
+                             logstring='Analysis indicator list: {}')
+
     def _process_runmode(self, config: Dict[str, Any]) -> None:
 
         self._args_to_config(config, argname='dry_run',
@@ -454,7 +474,7 @@ class Configuration:
                         configuration instead of the content)
         """
         if (argname in self.args and self.args[argname] is not None
-           and self.args[argname] is not False):
+                and self.args[argname] is not False):
 
             config.update({argname: self.args[argname]})
             if logfun:
@@ -485,7 +505,8 @@ class Configuration:
             if not pairs_file.exists():
                 raise OperationalException(f'No pairs file found with path "{pairs_file}".')
             config['pairs'] = load_file(pairs_file)
-            config['pairs'].sort()
+            if isinstance(config['pairs'], list):
+                config['pairs'].sort()
             return
 
         if 'config' in self.args and self.args['config']:
@@ -496,5 +517,5 @@ class Configuration:
             pairs_file = config['datadir'] / 'pairs.json'
             if pairs_file.exists():
                 config['pairs'] = load_file(pairs_file)
-                if 'pairs' in config:
+                if 'pairs' in config and isinstance(config['pairs'], list):
                     config['pairs'].sort()

freqtrade/configuration/deprecated_settings.py

@@ -113,7 +113,7 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
     process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
                             None, 'ignore_roi_if_entry_signal')
 
-    process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'exit_sell_signal')
+    process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_exit_signal')
     process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'exit_profit_only')
     process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
                             None, 'exit_profit_offset')

freqtrade/configuration/directory_operations.py

@@ -15,7 +15,7 @@ def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Pat
     folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
     if not datadir:
         # set datadir
-        exchange_name = config.get('exchange', {}).get('name').lower()
+        exchange_name = config.get('exchange', {}).get('name', '').lower()
         folder = folder.joinpath(exchange_name)
 
     if not folder.is_dir():

freqtrade/constants.py

@@ -28,7 +28,8 @@ HYPEROPT_LOSS_BUILTIN = ['ShortTradeDurHyperOptLoss', 'OnlyProfitHyperOptLoss',
                          'SharpeHyperOptLoss', 'SharpeHyperOptLossDaily',
                          'SortinoHyperOptLoss', 'SortinoHyperOptLossDaily',
                          'CalmarHyperOptLoss',
-                         'MaxDrawDownHyperOptLoss', 'ProfitDrawDownHyperOptLoss']
+                         'MaxDrawDownHyperOptLoss', 'MaxDrawDownRelativeHyperOptLoss',
+                         'ProfitDrawDownHyperOptLoss']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
@@ -301,12 +302,12 @@ CONF_SCHEMA = {
                         'exit_fill': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
-                            'default': 'off'
+                            'default': 'on'
                         },
                         'protection_trigger': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
-                            'default': 'off'
+                            'default': 'on'
                         },
                         'protection_trigger_global': {
                             'type': 'string',
@@ -335,6 +336,47 @@ CONF_SCHEMA = {
                 'webhookstatus': {'type': 'object'},
             },
         },
+        'discord': {
+            'type': 'object',
+            'properties': {
+                'enabled': {'type': 'boolean'},
+                'webhook_url': {'type': 'string'},
+                "exit_fill": {
+                    'type': 'array', 'items': {'type': 'object'},
+                    'default': [
+                        {"Trade ID": "{trade_id}"},
+                        {"Exchange": "{exchange}"},
+                        {"Pair": "{pair}"},
+                        {"Direction": "{direction}"},
+                        {"Open rate": "{open_rate}"},
+                        {"Close rate": "{close_rate}"},
+                        {"Amount": "{amount}"},
+                        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Close date": "{close_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Profit": "{profit_amount} {stake_currency}"},
+                        {"Profitability": "{profit_ratio:.2%}"},
+                        {"Enter tag": "{enter_tag}"},
+                        {"Exit Reason": "{exit_reason}"},
+                        {"Strategy": "{strategy}"},
+                        {"Timeframe": "{timeframe}"},
+                    ]
+                },
+                "entry_fill": {
+                    'type': 'array', 'items': {'type': 'object'},
+                    'default': [
+                        {"Trade ID": "{trade_id}"},
+                        {"Exchange": "{exchange}"},
+                        {"Pair": "{pair}"},
+                        {"Direction": "{direction}"},
+                        {"Open rate": "{open_rate}"},
+                        {"Amount": "{amount}"},
+                        {"Open date": "{open_date:%Y-%m-%d %H:%M:%S}"},
+                        {"Enter tag": "{enter_tag}"},
+                        {"Strategy": "{strategy} {timeframe}"},
+                    ]
+                },
+            }
+        },
         'api_server': {
             'type': 'object',
             'properties': {
@@ -482,6 +524,8 @@ CANCEL_REASON = {
     "ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
     "CANCELLED_ON_EXCHANGE": "cancelled on exchange",
     "FORCE_EXIT": "forcesold",
+    "REPLACE": "cancelled to be replaced by new limit order",
+    "USER_CANCEL": "user requested order cancel"
 }
 
 # List of pairs with their timeframes
@@ -493,3 +537,4 @@ TradeList = List[List]
 
 LongShort = Literal['long', 'short']
 EntryExit = Literal['entry', 'exit']
+BuySell = Literal['buy', 'sell']

freqtrade/data/btanalysis.py

@@ -26,7 +26,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    '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',
-                   'is_short'
+                   'is_short', 'open_timestamp', 'close_timestamp', 'orders'
                    ]
 
 
@@ -283,6 +283,8 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
             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.loc[:, 'orders'] = None
 
     else:
         # old format - only with lists.
@@ -337,7 +339,7 @@ def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
     :param trades: List of trade objects
     :return: Dataframe with BT_DATA_COLUMNS
     """
-    df = pd.DataFrame.from_records([t.to_json() for t in trades], columns=BT_DATA_COLUMNS)
+    df = pd.DataFrame.from_records([t.to_json(True) for t in trades], columns=BT_DATA_COLUMNS)
     if len(df) > 0:
         df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
         df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
@@ -353,7 +355,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
                      Can also serve as protection to load the correct result.
     :return: Dataframe containing Trades
     """
-    init_db(db_url, clean_open_orders=False)
+    init_db(db_url)
 
     filters = []
     if strategy:

freqtrade/data/entryexitanalysis.py

@@ -0,0 +1,227 @@
+import logging
+from pathlib import Path
+from typing import List, Optional
+
+import joblib
+import pandas as pd
+from tabulate import tabulate
+
+from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
+                                       load_backtest_stats)
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def _load_signal_candles(backtest_dir: Path):
+    if backtest_dir.is_dir():
+        scpf = Path(backtest_dir,
+                    Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl"
+                    )
+    else:
+        scpf = Path(backtest_dir.parent / f"{backtest_dir.stem}_signals.pkl")
+
+    try:
+        scp = open(scpf, "rb")
+        signal_candles = joblib.load(scp)
+        logger.info(f"Loaded signal candles: {str(scpf)}")
+    except Exception as e:
+        logger.error("Cannot load signal candles from pickled results: ", e)
+
+    return signal_candles
+
+
+def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles):
+    analysed_trades_dict = {}
+    analysed_trades_dict[strategy_name] = {}
+
+    try:
+        logger.info(f"Processing {strategy_name} : {len(pairlist)} pairs")
+
+        for pair in pairlist:
+            if pair in signal_candles[strategy_name]:
+                analysed_trades_dict[strategy_name][pair] = _analyze_candles_and_indicators(
+                                                              pair,
+                                                              trades,
+                                                              signal_candles[strategy_name][pair])
+    except Exception as e:
+        print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
+
+    return analysed_trades_dict
+
+
+def _analyze_candles_and_indicators(pair, trades, signal_candles):
+    buyf = signal_candles
+
+    if len(buyf) > 0:
+        buyf = buyf.set_index('date', drop=False)
+        trades_red = trades.loc[trades['pair'] == pair].copy()
+
+        trades_inds = pd.DataFrame()
+
+        if trades_red.shape[0] > 0 and buyf.shape[0] > 0:
+            for t, v in trades_red.open_date.items():
+                allinds = buyf.loc[(buyf['date'] < v)]
+                if allinds.shape[0] > 0:
+                    tmp_inds = allinds.iloc[[-1]]
+
+                    trades_red.loc[t, 'signal_date'] = tmp_inds['date'].values[0]
+                    trades_red.loc[t, 'enter_reason'] = trades_red.loc[t, 'enter_tag']
+                    tmp_inds.index.rename('signal_date', inplace=True)
+                    trades_inds = pd.concat([trades_inds, tmp_inds])
+
+            if 'signal_date' in trades_red:
+                trades_red['signal_date'] = pd.to_datetime(trades_red['signal_date'], utc=True)
+                trades_red.set_index('signal_date', inplace=True)
+
+                try:
+                    trades_red = pd.merge(trades_red, trades_inds, on='signal_date', how='outer')
+                except Exception as e:
+                    raise e
+        return trades_red
+    else:
+        return pd.DataFrame()
+
+
+def _do_group_table_output(bigdf, glist):
+    for g in glist:
+        # 0: summary wins/losses grouped by enter tag
+        if g == "0":
+            group_mask = ['enter_reason']
+            wins = bigdf.loc[bigdf['profit_abs'] >= 0] \
+                        .groupby(group_mask) \
+                        .agg({'profit_abs': ['sum']})
+
+            wins.columns = ['profit_abs_wins']
+            loss = bigdf.loc[bigdf['profit_abs'] < 0] \
+                        .groupby(group_mask) \
+                        .agg({'profit_abs': ['sum']})
+            loss.columns = ['profit_abs_loss']
+
+            new = bigdf.groupby(group_mask).agg({'profit_abs': [
+                                                    'count',
+                                                    lambda x: sum(x > 0),
+                                                    lambda x: sum(x <= 0)]})
+            new = pd.concat([new, wins, loss], axis=1).fillna(0)
+
+            new['profit_tot'] = new['profit_abs_wins'] - abs(new['profit_abs_loss'])
+            new['wl_ratio_pct'] = (new.iloc[:, 1] / new.iloc[:, 0] * 100).fillna(0)
+            new['avg_win'] = (new['profit_abs_wins'] / new.iloc[:, 1]).fillna(0)
+            new['avg_loss'] = (new['profit_abs_loss'] / new.iloc[:, 2]).fillna(0)
+
+            new.columns = ['total_num_buys', 'wins', 'losses', 'profit_abs_wins', 'profit_abs_loss',
+                           'profit_tot', 'wl_ratio_pct', 'avg_win', 'avg_loss']
+
+            sortcols = ['total_num_buys']
+
+            _print_table(new, sortcols, show_index=True)
+
+        else:
+            agg_mask = {'profit_abs': ['count', 'sum', 'median', 'mean'],
+                        'profit_ratio': ['sum', 'median', 'mean']}
+            agg_cols = ['num_buys', 'profit_abs_sum', 'profit_abs_median',
+                        'profit_abs_mean', 'median_profit_pct', 'mean_profit_pct',
+                        'total_profit_pct']
+            sortcols = ['profit_abs_sum', 'enter_reason']
+
+            # 1: profit summaries grouped by enter_tag
+            if g == "1":
+                group_mask = ['enter_reason']
+
+            # 2: profit summaries grouped by enter_tag and exit_tag
+            if g == "2":
+                group_mask = ['enter_reason', 'exit_reason']
+
+            # 3: profit summaries grouped by pair and enter_tag
+            if g == "3":
+                group_mask = ['pair', 'enter_reason']
+
+            # 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
+            if g == "4":
+                group_mask = ['pair', 'enter_reason', 'exit_reason']
+            if group_mask:
+                new = bigdf.groupby(group_mask).agg(agg_mask).reset_index()
+                new.columns = group_mask + agg_cols
+                new['median_profit_pct'] = new['median_profit_pct'] * 100
+                new['mean_profit_pct'] = new['mean_profit_pct'] * 100
+                new['total_profit_pct'] = new['total_profit_pct'] * 100
+
+                _print_table(new, sortcols)
+            else:
+                logger.warning("Invalid group mask specified.")
+
+
+def _print_results(analysed_trades, stratname, analysis_groups,
+                   enter_reason_list, exit_reason_list,
+                   indicator_list, columns=None):
+    if columns is None:
+        columns = ['pair', 'open_date', 'close_date', 'profit_abs', 'enter_reason', 'exit_reason']
+
+    bigdf = pd.DataFrame()
+    for pair, trades in analysed_trades[stratname].items():
+        bigdf = pd.concat([bigdf, trades], ignore_index=True)
+
+    if bigdf.shape[0] > 0 and ('enter_reason' in bigdf.columns):
+        if 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(bigdf)
+        elif indicator_list is not None:
+            available_inds = []
+            for ind in indicator_list:
+                if ind in bigdf:
+                    available_inds.append(ind)
+            ilist = ["pair", "enter_reason", "exit_reason"] + available_inds
+            _print_table(bigdf[ilist], sortcols=['exit_reason'], show_index=False)
+    else:
+        print("\\_ No trades to show")
+
+
+def _print_table(df, sortcols=None, show_index=False):
+    if (sortcols is not None):
+        data = df.sort_values(sortcols)
+    else:
+        data = df
+
+    print(
+        tabulate(
+            data,
+            headers='keys',
+            tablefmt='psql',
+            showindex=show_index
+        )
+    )
+
+
+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:
+        backtest_stats = load_backtest_stats(backtest_dir)
+        for strategy_name, results in backtest_stats['strategy'].items():
+            trades = load_backtest_data(backtest_dir, strategy_name)
+
+            if not trades.empty:
+                signal_candles = _load_signal_candles(backtest_dir)
+                analysed_trades_dict = _process_candles_and_indicators(pairlist, strategy_name,
+                                                                       trades, signal_candles)
+                _print_results(analysed_trades_dict,
+                               strategy_name,
+                               analysis_groups,
+                               enter_reason_list,
+                               exit_reason_list,
+                               indicator_list)
+
+    except ValueError as e:
+        raise OperationalException(e) from e

freqtrade/data/history/hdf5datahandler.py

@@ -40,7 +40,7 @@ class HDF5DataHandler(IDataHandler):
         return [
             (
                 cls.rebuild_pair_from_filename(match[1]),
-                match[2],
+                cls.rebuild_timeframe_from_filename(match[2]),
                 CandleType.from_string(match[3])
             ) for match in _tmp if match and len(match.groups()) > 1]
 
@@ -109,7 +109,11 @@ class HDF5DataHandler(IDataHandler):
         )
 
         if not filename.exists():
-            return pd.DataFrame(columns=self._columns)
+            # Fallback mode for 1M files
+            filename = self._pair_data_filename(
+                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
+            if not filename.exists():
+                return pd.DataFrame(columns=self._columns)
         where = []
         if timerange:
             if timerange.starttype == 'date':

freqtrade/data/history/history_utils.py

@@ -68,7 +68,8 @@ def load_data(datadir: Path,
               startup_candles: int = 0,
               fail_without_data: bool = False,
               data_format: str = 'json',
-              candle_type: CandleType = CandleType.SPOT
+              candle_type: CandleType = CandleType.SPOT,
+              user_futures_funding_rate: int = None,
               ) -> Dict[str, DataFrame]:
     """
     Load ohlcv history data for a list of pairs.
@@ -100,6 +101,10 @@ def load_data(datadir: Path,
                                  )
         if not hist.empty:
             result[pair] = hist
+        else:
+            if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
+                logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
+                result[pair] = DataFrame(columns=["open", "close", "high", "low", "volume"])
 
     if fail_without_data and not result:
         raise OperationalException("No data found. Terminating.")
@@ -139,8 +144,9 @@ def _load_cached_data_for_updating(
     timeframe: str,
     timerange: Optional[TimeRange],
     data_handler: IDataHandler,
-    candle_type: CandleType
-) -> Tuple[DataFrame, Optional[int]]:
+    candle_type: CandleType,
+    prepend: bool = False,
+) -> Tuple[DataFrame, Optional[int], Optional[int]]:
     """
     Load cached data to download more data.
     If timerange is passed in, checks whether data from an before the stored data will be
@@ -150,9 +156,12 @@ def _load_cached_data_for_updating(
     Note: Only used by download_pair_history().
     """
     start = None
+    end = None
     if timerange:
         if timerange.starttype == 'date':
             start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+        if timerange.stoptype == 'date':
+            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,
@@ -160,14 +169,17 @@ def _load_cached_data_for_updating(
                                    drop_incomplete=True, warn_no_data=False,
                                    candle_type=candle_type)
     if not data.empty:
-        if start and start < data.iloc[0]['date']:
+        if not prepend and start and start < data.iloc[0]['date']:
             # Earlier data than existing data requested, redownload all
             data = DataFrame(columns=DEFAULT_DATAFRAME_COLUMNS)
         else:
-            start = data.iloc[-1]['date']
-
+            if prepend:
+                end = data.iloc[0]['date']
+            else:
+                start = data.iloc[-1]['date']
     start_ms = int(start.timestamp() * 1000) if start else None
-    return data, start_ms
+    end_ms = int(end.timestamp() * 1000) if end else None
+    return data, start_ms, end_ms
 
 
 def _download_pair_history(pair: str, *,
@@ -180,6 +192,7 @@ def _download_pair_history(pair: str, *,
                            timerange: Optional[TimeRange] = None,
                            candle_type: CandleType,
                            erase: bool = False,
+                           prepend: bool = False,
                            ) -> bool:
     """
     Download latest candles from the exchange for the pair and timeframe passed in parameters
@@ -187,8 +200,6 @@ def _download_pair_history(pair: str, *,
     exists in a cache. If timerange starts earlier than the data in the cache,
     the full data will be redownloaded
 
-    Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
-
     :param pair: pair to download
     :param timeframe: Timeframe (e.g "5m")
     :param timerange: range of time to download
@@ -203,14 +214,17 @@ def _download_pair_history(pair: str, *,
             if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):
                 logger.info(f'Deleting existing data for pair {pair}, {timeframe}, {candle_type}.')
 
-        logger.info(
-            f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe}, '
-            f'candle type: {candle_type} and store in {datadir}.'
-        )
+        data, since_ms, until_ms = _load_cached_data_for_updating(
+            pair, timeframe, timerange,
+            data_handler=data_handler,
+            candle_type=candle_type,
+            prepend=prepend)
 
-        data, since_ms = _load_cached_data_for_updating(pair, timeframe, timerange,
-                                                        data_handler=data_handler,
-                                                        candle_type=candle_type)
+        logger.info(f'({process}) - Download history data for "{pair}", {timeframe}, '
+                    f'{candle_type} and store in {datadir}. '
+                    f'From {format_ms_time(since_ms) if since_ms else "start"} to '
+                    f'{format_ms_time(until_ms) if until_ms else "now"}'
+                    )
 
         logger.debug("Current Start: %s",
                      f"{data.iloc[0]['date']:%Y-%m-%d %H:%M:%S}" if not data.empty else 'None')
@@ -225,6 +239,7 @@ def _download_pair_history(pair: str, *,
                                                    days=-new_pairs_days).int_timestamp * 1000,
                                                is_new_pair=data.empty,
                                                candle_type=candle_type,
+                                               until_ms=until_ms if until_ms else None
                                                )
         # TODO: Maybe move parsing to exchange class (?)
         new_dataframe = ohlcv_to_dataframe(new_data, timeframe, pair,
@@ -257,6 +272,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                                 timerange: Optional[TimeRange] = None,
                                 new_pairs_days: int = 30, erase: bool = False,
                                 data_format: str = None,
+                                prepend: bool = False,
                                 ) -> List[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
@@ -266,6 +282,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
     pairs_not_available = []
     data_handler = get_datahandler(datadir, data_format)
     candle_type = CandleType.get_default(trading_mode)
+    process = ''
     for idx, pair in enumerate(pairs, start=1):
         if pair not in exchange.markets:
             pairs_not_available.append(pair)
@@ -280,7 +297,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                                    timerange=timerange, data_handler=data_handler,
                                    timeframe=str(timeframe), new_pairs_days=new_pairs_days,
                                    candle_type=candle_type,
-                                   erase=erase)
+                                   erase=erase, prepend=prepend)
         if trading_mode == 'futures':
             # Predefined candletype (and timeframe) depending on exchange
             # Downloads what is necessary to backtest based on futures data.
@@ -294,7 +311,7 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
                                        timerange=timerange, data_handler=data_handler,
                                        timeframe=str(tf_mark), new_pairs_days=new_pairs_days,
                                        candle_type=funding_candle_type,
-                                       erase=erase)
+                                       erase=erase, prepend=prepend)
 
     return pairs_not_available
 
@@ -312,8 +329,9 @@ def _download_trades_history(exchange: Exchange,
     try:
 
         until = None
-        if (timerange and timerange.starttype == 'date'):
-            since = timerange.startts * 1000
+        if timerange:
+            if timerange.starttype == 'date':
+                since = timerange.startts * 1000
             if timerange.stoptype == 'date':
                 until = timerange.stopts * 1000
         else:

freqtrade/data/history/idatahandler.py

@@ -5,7 +5,7 @@ It's subclasses handle and storing data from disk.
 """
 import logging
 import re
-from abc import ABC, abstractclassmethod, abstractmethod
+from abc import ABC, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
 
 class IDataHandler(ABC):
 
-    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+\S)\-?([a-zA-Z_]*)?(?=\.)'
+    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
@@ -38,7 +38,8 @@ class IDataHandler(ABC):
         """
         raise NotImplementedError()
 
-    @abstractclassmethod
+    @classmethod
+    @abstractmethod
     def ohlcv_get_available_data(
             cls, datadir: Path, trading_mode: TradingMode) -> ListPairsWithTimeframes:
         """
@@ -48,7 +49,8 @@ class IDataHandler(ABC):
         :return: List of Tuples of (pair, timeframe)
         """
 
-    @abstractclassmethod
+    @classmethod
+    @abstractmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
@@ -118,7 +120,8 @@ class IDataHandler(ABC):
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         """
 
-    @abstractclassmethod
+    @classmethod
+    @abstractmethod
     def trades_get_pairs(cls, datadir: Path) -> List[str]:
         """
         Returns a list of all pairs for which trade data is available in this
@@ -190,10 +193,14 @@ class IDataHandler(ABC):
         datadir: Path,
         pair: str,
         timeframe: str,
-        candle_type: CandleType
+        candle_type: CandleType,
+        no_timeframe_modify: bool = False
     ) -> Path:
         pair_s = misc.pair_to_filename(pair)
         candle = ""
+        if not no_timeframe_modify:
+            timeframe = cls.timeframe_to_file(timeframe)
+
         if candle_type != CandleType.SPOT:
             datadir = datadir.joinpath('futures')
             candle = f"-{candle_type}"
@@ -207,6 +214,18 @@ class IDataHandler(ABC):
         filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
         return filename
 
+    @staticmethod
+    def timeframe_to_file(timeframe: str):
+        return timeframe.replace('M', 'Mo')
+
+    @staticmethod
+    def rebuild_timeframe_from_filename(timeframe: str) -> str:
+        """
+        converts timeframe from disk to file
+        Replaces mo with M (to avoid problems on case-insensitive filesystems)
+        """
+        return re.sub('1mo', '1M', timeframe, flags=re.IGNORECASE)
+
     @staticmethod
     def rebuild_pair_from_filename(pair: str) -> str:
         """

freqtrade/data/history/jsondatahandler.py

@@ -41,7 +41,7 @@ class JsonDataHandler(IDataHandler):
         return [
             (
                 cls.rebuild_pair_from_filename(match[1]),
-                match[2],
+                cls.rebuild_timeframe_from_filename(match[2]),
                 CandleType.from_string(match[3])
             ) for match in _tmp if match and len(match.groups()) > 1]
 
@@ -103,9 +103,14 @@ class JsonDataHandler(IDataHandler):
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         :return: DataFrame with ohlcv data, or empty DataFrame
         """
-        filename = self._pair_data_filename(self._datadir, pair, timeframe, candle_type=candle_type)
+        filename = self._pair_data_filename(
+            self._datadir, pair, timeframe, candle_type=candle_type)
         if not filename.exists():
-            return DataFrame(columns=self._columns)
+            # Fallback mode for 1M files
+            filename = self._pair_data_filename(
+                self._datadir, pair, timeframe, candle_type=candle_type, no_timeframe_modify=True)
+            if not filename.exists():
+                return DataFrame(columns=self._columns)
         try:
             pairdata = read_json(filename, orient='values')
             pairdata.columns = self._columns

freqtrade/data/metrics.py

@@ -72,18 +72,28 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str,
     return df
 
 
-def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_col: str
-                          ) -> pd.DataFrame:
+def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_col: str,
+                          starting_balance: float) -> pd.DataFrame:
     max_drawdown_df = pd.DataFrame()
     max_drawdown_df['cumulative'] = profit_results[value_col].cumsum()
     max_drawdown_df['high_value'] = max_drawdown_df['cumulative'].cummax()
     max_drawdown_df['drawdown'] = max_drawdown_df['cumulative'] - max_drawdown_df['high_value']
     max_drawdown_df['date'] = profit_results.loc[:, date_col]
+    if starting_balance:
+        cumulative_balance = starting_balance + max_drawdown_df['cumulative']
+        max_balance = starting_balance + max_drawdown_df['high_value']
+        max_drawdown_df['drawdown_relative'] = ((max_balance - cumulative_balance) / max_balance)
+    else:
+        # NOTE: This is not completely accurate,
+        # but might good enough if starting_balance is not available
+        max_drawdown_df['drawdown_relative'] = (
+            (max_drawdown_df['high_value'] - max_drawdown_df['cumulative'])
+            / max_drawdown_df['high_value'])
     return max_drawdown_df
 
 
 def calculate_underwater(trades: pd.DataFrame, *, date_col: str = 'close_date',
-                         value_col: str = 'profit_ratio'
+                         value_col: str = 'profit_ratio', starting_balance: float = 0.0
                          ):
     """
     Calculate max drawdown and the corresponding close dates
@@ -97,13 +107,18 @@ def calculate_underwater(trades: pd.DataFrame, *, date_col: str = 'close_date',
     if len(trades) == 0:
         raise ValueError("Trade dataframe empty.")
     profit_results = trades.sort_values(date_col).reset_index(drop=True)
-    max_drawdown_df = _calc_drawdown_series(profit_results, date_col=date_col, value_col=value_col)
+    max_drawdown_df = _calc_drawdown_series(
+        profit_results,
+        date_col=date_col,
+        value_col=value_col,
+        starting_balance=starting_balance)
 
     return max_drawdown_df
 
 
 def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date',
-                           value_col: str = 'profit_abs', starting_balance: float = 0
+                           value_col: str = 'profit_abs', starting_balance: float = 0,
+                           relative: bool = False
                            ) -> Tuple[float, pd.Timestamp, pd.Timestamp, float, float, float]:
     """
     Calculate max drawdown and the corresponding close dates
@@ -119,9 +134,15 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
     if len(trades) == 0:
         raise ValueError("Trade dataframe empty.")
     profit_results = trades.sort_values(date_col).reset_index(drop=True)
-    max_drawdown_df = _calc_drawdown_series(profit_results, date_col=date_col, value_col=value_col)
+    max_drawdown_df = _calc_drawdown_series(
+        profit_results,
+        date_col=date_col,
+        value_col=value_col,
+        starting_balance=starting_balance
+    )
 
-    idxmin = max_drawdown_df['drawdown'].idxmin()
+    idxmin = max_drawdown_df['drawdown_relative'].idxmax() if relative \
+        else max_drawdown_df['drawdown'].idxmin()
     if idxmin == 0:
         raise ValueError("No losing trade, therefore no drawdown.")
     high_date = profit_results.loc[max_drawdown_df.iloc[:idxmin]['high_value'].idxmax(), date_col]
@@ -129,12 +150,10 @@ def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date'
     high_val = max_drawdown_df.loc[max_drawdown_df.iloc[:idxmin]
                                    ['high_value'].idxmax(), 'cumulative']
     low_val = max_drawdown_df.loc[idxmin, 'cumulative']
-    max_drawdown_rel = 0.0
-    if high_val + starting_balance != 0:
-        max_drawdown_rel = (high_val - low_val) / (high_val + starting_balance)
+    max_drawdown_rel = max_drawdown_df.loc[idxmin, 'drawdown_relative']
 
     return (
-        abs(min(max_drawdown_df['drawdown'])),
+        abs(max_drawdown_df.loc[idxmin, 'drawdown']),
         high_date,
         low_date,
         high_val,

freqtrade/enums/exitchecktuple.py

@@ -15,3 +15,9 @@ class ExitCheckTuple:
     @property
     def exit_flag(self):
         return self.exit_type != ExitType.NONE
+
+    def __eq__(self, other):
+        return self.exit_type == other.exit_type and self.exit_reason == other.exit_reason
+
+    def __repr__(self):
+        return f"ExitCheckTuple({self.exit_type}, {self.exit_reason})"

freqtrade/exchange/binance.py

@@ -52,12 +52,17 @@ class Binance(Exchange):
 
         ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit'
 
-        return order['type'] == ordertype and (
-            (side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
-            (side == "buy" and stop_loss < float(order['info']['stopPrice']))
-        )
+        return (
+            order.get('stopPrice', None) is None
+            or (
+                order['type'] == ordertype
+                and (
+                    (side == "sell" and stop_loss > float(order['stopPrice'])) or
+                    (side == "buy" and stop_loss < float(order['stopPrice']))
+                )
+            ))
 
-    def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
+    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.
@@ -95,6 +100,7 @@ class Binance(Exchange):
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
                                         since_ms: int, candle_type: CandleType,
                                         is_new_pair: bool = False, raise_: bool = False,
+                                        until_ms: Optional[int] = None
                                         ) -> Tuple[str, str, str, List]:
         """
         Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
@@ -115,7 +121,8 @@ class Binance(Exchange):
             since_ms=since_ms,
             is_new_pair=is_new_pair,
             raise_=raise_,
-            candle_type=candle_type
+            candle_type=candle_type,
+            until_ms=until_ms,
         )
 
     def funding_fee_cutoff(self, open_date: datetime):

freqtrade/exchange/bybit.py

@@ -29,3 +29,17 @@ class Bybit(Exchange):
         # (TradingMode.FUTURES, MarginMode.CROSS),
         # (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
+
+    @property
+    def _ccxt_config(self) -> Dict:
+        # Parameters to add directly to ccxt sync/async initialization.
+        # ccxt defaults to swap mode.
+        config = {}
+        if self.trading_mode == TradingMode.SPOT:
+            config.update({
+                "options": {
+                    "defaultType": "spot"
+                }
+            })
+        config.update(super()._ccxt_config)
+        return config

freqtrade/exchange/common.py

@@ -2,6 +2,7 @@ import asyncio
 import logging
 import time
 from functools import wraps
+from typing import Any, Callable, Optional, TypeVar, cast, overload
 
 from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
 from freqtrade.mixins import LoggingMixin
@@ -11,6 +12,14 @@ logger = logging.getLogger(__name__)
 __logging_mixin = None
 
 
+def _reset_logging_mixin():
+    """
+    Reset global logging mixin - used in tests only.
+    """
+    global __logging_mixin
+    __logging_mixin = LoggingMixin(logger)
+
+
 def _get_logging_mixin():
     # Logging-mixin to cache kucoin responses
     # Only to be used in retrier
@@ -133,8 +142,22 @@ def retrier_async(f):
     return wrapper
 
 
-def retrier(_func=None, retries=API_RETRY_COUNT):
-    def decorator(f):
+F = TypeVar('F', bound=Callable[..., Any])
+
+
+# Type shenanigans
+@overload
+def retrier(_func: F) -> F:
+    ...
+
+
+@overload
+def retrier(*, retries=API_RETRY_COUNT) -> Callable[[F], F]:
+    ...
+
+
+def retrier(_func: Optional[F] = None, *, retries=API_RETRY_COUNT):
+    def decorator(f: F) -> F:
         @wraps(f)
         def wrapper(*args, **kwargs):
             count = kwargs.pop('count', retries)
@@ -155,7 +178,7 @@ def retrier(_func=None, retries=API_RETRY_COUNT):
                 else:
                     logger.warning(msg + 'Giving up.')
                     raise ex
-        return wrapper
+        return cast(F, wrapper)
     # Support both @retrier and @retrier(retries=2) syntax
     if _func is None:
         return decorator

freqtrade/exchange/exchange.py

@@ -16,11 +16,10 @@ import arrow
 import ccxt
 import ccxt.async_support as ccxt_async
 from cachetools import TTLCache
-from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE,
-                                            decimal_to_precision)
+from ccxt import ROUND_DOWN, ROUND_UP, TICK_SIZE, TRUNCATE, Precise, decimal_to_precision
 from pandas import DataFrame
 
-from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES,
+from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
                                  EntryExit, ListPairsWithTimeframes, PairWithTimeframe)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
@@ -64,6 +63,7 @@ class Exchange:
         "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
+        "ohlcv_has_history": True,  # Some exchanges (Kraken) don't provide history via ohlcv
         "ohlcv_partial_candle": True,
         "ohlcv_require_since": False,
         # Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
@@ -92,7 +92,7 @@ class Exchange:
         it does basic validation whether the specified exchange and pairs are valid.
         :return: None
         """
-        self._api: ccxt.Exchange = None
+        self._api: ccxt.Exchange
         self._api_async: ccxt_async.Exchange = None
         self._markets: Dict = {}
         self._trading_fees: Dict[str, Any] = {}
@@ -198,6 +198,7 @@ class Exchange:
 
         if self.trading_mode != TradingMode.SPOT:
             self.fill_leverage_tiers()
+        self.additional_exchange_init()
 
     def __del__(self):
         """
@@ -290,27 +291,38 @@ class Exchange:
         return self._markets
 
     @property
-    def precisionMode(self) -> str:
+    def precisionMode(self) -> int:
         """exchange ccxt precisionMode"""
         return self._api.precisionMode
 
+    def additional_exchange_init(self) -> None:
+        """
+        Additional exchange initialization logic.
+        .api will be available at this point.
+        Must be overridden in child methods if required.
+        """
+        pass
+
     def _log_exchange_response(self, endpoint, response) -> None:
         """ Log exchange responses """
         if self.log_responses:
             logger.info(f"API {endpoint}: {response}")
 
-    def ohlcv_candle_limit(self, timeframe: str) -> int:
+    def ohlcv_candle_limit(
+            self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
         """
         Exchange ohlcv candle limit
         Uses ohlcv_candle_limit_per_timeframe if the exchange has different limits
         per timeframe (e.g. bittrex), otherwise falls back to ohlcv_candle_limit
         :param timeframe: Timeframe to check
+        :param candle_type: Candle-type
+        :param since_ms: Starting timestamp
         :return: Candle limit as integer
         """
         return int(self._ft_has.get('ohlcv_candle_limit_per_timeframe', {}).get(
             timeframe, self._ft_has.get('ohlcv_candle_limit')))
 
-    def get_markets(self, base_currencies: List[str] = None, quote_currencies: List[str] = None,
+    def get_markets(self, base_currencies: List[str] = [], quote_currencies: List[str] = [],
                     spot_only: bool = False, margin_only: bool = False, futures_only: bool = False,
                     tradable_only: bool = True,
                     active_only: bool = False) -> Dict[str, Any]:
@@ -375,7 +387,7 @@ class Exchange:
             and market.get('base', None) is not None
             and (self.precisionMode != TICK_SIZE
                  # Too low precision will falsify calculations
-                 or market.get('precision', {}).get('price', None) > 1e-11)
+                 or market.get('precision', {}).get('price') > 1e-11)
             and ((self.trading_mode == TradingMode.SPOT and self.market_is_spot(market))
                  or (self.trading_mode == TradingMode.MARGIN and self.market_is_margin(market))
                  or (self.trading_mode == TradingMode.FUTURES and self.market_is_future(market)))
@@ -525,7 +537,7 @@ class Exchange:
                 # The internal info array is different for each particular market,
                 # its contents depend on the exchange.
                 # It can also be a string or similar ... so we need to verify that first.
-            elif (isinstance(self.markets[pair].get('info', None), dict)
+            elif (isinstance(self.markets[pair].get('info'), dict)
                   and self.markets[pair].get('info', {}).get('prohibitedIn', False)):
                 # Warn users about restricted pairs in whitelist.
                 # We cannot determine reliably if Users are affected.
@@ -606,19 +618,28 @@ class Exchange:
         Checks if required startup_candles is more than ohlcv_candle_limit().
         Requires a grace-period of 5 candles - so a startup-period up to 494 is allowed by default.
         """
-        candle_limit = self.ohlcv_candle_limit(timeframe)
+
+        candle_limit = self.ohlcv_candle_limit(
+            timeframe, self._config['candle_type_def'],
+            int(date_minus_candles(timeframe, startup_candles).timestamp() * 1000)
+            if timeframe else None)
         # Require one more candle - to account for the still open candle.
         candle_count = startup_candles + 1
         # Allow 5 calls to the exchange per pair
         required_candle_call_count = int(
             (candle_count / candle_limit) + (0 if candle_count % candle_limit == 0 else 1))
+        if self._ft_has['ohlcv_has_history']:
 
-        if required_candle_call_count > 5:
-            # Only allow 5 calls per pair to somewhat limit the impact
+            if required_candle_call_count > 5:
+                # Only allow 5 calls per pair to somewhat limit the impact
+                raise OperationalException(
+                    f"This strategy requires {startup_candles} candles to start, "
+                    "which is more than 5x "
+                    f"the amount of candles {self.name} provides for {timeframe}.")
+        elif required_candle_call_count > 1:
             raise OperationalException(
-                f"This strategy requires {startup_candles} candles to start, which is more than 5x "
+                f"This strategy requires {startup_candles} candles to start, which is more than "
                 f"the amount of candles {self.name} provides for {timeframe}.")
-
         if required_candle_call_count > 1:
             logger.warning(f"Using {required_candle_call_count} calls to get OHLCV. "
                            f"This can result in slower operations for the bot. Please check "
@@ -682,10 +703,11 @@ class Exchange:
             #                                    counting_mode=self.precisionMode,
             #                                    ))
             if self.precisionMode == TICK_SIZE:
-                precision = self.markets[pair]['precision']['price']
-                missing = price % precision
-                if missing != 0:
-                    price = round(price - missing + precision, 10)
+                precision = Precise(str(self.markets[pair]['precision']['price']))
+                price_str = Precise(str(price))
+                missing = price_str % precision
+                if not missing == Precise("0"):
+                    price = round(float(str(price_str - missing + precision)), 14)
             else:
                 symbol_prec = self.markets[pair]['precision']['price']
                 big_price = price * pow(10, symbol_prec)
@@ -931,19 +953,26 @@ class Exchange:
             order = self.check_dry_limit_order_filled(order)
             return order
         except KeyError as e:
+            from freqtrade.persistence import Order
+            order = Order.order_by_id(order_id)
+            if order:
+                ccxt_order = order.to_ccxt_object()
+                self._dry_run_open_orders[order_id] = ccxt_order
+                return ccxt_order
             # Gracefully handle errors with dry-run orders.
             raise InvalidOrderException(
                 f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
 
     # Order handling
 
-    def _lev_prep(self, pair: str, leverage: float, side: str):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
         if self.trading_mode != TradingMode.SPOT:
             self.set_margin_mode(pair, self.margin_mode)
             self._set_leverage(leverage, pair)
 
     def _get_params(
         self,
+        side: BuySell,
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
@@ -962,7 +991,7 @@ class Exchange:
         *,
         pair: str,
         ordertype: str,
-        side: str,
+        side: BuySell,
         amount: float,
         rate: float,
         leverage: float,
@@ -973,7 +1002,7 @@ class Exchange:
             dry_order = self.create_dry_run_order(pair, ordertype, side, amount, rate, leverage)
             return dry_order
 
-        params = self._get_params(ordertype, leverage, reduceOnly, time_in_force)
+        params = self._get_params(side, ordertype, leverage, reduceOnly, time_in_force)
 
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
@@ -1058,7 +1087,7 @@ class Exchange:
 
     @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float, order_types: Dict,
-                 side: str, leverage: float) -> Dict:
+                 side: BuySell, leverage: float) -> Dict:
         """
         creates a stoploss order.
         requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market
@@ -1135,7 +1164,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str, params={}) -> Dict:
+    def fetch_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         if self._config['dry_run']:
             return self.fetch_dry_run_order(order_id)
         try:
@@ -1157,8 +1186,8 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
-    fetch_stoploss_order = fetch_order
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        return self.fetch_order(order_id, pair, params)
 
     def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
                                       stoploss_order: bool = False) -> Dict:
@@ -1183,7 +1212,7 @@ class Exchange:
                 and order.get('filled') == 0.0)
 
     @retrier
-    def cancel_order(self, order_id: str, pair: str, params={}) -> Dict:
+    def cancel_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         if self._config['dry_run']:
             try:
                 order = self.fetch_dry_run_order(order_id)
@@ -1209,8 +1238,8 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
-    cancel_stoploss_order = cancel_order
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        return self.cancel_order(order_id, pair, params)
 
     def is_cancel_order_result_suitable(self, corder) -> bool:
         if not isinstance(corder, dict):
@@ -1322,7 +1351,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_bids_asks(self, symbols: List[str] = None, cached: bool = False) -> Dict:
+    def fetch_bids_asks(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
@@ -1350,7 +1379,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
+    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
@@ -1434,6 +1463,23 @@ 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) -> str:
+        price_side = conf_strategy['price_side']
+
+        if price_side in ('same', 'other'):
+            price_map = {
+                ('entry', 'long', 'same'): 'bid',
+                ('entry', 'long', 'other'): 'ask',
+                ('entry', 'short', 'same'): 'ask',
+                ('entry', 'short', 'other'): 'bid',
+                ('exit', 'long', 'same'): 'ask',
+                ('exit', 'long', 'other'): 'bid',
+                ('exit', 'short', 'same'): 'bid',
+                ('exit', 'short', 'other'): 'ask',
+            }
+            price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
+        return price_side
+
     def get_rate(self, pair: str, refresh: bool,
                  side: EntryExit, is_short: bool) -> float:
         """
@@ -1460,20 +1506,7 @@ class Exchange:
 
         conf_strategy = self._config.get(strat_name, {})
 
-        price_side = conf_strategy['price_side']
-
-        if price_side in ('same', 'other'):
-            price_map = {
-                ('entry', 'long', 'same'): 'bid',
-                ('entry', 'long', 'other'): 'ask',
-                ('entry', 'short', 'same'): 'ask',
-                ('entry', 'short', 'other'): 'bid',
-                ('exit', 'long', 'same'): 'ask',
-                ('exit', 'long', 'other'): 'bid',
-                ('exit', 'short', 'same'): 'bid',
-                ('exit', 'short', 'other'): 'ask',
-            }
-            price_side = price_map[(side, 'short' if is_short else 'long', price_side)]
+        price_side = self._get_price_side(side, is_short, conf_strategy)
 
         price_side_word = price_side.capitalize()
 
@@ -1613,7 +1646,9 @@ class Exchange:
                 order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
         elif fee_curr in self.get_pair_quote_currency(order['symbol']):
             # Quote currency - divide by cost
-            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
+            return round(self._contracts_to_amount(
+                order['symbol'], order['fee']['cost']) / order['cost'],
+                8) if order['cost'] else None
         else:
             # If Fee currency is a different currency
             if not order['cost']:
@@ -1628,7 +1663,8 @@ class Exchange:
                 fee_to_quote_rate = self._config['exchange'].get('unknown_fee_rate', None)
                 if not fee_to_quote_rate:
                     return None
-            return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            return round((self._contracts_to_amount(
+                order['symbol'], order['fee']['cost']) * fee_to_quote_rate) / order['cost'], 8)
 
     def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
         """
@@ -1645,7 +1681,8 @@ class Exchange:
 
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int, candle_type: CandleType,
-                           is_new_pair: bool = False) -> List:
+                           is_new_pair: bool = False,
+                           until_ms: int = None) -> List:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -1653,13 +1690,14 @@ class Exchange:
         :param pair: Pair to download
         :param timeframe: Timeframe to get data for
         :param since_ms: Timestamp in milliseconds to get history from
+        :param until_ms: Timestamp in milliseconds to get history up to
         :param candle_type: '', mark, index, premiumIndex, or funding_rate
         :return: List with candle (OHLCV) data
         """
         pair, _, _, data = self.loop.run_until_complete(
             self._async_get_historic_ohlcv(pair=pair, timeframe=timeframe,
-                                           since_ms=since_ms, is_new_pair=is_new_pair,
-                                           candle_type=candle_type))
+                                           since_ms=since_ms, until_ms=until_ms,
+                                           is_new_pair=is_new_pair, candle_type=candle_type))
         logger.info(f"Downloaded data for {pair} with length {len(data)}.")
         return data
 
@@ -1680,6 +1718,7 @@ class Exchange:
     async def _async_get_historic_ohlcv(self, pair: str, timeframe: str,
                                         since_ms: int, candle_type: CandleType,
                                         is_new_pair: bool = False, raise_: bool = False,
+                                        until_ms: Optional[int] = None
                                         ) -> Tuple[str, str, str, List]:
         """
         Download historic ohlcv
@@ -1687,7 +1726,8 @@ class Exchange:
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         """
 
-        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
+        one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
+            timeframe, candle_type, since_ms)
         logger.debug(
             "one_call: %s msecs (%s)",
             one_call,
@@ -1695,7 +1735,7 @@ class Exchange:
         )
         input_coroutines = [self._async_get_candle_history(
             pair, timeframe, candle_type, since) for since in
-            range(since_ms, arrow.utcnow().int_timestamp * 1000, one_call)]
+            range(since_ms, until_ms or (arrow.utcnow().int_timestamp * 1000), one_call)]
 
         data: List = []
         # Chunk requests into batches of 100 to avoid overwelming ccxt Throttling
@@ -1723,7 +1763,8 @@ class Exchange:
         if (not since_ms
                 and (self._ft_has["ohlcv_require_since"] or self.required_candle_call_count > 1)):
             # Multiple calls for one pair - to get more history
-            one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(timeframe)
+            one_call = timeframe_to_msecs(timeframe) * self.ohlcv_candle_limit(
+                timeframe, candle_type, since_ms)
             move_to = one_call * self.required_candle_call_count
             now = timeframe_to_next_date(timeframe)
             since_ms = int((now - timedelta(seconds=move_to // 1000)).timestamp() * 1000)
@@ -1738,7 +1779,7 @@ class Exchange:
 
     def refresh_latest_ohlcv(self, pair_list: ListPairsWithTimeframes, *,
                              since_ms: Optional[int] = None, cache: bool = True,
-                             drop_incomplete: bool = None
+                             drop_incomplete: Optional[bool] = None
                              ) -> Dict[PairWithTimeframe, DataFrame]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
@@ -1841,7 +1882,9 @@ class Exchange:
                 pair, timeframe, since_ms, s
             )
             params = deepcopy(self._ft_has.get('ohlcv_params', {}))
-            candle_limit = self.ohlcv_candle_limit(timeframe)
+            candle_limit = self.ohlcv_candle_limit(
+                timeframe, candle_type=candle_type, since_ms=since_ms)
+
             if candle_type != CandleType.SPOT:
                 params.update({'price': candle_type})
             if candle_type != CandleType.FUNDING_RATE:
@@ -2088,10 +2131,11 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    @retrier
-    def get_market_leverage_tiers(self, symbol) -> List[Dict]:
+    @retrier_async
+    async def get_market_leverage_tiers(self, symbol: str) -> Tuple[str, List[Dict]]:
         try:
-            return self._api.fetch_market_leverage_tiers(symbol)
+            tier = await self._api_async.fetch_market_leverage_tiers(symbol)
+            return symbol, tier
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -2125,8 +2169,14 @@ class Exchange:
                     f"Initializing leverage_tiers for {len(symbols)} markets. "
                     "This will take about a minute.")
 
-                for symbol in sorted(symbols):
-                    tiers[symbol] = self.get_market_leverage_tiers(symbol)
+                coros = [self.get_market_leverage_tiers(symbol) for symbol in sorted(symbols)]
+
+                for input_coro in chunks(coros, 100):
+
+                    results = self.loop.run_until_complete(
+                        asyncio.gather(*input_coro, return_exceptions=True))
+                    for symbol, res in results:
+                        tiers[symbol] = res
 
                 logger.info(f"Done initializing {len(symbols)} markets.")
 
@@ -2376,14 +2426,35 @@ class Exchange:
         )
 
     @staticmethod
-    def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame) -> DataFrame:
+    def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame,
+                                 futures_funding_rate: Optional[int] = None) -> DataFrame:
         """
         Combine funding-rates and mark-rates dataframes
         :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
         :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        :param futures_funding_rate: Fake funding rate to use if funding_rates are not available
         """
+        if futures_funding_rate is None:
+            return mark_rates.merge(
+                funding_rates, on='date', how="inner", suffixes=["_mark", "_fund"])
+        else:
+            if len(funding_rates) == 0:
+                # No funding rate candles - full fillup with fallback variable
+                mark_rates['open_fund'] = futures_funding_rate
+                return mark_rates.rename(
+                        columns={'open': 'open_mark',
+                                 'close': 'close_mark',
+                                 'high': 'high_mark',
+                                 'low': 'low_mark',
+                                 'volume': 'volume_mark'})
 
-        return funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
+            else:
+                # Fill up missing funding_rate candles with fallback value
+                combined = mark_rates.merge(
+                    funding_rates, on='date', how="outer", suffixes=["_mark", "_fund"]
+                    )
+                combined['open_fund'] = combined['open_fund'].fillna(futures_funding_rate)
+                return combined
 
     def calculate_funding_fees(
         self,
@@ -2658,9 +2729,10 @@ def timeframe_to_msecs(timeframe: str) -> int:
 
 def timeframe_to_prev_date(timeframe: str, date: datetime = None) -> datetime:
     """
-    Use Timeframe and determine last possible candle.
+    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 utcnow()
+    :param date: date to use. Defaults to now(utc)
     :returns: date of previous candle (with utc timezone)
     """
     if not date:
@@ -2675,7 +2747,7 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     """
     Use Timeframe and determine next candle.
     :param timeframe: timeframe in string format (e.g. "5m")
-    :param date: date to use. Defaults to utcnow()
+    :param date: date to use. Defaults to now(utc)
     :returns: date of next candle (with utc timezone)
     """
     if not date:
@@ -2685,6 +2757,23 @@ def timeframe_to_next_date(timeframe: str, date: datetime = None) -> datetime:
     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.

freqtrade/exchange/ftx.py

@@ -4,6 +4,7 @@ from typing import Any, Dict, List, Tuple
 
 import ccxt
 
+from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
@@ -44,7 +45,7 @@ class Ftx(Exchange):
 
     @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float,
-                 order_types: Dict, side: str, leverage: float) -> Dict:
+                 order_types: Dict, side: BuySell, leverage: float) -> Dict:
         """
         Creates a stoploss order.
         depending on order_types.stoploss configuration, uses 'market' or limit order.
@@ -103,7 +104,7 @@ class Ftx(Exchange):
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
+    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)
 
@@ -144,7 +145,7 @@ class Ftx(Exchange):
             raise OperationalException(e) from e
 
     @retrier
-    def cancel_stoploss_order(self, order_id: str, pair: str) -> Dict:
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         if self._config['dry_run']:
             return {}
         try:

freqtrade/exchange/gateio.py

@@ -3,6 +3,7 @@ import logging
 from datetime import datetime
 from typing import Dict, List, Optional, Tuple
 
+from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
@@ -24,6 +25,8 @@ class Gateio(Exchange):
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_volume_currency": "quote",
+        "time_in_force_parameter": "timeInForce",
+        "order_time_in_force": ['gtc', 'ioc'],
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
     }
@@ -40,13 +43,33 @@ class Gateio(Exchange):
     ]
 
     def validate_ordertypes(self, order_types: Dict) -> None:
-        super().validate_ordertypes(order_types)
 
         if self.trading_mode != TradingMode.FUTURES:
             if any(v == 'market' for k, v in order_types.items()):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
 
+    def _get_params(
+            self,
+            side: BuySell,
+            ordertype: str,
+            leverage: float,
+            reduceOnly: bool,
+            time_in_force: str = 'gtc',
+            ) -> Dict:
+        params = super()._get_params(
+            side=side,
+            ordertype=ordertype,
+            leverage=leverage,
+            reduceOnly=reduceOnly,
+            time_in_force=time_in_force,
+        )
+        if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
+            params['type'] = 'market'
+            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({param: 'ioc'})
+        return params
+
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime,
                              params: Optional[Dict] = None) -> List:
         trades = super().get_trades_for_order(order_id, pair, since, params)
@@ -61,7 +84,8 @@ class Gateio(Exchange):
             pair_fees = self._trading_fees.get(pair, {})
             if pair_fees:
                 for idx, trade in enumerate(trades):
-                    if trade.get('fee', {}).get('cost') is None:
+                    fee = trade.get('fee', {})
+                    if fee and fee.get('cost') is None:
                         takerOrMaker = trade.get('takerOrMaker', 'taker')
                         if pair_fees.get(takerOrMaker) is not None:
                             trades[idx]['fee'] = {
@@ -71,14 +95,14 @@ class Gateio(Exchange):
                             }
         return trades
 
-    def fetch_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         return self.fetch_order(
             order_id=order_id,
             pair=pair,
             params={'stop': True}
         )
 
-    def cancel_stoploss_order(self, order_id: str, pair: str, params={}) -> Dict:
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
         return self.cancel_order(
             order_id=order_id,
             pair=pair,
@@ -90,5 +114,7 @@ class Gateio(Exchange):
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        return ((side == "sell" and stop_loss > float(order['stopPrice'])) or
-                (side == "buy" and stop_loss < float(order['stopPrice'])))
+        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

@@ -27,7 +27,13 @@ class Huobi(Exchange):
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        return order['type'] == 'stop' and stop_loss > float(order['stopPrice'])
+        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:
 

freqtrade/exchange/kraken.py

@@ -6,6 +6,7 @@ from typing import Any, Dict, List, Optional, Tuple
 import ccxt
 from pandas import DataFrame
 
+from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, InsufficientFundsError, InvalidOrderException,
                                   OperationalException, TemporaryError)
@@ -22,6 +23,7 @@ class Kraken(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "ohlcv_candle_limit": 720,
+        "ohlcv_has_history": False,
         "trades_pagination": "id",
         "trades_pagination_arg": "since",
         "mark_ohlcv_timeframe": "4h",
@@ -43,7 +45,7 @@ class Kraken(Exchange):
         return (parent_check and
                 market.get('darkpool', False) is False)
 
-    def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
+    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']]))
@@ -95,7 +97,7 @@ class Kraken(Exchange):
 
     @retrier(retries=0)
     def stoploss(self, pair: str, amount: float, stop_price: float,
-                 order_types: Dict, side: str, leverage: float) -> Dict:
+                 order_types: Dict, side: BuySell, leverage: float) -> Dict:
         """
         Creates a stoploss market order.
         Stoploss market orders is the only stoploss type supported by kraken.
@@ -165,12 +167,14 @@ class Kraken(Exchange):
 
     def _get_params(
         self,
+        side: BuySell,
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
         time_in_force: str = 'gtc'
     ) -> Dict:
         params = super()._get_params(
+            side=side,
             ordertype=ordertype,
             leverage=leverage,
             reduceOnly=reduceOnly,

freqtrade/exchange/kucoin.py

@@ -33,7 +33,10 @@ class Kucoin(Exchange):
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
         """
-        return order['info'].get('stop') is not None and stop_loss > float(order['stopPrice'])
+        return (
+            order.get('stopPrice', None) is None
+            or stop_loss > float(order['stopPrice'])
+        )
 
     def _get_stop_params(self, ordertype: str, stop_price: float) -> Dict:
 

freqtrade/exchange/okx.py

@@ -1,12 +1,15 @@
 import logging
-from typing import Dict, List, Tuple
+from typing import Dict, List, Optional, Tuple
 
 import ccxt
 
+from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, TradingMode
+from freqtrade.enums.candletype import CandleType
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
+from freqtrade.exchange.exchange import date_minus_candles
 
 
 logger = logging.getLogger(__name__)
@@ -19,7 +22,7 @@ class Okx(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 300,
+        "ohlcv_candle_limit": 100,  # Warning, special case with data prior to X months
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
     }
@@ -34,14 +37,69 @@ class Okx(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED),
     ]
 
+    net_only = True
+
+    def ohlcv_candle_limit(
+            self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None) -> int:
+        """
+        Exchange ohlcv candle limit
+        OKX has the following behaviour:
+        * 300 candles for uptodate data
+        * 100 candles for historic data
+        * 100 candles for additional candles (not futures or spot).
+        :param timeframe: Timeframe to check
+        :param candle_type: Candle-type
+        :param since_ms: Starting timestamp
+        :return: Candle limit as integer
+        """
+        if (
+            candle_type in (CandleType.FUTURES, CandleType.SPOT) and
+            (not since_ms or since_ms > (date_minus_candles(timeframe, 300).timestamp() * 1000))
+        ):
+            return 300
+
+        return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
+
+    @retrier
+    def additional_exchange_init(self) -> None:
+        """
+        Additional exchange initialization logic.
+        .api will be available at this point.
+        Must be overridden in child methods if required.
+        """
+        try:
+            if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
+                accounts = self._api.fetch_accounts()
+                if len(accounts) > 0:
+                    self.net_only = accounts[0].get('info', {}).get('posMode') == 'net_mode'
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def _get_posSide(self, side: BuySell, reduceOnly: bool):
+        if self.net_only:
+            return 'net'
+        if not reduceOnly:
+            # Enter
+            return 'long' if side == 'buy' else 'short'
+        else:
+            # Exit
+            return 'long' if side == 'sell' else 'short'
+
     def _get_params(
         self,
+        side: BuySell,
         ordertype: str,
         leverage: float,
         reduceOnly: bool,
         time_in_force: str = 'gtc',
     ) -> Dict:
         params = super()._get_params(
+            side=side,
             ordertype=ordertype,
             leverage=leverage,
             reduceOnly=reduceOnly,
@@ -49,10 +107,11 @@ class Okx(Exchange):
         )
         if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
             params['tdMode'] = self.margin_mode.value
+            params['posSide'] = self._get_posSide(side, reduceOnly)
         return params
 
     @retrier
-    def _lev_prep(self, pair: str, leverage: float, side: str):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
         if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
             try:
                 # TODO-lev: Test me properly (check mgnMode passed)
@@ -61,7 +120,7 @@ class Okx(Exchange):
                     symbol=pair,
                     params={
                         "mgnMode": self.margin_mode.value,
-                        # "posSide": "net"",
+                        "posSide": self._get_posSide(side, False),
                     })
             except ccxt.DDoSProtection as e:
                 raise DDosProtection(e) from e

freqtrade/freqtradebot.py

@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime, time, timezone
+from datetime import datetime, time, timedelta, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional, Tuple
@@ -13,7 +13,7 @@ from schedule import Scheduler
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
-from freqtrade.constants import LongShort
+from freqtrade.constants import BuySell, LongShort
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
@@ -22,6 +22,7 @@ from freqtrade.enums import (ExitCheckTuple, ExitType, RPCMessageType, RunMode,
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
+from freqtrade.exchange.exchange import timeframe_to_next_date
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
 from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
@@ -66,14 +67,12 @@ class FreqtradeBot(LoggingMixin):
 
         self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
 
-        init_db(self.config.get('db_url', None), clean_open_orders=self.config['dry_run'])
+        init_db(self.config['db_url'])
 
         self.wallets = Wallets(self.config, self.exchange)
 
         PairLocks.timeframe = self.config['timeframe']
 
-        self.protections = ProtectionManager(self.config, self.strategy.protections)
-
         # RPC runs in separate threads, can start handling external commands just after
         # initialization, even before Freqtradebot has a chance to start its throttling,
         # so anything in the Freqtradebot instance should be ready (initialized), including
@@ -122,7 +121,9 @@ class FreqtradeBot(LoggingMixin):
                     self._schedule.every().day.at(t).do(update)
         self.last_process = datetime(1970, 1, 1, tzinfo=timezone.utc)
 
-        self.strategy.bot_start()
+        self.strategy.ft_bot_start()
+        # Initialize protections AFTER bot start - otherwise parameters are not loaded.
+        self.protections = ProtectionManager(self.config, self.strategy.protections)
 
     def notify_status(self, msg: str) -> None:
         """
@@ -190,8 +191,8 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.analyze(self.active_pair_whitelist)
 
         with self._exit_lock:
-            # Check and handle any timed out open orders
-            self.check_handle_timedout()
+            # Check for exchange cancelations, timeouts and user requested replace
+            self.manage_open_orders()
 
         # Protect from collisions with force_exit.
         # Without this, freqtrade my try to recreate stoploss_on_exchange orders
@@ -226,7 +227,7 @@ class FreqtradeBot(LoggingMixin):
         Notify the user when the bot is stopped (not reloaded)
         and there are still open trades active.
         """
-        open_trades = Trade.get_trades([Trade.is_open.is_(True)]).all()
+        open_trades = Trade.get_open_trades()
 
         if len(open_trades) != 0 and self.state != State.RELOAD_CONFIG:
             msg = {
@@ -298,7 +299,17 @@ class FreqtradeBot(LoggingMixin):
                 fo = self.exchange.fetch_order_or_stoploss_order(order.order_id, order.ft_pair,
                                                                  order.ft_order_side == 'stoploss')
 
-                self.update_trade_state(order.trade, order.order_id, fo)
+                self.update_trade_state(order.trade, order.order_id, fo,
+                                        stoploss_order=(order.ft_order_side == 'stoploss'))
+
+            except InvalidOrderException as e:
+                logger.warning(f"Error updating Order {order.order_id} due to {e}.")
+                if order.order_date_utc - timedelta(days=5) < datetime.now(timezone.utc):
+                    logger.warning(
+                        "Order is older than 5 days. Assuming order was fully cancelled.")
+                    fo = order.to_ccxt_object()
+                    fo['status'] = 'canceled'
+                    self.handle_timedout_order(fo, order.trade)
 
             except ExchangeError as e:
 
@@ -401,7 +412,10 @@ class FreqtradeBot(LoggingMixin):
             logger.info("No currency pair in active pair whitelist, "
                         "but checking to exit open trades.")
             return trades_created
-        if PairLocks.is_global_lock():
+        if PairLocks.is_global_lock(side='*'):
+            # This only checks for total locks (both sides).
+            # per-side locks will be evaluated by `is_pair_locked` within create_trade,
+            # once the direction for the trade is clear.
             lock = PairLocks.get_pair_longest_lock('*')
             if lock:
                 self.log_once(f"Global pairlock active until "
@@ -435,16 +449,6 @@ class FreqtradeBot(LoggingMixin):
 
         analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
         nowtime = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
-        if self.strategy.is_pair_locked(pair, nowtime):
-            lock = PairLocks.get_pair_longest_lock(pair, nowtime)
-            if lock:
-                self.log_once(f"Pair {pair} is still locked until "
-                              f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
-                              f"due to {lock.reason}.",
-                              logger.info)
-            else:
-                self.log_once(f"Pair {pair} is still locked.", logger.info)
-            return False
 
         # get_free_open_trades is checked before create_trade is called
         # but it is still used here to prevent opening too many trades within one iteration
@@ -460,6 +464,16 @@ class FreqtradeBot(LoggingMixin):
         )
 
         if signal:
+            if self.strategy.is_pair_locked(pair, candle_date=nowtime, side=signal):
+                lock = PairLocks.get_pair_longest_lock(pair, nowtime, signal)
+                if lock:
+                    self.log_once(f"Pair {pair} {lock.side} is locked until "
+                                  f"{lock.lock_end_time.strftime(constants.DATETIME_PRINT_FORMAT)} "
+                                  f"due to {lock.reason}.",
+                                  logger.info)
+                else:
+                    self.log_once(f"Pair {pair} is currently locked.", logger.info)
+                return False
             stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
 
             bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
@@ -532,7 +546,8 @@ class FreqtradeBot(LoggingMixin):
 
         if stake_amount is not None and stake_amount > 0.0:
             # We should increase our position
-            self.execute_entry(trade.pair, stake_amount, trade=trade, is_short=trade.is_short)
+            self.execute_entry(trade.pair, stake_amount, price=current_rate,
+                               trade=trade, is_short=trade.is_short)
 
         if stake_amount is not None and stake_amount < 0.0:
             # We should decrease our position
@@ -582,6 +597,7 @@ class FreqtradeBot(LoggingMixin):
         ordertype: Optional[str] = None,
         enter_tag: Optional[str] = None,
         trade: Optional[Trade] = None,
+        order_adjust: bool = False
     ) -> bool:
         """
         Executes a limit buy for the given pair
@@ -591,15 +607,15 @@ class FreqtradeBot(LoggingMixin):
         """
         time_in_force = self.strategy.order_time_in_force['entry']
 
-        [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
+        side: BuySell = 'sell' if is_short else 'buy'
+        name = 'Short' if is_short else 'Long'
         trade_side: LongShort = 'short' if is_short else 'long'
         pos_adjust = trade is not None
 
         enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake(
-            pair, price, stake_amount, trade_side, enter_tag, trade)
+            pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust)
 
         if not stake_amount:
-            logger.info(f"No stake amount to enter a trade for {pair}.")
             return False
 
         if pos_adjust:
@@ -632,7 +648,7 @@ class FreqtradeBot(LoggingMixin):
         )
         order_obj = Order.parse_from_ccxt_object(order, pair, side)
         order_id = order['id']
-        order_status = order.get('status', None)
+        order_status = order.get('status')
         logger.info(f"Order #{order_id} was created for {pair} and status is {order_status}.")
 
         # we assume the order is executed at the price requested
@@ -742,23 +758,26 @@ class FreqtradeBot(LoggingMixin):
         self, pair: str, price: Optional[float], stake_amount: float,
         trade_side: LongShort,
         entry_tag: Optional[str],
-        trade: Optional[Trade]
+        trade: Optional[Trade],
+        order_adjust: bool,
     ) -> Tuple[float, float, float]:
 
         if price:
             enter_limit_requested = price
         else:
             # Calculate price
-            proposed_enter_rate = self.exchange.get_rate(
+            enter_limit_requested = self.exchange.get_rate(
                 pair, side='entry', is_short=(trade_side == 'short'), refresh=True)
+        if not order_adjust:
+            # Don't call custom_entry_price in order-adjust scenario
             custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
-                                                       default_retval=proposed_enter_rate)(
+                                                       default_retval=enter_limit_requested)(
                 pair=pair, current_time=datetime.now(timezone.utc),
-                proposed_rate=proposed_enter_rate, entry_tag=entry_tag,
+                proposed_rate=enter_limit_requested, entry_tag=entry_tag,
                 side=trade_side,
             )
 
-            enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)
+            enter_limit_requested = self.get_valid_price(custom_entry_price, enter_limit_requested)
 
         if not enter_limit_requested:
             raise PricingError('Could not determine entry price.')
@@ -771,7 +790,7 @@ class FreqtradeBot(LoggingMixin):
                 current_rate=enter_limit_requested,
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
-                side=trade_side,
+                side=trade_side, entry_tag=entry_tag,
             ) if self.trading_mode != TradingMode.SPOT else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)
@@ -827,7 +846,7 @@ class FreqtradeBot(LoggingMixin):
             'type': msg_type,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
-            'exchange': self.exchange.name.capitalize(),
+            'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'leverage': trade.leverage if trade.leverage else None,
             'direction': 'Short' if trade.is_short else 'Long',
@@ -857,7 +876,7 @@ class FreqtradeBot(LoggingMixin):
             'type': RPCMessageType.ENTRY_CANCEL,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
-            'exchange': self.exchange.name.capitalize(),
+            'exchange': trade.exchange.capitalize(),
             'pair': trade.pair,
             'leverage': trade.leverage,
             'direction': 'Short' if trade.is_short else 'Long',
@@ -940,6 +959,29 @@ class FreqtradeBot(LoggingMixin):
         logger.debug(f'Found no {exit_signal_type} signal for %s.', trade)
         return False
 
+    def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
+                                enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
+        """
+        Check and execute trade exit
+        """
+        exits: List[ExitCheckTuple] = self.strategy.should_exit(
+            trade,
+            exit_rate,
+            datetime.now(timezone.utc),
+            enter=enter,
+            exit_=exit_,
+            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
+        )
+        for should_exit in exits:
+            if should_exit.exit_flag:
+                exit_tag1 = exit_tag if should_exit.exit_type == ExitType.EXIT_SIGNAL else None
+                logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
+                            f'{f" Tag: {exit_tag1}" if exit_tag1 is not None else ""}')
+                exited = self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag1)
+                if exited:
+                    return True
+        return False
+
     def create_stoploss_order(self, trade: Trade, stop_price: float) -> bool:
         """
         Abstracts creating stoploss orders from the logic.
@@ -1009,7 +1051,7 @@ class FreqtradeBot(LoggingMixin):
             # Lock pair for one candle to prevent immediate rebuys
             self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                     reason='Auto lock')
-            self._notify_exit(trade, "stoploss")
+            self._notify_exit(trade, "stoploss", True)
             return True
 
         if trade.open_order_id or not trade.is_open:
@@ -1091,34 +1133,13 @@ class FreqtradeBot(LoggingMixin):
                     logger.warning(f"Could not create trailing stoploss order "
                                    f"for pair {trade.pair}.")
 
-    def _check_and_execute_exit(self, trade: Trade, exit_rate: float,
-                                enter: bool, exit_: bool, exit_tag: Optional[str]) -> bool:
+    def manage_open_orders(self) -> None:
         """
-        Check and execute trade exit
-        """
-        should_exit: ExitCheckTuple = self.strategy.should_exit(
-            trade,
-            exit_rate,
-            datetime.now(timezone.utc),
-            enter=enter,
-            exit_=exit_,
-            force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
-        )
-
-        if should_exit.exit_flag:
-            logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.exit_type}'
-                        f'Tag: {exit_tag if exit_tag is not None else "None"}')
-            self.execute_trade_exit(trade, exit_rate, should_exit, exit_tag=exit_tag)
-            return True
-        return False
-
-    def check_handle_timedout(self) -> None:
-        """
-        Check if any orders are timed out and cancel if necessary
-        :param timeoutvalue: Number of minutes until order is considered timed out
+        Management of open orders on exchange. Unfilled orders might be cancelled if timeout
+        was met or replaced if there's a new candle and user has requested it.
+        Timeout setting takes priority over limit order adjustment request.
         :return: None
         """
-
         for trade in Trade.get_open_order_trades():
             try:
                 if not trade.open_order_id:
@@ -1129,33 +1150,88 @@ class FreqtradeBot(LoggingMixin):
                 continue
 
             fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
-            is_entering = order['side'] == trade.entry_side
             not_closed = order['status'] == 'open' or fully_cancelled
-            max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
-
             order_obj = trade.select_order_by_order_id(trade.open_order_id)
 
-            if not_closed and (fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
-                trade, order_obj, datetime.now(timezone.utc)))
-            ):
-                if is_entering:
-                    self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+            if not_closed:
+                if fully_cancelled or (order_obj and self.strategy.ft_check_timed_out(
+                   trade, order_obj, datetime.now(timezone.utc))):
+                    self.handle_timedout_order(order, trade)
                 else:
-                    canceled = self.handle_cancel_exit(
-                        trade, order, constants.CANCEL_REASON['TIMEOUT'])
-                    canceled_count = trade.get_exit_order_count()
-                    max_timeouts = self.config.get(
-                        'unfilledtimeout', {}).get('exit_timeout_count', 0)
-                    if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
-                        logger.warning(f'Emergency exiting trade {trade}, as the exit order '
-                                       f'timed out {max_timeouts} times.')
-                        try:
-                            self.execute_trade_exit(
-                                trade, order.get('price'),
-                                exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
-                        except DependencyException as exception:
-                            logger.warning(
-                                f'Unable to emergency sell trade {trade.pair}: {exception}')
+                    self.replace_order(order, order_obj, trade)
+
+    def handle_timedout_order(self, order: Dict, trade: Trade) -> None:
+        """
+        Check if current analyzed order timed out and cancel if necessary.
+        :param order: Order dict grabbed with exchange.fetch_order()
+        :param trade: Trade object.
+        :return: None
+        """
+        if order['side'] == trade.entry_side:
+            self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['TIMEOUT'])
+        else:
+            canceled = self.handle_cancel_exit(
+                trade, order, constants.CANCEL_REASON['TIMEOUT'])
+            canceled_count = trade.get_exit_order_count()
+            max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0)
+            if canceled and max_timeouts > 0 and canceled_count >= max_timeouts:
+                logger.warning(f'Emergency exiting trade {trade}, as the exit order '
+                               f'timed out {max_timeouts} times.')
+                try:
+                    self.execute_trade_exit(
+                        trade, order['price'],
+                        exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
+                except DependencyException as exception:
+                    logger.warning(
+                        f'Unable to emergency sell trade {trade.pair}: {exception}')
+
+    def replace_order(self, order: Dict, order_obj: Optional[Order], trade: Trade) -> None:
+        """
+        Check if current analyzed entry order should be replaced or simply cancelled.
+        To simply cancel the existing order(no replacement) adjust_entry_price() should return None
+        To maintain existing order adjust_entry_price() should return order_obj.price
+        To replace existing order adjust_entry_price() should return desired price for limit order
+        :param order: Order dict grabbed with exchange.fetch_order()
+        :param order_obj: Order object.
+        :param trade: Trade object.
+        :return: None
+        """
+        analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
+                                                                  self.strategy.timeframe)
+        latest_candle_open_date = analyzed_df.iloc[-1]['date'] if len(analyzed_df) > 0 else None
+        latest_candle_close_date = timeframe_to_next_date(self.strategy.timeframe,
+                                                          latest_candle_open_date)
+        # Check if new candle
+        if order_obj and latest_candle_close_date > order_obj.order_date_utc:
+            # New candle
+            proposed_rate = self.exchange.get_rate(
+                trade.pair, side='entry', is_short=trade.is_short, refresh=True)
+            adjusted_entry_price = strategy_safe_wrapper(self.strategy.adjust_entry_price,
+                                                         default_retval=order_obj.price)(
+                trade=trade, order=order_obj, pair=trade.pair,
+                current_time=datetime.now(timezone.utc), proposed_rate=proposed_rate,
+                current_order_rate=order_obj.price, entry_tag=trade.enter_tag,
+                side=trade.entry_side)
+
+            replacing = True
+            cancel_reason = constants.CANCEL_REASON['REPLACE']
+            if not adjusted_entry_price:
+                replacing = False
+                cancel_reason = constants.CANCEL_REASON['USER_CANCEL']
+            if order_obj.price != adjusted_entry_price:
+                # cancel existing order if new price is supplied or None
+                self.handle_cancel_enter(trade, order, cancel_reason,
+                                         replacing=replacing)
+                if adjusted_entry_price:
+                    # place new order only if new price is supplied
+                    self.execute_entry(
+                        pair=trade.pair,
+                        stake_amount=(order_obj.remaining * order_obj.price),
+                        price=adjusted_entry_price,
+                        trade=trade,
+                        is_short=trade.is_short,
+                        order_adjust=True,
+                    )
 
     def cancel_all_open_orders(self) -> None:
         """
@@ -1177,9 +1253,13 @@ class FreqtradeBot(LoggingMixin):
                 self.handle_cancel_exit(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
         Trade.commit()
 
-    def handle_cancel_enter(self, trade: Trade, order: Dict, reason: str) -> bool:
+    def handle_cancel_enter(
+            self, trade: Trade, order: Dict, reason: str,
+            replacing: Optional[bool] = False
+    ) -> bool:
         """
         Buy cancel - cancel order
+        :param replacing: Replacing order - prevent trade deletion.
         :return: True if order was fully cancelled
         """
         was_trade_fully_canceled = False
@@ -1215,9 +1295,10 @@ class FreqtradeBot(LoggingMixin):
         # Using filled to determine the filled amount
         filled_amount = safe_value_fallback2(corder, order, 'filled', 'filled')
         if isclose(filled_amount, 0.0, abs_tol=constants.MATH_CLOSE_PREC):
-            logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
             # if trade is not partially completed and it's the only order, just delete the trade
-            if len(trade.orders) <= 1:
+            open_order_count = len([order for order in trade.orders if order.status == 'open'])
+            if open_order_count <= 1 and trade.nr_of_successful_entries == 0 and not replacing:
+                logger.info(f'{side} order fully cancelled. Removing {trade} from database.')
                 trade.delete()
                 was_trade_fully_canceled = True
                 reason += f", {constants.CANCEL_REASON['FULLY_CANCELLED']}"
@@ -1225,7 +1306,7 @@ class FreqtradeBot(LoggingMixin):
                 # FIXME TODO: This could possibly reworked to not duplicate the code 15 lines below.
                 self.update_trade_state(trade, trade.open_order_id, corder)
                 trade.open_order_id = None
-                logger.info(f'Partial {side} order timeout for {trade}.')
+                logger.info(f'{side} Order timeout for {trade}.')
         else:
             # if trade is partially complete, edit the stake details for the trade
             # and close the order
@@ -1337,7 +1418,7 @@ class FreqtradeBot(LoggingMixin):
         :param trade: Trade instance
         :param limit: limit rate for the sell order
         :param exit_check: CheckTuple with signal and reason
-        :return: True if it succeeds (supported) False (not supported)
+        :return: True if it succeeds False
         """
         trade.funding_fees = self.exchange.get_funding_fees(
             pair=trade.pair,
@@ -1346,6 +1427,7 @@ class FreqtradeBot(LoggingMixin):
             open_date=trade.open_date_utc,
         )
         exit_type = 'exit'
+        exit_reason = exit_tag or exit_check.exit_reason
         if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
             exit_type = 'stoploss'
 
@@ -1363,7 +1445,7 @@ class FreqtradeBot(LoggingMixin):
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
             proposed_rate=proposed_limit_rate, current_profit=current_profit,
-            exit_tag=exit_check.exit_reason)
+            exit_tag=exit_reason)
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 
@@ -1380,10 +1462,10 @@ class FreqtradeBot(LoggingMixin):
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
-                time_in_force=time_in_force, exit_reason=exit_check.exit_reason,
-                sell_reason=exit_check.exit_reason,  # sellreason -> compatibility
+                time_in_force=time_in_force, exit_reason=exit_reason,
+                sell_reason=exit_reason,  # sellreason -> compatibility
                 current_time=datetime.now(timezone.utc)):
-            logger.info(f"User requested abortion of exiting {trade.pair}")
+            logger.info(f"User requested abortion of {trade.pair} exit.")
             return False
 
         try:
@@ -1410,7 +1492,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.exit_order_status = ''
         trade.close_rate_requested = limit
-        trade.exit_reason = exit_tag or exit_check.exit_reason
+        trade.exit_reason = exit_reason
 
         # Lock pair for one candle to prevent immediate re-trading
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1460,7 +1542,7 @@ class FreqtradeBot(LoggingMixin):
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_currency': self.config['stake_currency'],
-            'fiat_currency': self.config.get('fiat_display_currency', None),
+            'fiat_currency': self.config.get('fiat_display_currency'),
         }
 
         if 'fiat_display_currency' in self.config:
@@ -1571,12 +1653,11 @@ class FreqtradeBot(LoggingMixin):
 
         if order['status'] in constants.NON_OPEN_EXCHANGE_STATES:
             # If a entry order was closed, force update on stoploss on exchange
-            if order.get('side', None) == trade.entry_side:
+            if order.get('side') == trade.entry_side:
                 trade = self.cancel_stoploss_on_exchange(trade)
                 # TODO: Margin will need to use interest_rate as well.
                 # interest_rate = self.exchange.get_interest_rate()
                 trade.set_isolated_liq(self.exchange.get_liquidation_price(
-
                     leverage=trade.leverage,
                     pair=trade.pair,
                     amount=trade.amount,
@@ -1594,21 +1675,21 @@ class FreqtradeBot(LoggingMixin):
         if not trade.is_open:
             if send_msg and not stoploss_order and not trade.open_order_id:
                 self._notify_exit(trade, '', True)
-            self.handle_protections(trade.pair)
-        elif send_msg and not trade.open_order_id:
+            self.handle_protections(trade.pair, trade.trade_direction)
+        elif send_msg and not trade.open_order_id and not stoploss_order:
             # Enter fill
             self._notify_enter(trade, order, fill=True)
 
         return False
 
-    def handle_protections(self, pair: str) -> None:
-        prot_trig = self.protections.stop_per_pair(pair)
+    def handle_protections(self, pair: str, side: LongShort) -> None:
+        prot_trig = self.protections.stop_per_pair(pair, side=side)
         if prot_trig:
             msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
             msg.update(prot_trig.to_json())
             self.rpc.send_msg(msg)
 
-        prot_trig_glb = self.protections.global_stop()
+        prot_trig_glb = self.protections.global_stop(side=side)
         if prot_trig_glb:
             msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
             msg.update(prot_trig_glb.to_json())

freqtrade/optimize/backtesting.py

@@ -87,7 +87,7 @@ class Backtesting:
         self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
         self.dataprovider = DataProvider(self.config, self.exchange)
 
-        if self.config.get('strategy_list', None):
+        if self.config.get('strategy_list'):
             for strat in list(self.config['strategy_list']):
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
@@ -187,7 +187,9 @@ class Backtesting:
         # since a "perfect" stoploss-exit is assumed anyway
         # And the regular "stoploss" function would not apply to that case
         self.strategy.order_types['stoploss_on_exchange'] = False
-        self.strategy.bot_start()
+
+        self.strategy.ft_bot_start()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
@@ -275,8 +277,12 @@ class Backtesting:
                 if pair not in self.exchange._leverage_tiers:
                     unavailable_pairs.append(pair)
                     continue
-                self.futures_data[pair] = funding_rates_dict[pair].merge(
-                    mark_rates_dict[pair], on='date', how="inner", suffixes=["_fund", "_mark"])
+
+                self.futures_data[pair] = self.exchange.combine_funding_and_mark(
+                    funding_rates=funding_rates_dict[pair],
+                    mark_rates=mark_rates_dict[pair],
+                    futures_funding_rate=self.config.get('futures_funding_rate', None),
+                )
 
             if unavailable_pairs:
                 raise OperationalException(
@@ -297,6 +303,9 @@ class Backtesting:
         self.rejected_trades = 0
         self.timedout_entry_orders = 0
         self.timedout_exit_orders = 0
+        self.canceled_trade_entries = 0
+        self.canceled_entry_orders = 0
+        self.replaced_entry_orders = 0
         self.dataprovider.clear_cache()
         if enable_protections:
             self._load_protections(self.strategy)
@@ -493,7 +502,8 @@ class Backtesting:
         stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
                                              default_retval=None)(
-            trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
+            trade=trade,  # type: ignore[arg-type]
+            current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
             current_profit=current_profit, min_stake=min_stake,
             max_stake=min(max_stake, stake_available))
 
@@ -524,64 +534,76 @@ class Backtesting:
             if check_adjust_entry:
                 trade = self._get_adjust_trade_entry_for_candle(trade, row)
 
-        exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
         enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX]
         exit_sig = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX]
-        exit_ = self.strategy.should_exit(
-            trade, row[OPEN_IDX], exit_candle_time,  # type: ignore
+        exits = self.strategy.should_exit(
+            trade, row[OPEN_IDX], row[DATE_IDX].to_pydatetime(),  # type: ignore
             enter=enter, exit_=exit_sig,
             low=row[LOW_IDX], high=row[HIGH_IDX]
         )
+        for exit_ in exits:
+            t = self._get_exit_for_signal(trade, row, exit_)
+            if t:
+                return t
+        return None
 
+    def _get_exit_for_signal(self, trade: LocalTrade, row: Tuple,
+                             exit_: ExitCheckTuple) -> Optional[LocalTrade]:
+
+        exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
         if exit_.exit_flag:
             trade.close_date = exit_candle_time
+            exit_reason = exit_.exit_reason
 
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             try:
-                closerate = self._get_close_rate(row, trade, exit_, trade_dur)
+                close_rate = self._get_close_rate(row, trade, exit_, trade_dur)
             except ValueError:
                 return None
-            # call the custom exit price,with default value as previous closerate
-            current_profit = trade.calc_profit_ratio(closerate)
+            # call the custom exit price,with default value as previous close_rate
+            current_profit = trade.calc_profit_ratio(close_rate)
             order_type = self.strategy.order_types['exit']
             if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
+                # Checks and adds an exit tag, after checking that the length of the
+                # row has the length for an exit tag column
+                if(
+                    len(row) > EXIT_TAG_IDX
+                    and row[EXIT_TAG_IDX] is not None
+                    and len(row[EXIT_TAG_IDX]) > 0
+                    and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
+                ):
+                    exit_reason = row[EXIT_TAG_IDX]
                 # Custom exit pricing only for exit-signals
                 if order_type == 'limit':
-                    closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
-                                                      default_retval=closerate)(
-                        pair=trade.pair, trade=trade,
+                    close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
+                                                       default_retval=close_rate)(
+                        pair=trade.pair,
+                        trade=trade,  # type: ignore[arg-type]
                         current_time=exit_candle_time,
-                        proposed_rate=closerate, current_profit=current_profit,
-                        exit_tag=exit_.exit_reason)
+                        proposed_rate=close_rate, current_profit=current_profit,
+                        exit_tag=exit_reason)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
                     if trade.is_short:
-                        closerate = min(closerate, row[HIGH_IDX])
+                        close_rate = min(close_rate, row[HIGH_IDX])
                     else:
-                        closerate = max(closerate, row[LOW_IDX])
+                        close_rate = max(close_rate, row[LOW_IDX])
             # Confirm trade exit:
             time_in_force = self.strategy.order_time_in_force['exit']
 
             if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
-                    pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
-                    rate=closerate,
+                    pair=trade.pair,
+                    trade=trade,  # type: ignore[arg-type]
+                    order_type='limit',
+                    amount=trade.amount,
+                    rate=close_rate,
                     time_in_force=time_in_force,
-                    sell_reason=exit_.exit_reason,  # deprecated
-                    exit_reason=exit_.exit_reason,
+                    sell_reason=exit_reason,  # deprecated
+                    exit_reason=exit_reason,
                     current_time=exit_candle_time):
                 return None
 
-            trade.exit_reason = exit_.exit_reason
-
-            # Checks and adds an exit tag, after checking that the length of the
-            # row has the length for an exit tag column
-            if(
-                len(row) > EXIT_TAG_IDX
-                and row[EXIT_TAG_IDX] is not None
-                and len(row[EXIT_TAG_IDX]) > 0
-                and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
-            ):
-                trade.exit_reason = row[EXIT_TAG_IDX]
+            trade.exit_reason = exit_reason
 
             self.order_id_counter += 1
             order = Order(
@@ -597,12 +619,12 @@ class Backtesting:
                 side=trade.exit_side,
                 order_type=order_type,
                 status="open",
-                price=closerate,
-                average=closerate,
+                price=close_rate,
+                average=close_rate,
                 amount=trade.amount,
                 filled=0,
                 remaining=trade.amount,
-                cost=trade.amount * closerate,
+                cost=trade.amount * close_rate,
             )
             trade.orders.append(order)
             return trade
@@ -649,7 +671,7 @@ class Backtesting:
             return self._get_exit_trade_entry_for_candle(trade, row)
 
     def get_valid_price_and_stake(
-        self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float],
+        self, pair: str, row: Tuple, propose_rate: float, stake_amount: float,
         direction: LongShort, current_time: datetime, entry_tag: Optional[str],
         trade: Optional[LocalTrade], order_type: str
     ) -> Tuple[float, float, float, float]:
@@ -683,7 +705,7 @@ class Backtesting:
                 current_rate=row[OPEN_IDX],
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
-                side=direction,
+                side=direction, entry_tag=entry_tag,
             ) if self._can_short else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)
@@ -713,19 +735,26 @@ class Backtesting:
 
     def _enter_trade(self, pair: str, row: Tuple, direction: LongShort,
                      stake_amount: Optional[float] = None,
-                     trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
+                     trade: Optional[LocalTrade] = None,
+                     requested_rate: Optional[float] = None,
+                     requested_stake: Optional[float] = None) -> Optional[LocalTrade]:
 
         current_time = row[DATE_IDX].to_pydatetime()
         entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
         # let's call the custom entry price, using the open price as default price
         order_type = self.strategy.order_types['entry']
-        pos_adjust = trade is not None
+        pos_adjust = trade is not None and requested_rate is None
 
+        stake_amount_ = stake_amount or (trade.stake_amount if trade else 0.0)
         propose_rate, stake_amount, leverage, min_stake_amount = self.get_valid_price_and_stake(
-            pair, row, row[OPEN_IDX], stake_amount, direction, current_time, entry_tag, trade,
+            pair, row, row[OPEN_IDX], stake_amount_, direction, current_time, entry_tag, trade,
             order_type
         )
 
+        # replace proposed rate if another rate was requested
+        propose_rate = requested_rate if requested_rate else propose_rate
+        stake_amount = requested_stake if requested_stake else stake_amount
+
         if not stake_amount:
             # In case of pos adjust, still return the original trade
             # If not pos adjust, trade is None
@@ -806,11 +835,11 @@ class Backtesting:
                 remaining=amount,
                 cost=stake_amount + trade.fee_open,
             )
+            trade.orders.append(order)
             if pos_adjust and self._get_order_filled(order.price, row):
-                order.close_bt_order(current_time)
+                order.close_bt_order(current_time, trade)
             else:
                 trade.open_order_id = str(self.order_id_counter)
-            trade.orders.append(order)
             trade.recalc_trade_from_orders()
 
         return trade
@@ -861,33 +890,96 @@ class Backtesting:
             return 'short'
         return None
 
-    def run_protections(self, enable_protections, pair: str, current_time: datetime):
+    def run_protections(
+            self, enable_protections, pair: str, current_time: datetime, side: LongShort):
         if enable_protections:
-            self.protections.stop_per_pair(pair, current_time)
-            self.protections.global_stop(current_time)
+            self.protections.stop_per_pair(pair, current_time, side)
+            self.protections.global_stop(current_time, side)
 
-    def check_order_cancel(self, trade: LocalTrade, current_time) -> bool:
+    def manage_open_orders(self, trade: LocalTrade, current_time: datetime, row: Tuple) -> bool:
         """
-        Check if an order has been canceled.
-        Returns True if the trade should be Deleted (initial order was canceled).
+        Check if any open order needs to be cancelled or replaced.
+        Returns True if the trade should be deleted.
         """
         for order in [o for o in trade.orders if o.ft_is_open]:
+            oc = self.check_order_cancel(trade, order, current_time)
+            if oc:
+                # delete trade due to order timeout
+                return True
+            elif oc is None and self.check_order_replace(trade, order, current_time, row):
+                # delete trade due to user request
+                self.canceled_trade_entries += 1
+                return True
+        # default maintain trade
+        return False
 
-            timedout = self.strategy.ft_check_timed_out(trade, order, current_time)
-            if timedout:
-                if order.side == trade.entry_side:
-                    self.timedout_entry_orders += 1
-                    if trade.nr_of_successful_entries == 0:
-                        # Remove trade due to entry timeout expiration.
-                        return True
-                    else:
-                        # Close additional entry order
-                        del trade.orders[trade.orders.index(order)]
-                if order.side == trade.exit_side:
-                    self.timedout_exit_orders += 1
-                    # Close exit order and retry exiting on next signal.
+    def check_order_cancel(
+            self, trade: LocalTrade, order: Order, current_time: datetime) -> Optional[bool]:
+        """
+        Check if current analyzed order has to be canceled.
+        Returns True if the trade should be Deleted (initial order was canceled),
+                False if it's Canceled
+                None if the order is still active.
+        """
+        timedout = self.strategy.ft_check_timed_out(
+            trade,  # type: ignore[arg-type]
+            order, current_time)
+        if timedout:
+            if order.side == trade.entry_side:
+                self.timedout_entry_orders += 1
+                if trade.nr_of_successful_entries == 0:
+                    # Remove trade due to entry timeout expiration.
+                    return True
+                else:
+                    # Close additional entry order
                     del trade.orders[trade.orders.index(order)]
+                    trade.open_order_id = None
+                    return False
+            if order.side == trade.exit_side:
+                self.timedout_exit_orders += 1
+                # Close exit order and retry exiting on next signal.
+                del trade.orders[trade.orders.index(order)]
+                trade.open_order_id = None
+                return False
+        return None
 
+    def check_order_replace(self, trade: LocalTrade, order: Order, current_time,
+                            row: Tuple) -> bool:
+        """
+        Check if current analyzed entry order has to be replaced and do so.
+        If user requested cancellation and there are no filled orders in the trade will
+        instruct caller to delete the trade.
+        Returns True if the trade should be deleted.
+        """
+        # only check on new candles for open entry orders
+        if order.side == trade.entry_side and current_time > order.order_date_utc:
+            requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
+                                                   default_retval=order.price)(
+                trade=trade,  # type: ignore[arg-type]
+                order=order, pair=trade.pair, current_time=current_time,
+                proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
+                entry_tag=trade.enter_tag, side=trade.trade_direction
+            )  # default value is current order price
+
+            # cancel existing order whenever a new rate is requested (or None)
+            if requested_rate == order.price:
+                # assumption: there can't be multiple open entry orders at any given time
+                return False
+            else:
+                del trade.orders[trade.orders.index(order)]
+                trade.open_order_id = None
+                self.canceled_entry_orders += 1
+
+            # place new order if result was not None
+            if requested_rate:
+                self._enter_trade(pair=trade.pair, row=row, trade=trade,
+                                  requested_rate=requested_rate,
+                                  requested_stake=(order.remaining * order.price),
+                                  direction='short' if trade.is_short else 'long')
+                self.replaced_entry_orders += 1
+            else:
+                # assumption: there can't be multiple open entry orders at any given time
+                return (trade.nr_of_successful_entries == 0)
         return False
 
     def validate_row(
@@ -959,11 +1051,12 @@ class Backtesting:
                 self.dataprovider._set_dataframe_max_index(row_index)
 
                 for t in list(open_trades[pair]):
-                    # 1. Cancel expired entry/exit orders.
-                    if self.check_order_cancel(t, current_time):
-                        # Close trade due to entry timeout expiration.
+                    # 1. Manage currently open orders of active trades
+                    if self.manage_open_orders(t, current_time, row):
+                        # Close trade
                         open_trade_count -= 1
                         open_trades[pair].remove(t)
+                        LocalTrade.trades_open.remove(t)
                         self.wallets.update()
 
                 # 2. Process entries.
@@ -976,7 +1069,7 @@ class Backtesting:
                     and self.trade_slot_available(max_open_trades, open_trade_count_start)
                     and current_time != end_date
                     and trade_dir is not None
-                    and not PairLocks.is_pair_locked(pair, row[DATE_IDX])
+                    and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
                 ):
                     trade = self._enter_trade(pair, row, trade_dir)
                     if trade:
@@ -987,14 +1080,15 @@ class Backtesting:
                         open_trade_count += 1
                         # logger.debug(f"{pair} - Emulate creation of new trade: {trade}.")
                         open_trades[pair].append(trade)
+                        LocalTrade.add_bt_trade(trade)
+                        self.wallets.update()
 
                 for trade in list(open_trades[pair]):
                     # 3. Process entry orders.
                     order = trade.select_order(trade.entry_side, is_open=True)
                     if order and self._get_order_filled(order.price, row):
-                        order.close_bt_order(current_time)
+                        order.close_bt_order(current_time, trade)
                         trade.open_order_id = None
-                        LocalTrade.add_bt_trade(trade)
                         self.wallets.update()
 
                     # 4. Create exit orders (if any)
@@ -1004,6 +1098,7 @@ class Backtesting:
                     # 5. Process exit orders.
                     order = trade.select_order(trade.exit_side, is_open=True)
                     if order and self._get_order_filled(order.price, row):
+                        order.close_bt_order(current_time, trade)
                         trade.open_order_id = None
                         trade.close_date = current_time
                         trade.close(order.price, show_msg=False)
@@ -1014,7 +1109,8 @@ class Backtesting:
                         LocalTrade.close_bt_trade(trade)
                         trades.append(trade)
                         self.wallets.update()
-                        self.run_protections(enable_protections, pair, current_time)
+                        self.run_protections(
+                            enable_protections, pair, current_time, trade.trade_direction)
 
             # Move time one configured time_interval ahead.
             self.progress.increment()
@@ -1031,6 +1127,9 @@ class Backtesting:
             'rejected_signals': self.rejected_trades,
             'timedout_entry_orders': self.timedout_entry_orders,
             'timedout_exit_orders': self.timedout_exit_orders,
+            'canceled_trade_entries': self.canceled_trade_entries,
+            'canceled_entry_orders': self.canceled_entry_orders,
+            'replaced_entry_orders': self.replaced_entry_orders,
             'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
         }
 
@@ -1042,8 +1141,6 @@ class Backtesting:
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
-
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             # Must come from strategy config, as the strategy may modify this setting.
@@ -1168,13 +1265,14 @@ class Backtesting:
                 self.results['strategy_comparison'].extend(results['strategy_comparison'])
             else:
                 self.results = results
-
+            dt_appendix = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
             if self.config.get('export', 'none') in ('trades', 'signals'):
-                store_backtest_stats(self.config['exportfilename'], self.results)
+                store_backtest_stats(self.config['exportfilename'], self.results, dt_appendix)
 
             if (self.config.get('export', 'none') == 'signals' and
                     self.dataprovider.runmode == RunMode.BACKTEST):
-                store_backtest_signal_candles(self.config['exportfilename'], self.processed_dfs)
+                store_backtest_signal_candles(
+                    self.config['exportfilename'], self.processed_dfs, dt_appendix)
 
         # Results may be mixed up now. Sort them so they follow --strategy-list order.
         if 'strategy_list' in self.config and len(self.results) > 0:

freqtrade/optimize/edge_cli.py

@@ -44,7 +44,7 @@ class EdgeCli:
 
         self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
-        self.strategy.bot_start()
+        self.strategy.ft_bot_start()
 
     def start(self) -> None:
         result = self.edge.calculate(self.config['exchange']['pair_whitelist'])

freqtrade/optimize/hyperopt.py

@@ -27,8 +27,7 @@ from freqtrade.misc import deep_merge_dicts, file_dump_json, plural
 from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
-from freqtrade.optimize.hyperopt_interface import IHyperOpt  # noqa: F401
-from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss  # noqa: F401
+from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.optimize.hyperopt_tools import HyperoptTools, hyperopt_serializer
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
@@ -62,7 +61,6 @@ class Hyperopt:
     hyperopt = Hyperopt(config)
     hyperopt.start()
     """
-    custom_hyperopt: IHyperOpt
 
     def __init__(self, config: Dict[str, Any]) -> None:
         self.buy_space: List[Dimension] = []
@@ -77,6 +75,7 @@ class Hyperopt:
 
         self.backtesting = Backtesting(self.config)
         self.pairlist = self.backtesting.pairlists.whitelist
+        self.custom_hyperopt: HyperOptAuto
 
         if not self.config.get('hyperopt'):
             self.custom_hyperopt = HyperOptAuto(self.config)
@@ -88,7 +87,8 @@ class Hyperopt:
         self.backtesting._set_strategy(self.backtesting.strategylist[0])
         self.custom_hyperopt.strategy = self.backtesting.strategy
 
-        self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
+        self.custom_hyperoptloss: IHyperOptLoss = HyperOptLossResolver.load_hyperoptloss(
+            self.config)
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
         time_now = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
         strategy = str(self.config['strategy'])
@@ -429,7 +429,7 @@ class Hyperopt:
             return new_list
         i = 0
         asked_non_tried: List[List[Any]] = []
-        is_random: List[bool] = []
+        is_random_non_tried: List[bool] = []
         while i < 5 and len(asked_non_tried) < n_points:
             if i < 3:
                 self.opt.cache_ = {}
@@ -438,9 +438,9 @@ class Hyperopt:
             else:
                 asked = unique_list(self.opt.space.rvs(n_samples=n_points * 5))
                 is_random = [True for _ in range(len(asked))]
-            is_random += [rand for x, rand in zip(asked, is_random)
-                          if x not in self.opt.Xi
-                          and x not in asked_non_tried]
+            is_random_non_tried += [rand for x, rand in zip(asked, is_random)
+                                    if x not in self.opt.Xi
+                                    and x not in asked_non_tried]
             asked_non_tried += [x for x in asked
                                 if x not in self.opt.Xi
                                 and x not in asked_non_tried]
@@ -449,13 +449,13 @@ class Hyperopt:
         if asked_non_tried:
             return (
                 asked_non_tried[:min(len(asked_non_tried), n_points)],
-                is_random[:min(len(asked_non_tried), n_points)]
+                is_random_non_tried[:min(len(asked_non_tried), n_points)]
             )
         else:
             return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
 
     def start(self) -> None:
-        self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))
+        self.random_state = self._set_random_state(self.config.get('hyperopt_random_state'))
         logger.info(f"Using optimizer random state: {self.random_state}")
         self.hyperopt_table_header = -1
         # Initialize spaces ...

freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py

@@ -0,0 +1,47 @@
+"""
+MaxDrawDownRelativeHyperOptLoss
+
+This module defines the alternative HyperOptLoss class which can be used for
+Hyperoptimization.
+"""
+from typing import Dict
+
+from pandas import DataFrame
+
+from freqtrade.data.metrics import calculate_underwater
+from freqtrade.optimize.hyperopt import IHyperOptLoss
+
+
+class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
+
+    """
+    Defines the loss function for hyperopt.
+
+    This implementation optimizes for max draw down and profit
+    Less max drawdown more profit -> Lower return value
+    """
+
+    @staticmethod
+    def hyperopt_loss_function(results: DataFrame, config: Dict,
+                               *args, **kwargs) -> float:
+
+        """
+        Objective function.
+
+        Uses profit ratio weighted max_drawdown when drawdown is available.
+        Otherwise directly optimizes profit ratio.
+        """
+        total_profit = results['profit_abs'].sum()
+        try:
+            drawdown_df = calculate_underwater(
+                results,
+                value_col='profit_abs',
+                starting_balance=config['dry_run_wallet']
+            )
+            max_drawdown = abs(min(drawdown_df['drawdown']))
+            relative_drawdown = max(drawdown_df['drawdown_relative'])
+            if max_drawdown == 0:
+                return -total_profit
+            return -total_profit / max_drawdown / relative_drawdown
+        except (Exception, ValueError):
+            return -total_profit

freqtrade/optimize/hyperopt_loss_interface.py

@@ -19,11 +19,11 @@ class IHyperOptLoss(ABC):
 
     @staticmethod
     @abstractmethod
-    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+    def hyperopt_loss_function(*, results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
                                config: Dict, processed: Dict[str, DataFrame],
                                backtest_stats: Dict[str, Any],
-                               *args, **kwargs) -> float:
+                               **kwargs) -> float:
         """
         Objective function, returns smaller number for better results
         """

freqtrade/optimize/hyperopt_tools.py

@@ -127,14 +127,14 @@ class HyperoptTools():
             'only_profitable': config.get('hyperopt_list_profitable', False),
             'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
             'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
-            'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
-            'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
-            'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
-            'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
-            'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
-            'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
-            'filter_min_objective': config.get('hyperopt_list_min_objective', None),
-            'filter_max_objective': config.get('hyperopt_list_max_objective', None),
+            'filter_min_avg_time': config.get('hyperopt_list_min_avg_time'),
+            'filter_max_avg_time': config.get('hyperopt_list_max_avg_time'),
+            'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit'),
+            'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit'),
+            'filter_min_total_profit': config.get('hyperopt_list_min_total_profit'),
+            'filter_max_total_profit': config.get('hyperopt_list_max_total_profit'),
+            'filter_min_objective': config.get('hyperopt_list_min_objective'),
+            'filter_max_objective': config.get('hyperopt_list_max_objective'),
         }
         if not HyperoptTools._test_hyperopt_results_exist(results_file):
             # No file found.

freqtrade/optimize/optimize_reports.py

@@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from typing import Any, Dict, List, Union
 
-from numpy import int64
 from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
@@ -18,21 +17,21 @@ from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 logger = logging.getLogger(__name__)
 
 
-def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None:
+def store_backtest_stats(
+        recordfilename: Path, stats: Dict[str, DataFrame], dtappendix: str) -> None:
     """
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
         Filenames will be appended with a timestamp right before the suffix
         while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
     :param stats: Dataframe containing the backtesting statistics
+    :param dtappendix: Datetime to use for the filename
     """
     if recordfilename.is_dir():
-        filename = (recordfilename /
-                    f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json')
+        filename = (recordfilename / f'backtest-result-{dtappendix}.json')
     else:
         filename = Path.joinpath(
-            recordfilename.parent,
-            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}'
         ).with_suffix(recordfilename.suffix)
 
     # Store metadata separately.
@@ -45,7 +44,8 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
 
-def store_backtest_signal_candles(recordfilename: Path, candles: Dict[str, Dict]) -> Path:
+def store_backtest_signal_candles(
+        recordfilename: Path, candles: Dict[str, Dict], dtappendix: str) -> Path:
     """
     Stores backtest trade signal candles
     :param recordfilename: Path object, which can either be a filename or a directory.
@@ -53,14 +53,13 @@ def store_backtest_signal_candles(recordfilename: Path, candles: Dict[str, Dict]
         while for directories, <directory>/backtest-result-<datetime>_signals.pkl will be used
         as filename
     :param stats: Dict containing the backtesting signal candles
+    :param dtappendix: Datetime to use for the filename
     """
     if recordfilename.is_dir():
-        filename = (recordfilename /
-                    f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}_signals.pkl')
+        filename = (recordfilename / f'backtest-result-{dtappendix}_signals.pkl')
     else:
         filename = Path.joinpath(
-            recordfilename.parent,
-            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}_signals.pkl'
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}_signals.pkl'
         )
 
     file_dump_joblib(filename, candles)
@@ -417,9 +416,9 @@ def generate_strategy_stats(pairlist: List[str],
                     key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
     worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                      key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
-    if not results.empty:
-        results['open_timestamp'] = results['open_date'].view(int64) // 1e6
-        results['close_timestamp'] = results['close_date'].view(int64) // 1e6
+    winning_profit = results.loc[results['profit_abs'] > 0, 'profit_abs'].sum()
+    losing_profit = results.loc[results['profit_abs'] < 0, 'profit_abs'].sum()
+    profit_factor = winning_profit / abs(losing_profit) if losing_profit else 0.0
 
     backtest_days = (max_date - min_date).days or 1
     strat_stats = {
@@ -447,6 +446,7 @@ def generate_strategy_stats(pairlist: List[str],
         'profit_total_long_abs': results.loc[~results['is_short'], 'profit_abs'].sum(),
         'profit_total_short_abs': results.loc[results['is_short'], 'profit_abs'].sum(),
         'cagr': calculate_cagr(backtest_days, start_balance, content['final_balance']),
+        'profit_factor': profit_factor,
         'backtest_start': min_date.strftime(DATETIME_PRINT_FORMAT),
         'backtest_start_ts': int(min_date.timestamp() * 1000),
         'backtest_end': max_date.strftime(DATETIME_PRINT_FORMAT),
@@ -468,6 +468,9 @@ def generate_strategy_stats(pairlist: List[str],
         'rejected_signals': content['rejected_signals'],
         'timedout_entry_orders': content['timedout_entry_orders'],
         'timedout_exit_orders': content['timedout_exit_orders'],
+        'canceled_trade_entries': content['canceled_trade_entries'],
+        'canceled_entry_orders': content['canceled_entry_orders'],
+        'replaced_entry_orders': content['replaced_entry_orders'],
         'max_open_trades': max_open_trades,
         'max_open_trades_setting': (config['max_open_trades']
                                     if config['max_open_trades'] != float('inf') else -1),
@@ -498,9 +501,14 @@ def generate_strategy_stats(pairlist: List[str],
         (drawdown_abs, drawdown_start, drawdown_end, high_val, low_val,
          max_drawdown) = calculate_max_drawdown(
              results, value_col='profit_abs', starting_balance=start_balance)
+        # max_relative_drawdown = Underwater
+        (_, _, _, _, _, max_relative_drawdown) = calculate_max_drawdown(
+             results, value_col='profit_abs', starting_balance=start_balance, relative=True)
+
         strat_stats.update({
             'max_drawdown': max_drawdown_legacy,  # Deprecated - do not use
             'max_drawdown_account': max_drawdown,
+            'max_relative_drawdown': max_relative_drawdown,
             'max_drawdown_abs': drawdown_abs,
             'drawdown_start': drawdown_start.strftime(DATETIME_PRINT_FORMAT),
             'drawdown_start_ts': drawdown_start.timestamp() * 1000,
@@ -521,6 +529,7 @@ def generate_strategy_stats(pairlist: List[str],
         strat_stats.update({
             'max_drawdown': 0.0,
             'max_drawdown_account': 0.0,
+            'max_relative_drawdown': 0.0,
             'max_drawdown_abs': 0.0,
             'max_drawdown_low': 0.0,
             'max_drawdown_high': 0.0,
@@ -729,6 +738,32 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                        strat_results['stake_currency'])),
         ] if strat_results.get('trade_count_short', 0) > 0 else []
 
+        drawdown_metrics = []
+        if 'max_relative_drawdown' in strat_results:
+            # Compatibility to show old hyperopt results
+            drawdown_metrics.append(
+                ('Max % of account underwater', f"{strat_results['max_relative_drawdown']:.2%}")
+            )
+        drawdown_metrics.extend([
+            ('Absolute Drawdown (Account)', f"{strat_results['max_drawdown_account']:.2%}")
+            if 'max_drawdown_account' in strat_results else (
+                'Drawdown', f"{strat_results['max_drawdown']:.2%}"),
+            ('Absolute Drawdown', round_coin_value(strat_results['max_drawdown_abs'],
+                                                   strat_results['stake_currency'])),
+            ('Drawdown high', round_coin_value(strat_results['max_drawdown_high'],
+                                               strat_results['stake_currency'])),
+            ('Drawdown low', round_coin_value(strat_results['max_drawdown_low'],
+                                              strat_results['stake_currency'])),
+            ('Drawdown Start', strat_results['drawdown_start']),
+            ('Drawdown End', strat_results['drawdown_end']),
+        ])
+
+        entry_adjustment_metrics = [
+            ('Canceled Trade Entries', strat_results.get('canceled_trade_entries', 'N/A')),
+            ('Canceled Entry Orders', strat_results.get('canceled_entry_orders', 'N/A')),
+            ('Replaced Entry Orders', strat_results.get('replaced_entry_orders', 'N/A')),
+        ] if strat_results.get('canceled_entry_orders', 0) > 0 else []
+
         # Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
         # command stores these results and newer version of freqtrade must be able to handle old
         # results with missing new fields.
@@ -748,6 +783,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{strat_results['profit_total']:.2%}"),
             ('CAGR %', f"{strat_results['cagr']:.2%}" if 'cagr' in strat_results else 'N/A'),
+            ('Profit factor', f'{strat_results["profit_factor"]:.2f}' if 'profit_factor'
+                              in strat_results else 'N/A'),
             ('Trades per day', strat_results['trades_per_day']),
             ('Avg. daily profit %',
              f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),
@@ -777,6 +814,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Entry/Exit Timeouts',
              f"{strat_results.get('timedout_entry_orders', 'N/A')} / "
              f"{strat_results.get('timedout_exit_orders', 'N/A')}"),
+            *entry_adjustment_metrics,
             ('', ''),  # Empty line to improve readability
 
             ('Min balance', round_coin_value(strat_results['csum_min'],
@@ -784,18 +822,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Max balance', round_coin_value(strat_results['csum_max'],
                                              strat_results['stake_currency'])),
 
-            # Compatibility to show old hyperopt results
-            ('Drawdown (Account)', f"{strat_results['max_drawdown_account']:.2%}")
-            if 'max_drawdown_account' in strat_results else (
-                'Drawdown', f"{strat_results['max_drawdown']:.2%}"),
-            ('Drawdown', round_coin_value(strat_results['max_drawdown_abs'],
-                                          strat_results['stake_currency'])),
-            ('Drawdown high', round_coin_value(strat_results['max_drawdown_high'],
-                                               strat_results['stake_currency'])),
-            ('Drawdown low', round_coin_value(strat_results['max_drawdown_low'],
-                                              strat_results['stake_currency'])),
-            ('Drawdown Start', strat_results['drawdown_start']),
-            ('Drawdown End', strat_results['drawdown_end']),
+            *drawdown_metrics,
             ('Market change', f"{strat_results['market_change']:.2%}"),
         ]
 

freqtrade/persistence/__init__.py

@@ -1,5 +1,5 @@
 # flake8: noqa: F401
 
-from freqtrade.persistence.models import (LocalTrade, Order, Trade, clean_dry_run_db, cleanup_db,
-                                          init_db)
+from freqtrade.persistence.models import cleanup_db, init_db
 from freqtrade.persistence.pairlock_middleware import PairLocks
+from freqtrade.persistence.trade_model import LocalTrade, Order, Trade

freqtrade/persistence/base.py

@@ -0,0 +1,7 @@
+
+from typing import Any
+
+from sqlalchemy.orm import declarative_base
+
+
+_DECL_BASE: Any = declarative_base()

freqtrade/persistence/migrations.py

@@ -9,7 +9,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def get_table_names_for_table(inspector, tabletype):
+def get_table_names_for_table(inspector, tabletype) -> List[str]:
     return [t for t in inspector.get_table_names() if t.startswith(tabletype)]
 
 
@@ -21,7 +21,7 @@ def get_column_def(columns: List, column: str, default: str) -> str:
     return default if not has_column(columns, column) else column
 
 
-def get_backup_name(tabs, backup_prefix: str):
+def get_backup_name(tabs: List[str], backup_prefix: str):
     table_back_name = backup_prefix
     for i, table_back_name in enumerate(tabs):
         table_back_name = f'{backup_prefix}{i}'
@@ -46,7 +46,7 @@ def get_last_sequence_ids(engine, trade_back_name, order_back_name):
     return order_id, trade_id
 
 
-def set_sequence_ids(engine, order_id, trade_id):
+def set_sequence_ids(engine, order_id, trade_id, pairlock_id=None):
 
     if engine.name == 'postgresql':
         with engine.begin() as connection:
@@ -54,6 +54,19 @@ def set_sequence_ids(engine, order_id, trade_id):
                 connection.execute(text(f"ALTER SEQUENCE orders_id_seq RESTART WITH {order_id}"))
             if trade_id:
                 connection.execute(text(f"ALTER SEQUENCE trades_id_seq RESTART WITH {trade_id}"))
+            if pairlock_id:
+                connection.execute(
+                    text(f"ALTER SEQUENCE pairlocks_id_seq RESTART WITH {pairlock_id}"))
+
+
+def drop_index_on_table(engine, inspector, table_bak_name):
+    with engine.begin() as connection:
+        # drop indexes on backup table in new session
+        for index in inspector.get_indexes(table_bak_name):
+            if engine.name == 'mysql':
+                connection.execute(text(f"drop index {index['name']} on {table_bak_name}"))
+            else:
+                connection.execute(text(f"drop index {index['name']}"))
 
 
 def migrate_trades_and_orders_table(
@@ -89,7 +102,10 @@ def migrate_trades_and_orders_table(
     liquidation_price = get_column_def(cols, 'liquidation_price',
                                        get_column_def(cols, 'isolated_liq', 'null'))
     # sqlite does not support literals for booleans
-    is_short = get_column_def(cols, 'is_short', '0')
+    if engine.name == 'postgresql':
+        is_short = get_column_def(cols, 'is_short', 'false')
+    else:
+        is_short = get_column_def(cols, 'is_short', '0')
 
     # Margin Properties
     interest_rate = get_column_def(cols, 'interest_rate', '0.0')
@@ -116,13 +132,7 @@ def migrate_trades_and_orders_table(
     with engine.begin() as connection:
         connection.execute(text(f"alter table trades rename to {trade_back_name}"))
 
-    with engine.begin() as connection:
-        # drop indexes on backup table in new session
-        for index in inspector.get_indexes(trade_back_name):
-            if engine.name == 'mysql':
-                connection.execute(text(f"drop index {index['name']} on {trade_back_name}"))
-            else:
-                connection.execute(text(f"drop index {index['name']}"))
+    drop_index_on_table(engine, inspector, trade_back_name)
 
     order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name)
 
@@ -191,20 +201,47 @@ def migrate_orders_table(engine, table_back_name: str, cols_order: List):
 
     ft_fee_base = get_column_def(cols_order, 'ft_fee_base', 'null')
     average = get_column_def(cols_order, 'average', 'null')
+    stop_price = get_column_def(cols_order, 'stop_price', 'null')
 
     # sqlite does not support literals for booleans
     with engine.begin() as connection:
         connection.execute(text(f"""
             insert into orders (id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
-            order_date, order_filled_date, order_update_date, ft_fee_base)
+            stop_price, order_date, order_filled_date, order_update_date, ft_fee_base)
             select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
             status, symbol, order_type, side, price, amount, filled, {average} average, remaining,
-            cost, order_date, order_filled_date, order_update_date, {ft_fee_base} ft_fee_base
+            cost, {stop_price} stop_price, order_date, order_filled_date,
+            order_update_date, {ft_fee_base} ft_fee_base
             from {table_back_name}
             """))
 
 
+def migrate_pairlocks_table(
+        decl_base, inspector, engine,
+        pairlock_back_name: str, cols: List):
+
+    # Schema migration necessary
+    with engine.begin() as connection:
+        connection.execute(text(f"alter table pairlocks rename to {pairlock_back_name}"))
+
+    drop_index_on_table(engine, inspector, pairlock_back_name)
+
+    side = get_column_def(cols, 'side', "'*'")
+
+    # let SQLAlchemy create the schema as required
+    decl_base.metadata.create_all(engine)
+    # Copy data back - following the correct schema
+    with engine.begin() as connection:
+        connection.execute(text(f"""insert into pairlocks
+        (id, pair, side, reason, lock_time,
+         lock_end_time, active)
+        select id, pair, {side} side, reason, lock_time,
+         lock_end_time, active
+        from {pairlock_back_name}
+        """))
+
+
 def set_sqlite_to_wal(engine):
     if engine.name == 'sqlite' and str(engine.url) != 'sqlite://':
         # Set Mode to
@@ -212,6 +249,35 @@ def set_sqlite_to_wal(engine):
             connection.execute(text("PRAGMA journal_mode=wal"))
 
 
+def fix_old_dry_orders(engine):
+    with engine.begin() as connection:
+        connection.execute(
+            text(
+                """
+                update orders
+                set ft_is_open = 0
+                where ft_is_open = 1 and (ft_trade_id, order_id) not in (
+                    select id, stoploss_order_id from trades where stoploss_order_id is not null
+                ) and ft_order_side = 'stoploss'
+                and order_id like 'dry_%'
+                """
+            )
+        )
+        connection.execute(
+            text(
+                """
+                update orders
+                set ft_is_open = 0
+                where ft_is_open = 1
+                and (ft_trade_id, order_id) not in (
+                    select id, open_order_id from trades where open_order_id is not null
+                ) and ft_order_side != 'stoploss'
+                and order_id like 'dry_%'
+                """
+            )
+        )
+
+
 def check_migrate(engine, decl_base, previous_tables) -> None:
     """
     Checks if migration is necessary and migrates if necessary
@@ -220,22 +286,31 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
 
     cols_trades = inspector.get_columns('trades')
     cols_orders = inspector.get_columns('orders')
+    cols_pairlocks = inspector.get_columns('pairlocks')
     tabs = get_table_names_for_table(inspector, 'trades')
     table_back_name = get_backup_name(tabs, 'trades_bak')
     order_tabs = get_table_names_for_table(inspector, 'orders')
     order_table_bak_name = get_backup_name(order_tabs, 'orders_bak')
+    pairlock_tabs = get_table_names_for_table(inspector, 'pairlocks')
+    pairlock_table_bak_name = get_backup_name(pairlock_tabs, 'pairlocks_bak')
 
     # Check if migration necessary
     # Migrates both trades and orders table!
-    # if ('orders' not in previous_tables
-    # or not has_column(cols_orders, 'leverage')):
-    if not has_column(cols_trades, 'base_currency'):
+    if not has_column(cols_orders, 'stop_price'):
+        # if not has_column(cols_trades, 'base_currency'):
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
         migrate_trades_and_orders_table(
             decl_base, inspector, engine, table_back_name, cols_trades,
             order_table_bak_name, cols_orders)
 
+    if not has_column(cols_pairlocks, 'side'):
+        logger.info(f"Running database migration for pairlocks - "
+                    f"backup: {pairlock_table_bak_name}")
+
+        migrate_pairlocks_table(
+            decl_base, inspector, engine, pairlock_table_bak_name, cols_pairlocks
+        )
     if 'orders' not in previous_tables and 'trades' in previous_tables:
         raise OperationalException(
             "Your database seems to be very old. "
@@ -243,3 +318,4 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
             "start with a fresh database.")
 
     set_sqlite_to_wal(engine)
+    fix_old_dry_orders(engine)

freqtrade/persistence/pairlock.py

@@ -0,0 +1,70 @@
+from datetime import datetime, timezone
+from typing import Any, Dict, Optional
+
+from sqlalchemy import Boolean, Column, DateTime, Integer, String, or_
+from sqlalchemy.orm import Query
+
+from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.persistence.base import _DECL_BASE
+
+
+class PairLock(_DECL_BASE):
+    """
+    Pair Locks database model.
+    """
+    __tablename__ = 'pairlocks'
+
+    id = Column(Integer, primary_key=True)
+
+    pair = Column(String(25), nullable=False, index=True)
+    # lock direction - long, short or * (for both)
+    side = Column(String(25), nullable=False, default="*")
+    reason = Column(String(255), nullable=True)
+    # Time the pair was locked (start time)
+    lock_time = Column(DateTime, nullable=False)
+    # Time until the pair is locked (end time)
+    lock_end_time = Column(DateTime, nullable=False, index=True)
+
+    active = Column(Boolean, nullable=False, default=True, index=True)
+
+    def __repr__(self):
+        lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
+        lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
+        return (
+            f'PairLock(id={self.id}, pair={self.pair}, side={self.side}, lock_time={lock_time}, '
+            f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
+
+    @staticmethod
+    def query_pair_locks(pair: Optional[str], now: datetime, side: str = '*') -> Query:
+        """
+        Get all currently active locks for this pair
+        :param pair: Pair to check for. Returns all current locks if pair is empty
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+        """
+        filters = [PairLock.lock_end_time > now,
+                   # Only active locks
+                   PairLock.active.is_(True), ]
+        if pair:
+            filters.append(PairLock.pair == pair)
+        if side != '*':
+            filters.append(or_(PairLock.side == side, PairLock.side == '*'))
+        else:
+            filters.append(PairLock.side == '*')
+
+        return PairLock.query.filter(
+            *filters
+        )
+
+    def to_json(self) -> Dict[str, Any]:
+        return {
+            'id': self.id,
+            'pair': self.pair,
+            'lock_time': self.lock_time.strftime(DATETIME_PRINT_FORMAT),
+            'lock_timestamp': int(self.lock_time.replace(tzinfo=timezone.utc).timestamp() * 1000),
+            'lock_end_time': self.lock_end_time.strftime(DATETIME_PRINT_FORMAT),
+            'lock_end_timestamp': int(self.lock_end_time.replace(tzinfo=timezone.utc
+                                                                 ).timestamp() * 1000),
+            'reason': self.reason,
+            'side': self.side,
+            'active': self.active,
+        }

freqtrade/persistence/pairlock_middleware.py

@@ -31,7 +31,7 @@ class PairLocks():
 
     @staticmethod
     def lock_pair(pair: str, until: datetime, reason: str = None, *,
-                  now: datetime = None) -> PairLock:
+                  now: datetime = None, side: str = '*') -> PairLock:
         """
         Create PairLock from now to "until".
         Uses database by default, unless PairLocks.use_db is set to False,
@@ -40,12 +40,14 @@ class PairLocks():
         :param until: End time of the lock. Will be rounded up to the next candle.
         :param reason: Reason string that will be shown as reason for the lock
         :param now: Current timestamp. Used to determine lock start time.
+        :param side: Side to lock pair, can be 'long', 'short' or '*'
         """
         lock = PairLock(
             pair=pair,
             lock_time=now or datetime.now(timezone.utc),
             lock_end_time=timeframe_to_next_date(PairLocks.timeframe, until),
             reason=reason,
+            side=side,
             active=True
         )
         if PairLocks.use_db:
@@ -56,7 +58,8 @@ class PairLocks():
         return lock
 
     @staticmethod
-    def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
+    def get_pair_locks(
+            pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]:
         """
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -67,26 +70,28 @@ class PairLocks():
             now = datetime.now(timezone.utc)
 
         if PairLocks.use_db:
-            return PairLock.query_pair_locks(pair, now).all()
+            return PairLock.query_pair_locks(pair, now, side).all()
         else:
             locks = [lock for lock in PairLocks.locks if (
                 lock.lock_end_time >= now
                 and lock.active is True
                 and (pair is None or lock.pair == pair)
+                and (lock.side == '*' or lock.side == side)
             )]
             return locks
 
     @staticmethod
-    def get_pair_longest_lock(pair: str, now: Optional[datetime] = None) -> Optional[PairLock]:
+    def get_pair_longest_lock(
+            pair: str, now: Optional[datetime] = None, side: str = '*') -> Optional[PairLock]:
         """
         Get the lock that expires the latest for the pair given.
         """
-        locks = PairLocks.get_pair_locks(pair, now)
+        locks = PairLocks.get_pair_locks(pair, now, side=side)
         locks = sorted(locks, key=lambda l: l.lock_end_time, reverse=True)
         return locks[0] if locks else None
 
     @staticmethod
-    def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
+    def unlock_pair(pair: str, now: Optional[datetime] = None, side: str = '*') -> None:
         """
         Release all locks for this pair.
         :param pair: Pair to unlock
@@ -97,7 +102,7 @@ class PairLocks():
             now = datetime.now(timezone.utc)
 
         logger.info(f"Releasing all locks for {pair}.")
-        locks = PairLocks.get_pair_locks(pair, now)
+        locks = PairLocks.get_pair_locks(pair, now, side=side)
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
@@ -134,7 +139,7 @@ class PairLocks():
                     lock.active = False
 
     @staticmethod
-    def is_global_lock(now: Optional[datetime] = None) -> bool:
+    def is_global_lock(now: Optional[datetime] = None, side: str = '*') -> bool:
         """
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
             defaults to datetime.now(timezone.utc)
@@ -142,10 +147,10 @@ class PairLocks():
         if not now:
             now = datetime.now(timezone.utc)
 
-        return len(PairLocks.get_pair_locks('*', now)) > 0
+        return len(PairLocks.get_pair_locks('*', now, side)) > 0
 
     @staticmethod
-    def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
+    def is_pair_locked(pair: str, now: Optional[datetime] = None, side: str = '*') -> bool:
         """
         :param pair: Pair to check for
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
@@ -154,7 +159,10 @@ class PairLocks():
         if not now:
             now = datetime.now(timezone.utc)
 
-        return len(PairLocks.get_pair_locks(pair, now)) > 0 or PairLocks.is_global_lock(now)
+        return (
+            len(PairLocks.get_pair_locks(pair, now, side)) > 0
+            or PairLocks.is_global_lock(now, side)
+        )
 
     @staticmethod
     def get_all_locks() -> List[PairLock]:

freqtrade/plot/plotting.py

@@ -159,12 +159,15 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub
 
 
 def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
-                     timeframe: str) -> make_subplots:
+                     timeframe: str, starting_balance: float) -> make_subplots:
     """
     Add scatter points indicating max drawdown
     """
     try:
-        _, highdate, lowdate, _, _, max_drawdown = calculate_max_drawdown(trades)
+        _, highdate, lowdate, _, _, max_drawdown = calculate_max_drawdown(
+            trades,
+            starting_balance=starting_balance
+        )
 
         drawdown = go.Scatter(
             x=[highdate, lowdate],
@@ -189,22 +192,37 @@ def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
     return fig
 
 
-def add_underwater(fig, row, trades: pd.DataFrame) -> make_subplots:
+def add_underwater(fig, row, trades: pd.DataFrame, starting_balance: float) -> make_subplots:
     """
-    Add underwater plot
+    Add underwater plots
     """
     try:
-        underwater = calculate_underwater(trades, value_col="profit_abs")
+        underwater = calculate_underwater(
+            trades,
+            value_col="profit_abs",
+            starting_balance=starting_balance
+        )
 
-        underwater = go.Scatter(
+        underwater_plot = go.Scatter(
             x=underwater['date'],
             y=underwater['drawdown'],
             name="Underwater Plot",
             fill='tozeroy',
             fillcolor='#cc362b',
-            line={'color': '#cc362b'},
+            line={'color': '#cc362b'}
         )
-        fig.add_trace(underwater, row, 1)
+
+        underwater_plot_relative = go.Scatter(
+            x=underwater['date'],
+            y=(-underwater['drawdown_relative']),
+            name="Underwater Plot (%)",
+            fill='tozeroy',
+            fillcolor='green',
+            line={'color': 'green'}
+        )
+
+        fig.add_trace(underwater_plot, row, 1)
+        fig.add_trace(underwater_plot_relative, row + 1, 1)
     except ValueError:
         logger.warning("No trades found - not plotting underwater plot")
     return fig
@@ -507,7 +525,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
 
 
 def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
-                          trades: pd.DataFrame, timeframe: str, stake_currency: str) -> go.Figure:
+                          trades: pd.DataFrame, timeframe: str, stake_currency: str,
+                          starting_balance: float) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
     try:
         df_comb = combine_dataframes_with_mean(data, "close")
@@ -531,8 +550,8 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
         name='Avg close price',
     )
 
-    fig = make_subplots(rows=5, cols=1, shared_xaxes=True,
-                        row_heights=[1, 1, 1, 0.5, 1],
+    fig = make_subplots(rows=6, cols=1, shared_xaxes=True,
+                        row_heights=[1, 1, 1, 0.5, 0.75, 0.75],
                         vertical_spacing=0.05,
                         subplot_titles=[
                             "AVG Close Price",
@@ -540,6 +559,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
                             "Profit per pair",
                             "Parallelism",
                             "Underwater",
+                            "Relative Drawdown",
                         ])
     fig['layout'].update(title="Freqtrade Profit plot")
     fig['layout']['yaxis1'].update(title='Price')
@@ -547,14 +567,16 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
     fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
     fig['layout']['yaxis4'].update(title='Trade count')
     fig['layout']['yaxis5'].update(title='Underwater Plot')
+    fig['layout']['yaxis6'].update(title='Underwater Plot Relative (%)', tickformat=',.2%')
     fig['layout']['xaxis']['rangeslider'].update(visible=False)
     fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     fig.add_trace(avgclose, 1, 1)
     fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
-    fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe)
+    fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe, starting_balance)
     fig = add_parallelism(fig, 4, trades, timeframe)
-    fig = add_underwater(fig, 5, trades)
+    # Two rows consumed
+    fig = add_underwater(fig, 5, trades, starting_balance)
 
     for pair in pairs:
         profit_col = f'cum_profit_{pair}'
@@ -611,7 +633,8 @@ def load_and_plot_trades(config: Dict[str, Any]):
 
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     IStrategy.dp = DataProvider(config, exchange)
-    strategy.bot_start()
+    strategy.ft_bot_start()
+    strategy.bot_loop_start()
     plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
     timerange = plot_elements['timerange']
     trades = plot_elements['trades']
@@ -670,7 +693,8 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # this could be useful to gauge the overall market trend
     fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
                                 trades, config['timeframe'],
-                                config.get('stake_currency', ''))
+                                config.get('stake_currency', ''),
+                                config.get('available_capital', config['dry_run_wallet']))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
                     directory=config['user_data_dir'] / 'plot',
                     auto_open=config.get('plot_auto_open', False))

freqtrade/plugins/pairlist/AgeFilter.py

@@ -30,20 +30,21 @@ class AgeFilter(IPairList):
         self._symbolsCheckFailed = PeriodicCache(maxsize=1000, ttl=86_400)
 
         self._min_days_listed = pairlistconfig.get('min_days_listed', 10)
-        self._max_days_listed = pairlistconfig.get('max_days_listed', None)
+        self._max_days_listed = pairlistconfig.get('max_days_listed')
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._min_days_listed < 1:
             raise OperationalException("AgeFilter requires min_days_listed to be >= 1")
-        if self._min_days_listed > exchange.ohlcv_candle_limit('1d'):
+        if self._min_days_listed > candle_limit:
             raise OperationalException("AgeFilter requires min_days_listed to not exceed "
                                        "exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"({candle_limit})")
         if self._max_days_listed and self._max_days_listed <= self._min_days_listed:
             raise OperationalException("AgeFilter max_days_listed <= min_days_listed not permitted")
-        if self._max_days_listed and self._max_days_listed > exchange.ohlcv_candle_limit('1d'):
+        if self._max_days_listed and self._max_days_listed > candle_limit:
             raise OperationalException("AgeFilter requires max_days_listed to not exceed "
                                        "exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"({candle_limit})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/OffsetFilter.py

@@ -19,6 +19,7 @@ class OffsetFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._offset = pairlistconfig.get('offset', 0)
+        self._number_pairs = pairlistconfig.get('number_assets', 0)
 
         if self._offset < 0:
             raise OperationalException("OffsetFilter requires offset to be >= 0")
@@ -36,7 +37,9 @@ class OffsetFilter(IPairList):
         """
         Short whitelist method description - used for startup-messages
         """
-        return f"{self.name} - Offseting pairs by {self._offset}."
+        if self._number_pairs:
+            return f"{self.name} - Taking {self._number_pairs} Pairs, starting from {self._offset}."
+        return f"{self.name} - Offsetting pairs by {self._offset}."
 
     def filter_pairlist(self, pairlist: List[str], tickers: Dict) -> List[str]:
         """
@@ -50,5 +53,9 @@ class OffsetFilter(IPairList):
             self.log_once(f"Offset of {self._offset} is larger than " +
                           f"pair count of {len(pairlist)}", logger.warning)
         pairs = pairlist[self._offset:]
+        if self._number_pairs:
+            pairs = pairs[:self._number_pairs]
+
         self.log_once(f"Searching {len(pairs)} pairs: {pairs}", logger.info)
+
         return pairs

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -21,7 +21,7 @@ class PerformanceFilter(IPairList):
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
         self._minutes = pairlistconfig.get('minutes', 0)
-        self._min_profit = pairlistconfig.get('min_profit', None)
+        self._min_profit = pairlistconfig.get('min_profit')
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -50,7 +50,7 @@ class SpreadFilter(IPairList):
         :param ticker: ticker dict as returned from ccxt.fetch_tickers()
         :return: True if the pair can stay, false if it should be removed
         """
-        if 'bid' in ticker and 'ask' in ticker and ticker['ask']:
+        if 'bid' in ticker and 'ask' in ticker and ticker['ask'] and ticker['bid']:
             spread = 1 - ticker['bid'] / ticker['ask']
             if spread > self._max_spread_ratio:
                 self.log_once(f"Removed {pair} from whitelist, because spread "

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -38,12 +38,12 @@ class VolatilityFilter(IPairList):
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._days < 1:
             raise OperationalException("VolatilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
+        if self._days > candle_limit:
             raise OperationalException("VolatilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"exceed exchange max request size ({candle_limit})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/VolumePairList.py

@@ -84,12 +84,13 @@ class VolumePairList(IPairList):
             raise OperationalException(
                 f'key {self._sort_key} not in {SORT_VALUES}')
 
+        candle_limit = exchange.ohlcv_candle_limit(
+            self._lookback_timeframe, self._config['candle_type_def'])
         if self._lookback_period < 0:
             raise OperationalException("VolumeFilter requires lookback_period to be >= 0")
-        if self._lookback_period > exchange.ohlcv_candle_limit(self._lookback_timeframe):
+        if self._lookback_period > candle_limit:
             raise OperationalException("VolumeFilter requires lookback_period to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit(self._lookback_timeframe)})")
+                                       f"exceed exchange max request size ({candle_limit})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -27,18 +27,18 @@ class RangeStabilityFilter(IPairList):
 
         self._days = pairlistconfig.get('lookback_days', 10)
         self._min_rate_of_change = pairlistconfig.get('min_rate_of_change', 0.01)
-        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change', None)
+        self._max_rate_of_change = pairlistconfig.get('max_rate_of_change')
         self._refresh_period = pairlistconfig.get('refresh_period', 1440)
         self._def_candletype = self._config['candle_type_def']
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
+        candle_limit = exchange.ohlcv_candle_limit('1d', self._config['candle_type_def'])
         if self._days < 1:
             raise OperationalException("RangeStabilityFilter requires lookback_days to be >= 1")
-        if self._days > exchange.ohlcv_candle_limit('1d'):
+        if self._days > candle_limit:
             raise OperationalException("RangeStabilityFilter requires lookback_days to not "
-                                       "exceed exchange max request size "
-                                       f"({exchange.ohlcv_candle_limit('1d')})")
+                                       f"exceed exchange max request size ({candle_limit})")
 
     @property
     def needstickers(self) -> bool:

freqtrade/plugins/pairlistmanager.py

@@ -28,7 +28,7 @@ class PairListManager(LoggingMixin):
         self._blacklist = self._config['exchange'].get('pair_blacklist', [])
         self._pairlist_handlers: List[IPairList] = []
         self._tickers_needed = False
-        for pairlist_handler_config in self._config.get('pairlists', None):
+        for pairlist_handler_config in self._config.get('pairlists', []):
             pairlist_handler = PairListResolver.load_pairlist(
                 pairlist_handler_config['method'],
                 exchange=exchange,

freqtrade/plugins/protectionmanager.py

@@ -5,6 +5,7 @@ import logging
 from datetime import datetime, timezone
 from typing import Dict, List, Optional
 
+from freqtrade.constants import LongShort
 from freqtrade.persistence import PairLocks
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections import IProtection
@@ -44,28 +45,31 @@ class ProtectionManager():
         """
         return [{p.name: p.short_desc()} for p in self._protection_handlers]
 
-    def global_stop(self, now: Optional[datetime] = None) -> Optional[PairLock]:
+    def global_stop(self, now: Optional[datetime] = None,
+                    side: LongShort = 'long') -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
         result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_global_stop:
-                lock, until, reason = protection_handler.global_stop(now)
-
-                # Early stopping - first positive result blocks further trades
-                if lock and until:
-                    if not PairLocks.is_global_lock(until):
-                        result = PairLocks.lock_pair('*', until, reason, now=now)
+                lock = protection_handler.global_stop(date_now=now, side=side)
+                if lock and lock.until:
+                    if not PairLocks.is_global_lock(lock.until, side=lock.lock_side):
+                        result = PairLocks.lock_pair(
+                            '*', lock.until, lock.reason, now=now, side=lock.lock_side)
         return result
 
-    def stop_per_pair(self, pair, now: Optional[datetime] = None) -> Optional[PairLock]:
+    def stop_per_pair(self, pair, now: Optional[datetime] = None,
+                      side: LongShort = 'long') -> Optional[PairLock]:
         if not now:
             now = datetime.now(timezone.utc)
         result = None
         for protection_handler in self._protection_handlers:
             if protection_handler.has_local_stop:
-                lock, until, reason = protection_handler.stop_per_pair(pair, now)
-                if lock and until:
-                    if not PairLocks.is_pair_locked(pair, until):
-                        result = PairLocks.lock_pair(pair, until, reason, now=now)
+                lock = protection_handler.stop_per_pair(
+                    pair=pair, date_now=now, side=side)
+                if lock and lock.until:
+                    if not PairLocks.is_pair_locked(pair, lock.until, lock.lock_side):
+                        result = PairLocks.lock_pair(
+                            pair, lock.until, lock.reason, now=now, side=lock.lock_side)
         return result

freqtrade/plugins/protections/cooldown_period.py

@@ -1,7 +1,9 @@
 
 import logging
 from datetime import datetime, timedelta
+from typing import Optional
 
+from freqtrade.constants import LongShort
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
 
@@ -26,7 +28,7 @@ class CooldownPeriod(IProtection):
         """
         return (f"{self.name} - Cooldown period of {self.stop_duration_str}.")
 
-    def _cooldown_period(self, pair: str, date_now: datetime, ) -> ProtectionReturn:
+    def _cooldown_period(self, pair: str, date_now: datetime) -> Optional[ProtectionReturn]:
         """
         Get last trade for this pair
         """
@@ -45,11 +47,15 @@ class CooldownPeriod(IProtection):
             self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info)
             until = self.calculate_lock_end([trade], self._stop_duration)
 
-            return True, until, self._reason()
+            return ProtectionReturn(
+                lock=True,
+                until=until,
+                reason=self._reason(),
+            )
 
-        return False, None, None
+        return None
 
-    def global_stop(self, date_now: datetime) -> ProtectionReturn:
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for all pairs
         This must evaluate to true for the whole period of the "cooldown period".
@@ -57,9 +63,10 @@ class CooldownPeriod(IProtection):
             If true, all pairs will be locked with <reason> until <until>
         """
         # Not implemented for cooldown period.
-        return False, None, None
+        return None
 
-    def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for this pair
         This must evaluate to true for the whole period of the "cooldown period".

freqtrade/plugins/protections/iprotection.py

@@ -1,9 +1,11 @@
 
 import logging
 from abc import ABC, abstractmethod
+from dataclasses import dataclass
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional
 
+from freqtrade.constants import LongShort
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import plural
 from freqtrade.mixins import LoggingMixin
@@ -12,7 +14,13 @@ from freqtrade.persistence import LocalTrade
 
 logger = logging.getLogger(__name__)
 
-ProtectionReturn = Tuple[bool, Optional[datetime], Optional[str]]
+
+@dataclass
+class ProtectionReturn:
+    lock: bool
+    until: datetime
+    reason: Optional[str]
+    lock_side: str = '*'
 
 
 class IProtection(LoggingMixin, ABC):
@@ -80,14 +88,15 @@ class IProtection(LoggingMixin, ABC):
         """
 
     @abstractmethod
-    def global_stop(self, date_now: datetime) -> ProtectionReturn:
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for all pairs
         This must evaluate to true for the whole period of the "cooldown period".
         """
 
     @abstractmethod
-    def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for this pair
         This must evaluate to true for the whole period of the "cooldown period".

freqtrade/plugins/protections/low_profit_pairs.py

@@ -1,8 +1,9 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
+from freqtrade.constants import LongShort
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
 
@@ -20,6 +21,7 @@ class LowProfitPairs(IProtection):
 
         self._trade_limit = protection_config.get('trade_limit', 1)
         self._required_profit = protection_config.get('required_profit', 0.0)
+        self._only_per_side = protection_config.get('only_per_side', False)
 
     def short_desc(self) -> str:
         """
@@ -35,7 +37,8 @@ class LowProfitPairs(IProtection):
         return (f'{profit} < {self._required_profit} in {self.lookback_period_str}, '
                 f'locking for {self.stop_duration_str}.')
 
-    def _low_profit(self, date_now: datetime, pair: str) -> ProtectionReturn:
+    def _low_profit(
+            self, date_now: datetime, pair: str, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Evaluate recent trades for pair
         """
@@ -51,33 +54,42 @@ class LowProfitPairs(IProtection):
         # trades = Trade.get_trades(filters).all()
         if len(trades) < self._trade_limit:
             # Not enough trades in the relevant period
-            return False, None, None
+            return None
 
-        profit = sum(trade.close_profit for trade in trades if trade.close_profit)
+        profit = sum(
+            trade.close_profit for trade in trades if trade.close_profit
+            and (not self._only_per_side or trade.trade_direction == side)
+            )
         if profit < self._required_profit:
             self.log_once(
                 f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
                 f"within {self._lookback_period} minutes.", logger.info)
             until = self.calculate_lock_end(trades, self._stop_duration)
 
-            return True, until, self._reason(profit)
+            return ProtectionReturn(
+                lock=True,
+                until=until,
+                reason=self._reason(profit),
+                lock_side=(side if self._only_per_side else '*')
+            )
 
-        return False, None, None
+        return None
 
-    def global_stop(self, date_now: datetime) -> ProtectionReturn:
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for all pairs
         This must evaluate to true for the whole period of the "cooldown period".
         :return: Tuple of [bool, until, reason].
             If true, all pairs will be locked with <reason> until <until>
         """
-        return False, None, None
+        return None
 
-    def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for this pair
         This must evaluate to true for the whole period of the "cooldown period".
         :return: Tuple of [bool, until, reason].
             If true, this pair will be locked with <reason> until <until>
         """
-        return self._low_profit(date_now, pair=pair)
+        return self._low_profit(date_now, pair=pair, side=side)

freqtrade/plugins/protections/max_drawdown_protection.py

@@ -1,10 +1,11 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
 import pandas as pd
 
+from freqtrade.constants import LongShort
 from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
@@ -39,7 +40,7 @@ class MaxDrawdown(IProtection):
         return (f'{drawdown} passed {self._max_allowed_drawdown} in {self.lookback_period_str}, '
                 f'locking for {self.stop_duration_str}.')
 
-    def _max_drawdown(self, date_now: datetime) -> ProtectionReturn:
+    def _max_drawdown(self, date_now: datetime) -> Optional[ProtectionReturn]:
         """
         Evaluate recent trades for drawdown ...
         """
@@ -51,14 +52,14 @@ class MaxDrawdown(IProtection):
 
         if len(trades) < self._trade_limit:
             # Not enough trades in the relevant period
-            return False, None, None
+            return None
 
         # Drawdown is always positive
         try:
             # TODO: This should use absolute profit calculation, considering account balance.
             drawdown, _, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
         except ValueError:
-            return False, None, None
+            return None
 
         if drawdown > self._max_allowed_drawdown:
             self.log_once(
@@ -66,11 +67,15 @@ class MaxDrawdown(IProtection):
                 f" within {self.lookback_period_str}.", logger.info)
             until = self.calculate_lock_end(trades, self._stop_duration)
 
-            return True, until, self._reason(drawdown)
+            return ProtectionReturn(
+                lock=True,
+                until=until,
+                reason=self._reason(drawdown),
+            )
 
-        return False, None, None
+        return None
 
-    def global_stop(self, date_now: datetime) -> ProtectionReturn:
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for all pairs
         This must evaluate to true for the whole period of the "cooldown period".
@@ -79,11 +84,12 @@ class MaxDrawdown(IProtection):
         """
         return self._max_drawdown(date_now)
 
-    def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for this pair
         This must evaluate to true for the whole period of the "cooldown period".
         :return: Tuple of [bool, until, reason].
             If true, this pair will be locked with <reason> until <until>
         """
-        return False, None, None
+        return None

freqtrade/plugins/protections/stoploss_guard.py

@@ -1,8 +1,9 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict
+from typing import Any, Dict, Optional
 
+from freqtrade.constants import LongShort
 from freqtrade.enums import ExitType
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
@@ -21,6 +22,7 @@ class StoplossGuard(IProtection):
 
         self._trade_limit = protection_config.get('trade_limit', 10)
         self._disable_global_stop = protection_config.get('only_per_pair', False)
+        self._only_per_side = protection_config.get('only_per_side', False)
 
     def short_desc(self) -> str:
         """
@@ -36,7 +38,8 @@ class StoplossGuard(IProtection):
         return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
                 f'locking for {self._stop_duration} min.')
 
-    def _stoploss_guard(self, date_now: datetime, pair: str = None) -> ProtectionReturn:
+    def _stoploss_guard(self, date_now: datetime, pair: Optional[str],
+                        side: LongShort) -> Optional[ProtectionReturn]:
         """
         Evaluate recent trades
         """
@@ -48,15 +51,24 @@ class StoplossGuard(IProtection):
             ExitType.STOPLOSS_ON_EXCHANGE.value)
             and trade.close_profit and trade.close_profit < 0)]
 
+        if self._only_per_side:
+            # Long or short trades only
+            trades = [trade for trade in trades if trade.trade_direction == side]
+
         if len(trades) < self._trade_limit:
-            return False, None, None
+            return None
 
         self.log_once(f"Trading stopped due to {self._trade_limit} "
                       f"stoplosses within {self._lookback_period} minutes.", logger.info)
         until = self.calculate_lock_end(trades, self._stop_duration)
-        return True, until, self._reason()
+        return ProtectionReturn(
+            lock=True,
+            until=until,
+            reason=self._reason(),
+            lock_side=(side if self._only_per_side else '*')
+            )
 
-    def global_stop(self, date_now: datetime) -> ProtectionReturn:
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for all pairs
         This must evaluate to true for the whole period of the "cooldown period".
@@ -64,14 +76,15 @@ class StoplossGuard(IProtection):
             If true, all pairs will be locked with <reason> until <until>
         """
         if self._disable_global_stop:
-            return False, None, None
-        return self._stoploss_guard(date_now, None)
+            return None
+        return self._stoploss_guard(date_now, None, side)
 
-    def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Stops trading (position entering) for this pair
         This must evaluate to true for the whole period of the "cooldown period".
         :return: Tuple of [bool, until, reason].
             If true, this pair will be locked with <reason> until <until>
         """
-        return self._stoploss_guard(date_now, pair)
+        return self._stoploss_guard(date_now, pair, side)

freqtrade/resolvers/strategy_resolver.py

@@ -47,26 +47,7 @@ class StrategyResolver(IResolver):
         strategy: IStrategy = StrategyResolver._load_strategy(
             strategy_name, config=config,
             extra_dir=config.get('strategy_path'))
-
-        if strategy._ft_params_from_file:
-            # Set parameters from Hyperopt results file
-            params = strategy._ft_params_from_file
-            strategy.minimal_roi = params.get('roi', getattr(strategy, 'minimal_roi', {}))
-
-            strategy.stoploss = params.get('stoploss', {}).get(
-                'stoploss', getattr(strategy, 'stoploss', -0.1))
-            trailing = params.get('trailing', {})
-            strategy.trailing_stop = trailing.get(
-                'trailing_stop', getattr(strategy, 'trailing_stop', False))
-            strategy.trailing_stop_positive = trailing.get(
-                'trailing_stop_positive', getattr(strategy, 'trailing_stop_positive', None))
-            strategy.trailing_stop_positive_offset = trailing.get(
-                'trailing_stop_positive_offset',
-                getattr(strategy, 'trailing_stop_positive_offset', 0))
-            strategy.trailing_only_offset_is_reached = trailing.get(
-                'trailing_only_offset_is_reached',
-                getattr(strategy, 'trailing_only_offset_is_reached', 0.0))
-
+        strategy.ft_load_params_from_file()
         # Set attributes
         # Check if we need to override configuration
         #             (Attribute name,                    default,     subkey)

freqtrade/rpc/api_server/api_backtest.py

@@ -1,6 +1,7 @@
 import asyncio
 import logging
 from copy import deepcopy
+from datetime import datetime
 from typing import Any, Dict, List
 
 from fastapi import APIRouter, BackgroundTasks, Depends
@@ -102,7 +103,10 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                     min_date=min_date, max_date=max_date)
 
             if btconfig.get('export', 'none') == 'trades':
-                store_backtest_stats(btconfig['exportfilename'], ApiServer._bt.results)
+                store_backtest_stats(
+                    btconfig['exportfilename'], ApiServer._bt.results,
+                    datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
+                    )
 
             logger.info("Backtest finished.")
 
@@ -172,6 +176,7 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
             "status_msg": "Backtest running",
         }
     if ApiServer._bt:
+        ApiServer._bt.cleanup()
         del ApiServer._bt
         ApiServer._bt = None
         del ApiServer._bt_data

freqtrade/rpc/api_server/api_schemas.py

@@ -104,6 +104,10 @@ class Profit(BaseModel):
     best_pair_profit_ratio: float
     winning_trades: int
     losing_trades: int
+    profit_factor: float
+    max_drawdown: float
+    max_drawdown_abs: float
+    trading_volume: Optional[float]
 
 
 class SellReason(BaseModel):
@@ -120,6 +124,8 @@ class Stats(BaseModel):
 class DailyRecord(BaseModel):
     date: date
     abs_profit: float
+    rel_profit: float
+    starting_balance: float
     fiat_value: float
     trade_count: int
 
@@ -166,7 +172,7 @@ class ShowConfig(BaseModel):
     trailing_stop_positive: Optional[float]
     trailing_stop_positive_offset: Optional[float]
     trailing_only_offset_is_reached: Optional[bool]
-    unfilledtimeout: UnfilledTimeout
+    unfilledtimeout: Optional[UnfilledTimeout]  # Empty in webserver mode
     order_types: Optional[OrderTypes]
     use_custom_stoploss: Optional[bool]
     timeframe: Optional[str]
@@ -256,6 +262,7 @@ class TradeSchema(BaseModel):
 
     leverage: Optional[float]
     interest_rate: Optional[float]
+    liquidation_price: Optional[float]
     funding_fees: Optional[float]
     trading_mode: Optional[TradingMode]
 
@@ -276,6 +283,7 @@ class OpenTradeSchema(TradeSchema):
 class TradeResponse(BaseModel):
     trades: List[TradeSchema]
     trades_count: int
+    offset: int
     total_trades: int
 
 
@@ -291,6 +299,7 @@ class LockModel(BaseModel):
     lock_time: str
     lock_timestamp: int
     pair: str
+    side: str
     reason: str
 
 

freqtrade/rpc/api_server/api_v1.py

@@ -36,7 +36,8 @@ logger = logging.getLogger(__name__)
 # versions 2.xx -> futures/short branch
 # 2.14: Add entry/exit orders to trade response
 # 2.15: Add backtest history endpoints
-API_VERSION = 2.15
+# 2.16: Additional daily metrics
+API_VERSION = 2.16
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -86,8 +87,8 @@ def stats(rpc: RPC = Depends(get_rpc)):
 
 @router.get('/daily', response_model=Daily, tags=['info'])
 def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
-    return rpc._rpc_daily_profit(timescale, config['stake_currency'],
-                                 config.get('fiat_display_currency', ''))
+    return rpc._rpc_timeunit_profit(timescale, config['stake_currency'],
+                                    config.get('fiat_display_currency', ''))
 
 
 @router.get('/status', response_model=List[OpenTradeSchema], tags=['info'])
@@ -281,7 +282,7 @@ def get_strategy(strategy: str, config=Depends(get_config)):
 def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Optional[str] = None,
                          candletype: Optional[CandleType] = None, config=Depends(get_config)):
 
-    dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
+    dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv'))
     trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
     pair_interval = dh.ohlcv_get_available_data(config['datadir'], trading_mode)
 

freqtrade/rpc/discord.py

@@ -0,0 +1,59 @@
+import logging
+from typing import Any, Dict
+
+from freqtrade.enums.rpcmessagetype import RPCMessageType
+from freqtrade.rpc import RPC
+from freqtrade.rpc.webhook import Webhook
+
+
+logger = logging.getLogger(__name__)
+
+
+class Discord(Webhook):
+    def __init__(self, rpc: 'RPC', config: Dict[str, Any]):
+        # super().__init__(rpc, config)
+        self.rpc = rpc
+        self.config = config
+        self.strategy = config.get('strategy', '')
+        self.timeframe = config.get('timeframe', '')
+
+        self._url = self.config['discord']['webhook_url']
+        self._format = 'json'
+        self._retries = 1
+        self._retry_delay = 0.1
+
+    def cleanup(self) -> None:
+        """
+        Cleanup pending module resources.
+        This will do nothing for webhooks, they will simply not be called anymore
+        """
+        pass
+
+    def send_msg(self, msg) -> None:
+        logger.info(f"Sending discord message: {msg}")
+
+        if msg['type'].value in self.config['discord']:
+
+            msg['strategy'] = self.strategy
+            msg['timeframe'] = self.timeframe
+            fields = self.config['discord'].get(msg['type'].value)
+            color = 0x0000FF
+            if msg['type'] in (RPCMessageType.EXIT, RPCMessageType.EXIT_FILL):
+                profit_ratio = msg.get('profit_ratio')
+                color = (0x00FF00 if profit_ratio > 0 else 0xFF0000)
+
+            embeds = [{
+                'title': f"Trade: {msg['pair']} {msg['type'].value}",
+                'color': color,
+                'fields': [],
+
+            }]
+            for f in fields:
+                for k, v in f.items():
+                    v = v.format(**msg)
+                    embeds[0]['fields'].append(  # type: ignore
+                        {'name': k, 'value': v, 'inline': True})
+
+            # Send the message to discord channel
+            payload = {'embeds': embeds}
+            self._send_msg(payload)

freqtrade/rpc/rpc.py

@@ -18,6 +18,7 @@ from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
+from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
                              TradingMode)
 from freqtrade.exceptions import ExchangeError, PricingError
@@ -96,7 +97,7 @@ class RPC:
         """
         self._freqtrade = freqtrade
         self._config: Dict[str, Any] = freqtrade.config
-        if self._config.get('fiat_display_currency', None):
+        if self._config.get('fiat_display_currency'):
             self._fiat_converter = CryptoToFiatConverter()
 
     @staticmethod
@@ -177,16 +178,19 @@ class RPC:
                         current_rate = NAN
                 else:
                     current_rate = trade.close_rate
-                current_profit = trade.calc_profit_ratio(current_rate)
-                current_profit_abs = trade.calc_profit(current_rate)
-                current_profit_fiat: Optional[float] = None
-                # Calculate fiat profit
-                if self._fiat_converter:
-                    current_profit_fiat = self._fiat_converter.convert_amount(
-                        current_profit_abs,
-                        self._freqtrade.config['stake_currency'],
-                        self._freqtrade.config['fiat_display_currency']
-                    )
+                if len(trade.select_filled_orders(trade.entry_side)) > 0:
+                    current_profit = trade.calc_profit_ratio(current_rate)
+                    current_profit_abs = trade.calc_profit(current_rate)
+                    current_profit_fiat: Optional[float] = None
+                    # Calculate fiat profit
+                    if self._fiat_converter:
+                        current_profit_fiat = self._fiat_converter.convert_amount(
+                            current_profit_abs,
+                            self._freqtrade.config['stake_currency'],
+                            self._freqtrade.config['fiat_display_currency']
+                        )
+                else:
+                    current_profit = current_profit_abs = current_profit_fiat = 0.0
 
                 # Calculate guaranteed profit (in case of trailing stop)
                 stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
@@ -235,8 +239,12 @@ class RPC:
                         trade.pair, side='exit', is_short=trade.is_short, refresh=False)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
-                trade_profit = trade.calc_profit(current_rate)
-                profit_str = f'{trade.calc_profit_ratio(current_rate):.2%}'
+                if len(trade.select_filled_orders(trade.entry_side)) > 0:
+                    trade_profit = trade.calc_profit(current_rate)
+                    profit_str = f'{trade.calc_profit_ratio(current_rate):.2%}'
+                else:
+                    trade_profit = 0.0
+                    profit_str = f'{0.0:.2f}'
                 direction_str = ('S' if trade.is_short else 'L') if nonspot else ''
                 if self._fiat_converter:
                     fiat_profit = self._fiat_converter.convert_amount(
@@ -244,7 +252,7 @@ class RPC:
                         stake_currency,
                         fiat_display_currency
                     )
-                    if fiat_profit and not isnan(fiat_profit):
+                    if not isnan(fiat_profit):
                         profit_str += f" ({fiat_profit:.2f})"
                         fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
                             else fiat_profit_sum + fiat_profit
@@ -276,33 +284,57 @@ class RPC:
                 columns.append('# Entries')
             return trades_list, columns, fiat_profit_sum
 
-    def _rpc_daily_profit(
+    def _rpc_timeunit_profit(
             self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        today = datetime.now(timezone.utc).date()
-        profit_days: Dict[date, Dict] = {}
+            stake_currency: str, fiat_display_currency: str,
+            timeunit: str = 'days') -> Dict[str, Any]:
+        """
+        :param timeunit: Valid entries are 'days', 'weeks', 'months'
+        """
+        start_date = datetime.now(timezone.utc).date()
+        if timeunit == 'weeks':
+            # weekly
+            start_date = start_date - timedelta(days=start_date.weekday())  # Monday
+        if timeunit == 'months':
+            start_date = start_date.replace(day=1)
+
+        def time_offset(step: int):
+            if timeunit == 'months':
+                return relativedelta(months=step)
+            return timedelta(**{timeunit: step})
 
         if not (isinstance(timescale, int) and timescale > 0):
             raise RPCException('timescale must be an integer greater than 0')
 
+        profit_units: Dict[date, Dict] = {}
+        daily_stake = self._freqtrade.wallets.get_total_stake_amount()
+
         for day in range(0, timescale):
-            profitday = today - timedelta(days=day)
-            trades = Trade.get_trades(trade_filter=[
+            profitday = start_date - time_offset(day)
+            # Only query for necessary columns for performance reasons.
+            trades = Trade.query.session.query(Trade.close_profit_abs).filter(
                 Trade.is_open.is_(False),
                 Trade.close_date >= profitday,
-                Trade.close_date < (profitday + timedelta(days=1))
-            ]).order_by(Trade.close_date).all()
+                Trade.close_date < (profitday + time_offset(1))
+            ).order_by(Trade.close_date).all()
+
             curdayprofit = sum(
                 trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_days[profitday] = {
+            # Calculate this periods starting balance
+            daily_stake = daily_stake - curdayprofit
+            profit_units[profitday] = {
                 'amount': curdayprofit,
-                'trades': len(trades)
+                'daily_stake': daily_stake,
+                'rel_profit': round(curdayprofit / daily_stake, 8) if daily_stake > 0 else 0,
+                'trades': len(trades),
             }
 
         data = [
             {
-                'date': key,
+                'date': f"{key.year}-{key.month:02d}" if timeunit == 'months' else key,
                 'abs_profit': value["amount"],
+                'starting_balance': value["daily_stake"],
+                'rel_profit': value["rel_profit"],
                 'fiat_value': self._fiat_converter.convert_amount(
                     value['amount'],
                     stake_currency,
@@ -310,92 +342,7 @@ class RPC:
                 ) if self._fiat_converter else 0,
                 'trade_count': value["trades"],
             }
-            for key, value in profit_days.items()
-        ]
-        return {
-            'stake_currency': stake_currency,
-            'fiat_display_currency': fiat_display_currency,
-            'data': data
-        }
-
-    def _rpc_weekly_profit(
-            self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        today = datetime.now(timezone.utc).date()
-        first_iso_day_of_week = today - timedelta(days=today.weekday())  # Monday
-        profit_weeks: Dict[date, Dict] = {}
-
-        if not (isinstance(timescale, int) and timescale > 0):
-            raise RPCException('timescale must be an integer greater than 0')
-
-        for week in range(0, timescale):
-            profitweek = first_iso_day_of_week - timedelta(weeks=week)
-            trades = Trade.get_trades(trade_filter=[
-                Trade.is_open.is_(False),
-                Trade.close_date >= profitweek,
-                Trade.close_date < (profitweek + timedelta(weeks=1))
-            ]).order_by(Trade.close_date).all()
-            curweekprofit = sum(
-                trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_weeks[profitweek] = {
-                'amount': curweekprofit,
-                'trades': len(trades)
-            }
-
-        data = [
-            {
-                'date': key,
-                'abs_profit': value["amount"],
-                'fiat_value': self._fiat_converter.convert_amount(
-                    value['amount'],
-                    stake_currency,
-                    fiat_display_currency
-                ) if self._fiat_converter else 0,
-                'trade_count': value["trades"],
-            }
-            for key, value in profit_weeks.items()
-        ]
-        return {
-            'stake_currency': stake_currency,
-            'fiat_display_currency': fiat_display_currency,
-            'data': data
-        }
-
-    def _rpc_monthly_profit(
-            self, timescale: int,
-            stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
-        first_day_of_month = datetime.now(timezone.utc).date().replace(day=1)
-        profit_months: Dict[date, Dict] = {}
-
-        if not (isinstance(timescale, int) and timescale > 0):
-            raise RPCException('timescale must be an integer greater than 0')
-
-        for month in range(0, timescale):
-            profitmonth = first_day_of_month - relativedelta(months=month)
-            trades = Trade.get_trades(trade_filter=[
-                Trade.is_open.is_(False),
-                Trade.close_date >= profitmonth,
-                Trade.close_date < (profitmonth + relativedelta(months=1))
-            ]).order_by(Trade.close_date).all()
-            curmonthprofit = sum(
-                trade.close_profit_abs for trade in trades if trade.close_profit_abs is not None)
-            profit_months[profitmonth] = {
-                'amount': curmonthprofit,
-                'trades': len(trades)
-            }
-
-        data = [
-            {
-                'date': f"{key.year}-{key.month:02d}",
-                'abs_profit': value["amount"],
-                'fiat_value': self._fiat_converter.convert_amount(
-                    value['amount'],
-                    stake_currency,
-                    fiat_display_currency
-                ) if self._fiat_converter else 0,
-                'trade_count': value["trades"],
-            }
-            for key, value in profit_months.items()
+            for key, value in profit_units.items()
         ]
         return {
             'stake_currency': stake_currency,
@@ -418,6 +365,7 @@ class RPC:
         return {
             "trades": output,
             "trades_count": len(output),
+            "offset": offset,
             "total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
         }
 
@@ -432,7 +380,7 @@ class RPC:
                 return 'losses'
             else:
                 return 'draws'
-        trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)])
+        trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
         # Sell reason
         exit_reasons = {}
         for trade in trades:
@@ -460,7 +408,8 @@ class RPC:
         """ Returns cumulative profit statistics """
         trade_filter = ((Trade.is_open.is_(False) & (Trade.close_date >= start_date)) |
                         Trade.is_open.is_(True))
-        trades: List[Trade] = Trade.get_trades(trade_filter).order_by(Trade.id).all()
+        trades: List[Trade] = Trade.get_trades(
+            trade_filter, include_orders=False).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []
@@ -469,6 +418,8 @@ class RPC:
         durations = []
         winning_trades = 0
         losing_trades = 0
+        winning_profit = 0.0
+        losing_profit = 0.0
 
         for trade in trades:
             current_rate: float = 0.0
@@ -484,8 +435,10 @@ class RPC:
                 profit_closed_ratio.append(profit_ratio)
                 if trade.close_profit >= 0:
                     winning_trades += 1
+                    winning_profit += trade.close_profit_abs
                 else:
                     losing_trades += 1
+                    losing_profit += trade.close_profit_abs
             else:
                 # Get current rate
                 try:
@@ -501,6 +454,7 @@ class RPC:
             profit_all_ratio.append(profit_ratio)
 
         best_pair = Trade.get_best_pair(start_date)
+        trading_volume = Trade.get_trading_volume(start_date)
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
@@ -524,6 +478,21 @@ class RPC:
             profit_closed_ratio_fromstart = profit_closed_coin_sum / starting_balance
             profit_all_ratio_fromstart = profit_all_coin_sum / starting_balance
 
+        profit_factor = winning_profit / abs(losing_profit) if losing_profit else float('inf')
+
+        trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
+                                'profit_abs': trade.close_profit_abs}
+                               for trade in trades if not trade.is_open])
+        max_drawdown_abs = 0.0
+        max_drawdown = 0.0
+        if len(trades_df) > 0:
+            try:
+                (max_drawdown_abs, _, _, _, _, max_drawdown) = calculate_max_drawdown(
+                    trades_df, value_col='profit_abs', starting_balance=starting_balance)
+            except ValueError:
+                # ValueError if no losing trade.
+                pass
+
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,
@@ -562,11 +531,15 @@ class RPC:
             'best_pair_profit_ratio': best_pair[1] if best_pair else 0,
             'winning_trades': winning_trades,
             'losing_trades': losing_trades,
+            'profit_factor': profit_factor,
+            'max_drawdown': max_drawdown,
+            'max_drawdown_abs': max_drawdown_abs,
+            'trading_volume': trading_volume,
         }
 
     def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
         """ Returns current account balance per crypto """
-        currencies = []
+        currencies: List[Dict] = []
         total = 0.0
         try:
             tickers = self._freqtrade.exchange.get_tickers(cached=True)
@@ -593,7 +566,7 @@ class RPC:
             else:
                 try:
                     pair = self._freqtrade.exchange.get_valid_pair_combination(coin, stake_currency)
-                    rate = tickers.get(pair, {}).get('last', None)
+                    rate = tickers.get(pair, {}).get('last')
                     if rate:
                         if pair.startswith(stake_currency) and not pair.endswith(stake_currency):
                             rate = 1.0 / rate
@@ -601,13 +574,12 @@ class RPC:
                 except (ExchangeError):
                     logger.warning(f" Could not get rate for pair {coin}.")
                     continue
-            total = total + (est_stake or 0)
+            total = total + est_stake
             currencies.append({
                 'currency': coin,
-                # TODO: The below can be simplified if we don't assign None to values.
-                'free': balance.free if balance.free is not None else 0,
-                'balance': balance.total if balance.total is not None else 0,
-                'used': balance.used if balance.used is not None else 0,
+                'free': balance.free,
+                'balance': balance.total,
+                'used': balance.used,
                 'est_stake': est_stake or 0,
                 'stake': stake_currency,
                 'side': 'long',
@@ -637,7 +609,6 @@ class RPC:
             total, stake_currency, fiat_display_currency) if self._fiat_converter else 0
 
         trade_count = len(Trade.get_trades_proxy())
-        starting_capital_ratio = 0.0
         starting_capital_ratio = (total / starting_capital) - 1 if starting_capital else 0.0
         starting_cap_fiat_ratio = (value / starting_cap_fiat) - 1 if starting_cap_fiat else 0.0
 
@@ -925,7 +896,7 @@ class RPC:
             else:
                 errors[pair] = {
                     'error_msg': f"Pair {pair} is not in the current blacklist."
-                    }
+                }
         resp = self._rpc_blacklist()
         resp['errors'] = errors
         return resp

freqtrade/rpc/rpc_manager.py

@@ -27,6 +27,12 @@ class RPCManager:
             from freqtrade.rpc.telegram import Telegram
             self.registered_modules.append(Telegram(self._rpc, config))
 
+        # Enable discord
+        if config.get('discord', {}).get('enabled', False):
+            logger.info('Enabling rpc.discord ...')
+            from freqtrade.rpc.discord import Discord
+            self.registered_modules.append(Discord(self._rpc, config))
+
         # Enable Webhook
         if config.get('webhook', {}).get('enabled', False):
             logger.info('Enabling rpc.webhook ...')

freqtrade/rpc/telegram.py

@@ -6,6 +6,7 @@ This module manage Telegram communication
 import json
 import logging
 import re
+from dataclasses import dataclass
 from datetime import date, datetime, timedelta
 from functools import partial
 from html import escape
@@ -37,6 +38,15 @@ logger.debug('Included module rpc.telegram ...')
 MAX_TELEGRAM_MESSAGE_LENGTH = 4096
 
 
+@dataclass
+class TimeunitMappings:
+    header: str
+    message: str
+    message2: str
+    callback: str
+    default: int
+
+
 def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
     """
     Decorator to check if the message comes from the correct chat_id
@@ -225,6 +235,14 @@ class Telegram(RPCHandler):
         # This can take up to `timeout` from the call to `start_polling`.
         self._updater.stop()
 
+    def _exchange_from_msg(self, msg: Dict[str, Any]) -> str:
+        """
+        Extracts the exchange name from the given message.
+        :param msg: The message to extract the exchange name from.
+        :return: The exchange name.
+        """
+        return f"{msg['exchange']}{' (dry)' if self._config['dry_run'] else ''}"
+
     def _format_entry_msg(self, msg: Dict[str, Any]) -> str:
         if self._rpc._fiat_converter:
             msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
@@ -237,11 +255,11 @@ class Telegram(RPCHandler):
         entry_side = ({'enter': 'Long', 'entered': 'Longed'} if msg['direction'] == 'Long'
                       else {'enter': 'Short', 'entered': 'Shorted'})
         message = (
-            f"{emoji} *{msg['exchange']}:*"
+            f"{emoji} *{self._exchange_from_msg(msg)}:*"
             f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}"
             f" (#{msg['trade_id']})\n"
             )
-        message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag', None) else ""
+        message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag') else ""
         message += f"*Amount:* `{msg['amount']:.8f}`\n"
         if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0:
             message += f"*Leverage:* `{msg['leverage']}`\n"
@@ -254,7 +272,7 @@ class Telegram(RPCHandler):
 
         message += f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
 
-        if msg.get('fiat_currency', None):
+        if msg.get('fiat_currency'):
             message += f", {round_coin_value(msg['stake_amount_fiat'], msg['fiat_currency'])}"
 
         message += ")`"
@@ -270,7 +288,7 @@ class Telegram(RPCHandler):
         msg['enter_tag'] = msg['enter_tag'] if "enter_tag" in msg.keys() else None
         msg['emoji'] = self._get_sell_emoji(msg)
         msg['leverage_text'] = (f"*Leverage:* `{msg['leverage']:.1f}`\n"
-                                if msg.get('leverage', None) and msg.get('leverage', 1.0) != 1.0
+                                if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0
                                 else "")
 
         # Check if all sell properties are available.
@@ -286,7 +304,7 @@ class Telegram(RPCHandler):
             msg['profit_extra'] = ''
         is_fill = msg['type'] == RPCMessageType.EXIT_FILL
         message = (
-            f"{msg['emoji']} *{msg['exchange']}:* "
+            f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
             f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
             f"*{'Profit' if is_fill else 'Unrealized Profit'}:* "
             f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
@@ -316,33 +334,33 @@ class Telegram(RPCHandler):
 
         elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL):
             msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit'
-            message = ("\N{WARNING SIGN} *{exchange}:* "
-                       "Cancelling {message_side} Order for {pair} (#{trade_id}). "
-                       "Reason: {reason}.".format(**msg))
+            message = (f"\N{WARNING SIGN} *{self._exchange_from_msg(msg)}:* "
+                       f"Cancelling {msg['message_side']} Order for {msg['pair']} "
+                       f"(#{msg['trade_id']}). Reason: {msg['reason']}.")
 
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER:
             message = (
-                "*Protection* triggered due to {reason}. "
-                "`{pair}` will be locked until `{lock_end_time}`."
-            ).format(**msg)
+                f"*Protection* triggered due to {msg['reason']}. "
+                f"`{msg['pair']}` will be locked until `{msg['lock_end_time']}`."
+            )
 
         elif msg_type == RPCMessageType.PROTECTION_TRIGGER_GLOBAL:
             message = (
-                "*Protection* triggered due to {reason}. "
-                "*All pairs* will be locked until `{lock_end_time}`."
-            ).format(**msg)
+                f"*Protection* triggered due to {msg['reason']}. "
+                f"*All pairs* will be locked until `{msg['lock_end_time']}`."
+            )
 
         elif msg_type == RPCMessageType.STATUS:
-            message = '*Status:* `{status}`'.format(**msg)
+            message = f"*Status:* `{msg['status']}`"
 
         elif msg_type == RPCMessageType.WARNING:
-            message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
+            message = f"\N{WARNING SIGN} *Warning:* `{msg['status']}`"
 
         elif msg_type == RPCMessageType.STARTUP:
-            message = '{status}'.format(**msg)
+            message = f"{msg['status']}"
 
         else:
-            raise NotImplementedError('Unknown message type: {}'.format(msg_type))
+            raise NotImplementedError(f"Unknown message type: {msg_type}")
         return message
 
     def send_msg(self, msg: Dict[str, Any]) -> None:
@@ -396,7 +414,7 @@ class Telegram(RPCHandler):
             first_avg = filled_orders[0]["safe_price"]
 
         for x, order in enumerate(filled_orders):
-            if not order['ft_is_entry']:
+            if not order['ft_is_entry'] or order['is_open'] is True:
                 continue
             cur_entry_datetime = arrow.get(order["order_filled_date"])
             cur_entry_amount = order["amount"]
@@ -563,6 +581,60 @@ class Telegram(RPCHandler):
         except RPCException as e:
             self._send_msg(str(e))
 
+    @authorized_only
+    def _timeunit_stats(self, update: Update, context: CallbackContext, unit: str) -> None:
+        """
+        Handler for /daily <n>
+        Returns a daily profit (in BTC) over the last n days.
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        vals = {
+            'days': TimeunitMappings('Day', 'Daily', 'days', 'update_daily', 7),
+            'weeks': TimeunitMappings('Monday', 'Weekly', 'weeks (starting from Monday)',
+                                      'update_weekly', 8),
+            'months': TimeunitMappings('Month', 'Monthly', 'months', 'update_monthly', 6),
+        }
+        val = vals[unit]
+
+        stake_cur = self._config['stake_currency']
+        fiat_disp_cur = self._config.get('fiat_display_currency', '')
+        try:
+            timescale = int(context.args[0]) if context.args else val.default
+        except (TypeError, ValueError, IndexError):
+            timescale = val.default
+        try:
+            stats = self._rpc._rpc_timeunit_profit(
+                timescale,
+                stake_cur,
+                fiat_disp_cur,
+                unit
+            )
+            stats_tab = tabulate(
+                [[f"{period['date']} ({period['trade_count']})",
+                  f"{round_coin_value(period['abs_profit'], stats['stake_currency'])}",
+                  f"{period['fiat_value']:.2f} {stats['fiat_display_currency']}",
+                  f"{period['rel_profit']:.2%}",
+                  ] for period in stats['data']],
+                headers=[
+                    f"{val.header} (count)",
+                    f'{stake_cur}',
+                    f'{fiat_disp_cur}',
+                    'Profit %',
+                    'Trades',
+                ],
+                tablefmt='simple')
+            message = (
+                f'<b>{val.message} Profit over the last {timescale} {val.message2}</b>:\n'
+                f'<pre>{stats_tab}</pre>'
+            )
+            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
+                           callback_path=val.callback, query=update.callback_query)
+        except RPCException as e:
+            self._send_msg(str(e))
+
     @authorized_only
     def _daily(self, update: Update, context: CallbackContext) -> None:
         """
@@ -572,35 +644,7 @@ class Telegram(RPCHandler):
         :param update: message update
         :return: None
         """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 7
-        except (TypeError, ValueError, IndexError):
-            timescale = 7
-        try:
-            stats = self._rpc._rpc_daily_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[day['date'],
-                  f"{round_coin_value(day['abs_profit'], stats['stake_currency'])}",
-                  f"{day['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{day['trade_count']} trades"] for day in stats['data']],
-                headers=[
-                    'Day',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Daily Profit over the last {timescale} days</b>:\n<pre>{stats_tab}</pre>'
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_daily", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'days')
 
     @authorized_only
     def _weekly(self, update: Update, context: CallbackContext) -> None:
@@ -611,36 +655,7 @@ class Telegram(RPCHandler):
         :param update: message update
         :return: None
         """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 8
-        except (TypeError, ValueError, IndexError):
-            timescale = 8
-        try:
-            stats = self._rpc._rpc_weekly_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[week['date'],
-                  f"{round_coin_value(week['abs_profit'], stats['stake_currency'])}",
-                  f"{week['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{week['trade_count']} trades"] for week in stats['data']],
-                headers=[
-                    'Monday',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Weekly Profit over the last {timescale} weeks ' \
-                      f'(starting from Monday)</b>:\n<pre>{stats_tab}</pre> '
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_weekly", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'weeks')
 
     @authorized_only
     def _monthly(self, update: Update, context: CallbackContext) -> None:
@@ -651,36 +666,7 @@ class Telegram(RPCHandler):
         :param update: message update
         :return: None
         """
-        stake_cur = self._config['stake_currency']
-        fiat_disp_cur = self._config.get('fiat_display_currency', '')
-        try:
-            timescale = int(context.args[0]) if context.args else 6
-        except (TypeError, ValueError, IndexError):
-            timescale = 6
-        try:
-            stats = self._rpc._rpc_monthly_profit(
-                timescale,
-                stake_cur,
-                fiat_disp_cur
-            )
-            stats_tab = tabulate(
-                [[month['date'],
-                  f"{round_coin_value(month['abs_profit'], stats['stake_currency'])}",
-                  f"{month['fiat_value']:.3f} {stats['fiat_display_currency']}",
-                  f"{month['trade_count']} trades"] for month in stats['data']],
-                headers=[
-                    'Month',
-                    f'Profit {stake_cur}',
-                    f'Profit {fiat_disp_cur}',
-                    'Trades',
-                ],
-                tablefmt='simple')
-            message = f'<b>Monthly Profit over the last {timescale} months' \
-                      f'</b>:\n<pre>{stats_tab}</pre> '
-            self._send_msg(message, parse_mode=ParseMode.HTML, reload_able=True,
-                           callback_path="update_monthly", query=update.callback_query)
-        except RPCException as e:
-            self._send_msg(str(e))
+        self._timeunit_stats(update, context, 'months')
 
     @authorized_only
     def _profit(self, update: Update, context: CallbackContext) -> None:
@@ -744,12 +730,18 @@ class Telegram(RPCHandler):
                 f"*Total Trade Count:* `{trade_count}`\n"
                 f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
                 f"`{first_trade_date}`\n"
-                f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                f"*Latest Trade opened:* `{latest_trade_date}`\n"
                 f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
             )
             if stats['closed_trade_count'] > 0:
-                markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
-                                 f"*Best Performing:* `{best_pair}: {best_pair_profit_ratio:.2%}`")
+                markdown_msg += (
+                    f"\n*Avg. Duration:* `{avg_duration}`\n"
+                    f"*Best Performing:* `{best_pair}: {best_pair_profit_ratio:.2%}`\n"
+                    f"*Trading volume:* `{round_coin_value(stats['trading_volume'], stake_cur)}`\n"
+                    f"*Profit factor:* `{stats['profit_factor']:.2f}`\n"
+                    f"*Max Drawdown:* `{stats['max_drawdown']:.2%} "
+                    f"({round_coin_value(stats['max_drawdown_abs'], stake_cur)})`"
+                )
         self._send_msg(markdown_msg, reload_able=True, callback_path="update_profit",
                        query=update.callback_query)
 
@@ -785,7 +777,7 @@ class Telegram(RPCHandler):
                 headers=['Exit Reason', 'Exits', 'Wins', 'Losses']
             )
             if len(exit_reasons_tabulate) > 25:
-                self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN)
+                self._send_msg(f"```\n{exit_reasons_msg}```", ParseMode.MARKDOWN)
                 exit_reasons_msg = ''
 
         durations = stats['durations']
@@ -889,7 +881,7 @@ class Telegram(RPCHandler):
         :return: None
         """
         msg = self._rpc._rpc_start()
-        self._send_msg('Status: `{status}`'.format(**msg))
+        self._send_msg(f"Status: `{msg['status']}`")
 
     @authorized_only
     def _stop(self, update: Update, context: CallbackContext) -> None:
@@ -901,7 +893,7 @@ class Telegram(RPCHandler):
         :return: None
         """
         msg = self._rpc._rpc_stop()
-        self._send_msg('Status: `{status}`'.format(**msg))
+        self._send_msg(f"Status: `{msg['status']}`")
 
     @authorized_only
     def _reload_config(self, update: Update, context: CallbackContext) -> None:
@@ -913,7 +905,7 @@ class Telegram(RPCHandler):
         :return: None
         """
         msg = self._rpc._rpc_reload_config()
-        self._send_msg('Status: `{status}`'.format(**msg))
+        self._send_msg(f"Status: `{msg['status']}`")
 
     @authorized_only
     def _stopbuy(self, update: Update, context: CallbackContext) -> None:
@@ -925,7 +917,7 @@ class Telegram(RPCHandler):
         :return: None
         """
         msg = self._rpc._rpc_stopbuy()
-        self._send_msg('Status: `{status}`'.format(**msg))
+        self._send_msg(f"Status: `{msg['status']}`")
 
     @authorized_only
     def _force_exit(self, update: Update, context: CallbackContext) -> None:
@@ -1087,9 +1079,9 @@ class Telegram(RPCHandler):
             trade_id = int(context.args[0])
             msg = self._rpc._rpc_delete(trade_id)
             self._send_msg((
-                '`{result_msg}`\n'
+                f"`{msg['result_msg']}`\n"
                 'Please make sure to take care of this asset on the exchange manually.'
-            ).format(**msg))
+            ))
 
         except RPCException as e:
             self._send_msg(str(e))
@@ -1410,14 +1402,14 @@ class Telegram(RPCHandler):
                                  "Optionally takes a rate at which to sell "
                                  "(only applies to limit orders).` \n")
         message = (
-            "_BotControl_\n"
+            "_Bot Control_\n"
             "------------\n"
             "*/start:* `Starts the trader`\n"
             "*/stop:* Stops the trader\n"
             "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n"
             "*/forceexit <trade_id>|all:* `Instantly exits the given trade or all trades, "
             "regardless of profit`\n"
-            "*/fe <trade_id>|all:* `Alias to /forceexit`"
+            "*/fx <trade_id>|all:* `Alias to /forceexit`\n"
             f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}"
             "*/delete <trade_id>:* `Instantly delete the given trade in the database`\n"
             "*/whitelist:* `Show current whitelist` \n"