Merge pull request #8421 from freqtrade/new_release

New release 2023.3

.github/workflows/ci.yml

@@ -16,7 +16,8 @@ on:
 concurrency:
   group: ${{ github.workflow }}-${{ github.ref }}
   cancel-in-progress: true
-
+permissions:
+  repository-projects: read
 jobs:
   build_linux:
 
@@ -24,7 +25,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3
@@ -90,14 +91,14 @@ jobs:
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
-    - name: Flake8
-      run: |
-        flake8
-
     - name: Sort imports (isort)
       run: |
         isort --check .
 
+    - name: Run Ruff
+      run: |
+        ruff check --format=github .
+
     - name: Mypy
       run: |
         mypy freqtrade scripts tests
@@ -115,7 +116,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3
@@ -186,14 +187,14 @@ jobs:
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
-    - name: Flake8
-      run: |
-        flake8
-
     - name: Sort imports (isort)
       run: |
         isort --check .
 
+    - name: Run Ruff
+      run: |
+        ruff check --format=github .
+
     - name: Mypy
       run: |
         mypy freqtrade scripts
@@ -212,7 +213,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10", "3.11"]
 
     steps:
     - uses: actions/checkout@v3
@@ -248,9 +249,9 @@ jobs:
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
-    - name: Flake8
+    - name: Run Ruff
       run: |
-        flake8
+        ruff check --format=github .
 
     - name: Mypy
       run: |
@@ -321,7 +322,6 @@ jobs:
   build_linux_online:
     # Run pytest with "live" checks
     runs-on: ubuntu-22.04
-    # permissions:
     steps:
     - uses: actions/checkout@v3
 
@@ -425,7 +425,7 @@ jobs:
         python setup.py sdist bdist_wheel
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.8.3
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -433,7 +433,7 @@ jobs:
         repository_url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.6.4
+      uses: pypa/gh-action-pypi-publish@v1.8.3
       if: (github.event_name == 'release')
       with:
         user: __token__
@@ -466,12 +466,13 @@ jobs:
 
     - name: Build and test and push docker images
       env:
-        IMAGE_NAME: freqtradeorg/freqtrade
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
         build_helpers/publish_docker_multi.sh
 
   deploy_arm:
+    permissions:
+      packages: write
     needs: [ deploy ]
     # Only run on 64bit machines
     runs-on: [self-hosted, linux, ARM64]
@@ -494,8 +495,9 @@ jobs:
 
     - name: Build and test and push docker images
       env:
-        IMAGE_NAME: freqtradeorg/freqtrade
         BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
+        GHCR_USERNAME: ${{ github.actor }}
+        GHCR_TOKEN: ${{ secrets.GITHUB_TOKEN }}
       run: |
         build_helpers/publish_docker_arm64.sh
 

.pre-commit-config.yaml

@@ -8,16 +8,17 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v0.991"
+    rev: "v1.0.1"
     hooks:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.3.0.0
+          - types-cachetools==5.3.0.4
           - types-filelock==3.2.7
-          - types-requests==2.28.11.13
+          - types-requests==2.28.11.16
-          - types-tabulate==0.9.0.0
+          - types-tabulate==0.9.0.1
-          - types-python-dateutil==2.8.19.6
+          - types-python-dateutil==2.8.19.10
+          - SQLAlchemy==2.0.7
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
@@ -27,6 +28,12 @@ repos:
         name: isort (python)
         # stages: [push]
 
+  - repo: https://github.com/charliermarsh/ruff-pre-commit
+    # Ruff version.
+    rev: 'v0.0.255'
+    hooks:
+      - id: ruff
+
   - repo: https://github.com/pre-commit/pre-commit-hooks
     rev: v4.4.0
     hooks:

CONTRIBUTING.md

@@ -45,16 +45,17 @@ pytest tests/test_<file_name>.py::test_<method_name>
 
 ### 2. Test if your code is PEP8 compliant
 
-#### Run Flake8
+#### Run Ruff
 
 ```bash
-flake8 freqtrade tests scripts
+ruff .
 ```
 
-We receive a lot of code that fails the `flake8` checks.
+We receive a lot of code that fails the `ruff` checks.
 To help with that, we encourage you to install the git pre-commit 
 hook that will warn you when you try to commit code that fails these checks.
-Guide for installing them is [here](http://flake8.pycqa.org/en/latest/user/using-hooks.html).
+
+you can manually run pre-commit with `pre-commit run -a`.
 
 ##### Additional styles applied
 

build_helpers/install_ta-lib.sh

@@ -8,8 +8,8 @@ if [ -n "$2" ] || [ ! -f "${INSTALL_LOC}/lib/libta_lib.a" ]; then
   tar zxvf ta-lib-0.4.0-src.tar.gz
   cd ta-lib \
   && sed -i.bak "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.guess;hb=HEAD' -o config.guess \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.guess' -o config.guess \
-  && curl 'http://git.savannah.gnu.org/gitweb/?p=config.git;a=blob_plain;f=config.sub;hb=HEAD' -o config.sub \
+  && curl 'https://raw.githubusercontent.com/gcc-mirror/gcc/master/config.sub' -o config.sub \
   && ./configure --prefix=${INSTALL_LOC}/ \
   && make
   if [ $? -ne 0 ]; then

build_helpers/pre_commit_update.py

@@ -8,12 +8,17 @@ import yaml
 
 pre_commit_file = Path('.pre-commit-config.yaml')
 require_dev = Path('requirements-dev.txt')
+require = Path('requirements.txt')
 
 with require_dev.open('r') as rfile:
     requirements = rfile.readlines()
 
+with require.open('r') as rfile:
+    requirements.extend(rfile.readlines())
+
 # Extract types only
-type_reqs = [r.strip('\n') for r in requirements if r.startswith('types-')]
+type_reqs = [r.strip('\n') for r in requirements if r.startswith(
+    'types-') or r.startswith('SQLAlchemy')]
 
 with pre_commit_file.open('r') as file:
     f = yaml.load(file, Loader=yaml.FullLoader)

build_helpers/publish_docker_arm64.sh

@@ -3,6 +3,10 @@
 # Use BuildKit, otherwise building on ARM fails
 export DOCKER_BUILDKIT=1
 
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
+GHCR_IMAGE_NAME=ghcr.io/freqtrade/freqtrade
+
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
@@ -14,7 +18,6 @@ TAG_ARM=${TAG}_arm
 TAG_PLOT_ARM=${TAG_PLOT}_arm
 TAG_FREQAI_ARM=${TAG_FREQAI}_arm
 TAG_FREQAI_RL_ARM=${TAG_FREQAI_RL}_arm
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
 
 echo "Running for ${TAG}"
 
@@ -38,13 +41,13 @@ if [ $? -ne 0 ]; then
     echo "failed building multiarch images"
     return 1
 fi
-# Tag image for upload and next build step
-docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
 
 docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_PLOT_ARM} -f docker/Dockerfile.plot .
 docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_ARM} -f docker/Dockerfile.freqai .
 docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_IMAGE} --build-arg sourcetag=${TAG_ARM} -t freqtrade:${TAG_FREQAI_RL_ARM} -f docker/Dockerfile.freqai_rl .
 
+# Tag image for upload and next build step
+docker tag freqtrade:$TAG_ARM ${CACHE_IMAGE}:$TAG_ARM
 docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -59,7 +62,6 @@ fi
 
 docker images
 
-# docker push ${IMAGE_NAME}
 docker push ${CACHE_IMAGE}:$TAG_PLOT_ARM
 docker push ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker push ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
@@ -82,14 +84,30 @@ docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI}
 docker manifest create ${IMAGE_NAME}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL} ${CACHE_IMAGE}:${TAG_FREQAI_RL_ARM}
 docker manifest push -p ${IMAGE_NAME}:${TAG_FREQAI_RL}
 
+# copy images to ghcr.io
+
+alias crane="docker run --rm -i -v $(pwd)/.crane:/home/nonroot/.docker/ gcr.io/go-containerregistry/crane"
+mkdir .crane
+chmod a+rwx .crane
+
+echo "${GHCR_TOKEN}" | crane auth login ghcr.io -u "${GHCR_USERNAME}" --password-stdin
+
+crane copy ${IMAGE_NAME}:${TAG_FREQAI_RL} ${GHCR_IMAGE_NAME}:${TAG_FREQAI_RL}
+crane copy ${IMAGE_NAME}:${TAG_FREQAI} ${GHCR_IMAGE_NAME}:${TAG_FREQAI}
+crane copy ${IMAGE_NAME}:${TAG_PLOT} ${GHCR_IMAGE_NAME}:${TAG_PLOT}
+crane copy ${IMAGE_NAME}:${TAG} ${GHCR_IMAGE_NAME}:${TAG}
+
 # Tag as latest for develop builds
 if [ "${TAG}" = "develop" ]; then
     echo 'Tagging image as latest'
     docker manifest create ${IMAGE_NAME}:latest ${CACHE_IMAGE}:${TAG_ARM} ${IMAGE_NAME}:${TAG_PI} ${CACHE_IMAGE}:${TAG}
     docker manifest push -p ${IMAGE_NAME}:latest
+
+    crane copy ${IMAGE_NAME}:latest ${GHCR_IMAGE_NAME}:latest
 fi
 
 docker images
+rm -rf .crane
 
 # Cleanup old images from arm64 node.
 docker image prune -a --force --filter "until=24h"

build_helpers/publish_docker_multi.sh

@@ -2,6 +2,8 @@
 
 # The below assumes a correctly setup docker buildx environment
 
+IMAGE_NAME=freqtradeorg/freqtrade
+CACHE_IMAGE=freqtradeorg/freqtrade_cache
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
@@ -11,7 +13,6 @@ TAG_PI="${TAG}_pi"
 
 PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
-CACHE_IMAGE=freqtradeorg/freqtrade_cache
 CACHE_TAG=${CACHE_IMAGE}:${TAG_PI}_cache
 
 # Add commit and commit_message to docker container

docs/bot-basics.md

@@ -12,6 +12,9 @@ This page provides you some basic concepts on how Freqtrade works and operates.
 * **Indicators**: Technical indicators (SMA, EMA, RSI, ...).
 * **Limit order**: Limit orders which execute at the defined limit price or better.
 * **Market order**: Guaranteed to fill, may move price depending on the order size.
+* **Current Profit**: Currently pending (unrealized) profit for this trade. This is mainly used throughout the bot and UI.
+* **Realized Profit**: Already realized profit. Only relevant in combination with [partial exits](strategy-callbacks.md#adjust-trade-position) - which also explains the calculation logic for this.
+* **Total Profit**: Combined realized and unrealized profit. The relative number (%) is calculated against the total investment in this trade.
 
 ## Fee handling
 
@@ -57,10 +60,10 @@ This loop will be repeated again and again until the bot is stopped.
 
 * 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.
+  * Calls `bot_loop_start()` strategy callback.
   * 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).

docs/deprecated.md

@@ -74,3 +74,8 @@ Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", re
 * `webhooksell`, `webhookexit` -> `exit`
 * `webhooksellfill`, `webhookexitfill` -> `exit_fill`
 * `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
+
+
+## Removal of `populate_any_indicators`
+
+version 2023.3 saw the removal of `populate_any_indicators` in favor of split methods for feature engineering and targets. Please read the [migration document](strategy_migration.md#freqai-strategy) for full details.

docs/developer.md

@@ -24,7 +24,7 @@ This will spin up a local server (usually on port 8000) so you can see if everyt
 To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
 Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`.
 
-This will install all required tools for development, including `pytest`, `flake8`, `mypy`, and `coveralls`.
+This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`.
 
 Then install the git hook scripts by running `pre-commit install`, so your changes will be verified locally before committing.
 This avoids a lot of waiting for CI already, as some basic formatting checks are done locally on your machine.

docs/freqai-parameter-table.md

@@ -46,7 +46,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `outlier_protection_percentage` | Enable to prevent outlier detection methods from discarding too much data. If more than `outlier_protection_percentage` % of points are detected as outliers by the SVM or DBSCAN, FreqAI will log a warning message and ignore outlier detection, i.e., the original dataset will be kept intact. If the outlier protection is triggered, no predictions will be made based on the training dataset. <br> **Datatype:** Float. <br> Default: `30`.
 | `reverse_train_test_order` | Split the feature dataset (see below) and use the latest data split for training and test on historical split of the data. This allows the model to be trained up to the most recent data point, while avoiding overfitting. However, you should be careful to understand the unorthodox nature of this parameter before employing it. <br> **Datatype:** Boolean. <br> Default: `False` (no reversal).
 | `shuffle_after_split` | Split the data into train and test sets, and then shuffle both sets individually. <br> **Datatype:** Boolean. <br> Default: `False`.
-| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Boolean. <br> Default: `False`.
+| `buffer_train_data_candles` | Cut `buffer_train_data_candles` off the beginning and end of the training data *after* the indicators were populated. The main example use is when predicting maxima and minima, the argrelextrema function  cannot know the maxima/minima at the edges of the timerange. To improve model accuracy, it is best to compute argrelextrema on the full timerange and then use this function to cut off the edges (buffer) by the kernel. In another case, if the targets are set to a shifted price movement, this buffer is unnecessary because the shifted candles at the end of the timerange will be NaN and FreqAI will automatically cut those off of the training dataset.<br> **Datatype:** Integer. <br> Default: `0`.
 
 ### Data split parameters
 
@@ -84,6 +84,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `add_state_info` | Tell FreqAI to include state information in the feature set for training and inferencing. The current state variables include trade duration, current profit, trade position. This is only available in dry/live runs, and is automatically switched to false for backtesting. <br> **Datatype:** bool. <br> Default: `False`.
 | `net_arch` | Network architecture which is well described in [`stable_baselines3` doc](https://stable-baselines3.readthedocs.io/en/master/guide/custom_policy.html#examples). In summary: `[<shared layers>, dict(vf=[<non-shared value network layers>], pi=[<non-shared policy network layers>])]`. By default this is set to `[128, 128]`, which defines 2 shared hidden layers with 128 units each.
 | `randomize_starting_position` | Randomize the starting point of each episode to avoid overfitting. <br> **Datatype:** bool. <br> Default: `False`.
+| `drop_ohlc_from_features` | Do not include the normalized ohlc data in the feature set passed to the agent during training (ohlc will still be used for driving the environment in all cases) <br> **Datatype:** Boolean. <br> **Default:** `False`
 
 ### Additional parameters
 

docs/freqai-reinforcement-learning.md

@@ -55,7 +55,7 @@ where `ReinforcementLearner` will use the templated `ReinforcementLearner` from
         dataframe["&-action"] = 0
 ```
 
-Most of the function remains the same as for typical Regressors, however, the function above shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
+Most of the function remains the same as for typical Regressors, however, the function below shows how the strategy must pass the raw price data to the agent so that it has access to raw OHLCV in the training environment:
 
 ```python
     def feature_engineering_standard(self, dataframe, **kwargs):
@@ -176,9 +176,11 @@ As you begin to modify the strategy and the prediction model, you will quickly r
 
                 factor = 100
 
+                pair = self.pair.replace(':', '')
+
                 # you can use feature values from dataframe
                 # Assumes the shifted RSI indicator has been generated in the strategy.
-                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{self.pair}_"
+                rsi_now = self.raw_features[f"%-rsi-period-10_shift-1_{pair}_"
                                 f"{self.config['timeframe']}"].iloc[self._current_tick]
 
                 # reward agent for entering trades
@@ -246,13 +248,13 @@ FreqAI also provides a built in episodic summary logger called `self.tensorboard
             """
             def calculate_reward(self, action: int) -> float:
                 if not self._is_valid(action):
-                    self.tensorboard_log("is_valid")
+                    self.tensorboard_log("invalid")
                     return -2
 
 ```
 
 !!! Note
-    The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)` would add 0.23 to `float_metric`. In this case you can also disable incrementing using `inc=False` parameter.
+    The `self.tensorboard_log()` function is designed for tracking incremented objects only i.e. events, actions inside the training environment. If the event of interest is a float, the float can be passed as the second argument e.g. `self.tensorboard_log("float_metric1", 0.23)`. In this case the metric values are not incremented.
 
 ### Choosing a base environment
 

docs/freqai-running.md

@@ -128,6 +128,9 @@ The FreqAI specific parameter `label_period_candles` defines the offset (number
 
 You can choose to adopt a continual learning scheme by setting `"continual_learning": true` in the config. By enabling `continual_learning`, after training an initial model from scratch, subsequent trainings will start from the final model state of the preceding training. This gives the new model a "memory" of the previous state. By default, this is set to `False` which means that all new models are trained from scratch, without input from previous models.
 
+???+ danger "Continual learning enforces a constant parameter space"
+    Since `continual_learning` means that the model parameter space *cannot* change between trainings, `principal_component_analysis` is automatically disabled when `continual_learning` is enabled. Hint: PCA changes the parameter space and the number of features, learn more about PCA [here](freqai-feature-engineering.md#data-dimensionality-reduction-with-principal-component-analysis).
+
 ## Hyperopt
 
 You can hyperopt using the same command as for [typical Freqtrade hyperopt](hyperopt.md):

docs/freqai.md

@@ -71,6 +71,10 @@ pip install -r requirements-freqai.txt
 !!! Note
     Catboost will not be installed on arm devices (raspberry, Mac M1, ARM based VPS, ...), since it does not provide wheels for this platform.
 
+!!! Note "python 3.11"
+    Some dependencies (Catboost, Torch) currently don't support python 3.11. Freqtrade therefore only supports python 3.10 for these models/dependencies.
+    Tests involving these dependencies are skipped on 3.11.
+
 ### Usage with docker
 
 If you are using docker, a dedicated tag with FreqAI dependencies is available as `:freqai`. As such - you can replace the image line in your docker compose file with `image: freqtradeorg/freqtrade:develop_freqai`. This image contains the regular FreqAI dependencies. Similar to native installs, Catboost will not be available on ARM based devices.

docs/includes/protections.md

@@ -149,7 +149,7 @@ The below example assumes a timeframe of 1 hour:
 * Locks each pair after selling for an additional 5 candles (`CooldownPeriod`), giving other pairs a chance to get filled.
 * Stops trading for 4 hours (`4 * 1h candles`) if the last 2 days (`48 * 1h candles`) had 20 trades, which caused a max-drawdown of more than 20%. (`MaxDrawdown`).
 * Stops trading if more than 4 stoploss occur for all pairs within a 1 day (`24 * 1h candles`) limit (`StoplossGuard`).
-* Locks all pairs that had 4 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
+* Locks all pairs that had 2 Trades within the last 6 hours (`6 * 1h candles`) with a combined profit ratio of below 0.02 (<2%) (`LowProfitPairs`).
 * Locks all pairs for 2 candles that had a profit of below 0.01 (<1%) within the last 24h (`24 * 1h candles`), a minimum of 4 trades.
 
 ``` python

docs/installation.md

@@ -290,10 +290,8 @@ cd freqtrade
 
 #### Freqtrade install: Conda Environment
 
-Prepare conda-freqtrade environment, using file `environment.yml`, which exist in main freqtrade directory
-
 ```bash
-conda env create -n freqtrade-conda -f environment.yml
+conda create --name freqtrade python=3.10
 ```
 
 !!! Note "Creating Conda Environment"
@@ -302,12 +300,9 @@ conda env create -n freqtrade-conda -f environment.yml
     ```bash
     # choose your own packages
     conda env create -n [name of the environment] [python version] [packages]
-
-    # point to file with packages
-    conda env create -n [name of the environment] -f [file]
     ```
 
-#### Enter/exit freqtrade-conda environment
+#### Enter/exit freqtrade environment
 
 To check available environments, type
 
@@ -319,7 +314,7 @@ Enter installed environment
 
 ```bash
 # enter conda environment
-conda activate freqtrade-conda
+conda activate freqtrade
 
 # exit conda environment - don't do it now
 conda deactivate
@@ -329,6 +324,7 @@ Install last python dependencies with pip
 
 ```bash
 python3 -m pip install --upgrade pip
+python3 -m pip install -r requirements.txt
 python3 -m pip install -e .
 ```
 
@@ -336,7 +332,7 @@ Patch conda libta-lib (Linux only)
 
 ```bash
 # Ensure that the environment is active!
-conda activate freqtrade-conda
+conda activate freqtrade
 
 cd build_helpers
 bash install_ta-lib.sh ${CONDA_PREFIX} nosudo
@@ -355,8 +351,8 @@ conda env list
 # activate base environment
 conda activate
 
-# activate freqtrade-conda environment
+# activate freqtrade environment
-conda activate freqtrade-conda
+conda activate freqtrade
 
 #deactivate any conda environments
 conda deactivate                              

docs/producer-consumer.md

@@ -42,14 +42,14 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `producers` | **Required.** List of producers <br> **Datatype:** Array.
 | `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
 | `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
-| `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
+| `producers.port` | **Required.** The port matching the above host.<br>*Defaults to `8080`.*<br> **Datatype:** Integer
 | `producers.secure` | **Optional.**  Use ssl in websockets connection. Default False.<br> **Datatype:** string
 | `producers.ws_token` | **Required.**  `ws_token` as configured on the producer.<br> **Datatype:** string
 | | **Optional settings**
 | `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.
-| `wait_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `ping_timeout` | Ping timeout <br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
 | `sleep_time` | Sleep time before retrying to connect.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
-| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `10`.*<br> **Datatype:** Integer - in seconds.
+| `remove_entry_exit_signals` | Remove signal columns from the dataframe (set them to 0) on dataframe receipt.<br>*Defaults to `False`.*<br> **Datatype:** Boolean.
 | `message_size_limit` | Size limit per message<br>*Defaults to `8`.*<br> **Datatype:** Integer - Megabytes.
 
 Instead of (or as well as) calculating indicators in `populate_indicators()` the follower instance listens on the connection to a producer instance's messages (or multiple producer instances in advanced configurations) and requests the producer's most recently analyzed dataframes for each pair in the active whitelist.

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.4.2
-mkdocs-material==9.0.13
+mkdocs-material==9.1.4
 mdx_truly_sane_lists==1.3
-pymdown-extensions==9.9.2
+pymdown-extensions==9.10
 jinja2==3.1.2

docs/strategy-callbacks.md

@@ -51,7 +51,8 @@ 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).
+A simple callback which is called once at the start of every bot throttling iteration in dry/live mode (roughly every 5
+seconds, unless configured differently) or once per candle in backtest/hyperopt mode.
 This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
 
 ``` python
@@ -61,11 +62,12 @@ class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
         (e.g. gather some remote resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         if self.config['runmode'].value in ('live', 'dry_run'):
@@ -316,11 +318,11 @@ class AwesomeStrategy(IStrategy):
 
         # evaluate highest to lowest, so that highest possible stop is used
         if current_profit > 0.40:
-            return stoploss_from_open(0.25, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.25, current_profit, is_short=trade.is_short, leverage=trade.leverage)
         elif current_profit > 0.25:
-            return stoploss_from_open(0.15, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.15, current_profit, is_short=trade.is_short, leverage=trade.leverage)
         elif current_profit > 0.20:
-            return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)
+            return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
 
         # return maximum stoploss value, keeping current stoploss price unchanged
         return 1

docs/strategy-customization.md

@@ -881,7 +881,7 @@ All columns of the informative dataframe will be available on the returning data
 
 ### *stoploss_from_open()*
 
-Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the open price instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired percentage above the open price.
+Stoploss values returned from `custom_stoploss` must specify a percentage relative to `current_rate`, but sometimes you may want to specify a stoploss relative to the entry point instead. `stoploss_from_open()` is a helper function to calculate a stoploss value that can be returned from `custom_stoploss` which will be equivalent to the desired trade profit above the entry point.
 
 ??? Example "Returning a stoploss relative to the open price from the custom stoploss function"
 
@@ -889,6 +889,8 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
     If we want a stop price at 7% above the open price we can call `stoploss_from_open(0.07, current_profit, False)` which will return `0.1157024793`.  11.57% below $121 is $107, which is the same as 7% above $100.
 
+    This function will consider leverage - so at 10x leverage, the actual stoploss would be 0.7% above $100 (0.7% * 10x = 7%).
+
 
     ``` python
 
@@ -907,7 +909,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
 
             # once the profit has risen above 10%, keep the stoploss at 7% above the open price
             if current_profit > 0.10:
-                return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)
+                return stoploss_from_open(0.07, current_profit, is_short=trade.is_short, leverage=trade.leverage)
 
             return 1
 
@@ -954,12 +956,14 @@ In some situations it may be confusing to deal with stops relative to current ra
 
 ## Additional data (Wallets)
 
-The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
+The strategy provides access to the `wallets` object. This contains the current balances on the exchange.
 
-!!! Note
+!!! Note "Backtesting / Hyperopt"
-    Wallets is not available during backtesting / hyperopt.
+    Wallets behaves differently depending on the function it's called.
+    Within `populate_*()` methods, it'll return the full wallet as configured.
+    Within [callbacks](strategy-callbacks.md), you'll get the wallet state corresponding to the actual simulated wallet at that point in the simulation process.
 
-Please always check if `Wallets` is available to avoid failures during backtesting.
+Please always check if `wallets` is available to avoid failures during backtesting.
 
 ``` python
 if self.wallets:
@@ -1036,11 +1040,10 @@ from datetime import timedelta, datetime, timezone
 
 # Within populate indicators (or populate_buy):
 if self.config['runmode'].value in ('live', 'dry_run'):
-   # fetch closed trades for the last 2 days
+    # fetch closed trades for the last 2 days
-    trades = Trade.get_trades([Trade.pair == metadata['pair'],
+    trades = Trade.get_trades_proxy(
-                               Trade.open_date > datetime.utcnow() - timedelta(days=2),
+        pair=metadata['pair'], is_open=False, 
-                               Trade.is_open.is_(False),
+        open_date=datetime.now(timezone.utc) - timedelta(days=2))
-                ]).all()
     # Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
     sumprofit = sum(trade.close_profit for trade in trades)
     if sumprofit < 0:

docs/telegram-usage.md

@@ -152,7 +152,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
     Only the following commands are allowed. Command arguments are not supported!
 
-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir`
 
 ## Telegram commands
 
@@ -179,6 +179,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
+| `/marketdir [long | short | even | none]` | Updates the user managed variable that represents the current market direction. If no direction is provided, the currently set direction will be displayed.
 | **Modify Trade states** |
 | `/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`).
@@ -242,7 +243,7 @@ Enter Tag is configurable via Strategy.
 > **Enter Tag:** Awesome Long Signal
 > **Open Rate:** `0.00007489`
 > **Current Rate:** `0.00007489`
-> **Current Profit:** `12.95%`
+> **Unrealized Profit:** `12.95%`
 > **Stoploss:** `0.00007389 (-0.02%)`
 
 ### /status table
@@ -416,3 +417,27 @@ ARDR/ETH   0.366667      0.143059       -0.01
 ### /version
 
 > **Version:** `0.14.3`
+
+### /marketdir
+
+If a market direction is provided the command updates the user managed variable that represents the current market direction.
+This variable is not set to any valid market direction on bot startup and must be set by the user. The example below is for `/marketdir long`:
+
+```
+Successfully updated marketdirection from none to long.
+```
+
+If no market direction is provided the command outputs the currently set market directions. The example below is for `/marketdir`:
+
+```
+Currently set marketdirection: even
+```
+
+You can use the market direction in your strategy via `self.market_direction`.
+
+!!! Warning "Bot restarts"
+    Please note that the market direction is not persisted, and will be reset after a bot restart/reload.
+
+!!! Danger "Backtesting"
+    As this value/variable is intended to be changed manually in dry/live trading.
+    Strategies using `market_direction` will probably not produce reliable, reproducible results (changes to this variable will not be reflected for backtesting). Use at your own risk.

docs/utils.md

@@ -955,3 +955,47 @@ Print trades with id 2 and 3 as json
 ``` bash
 freqtrade show-trades --db-url sqlite:///tradesv3.sqlite --trade-ids 2 3 --print-json
 ```
+
+### Strategy-Updater
+
+Updates listed strategies or all strategies within the strategies folder to be v3 compliant.
+If the command runs without --strategy-list then all strategies inside the strategies folder will be converted.
+Your original strategy will remain available in the `user_data/strategies_orig_updater/` directory.
+
+!!! Warning "Conversion results"
+    Strategy updater will work on a "best effort" approach. Please do your due diligence and verify the results of the conversion.
+    We also recommend to run a python formatter (e.g. `black`) to format results in a sane manner.
+
+```
+usage: freqtrade strategy-updater [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                  [-d PATH] [--userdir PATH]
+                                  [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
+
+options:
+  -h, --help            show this help message and exit
+  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+                        Provide a space-separated list of strategies to
+                        backtest. Please note that timeframe needs to be set
+                        either in config or via command line. When using this
+                        together with `--export trades`, the strategy-name is
+                        injected into the filename (so `backtest-data.json`
+                        becomes `backtest-data-SampleStrategy.json`
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --logfile FILE, --log-file FILE
+                        Log to the file specified. Special values are:
+                        'syslog', 'journald'. See the documentation for more
+                        details.
+  -V, --version         show program's version number and exit
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `userdir/config.json` or `config.json` whichever
+                        exists). Multiple --config options may be used. Can be
+                        set to `-` to read config from stdin.
+  -d PATH, --datadir PATH, --data-dir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+
+```

docs/windows_installation.md

@@ -26,7 +26,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7
 
 As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.25-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
-Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
+Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9, 3.10 and 3.11) and for 64bit Windows.
 Other versions must be downloaded from the above link.
 
 ``` powershell

environment.yml

@@ -1,75 +0,0 @@
-name: freqtrade
-channels:
-  - conda-forge
-# - defaults
-dependencies:
-# 1/4 req main
-    - python>=3.8,<=3.10
-    - numpy
-    - pandas
-    - pip
-
-    - py-find-1st
-    - aiohttp
-    - SQLAlchemy
-    - python-telegram-bot<20.0.0
-    - arrow
-    - cachetools
-    - requests
-    - urllib3
-    - jsonschema
-    - TA-Lib
-    - tabulate
-    - jinja2
-    - blosc
-    - sdnotify
-    - fastapi
-    - uvicorn
-    - pyjwt
-    - aiofiles
-    - psutil
-    - colorama
-    - questionary
-    - prompt-toolkit
-    - schedule
-    - python-dateutil
-    - joblib
-    - pyarrow
-
-
-    # ============================
-    # 2/4 req dev
-
-    - coveralls
-    - flake8
-    - mypy
-    - pytest
-    - pytest-asyncio
-    - pytest-cov
-    - pytest-mock
-    - isort
-    - nbconvert
-
-    # ============================
-    # 3/4 req hyperopt
-
-    - scipy
-    - scikit-learn<1.2.0
-    - filelock
-    - scikit-optimize
-    - progressbar2
-    # ============================
-    # 4/4 req plot
-
-    - plotly
-    - jupyter
-
-    - pip:
-        - pycoingecko
-        # - py_find_1st
-        - tables
-        - pytest-random-order
-        - ccxt
-        - flake8-tidy-imports
-        - -e .
-    # - python-rapidjso

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.2'
+__version__ = '2023.3'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/commands/__init__.py

@@ -22,5 +22,6 @@ from freqtrade.commands.optimize_commands import (start_backtesting, start_backt
                                                   start_edge, start_hyperopt)
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
+from freqtrade.commands.strategy_utils_commands import start_strategy_update
 from freqtrade.commands.trade_commands import start_trading
 from freqtrade.commands.webserver_commands import start_webserver

freqtrade/commands/analyze_commands.py

@@ -40,8 +40,8 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
 
         if (not Path(signals_file).exists()):
             raise OperationalException(
-                (f"Cannot find latest backtest signals file: {signals_file}."
+                f"Cannot find latest backtest signals file: {signals_file}."
-                  "Run backtesting with `--export signals`.")
+                "Run backtesting with `--export signals`."
             )
 
     return config

freqtrade/commands/arguments.py

@@ -111,10 +111,13 @@ ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
                     "list-data", "hyperopt-list", "hyperopt-show", "backtest-filter",
-                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv"]
+                    "plot-dataframe", "plot-profit", "show-trades", "trades-to-ohlcv",
+                    "strategy-updater"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
 
+ARGS_STRATEGY_UTILS = ["strategy_list", "strategy_path", "recursive_strategy_search"]
+
 
 class Arguments:
     """
@@ -198,8 +201,8 @@ class Arguments:
                                         start_list_freqAI_models, start_list_markets,
                                         start_list_strategies, start_list_timeframes,
                                         start_new_config, start_new_strategy, start_plot_dataframe,
-                                        start_plot_profit, start_show_trades, start_test_pairlist,
+                                        start_plot_profit, start_show_trades, start_strategy_update,
-                                        start_trading, start_webserver)
+                                        start_test_pairlist, start_trading, start_webserver)
 
         subparsers = self.parser.add_subparsers(dest='command',
                                                 # Use custom message when no subhandler is added
@@ -440,3 +443,11 @@ class Arguments:
                                               parents=[_common_parser])
         webserver_cmd.set_defaults(func=start_webserver)
         self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
+
+        # Add strategy_updater subcommand
+        strategy_updater_cmd = subparsers.add_parser('strategy-updater',
+                                                     help='updates outdated strategy'
+                                                          'files to the current version',
+                                                     parents=[_common_parser])
+        strategy_updater_cmd.set_defaults(func=start_strategy_update)
+        self._build_args(optionlist=ARGS_STRATEGY_UTILS, parser=strategy_updater_cmd)

freqtrade/commands/data_commands.py

@@ -5,7 +5,7 @@ from datetime import datetime, timedelta
 from typing import Any, Dict, List
 
 from freqtrade.configuration import TimeRange, setup_utils_configuration
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
@@ -20,15 +20,24 @@ from freqtrade.util.binance_mig import migrate_binance_futures_data
 logger = logging.getLogger(__name__)
 
 
+def _data_download_sanity(config: Config) -> None:
+    if 'days' in config and 'timerange' in config:
+        raise OperationalException("--days and --timerange are mutually exclusive. "
+                                   "You can only specify one or the other.")
+
+    if 'pairs' not in config:
+        raise OperationalException(
+            "Downloading data requires a list of pairs. "
+            "Please check the documentation on how to configure this.")
+
+
 def start_download_data(args: Dict[str, Any]) -> None:
     """
     Download data (former download_backtest_data.py script)
     """
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
-    if 'days' in config and 'timerange' in config:
+    _data_download_sanity(config)
-        raise OperationalException("--days and --timerange are mutually exclusive. "
-                                   "You can only specify one or the other.")
     timerange = TimeRange()
     if 'days' in config:
         time_since = (datetime.now() - timedelta(days=config['days'])).strftime("%Y%m%d")
@@ -40,11 +49,6 @@ def start_download_data(args: Dict[str, Any]) -> None:
     # Remove stake-currency to skip checks which are not relevant for datadownload
     config['stake_currency'] = ''
 
-    if 'pairs' not in config:
-        raise OperationalException(
-            "Downloading data requires a list of pairs. "
-            "Please check the documentation on how to configure this.")
-
     pairs_not_available: List[str] = []
 
     # Init exchange
@@ -200,11 +204,14 @@ def start_list_data(args: Dict[str, Any]) -> None:
             pair, timeframe, candle_type,
             *dhc.ohlcv_data_min_max(pair, timeframe, candle_type)
         ) for pair, timeframe, candle_type in paircombs]
+
         print(tabulate([
             (pair, timeframe, candle_type,
                 start.strftime(DATETIME_PRINT_FORMAT),
                 end.strftime(DATETIME_PRINT_FORMAT))
-            for pair, timeframe, candle_type, start, end in paircombs1
+            for pair, timeframe, candle_type, start, end in sorted(
+                paircombs1,
+                key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2]))
             ],
             headers=("Pair", "Timeframe", "Type", 'From', 'To'),
             tablefmt='psql', stralign='right'))

freqtrade/commands/db_commands.py

@@ -1,7 +1,7 @@
 import logging
 from typing import Any, Dict
 
-from sqlalchemy import func
+from sqlalchemy import func, select
 
 from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.enums import RunMode
@@ -20,7 +20,7 @@ def start_convert_db(args: Dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     init_db(config['db_url'])
-    session_target = Trade._session
+    session_target = Trade.session
     init_db(config['db_url_from'])
     logger.info("Starting db migration.")
 
@@ -36,16 +36,16 @@ def start_convert_db(args: Dict[str, Any]) -> None:
 
     session_target.commit()
 
-    for pairlock in PairLock.query:
+    for pairlock in PairLock.get_all_locks():
         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_trade_id = session_target.scalar(select(func.max(Trade.id)))
-    max_order_id = session_target.query(func.max(Order.id)).scalar()
+    max_order_id = session_target.scalar(select(func.max(Order.id)))
-    max_pairlock_id = session_target.query(func.max(PairLock.id)).scalar()
+    max_pairlock_id = session_target.scalar(select(func.max(PairLock.id)))
 
     set_sequence_ids(session_target.get_bind(),
                      trade_id=max_trade_id,

freqtrade/commands/strategy_utils_commands.py

@@ -0,0 +1,55 @@
+import logging
+import sys
+import time
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
+from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.strategyupdater import StrategyUpdater
+
+
+logger = logging.getLogger(__name__)
+
+
+def start_strategy_update(args: Dict[str, Any]) -> None:
+    """
+    Start the strategy updating script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+
+    if sys.version_info == (3, 8):  # pragma: no cover
+        sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    strategy_objs = StrategyResolver.search_all_objects(
+        config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
+
+    filtered_strategy_objs = []
+    if args['strategy_list']:
+        filtered_strategy_objs = [
+            strategy_obj for strategy_obj in strategy_objs
+            if strategy_obj['name'] in args['strategy_list']
+        ]
+
+    else:
+        # Use all available entries.
+        filtered_strategy_objs = strategy_objs
+
+    processed_locations = set()
+    for strategy_obj in filtered_strategy_objs:
+        if strategy_obj['location'] not in processed_locations:
+            processed_locations.add(strategy_obj['location'])
+            start_conversion(strategy_obj, config)
+
+
+def start_conversion(strategy_obj, config):
+    print(f"Conversion of {Path(strategy_obj['location']).name} started.")
+    instance_strategy_updater = StrategyUpdater()
+    start = time.perf_counter()
+    instance_strategy_updater.start(config, strategy_obj)
+    elapsed = time.perf_counter() - start
+    print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")

freqtrade/configuration/config_validation.py

@@ -27,10 +27,7 @@ def _extend_validator(validator_class):
             if 'default' in subschema:
                 instance.setdefault(prop, subschema['default'])
 
-        for error in validate_properties(
+        yield from validate_properties(validator, properties, instance, schema)
-            validator, properties, instance, schema,
-        ):
-            yield error
 
     return validators.extend(
         validator_class, {'properties': set_defaults}

freqtrade/configuration/load_config.py

@@ -58,7 +58,7 @@ def load_config_file(path: str) -> Dict[str, Any]:
     """
     try:
         # Read config from stdin if requested in the options
-        with open(path) if path != '-' else sys.stdin as file:
+        with Path(path).open() if path != '-' else sys.stdin as file:
             config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
     except FileNotFoundError:
         raise OperationalException(

freqtrade/constants.py

@@ -36,9 +36,10 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList', '
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
-AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
+AVAILABLE_PROTECTIONS = ['CooldownPeriod',
-AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
+                         'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
-AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
+AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5', 'feather']
+AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['parquet']
 BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']
 BACKTEST_CACHE_DEFAULT = 'day'
@@ -588,6 +589,7 @@ CONF_SCHEMA = {
                 "rl_config": {
                     "type": "object",
                     "properties": {
+                        "drop_ohlc_from_features": {"type": "boolean", "default": False},
                         "train_cycles": {"type": "integer"},
                         "max_trade_duration_candles": {"type": "integer"},
                         "add_state_info": {"type": "boolean", "default": False},

freqtrade/data/btanalysis.py

@@ -346,7 +346,7 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
-def trade_list_to_dataframe(trades: List[LocalTrade]) -> pd.DataFrame:
+def trade_list_to_dataframe(trades: Union[List[Trade], List[LocalTrade]]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe
     :param trades: List of trade objects
@@ -373,7 +373,7 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
     filters = []
     if strategy:
         filters.append(Trade.strategy == strategy)
-    trades = trade_list_to_dataframe(Trade.get_trades(filters).all())
+    trades = trade_list_to_dataframe(list(Trade.get_trades(filters).all()))
 
     return trades
 

freqtrade/data/dataprovider.py

@@ -21,6 +21,7 @@ from freqtrade.exchange import Exchange, timeframe_to_seconds
 from freqtrade.exchange.types import OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
 from freqtrade.util import PeriodicCache
 
 
@@ -118,8 +119,7 @@ class DataProvider:
         :param new_candle: This is a new candle
         """
         if self.__rpc:
-            self.__rpc.send_msg(
+            msg: RPCAnalyzedDFMsg = {
-                {
                     'type': RPCMessageType.ANALYZED_DF,
                     'data': {
                         'key': pair_key,
@@ -127,7 +127,7 @@ class DataProvider:
                         'la': datetime.now(timezone.utc)
                     }
                 }
-            )
+            self.__rpc.send_msg(msg)
             if new_candle:
                 self.__rpc.send_msg({
                         'type': RPCMessageType.NEW_CANDLE,

freqtrade/data/entryexitanalysis.py

@@ -24,9 +24,9 @@ def _load_signal_candles(backtest_dir: Path):
         scpf = Path(backtest_dir.parent / f"{backtest_dir.stem}_signals.pkl")
 
     try:
-        scp = open(scpf, "rb")
+        with scpf.open("rb") as scp:
-        signal_candles = joblib.load(scp)
+            signal_candles = joblib.load(scp)
-        logger.info(f"Loaded signal candles: {str(scpf)}")
+            logger.info(f"Loaded signal candles: {str(scpf)}")
     except Exception as e:
         logger.error("Cannot load signal candles from pickled results: ", e)
 

freqtrade/data/history/featherdatahandler.py

@@ -4,7 +4,7 @@ from typing import Optional
 from pandas import DataFrame, read_feather, to_datetime
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
 from freqtrade.enums import CandleType
 
 from .idatahandler import IDataHandler
@@ -92,12 +92,11 @@ class FeatherDataHandler(IDataHandler):
         :param data: List of Lists containing trade data,
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        filename = self._pair_trades_filename(self._datadir, pair)
+        self.create_dir_if_needed(filename)
 
-        raise NotImplementedError()
+        tradesdata = DataFrame(data, columns=DEFAULT_TRADES_COLUMNS)
-        # array = pa.array(data)
+        tradesdata.to_feather(filename, compression_level=9, compression='lz4')
-        # array
-        # feather.write_feather(data, filename)
 
     def trades_append(self, pair: str, data: TradeList):
         """
@@ -116,14 +115,13 @@ class FeatherDataHandler(IDataHandler):
         :param timerange: Timerange to load trades for - currently not implemented
         :return: List of trades
         """
-        raise NotImplementedError()
+        filename = self._pair_trades_filename(self._datadir, pair)
-        # filename = self._pair_trades_filename(self._datadir, pair)
+        if not filename.exists():
-        # tradesdata = misc.file_load_json(filename)
+            return []
 
-        # if not tradesdata:
+        tradesdata = read_feather(filename)
-        #     return []
 
-        # return tradesdata
+        return tradesdata.values.tolist()
 
     @classmethod
     def _get_file_extension(cls):

freqtrade/enums/__init__.py

@@ -5,6 +5,7 @@ from freqtrade.enums.exitchecktuple import ExitCheckTuple
 from freqtrade.enums.exittype import ExitType
 from freqtrade.enums.hyperoptstate import HyperoptState
 from freqtrade.enums.marginmode import MarginMode
+from freqtrade.enums.marketstatetype import MarketDirection
 from freqtrade.enums.ordertypevalue import OrderTypeValues
 from freqtrade.enums.pricetype import PriceType
 from freqtrade.enums.rpcmessagetype import NO_ECHO_MESSAGES, RPCMessageType, RPCRequestType

freqtrade/enums/candletype.py

@@ -13,6 +13,9 @@ class CandleType(str, Enum):
     FUNDING_RATE = "funding_rate"
     # BORROW_RATE = "borrow_rate"  # * unimplemented
 
+    def __str__(self):
+        return f"{self.name.lower()}"
+
     @staticmethod
     def from_string(value: str) -> 'CandleType':
         if not value:

freqtrade/enums/marketstatetype.py

@@ -0,0 +1,15 @@
+from enum import Enum
+
+
+class MarketDirection(Enum):
+    """
+    Enum for various market directions.
+    """
+    LONG = "long"
+    SHORT = "short"
+    EVEN = "even"
+    NONE = "none"
+
+    def __str__(self):
+        # convert to string
+        return self.value

freqtrade/enums/rpcmessagetype.py

@@ -4,6 +4,7 @@ from enum import Enum
 class RPCMessageType(str, Enum):
     STATUS = 'status'
     WARNING = 'warning'
+    EXCEPTION = 'exception'
     STARTUP = 'startup'
 
     ENTRY = 'entry'
@@ -37,5 +38,8 @@ class RPCRequestType(str, Enum):
     WHITELIST = 'whitelist'
     ANALYZED_DF = 'analyzed_df'
 
+    def __str__(self):
+        return self.value
+
 
 NO_ECHO_MESSAGES = (RPCMessageType.ANALYZED_DF, RPCMessageType.WHITELIST, RPCMessageType.NEW_CANDLE)

freqtrade/enums/signaltype.py

@@ -10,6 +10,9 @@ class SignalType(Enum):
     ENTER_SHORT = "enter_short"
     EXIT_SHORT = "exit_short"
 
+    def __str__(self):
+        return f"{self.name.lower()}"
+
 
 class SignalTagType(Enum):
     """
@@ -18,7 +21,13 @@ class SignalTagType(Enum):
     ENTER_TAG = "enter_tag"
     EXIT_TAG = "exit_tag"
 
+    def __str__(self):
+        return f"{self.name.lower()}"
+
 
 class SignalDirection(str, Enum):
     LONG = 'long'
     SHORT = 'short'
+
+    def __str__(self):
+        return f"{self.name.lower()}"

freqtrade/exchange/binance.py

@@ -23,7 +23,7 @@ class Binance(Exchange):
     _ft_has: Dict = {
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "stop_loss_limit"},
-        "order_time_in_force": ['GTC', 'FOK', 'IOC'],
+        "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
         "ohlcv_candle_limit": 1000,
         "trades_pagination": "id",
         "trades_pagination_arg": "fromId",
@@ -31,6 +31,7 @@ class Binance(Exchange):
     }
     _ft_has_futures: Dict = {
         "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
+        "order_time_in_force": ["GTC", "FOK", "IOC"],
         "tickers_have_price": False,
         "floor_leverage": True,
         "stop_price_type_field": "workingType",
@@ -195,7 +196,7 @@ class Binance(Exchange):
                 leverage_tiers_path = (
                     Path(__file__).parent / 'binance_leverage_tiers.json'
                 )
-                with open(leverage_tiers_path) as json_file:
+                with leverage_tiers_path.open() as json_file:
                     return json_load(json_file)
             else:
                 try:

freqtrade/exchange/bybit.py

@@ -27,11 +27,10 @@ class Bybit(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 1000,
+        "ohlcv_candle_limit": 200,
         "ohlcv_has_history": False,
     }
     _ft_has_futures: Dict = {
-        "ohlcv_candle_limit": 200,
         "ohlcv_has_history": True,
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
@@ -115,7 +114,7 @@ class Bybit(Exchange):
         data = [[x['timestamp'], x['fundingRate'], 0, 0, 0, 0] for x in data]
         return data
 
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT:
             params = {'leverage': leverage}
             self.set_margin_mode(pair, self.margin_mode, accept_fail=True, params=params)

freqtrade/exchange/exchange.py

@@ -60,7 +60,6 @@ class Exchange:
     _ft_has_default: Dict = {
         "stoploss_on_exchange": False,
         "order_time_in_force": ["GTC"],
-        "time_in_force_parameter": "timeInForce",
         "ohlcv_params": {},
         "ohlcv_candle_limit": 500,
         "ohlcv_has_history": True,  # Some exchanges (Kraken) don't provide history via ohlcv
@@ -69,6 +68,7 @@ class Exchange:
         # Check https://github.com/ccxt/ccxt/issues/10767 for removal of ohlcv_volume_currency
         "ohlcv_volume_currency": "base",  # "base" or "quote"
         "tickers_have_quoteVolume": True,
+        "tickers_have_bid_ask": True,  # bid / ask empty for fetch_tickers
         "tickers_have_price": True,
         "trades_pagination": "time",  # Possible are "time" or "id"
         "trades_pagination_arg": "since",
@@ -80,6 +80,8 @@ class Exchange:
         "fee_cost_in_contracts": False,  # Fee cost needs contract conversion
         "needs_trading_fees": False,  # use fetch_trading_fees to cache fees
         "order_props_in_contracts": ['amount', 'cost', 'filled', 'remaining'],
+        # Override createMarketBuyOrderRequiresPrice where ccxt has it wrong
+        "marketOrderRequiresPrice": False,
     }
     _ft_has: Dict = {}
     _ft_has_futures: Dict = {}
@@ -205,6 +207,8 @@ class Exchange:
                 and self._api_async.session):
             logger.debug("Closing async ccxt session.")
             self.loop.run_until_complete(self._api_async.close())
+        if self.loop and not self.loop.is_closed():
+            self.loop.close()
 
     def validate_config(self, config):
         # Check if timeframe is available
@@ -1018,10 +1022,10 @@ class Exchange:
 
     # Order handling
 
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT:
-            self.set_margin_mode(pair, self.margin_mode)
+            self.set_margin_mode(pair, self.margin_mode, accept_fail)
-            self._set_leverage(leverage, pair)
+            self._set_leverage(leverage, pair, accept_fail)
 
     def _get_params(
         self,
@@ -1033,12 +1037,18 @@ class Exchange:
     ) -> Dict:
         params = self._params.copy()
         if time_in_force != 'GTC' and ordertype != 'market':
-            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({'timeInForce': time_in_force.upper()})
-            params.update({param: time_in_force.upper()})
         if reduceOnly:
             params.update({'reduceOnly': True})
         return params
 
+    def _order_needs_price(self, ordertype: str) -> bool:
+        return (
+            ordertype != 'market'
+            or self._api.options.get("createMarketBuyOrderRequiresPrice", False)
+            or self._ft_has.get('marketOrderRequiresPrice', False)
+        )
+
     def create_order(
         self,
         *,
@@ -1061,8 +1071,7 @@ class Exchange:
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
-            needs_price = (ordertype != 'market'
+            needs_price = self._order_needs_price(ordertype)
-                           or self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
             if not reduceOnly:
@@ -1086,7 +1095,7 @@ class Exchange:
                 f'Tried to {side} amount {amount} at rate {rate}.'
                 f'Message: {e}') from e
         except ccxt.InvalidOrder as e:
-            raise ExchangeError(
+            raise InvalidOrderException(
                 f'Could not create {ordertype} {side} order on market {pair}. '
                 f'Tried to {side} amount {amount} at rate {rate}. '
                 f'Message: {e}') from e
@@ -1136,8 +1145,15 @@ class Exchange:
                           "sell" else (stop_price >= limit_rate))
         # Ensure rate is less than stop price
         if bad_stop_price:
-            raise OperationalException(
+            # This can for example happen if the stop / liquidation price is set to 0
-                'In stoploss limit order, stop price should be more than limit price')
+            # Which is possible if a market-order closes right away.
+            # The InvalidOrderException will bubble up to exit_positions, where it will be
+            # handled gracefully.
+            raise InvalidOrderException(
+                "In stoploss limit order, stop price should be more than limit price. "
+                f"Stop price: {stop_price}, Limit price: {limit_rate}, "
+                f"Limit Price pct: {limit_price_pct}"
+                )
         return limit_rate
 
     def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
@@ -1200,7 +1216,7 @@ class Exchange:
 
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
 
-            self._lev_prep(pair, leverage, side)
+            self._lev_prep(pair, leverage, side, accept_fail=True)
             order = self._api.create_order(symbol=pair, type=ordertype, side=side,
                                            amount=amount, price=limit_rate, params=params)
             self._log_exchange_response('create_stoploss_order', order)
@@ -1961,7 +1977,8 @@ class Exchange:
                           cache: bool, drop_incomplete: bool) -> DataFrame:
         # keeping last candle time as last refreshed time of the pair
         if ticks and cache:
-            self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[-1][0] // 1000
+            idx = -2 if drop_incomplete and len(ticks) > 1 else -1
+            self._pairs_last_refresh_time[(pair, timeframe, c_type)] = ticks[idx][0] // 1000
         # keeping parsed dataframe in cache
         ohlcv_df = ohlcv_to_dataframe(ticks, timeframe, pair=pair, fill_missing=True,
                                       drop_incomplete=drop_incomplete)
@@ -2034,7 +2051,9 @@ class Exchange:
         # Timeframe in seconds
         interval_in_sec = timeframe_to_seconds(timeframe)
         plr = self._pairs_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
-        return plr < arrow.utcnow().int_timestamp
+        # current,active candle open date
+        now = int(timeframe_to_prev_date(timeframe).timestamp())
+        return plr < now
 
     @retrier_async
     async def _async_get_candle_history(
@@ -2522,7 +2541,6 @@ class Exchange:
         self,
         leverage: float,
         pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None,
         accept_fail: bool = False,
     ):
         """
@@ -2540,7 +2558,7 @@ class Exchange:
             self._log_exchange_response('set_leverage', res)
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
-        except ccxt.BadRequest as e:
+        except (ccxt.BadRequest, ccxt.InsufficientFunds) as e:
             if not accept_fail:
                 raise TemporaryError(
                     f'Could not set leverage due to {e.__class__.__name__}. Message: {e}') from e
@@ -2751,10 +2769,10 @@ class Exchange:
             raise OperationalException(
                 f"{self.name} does not support {self.margin_mode} {self.trading_mode}")
 
-        isolated_liq = None
+        liquidation_price = None
         if self._config['dry_run'] or not self.exchange_has("fetchPositions"):
 
-            isolated_liq = self.dry_run_liquidation_price(
+            liquidation_price = self.dry_run_liquidation_price(
                 pair=pair,
                 open_rate=open_rate,
                 is_short=is_short,
@@ -2769,16 +2787,16 @@ class Exchange:
             positions = self.fetch_positions(pair)
             if len(positions) > 0:
                 pos = positions[0]
-                isolated_liq = pos['liquidationPrice']
+                liquidation_price = pos['liquidationPrice']
 
-        if isolated_liq is not None:
+        if liquidation_price is not None:
-            buffer_amount = abs(open_rate - isolated_liq) * self.liquidation_buffer
+            buffer_amount = abs(open_rate - liquidation_price) * self.liquidation_buffer
-            isolated_liq = (
+            liquidation_price_buffer = (
-                isolated_liq - buffer_amount
+                liquidation_price - buffer_amount
                 if is_short else
-                isolated_liq + buffer_amount
+                liquidation_price + buffer_amount
             )
-            return isolated_liq
+            return max(liquidation_price_buffer, 0.0)
         else:
             return None
 

freqtrade/exchange/gate.py

@@ -5,7 +5,6 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, PriceType, TradingMode
-from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange
 from freqtrade.misc import safe_value_fallback2
 
@@ -28,10 +27,13 @@ class Gate(Exchange):
         "order_time_in_force": ['GTC', 'IOC'],
         "stoploss_order_types": {"limit": "limit"},
         "stoploss_on_exchange": True,
+        "marketOrderRequiresPrice": True,
     }
 
     _ft_has_futures: Dict = {
         "needs_trading_fees": True,
+        "marketOrderRequiresPrice": False,
+        "tickers_have_bid_ask": False,
         "fee_cost_in_contracts": False,  # Set explicitly to false for clarity
         "order_props_in_contracts": ['amount', 'filled', 'remaining'],
         "stop_price_type_field": "price_type",
@@ -49,14 +51,6 @@ class Gate(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def validate_ordertypes(self, order_types: Dict) -> None:
-
-        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.')
-        super().validate_stop_ordertypes(order_types)
-
     def _get_params(
             self,
             side: BuySell,
@@ -74,8 +68,7 @@ class Gate(Exchange):
         )
         if ordertype == 'market' and self.trading_mode == TradingMode.FUTURES:
             params['type'] = 'market'
-            param = self._ft_has.get('time_in_force_parameter', '')
+            params.update({'timeInForce': 'IOC'})
-            params.update({param: 'IOC'})
         return params
 
     def get_trades_for_order(self, order_id: str, pair: str, since: datetime,

freqtrade/exchange/kraken.py

@@ -158,7 +158,6 @@ class Kraken(Exchange):
         self,
         leverage: float,
         pair: Optional[str] = None,
-        trading_mode: Optional[TradingMode] = None,
         accept_fail: bool = False,
     ):
         """

freqtrade/exchange/kucoin.py

@@ -64,6 +64,7 @@ class Kucoin(Exchange):
         # ccxt returns status = 'closed' at the moment - which is information ccxt invented.
         # Since we rely on status heavily, we must set it to 'open' here.
         # ref: https://github.com/ccxt/ccxt/pull/16674, (https://github.com/ccxt/ccxt/pull/16553)
-        res['type'] = ordertype
+        if not self._config['dry_run']:
-        res['status'] = 'open'
+            res['type'] = ordertype
+            res['status'] = 'open'
         return res

freqtrade/exchange/okx.py

@@ -1,14 +1,16 @@
 import logging
-from typing import Dict, List, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 import ccxt
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.enums.pricetype import PriceType
-from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
+from freqtrade.exceptions import (DDosProtection, OperationalException, RetryableOrderError,
+                                  TemporaryError)
 from freqtrade.exchange import Exchange, date_minus_candles
 from freqtrade.exchange.common import retrier
+from freqtrade.misc import safe_value_fallback2
 
 
 logger = logging.getLogger(__name__)
@@ -24,11 +26,13 @@ class Okx(Exchange):
         "ohlcv_candle_limit": 100,  # Warning, special case with data prior to X months
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
+        "stoploss_order_types": {"limit": "limit"},
+        "stoploss_on_exchange": True,
     }
     _ft_has_futures: Dict = {
         "tickers_have_quoteVolume": False,
         "fee_cost_in_contracts": True,
-        "stop_price_type_field": "tpTriggerPxType",
+        "stop_price_type_field": "slTriggerPxType",
         "stop_price_type_value_mapping": {
             PriceType.LAST: "last",
             PriceType.MARK: "index",
@@ -121,10 +125,9 @@ class Okx(Exchange):
         return params
 
     @retrier
-    def _lev_prep(self, pair: str, leverage: float, side: BuySell):
+    def _lev_prep(self, pair: str, leverage: float, side: BuySell, accept_fail: bool = False):
         if self.trading_mode != TradingMode.SPOT and self.margin_mode is not None:
             try:
-                # TODO-lev: Test me properly (check mgnMode passed)
                 res = self._api.set_leverage(
                     leverage=leverage,
                     symbol=pair,
@@ -157,3 +160,78 @@ class Okx(Exchange):
 
         pair_tiers = self._leverage_tiers[pair]
         return pair_tiers[-1]['maxNotional'] / leverage
+
+    def _get_stop_params(self, side: BuySell, ordertype: str, stop_price: float) -> Dict:
+
+        params = self._params.copy()
+        # Verify if stopPrice works for your exchange!
+        params.update({'stopLossPrice': stop_price})
+
+        if self.trading_mode == TradingMode.FUTURES and self.margin_mode:
+            params['tdMode'] = self.margin_mode.value
+            params['posSide'] = self._get_posSide(side, True)
+        return params
+
+    def stoploss_adjust(self, stop_loss: float, order: Dict, side: str) -> bool:
+        """
+        OKX uses non-default stoploss price naming.
+        """
+        if not self._ft_has.get('stoploss_on_exchange'):
+            raise OperationalException(f"stoploss is not implemented for {self.name}.")
+
+        return (
+            order.get('stopLossPrice', None) is None
+            or ((side == "sell" and stop_loss > float(order['stopLossPrice'])) or
+                (side == "buy" and stop_loss < float(order['stopLossPrice'])))
+        )
+
+    def fetch_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+
+        try:
+            params1 = {'stop': True}
+            order_reg = self._api.fetch_order(order_id, pair, params=params1)
+            self._log_exchange_response('fetch_stoploss_order', order_reg)
+            return order_reg
+        except ccxt.OrderNotFound:
+            pass
+        params2 = {'stop': True, 'ordType': 'conditional'}
+        for method in (self._api.fetch_open_orders, self._api.fetch_closed_orders,
+                       self._api.fetch_canceled_orders):
+            try:
+                orders = method(pair, params=params2)
+                orders_f = [order for order in orders if order['id'] == order_id]
+                if orders_f:
+                    order = orders_f[0]
+                    if (order['status'] == 'closed'
+                            and (real_order_id := order.get('info', {}).get('ordId')) is not None):
+                        # Once a order triggered, we fetch the regular followup order.
+                        order_reg = self.fetch_order(real_order_id, pair)
+                        self._log_exchange_response('fetch_stoploss_order1', order_reg)
+                        order_reg['id_stop'] = order_reg['id']
+                        order_reg['id'] = order_id
+                        order_reg['type'] = 'stoploss'
+                        order_reg['status_stop'] = 'triggered'
+                        return order_reg
+                    order['type'] = 'stoploss'
+                    return order
+            except ccxt.BaseError:
+                pass
+        raise RetryableOrderError(
+                f'StoplossOrder not found (pair: {pair} id: {order_id}).')
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        if order['type'] == 'stop':
+            return safe_value_fallback2(order, order, 'id_stop', 'id')
+        return order['id']
+
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: Dict = {}) -> Dict:
+        params1 = {'stop': True}
+        # 'ordType': 'conditional'
+        #
+        return self.cancel_order(
+            order_id=order_id,
+            pair=pair,
+            params=params1,
+        )

freqtrade/freqai/RL/Base3ActionRLEnv.py

@@ -47,7 +47,7 @@ class Base3ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):

freqtrade/freqai/RL/Base4ActionRLEnv.py

@@ -48,7 +48,7 @@ class Base4ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):

freqtrade/freqai/RL/Base5ActionRLEnv.py

@@ -49,7 +49,7 @@ class Base5ActionRLEnv(BaseEnvironment):
         self._update_unrealized_total_profit()
         step_reward = self.calculate_reward(action)
         self.total_reward += step_reward
-        self.tensorboard_log(self.actions._member_names_[action])
+        self.tensorboard_log(self.actions._member_names_[action], category="actions")
 
         trade_type = None
         if self.is_tradesignal(action):

freqtrade/freqai/RL/BaseEnvironment.py

@@ -137,7 +137,8 @@ class BaseEnvironment(gym.Env):
         self.np_random, seed = seeding.np_random(seed)
         return [seed]
 
-    def tensorboard_log(self, metric: str, value: Union[int, float] = 1, inc: bool = True):
+    def tensorboard_log(self, metric: str, value: Optional[Union[int, float]] = None,
+                        inc: Optional[bool] = None, category: str = "custom"):
         """
         Function builds the tensorboard_metrics dictionary
         to be parsed by the TensorboardCallback. This
@@ -149,17 +150,24 @@ class BaseEnvironment(gym.Env):
 
         def calculate_reward(self, action: int) -> float:
             if not self._is_valid(action):
-                self.tensorboard_log("is_valid")
+                self.tensorboard_log("invalid")
                 return -2
 
         :param metric: metric to be tracked and incremented
-        :param value: value to increment `metric` by
+        :param value: `metric` value
-        :param inc: sets whether the `value` is incremented or not
+        :param inc: (deprecated) sets whether the `value` is incremented or not
+        :param category: `metric` category
         """
-        if not inc or metric not in self.tensorboard_metrics:
+        increment = True if value is None else False
-            self.tensorboard_metrics[metric] = value
+        value = 1 if increment else value
+
+        if category not in self.tensorboard_metrics:
+            self.tensorboard_metrics[category] = {}
+
+        if not increment or metric not in self.tensorboard_metrics[category]:
+            self.tensorboard_metrics[category][metric] = value
         else:
-            self.tensorboard_metrics[metric] += value
+            self.tensorboard_metrics[category][metric] += value
 
     def reset_tensorboard_log(self):
         self.tensorboard_metrics = {}

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -114,6 +114,7 @@ class BaseReinforcementLearningModel(IFreqaiModel):
 
         # normalize all data based on train_dataset only
         prices_train, prices_test = self.build_ohlc_price_dataframes(dk.data_dictionary, pair, dk)
+
         data_dictionary = dk.normalize_data(data_dictionary)
 
         # data cleaning/analysis
@@ -148,12 +149,8 @@ class BaseReinforcementLearningModel(IFreqaiModel):
 
         env_info = self.pack_env_dict(dk.pair)
 
-        self.train_env = self.MyRLEnv(df=train_df,
+        self.train_env = self.MyRLEnv(df=train_df, prices=prices_train, **env_info)
-                                      prices=prices_train,
+        self.eval_env = Monitor(self.MyRLEnv(df=test_df, prices=prices_test, **env_info))
-                                      **env_info)
-        self.eval_env = Monitor(self.MyRLEnv(df=test_df,
-                                             prices=prices_test,
-                                             **env_info))
         self.eval_callback = EvalCallback(self.eval_env, deterministic=True,
                                           render=False, eval_freq=len(train_df),
                                           best_model_save_path=str(dk.data_path))
@@ -238,6 +235,9 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         filtered_dataframe, _ = dk.filter_features(
             unfiltered_df, dk.training_features_list, training_filter=False
         )
+
+        filtered_dataframe = self.drop_ohlc_from_df(filtered_dataframe, dk)
+
         filtered_dataframe = dk.normalize_data_from_metadata(filtered_dataframe)
         dk.data_dictionary["prediction_features"] = filtered_dataframe
 
@@ -285,7 +285,6 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         train_df = data_dictionary["train_features"]
         test_df = data_dictionary["test_features"]
 
-        # %-raw_volume_gen_shift-2_ETH/USDT_1h
         # price data for model training and evaluation
         tf = self.config['timeframe']
         rename_dict = {'%-raw_open': 'open', '%-raw_low': 'low',
@@ -318,8 +317,24 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         prices_test.rename(columns=rename_dict, inplace=True)
         prices_test.reset_index(drop=True)
 
+        train_df = self.drop_ohlc_from_df(train_df, dk)
+        test_df = self.drop_ohlc_from_df(test_df, dk)
+
         return prices_train, prices_test
 
+    def drop_ohlc_from_df(self, df: DataFrame, dk: FreqaiDataKitchen):
+        """
+        Given a dataframe, drop the ohlc data
+        """
+        drop_list = ['%-raw_open', '%-raw_low', '%-raw_high', '%-raw_close']
+
+        if self.rl_config["drop_ohlc_from_features"]:
+            df.drop(drop_list, axis=1, inplace=True)
+            feature_list = dk.training_features_list
+            dk.training_features_list = [e for e in feature_list if e not in drop_list]
+
+        return df
+
     def load_model_from_disk(self, dk: FreqaiDataKitchen) -> Any:
         """
         Can be used by user if they are trying to limit_ram_usage *and*

freqtrade/freqai/RL/TensorboardCallback.py

@@ -13,7 +13,7 @@ class TensorboardCallback(BaseCallback):
     episodic summary reports.
     """
     def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
-        super(TensorboardCallback, self).__init__(verbose)
+        super().__init__(verbose)
         self.model: Any = None
         self.logger = None  # type: Any
         self.training_env: BaseEnvironment = None  # type: ignore
@@ -46,14 +46,12 @@ class TensorboardCallback(BaseCallback):
         local_info = self.locals["infos"][0]
         tensorboard_metrics = self.training_env.get_attr("tensorboard_metrics")[0]
 
-        for info in local_info:
+        for metric in local_info:
-            if info not in ["episode", "terminal_observation"]:
+            if metric not in ["episode", "terminal_observation"]:
-                self.logger.record(f"_info/{info}", local_info[info])
+                self.logger.record(f"info/{metric}", local_info[metric])
 
-        for info in tensorboard_metrics:
+        for category in tensorboard_metrics:
-            if info in [action.name for action in self.actions]:
+            for metric in tensorboard_metrics[category]:
-                self.logger.record(f"_actions/{info}", tensorboard_metrics[info])
+                self.logger.record(f"{category}/{metric}", tensorboard_metrics[category][metric])
-            else:
-                self.logger.record(f"_custom/{info}", tensorboard_metrics[info])
 
         return True

freqtrade/freqai/data_drawer.py

@@ -126,7 +126,7 @@ class FreqaiDataDrawer:
         """
         exists = self.global_metadata_path.is_file()
         if exists:
-            with open(self.global_metadata_path, "r") as fp:
+            with self.global_metadata_path.open("r") as fp:
                 metatada_dict = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE)
                 return metatada_dict
         return {}
@@ -139,7 +139,7 @@ class FreqaiDataDrawer:
         """
         exists = self.pair_dictionary_path.is_file()
         if exists:
-            with open(self.pair_dictionary_path, "r") as fp:
+            with self.pair_dictionary_path.open("r") as fp:
                 self.pair_dict = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE)
         else:
             logger.info("Could not find existing datadrawer, starting from scratch")
@@ -152,7 +152,7 @@ class FreqaiDataDrawer:
         if self.freqai_info.get('write_metrics_to_disk', False):
             exists = self.metric_tracker_path.is_file()
             if exists:
-                with open(self.metric_tracker_path, "r") as fp:
+                with self.metric_tracker_path.open("r") as fp:
                     self.metric_tracker = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE)
                 logger.info("Loading existing metric tracker from disk.")
             else:
@@ -166,7 +166,7 @@ class FreqaiDataDrawer:
         exists = self.historic_predictions_path.is_file()
         if exists:
             try:
-                with open(self.historic_predictions_path, "rb") as fp:
+                with self.historic_predictions_path.open("rb") as fp:
                     self.historic_predictions = cloudpickle.load(fp)
                 logger.info(
                     f"Found existing historic predictions at {self.full_path}, but beware "
@@ -176,7 +176,7 @@ class FreqaiDataDrawer:
             except EOFError:
                 logger.warning(
                     'Historical prediction file was corrupted. Trying to load backup file.')
-                with open(self.historic_predictions_bkp_path, "rb") as fp:
+                with self.historic_predictions_bkp_path.open("rb") as fp:
                     self.historic_predictions = cloudpickle.load(fp)
                 logger.warning('FreqAI successfully loaded the backup historical predictions file.')
 
@@ -189,7 +189,7 @@ class FreqaiDataDrawer:
         """
         Save historic predictions pickle to disk
         """
-        with open(self.historic_predictions_path, "wb") as fp:
+        with self.historic_predictions_path.open("wb") as fp:
             cloudpickle.dump(self.historic_predictions, fp, protocol=cloudpickle.DEFAULT_PROTOCOL)
 
         # create a backup
@@ -200,16 +200,16 @@ class FreqaiDataDrawer:
         Save metric tracker of all pair metrics collected.
         """
         with self.save_lock:
-            with open(self.metric_tracker_path, 'w') as fp:
+            with self.metric_tracker_path.open('w') as fp:
                 rapidjson.dump(self.metric_tracker, fp, default=self.np_encoder,
                                number_mode=rapidjson.NM_NATIVE)
 
-    def save_drawer_to_disk(self):
+    def save_drawer_to_disk(self) -> None:
         """
         Save data drawer full of all pair model metadata in present model folder.
         """
         with self.save_lock:
-            with open(self.pair_dictionary_path, 'w') as fp:
+            with self.pair_dictionary_path.open('w') as fp:
                 rapidjson.dump(self.pair_dict, fp, default=self.np_encoder,
                                number_mode=rapidjson.NM_NATIVE)
 
@@ -218,7 +218,7 @@ class FreqaiDataDrawer:
         Save global metadata json to disk
         """
         with self.save_lock:
-            with open(self.global_metadata_path, 'w') as fp:
+            with self.global_metadata_path.open('w') as fp:
                 rapidjson.dump(metadata, fp, default=self.np_encoder,
                                number_mode=rapidjson.NM_NATIVE)
 
@@ -424,7 +424,7 @@ class FreqaiDataDrawer:
         dk.data["training_features_list"] = list(dk.data_dictionary["train_features"].columns)
         dk.data["label_list"] = dk.label_list
 
-        with open(save_path / f"{dk.model_filename}_metadata.json", "w") as fp:
+        with (save_path / f"{dk.model_filename}_metadata.json").open("w") as fp:
             rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE)
 
         return
@@ -457,7 +457,7 @@ class FreqaiDataDrawer:
         dk.data["training_features_list"] = dk.training_features_list
         dk.data["label_list"] = dk.label_list
         # store the metadata
-        with open(save_path / f"{dk.model_filename}_metadata.json", "w") as fp:
+        with (save_path / f"{dk.model_filename}_metadata.json").open("w") as fp:
             rapidjson.dump(dk.data, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE)
 
         # save the train data to file so we can check preds for area of applicability later
@@ -471,7 +471,7 @@ class FreqaiDataDrawer:
 
         if self.freqai_info["feature_parameters"].get("principal_component_analysis"):
             cloudpickle.dump(
-                dk.pca, open(dk.data_path / f"{dk.model_filename}_pca_object.pkl", "wb")
+                dk.pca, (dk.data_path / f"{dk.model_filename}_pca_object.pkl").open("wb")
             )
 
         self.model_dictionary[coin] = model
@@ -491,7 +491,7 @@ class FreqaiDataDrawer:
         Load only metadata into datakitchen to increase performance during
         presaved backtesting (prediction file loading).
         """
-        with open(dk.data_path / f"{dk.model_filename}_metadata.json", "r") as fp:
+        with (dk.data_path / f"{dk.model_filename}_metadata.json").open("r") as fp:
             dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE)
             dk.training_features_list = dk.data["training_features_list"]
             dk.label_list = dk.data["label_list"]
@@ -514,7 +514,7 @@ class FreqaiDataDrawer:
             dk.data = self.meta_data_dictionary[coin]["meta_data"]
             dk.data_dictionary["train_features"] = self.meta_data_dictionary[coin]["train_df"]
         else:
-            with open(dk.data_path / f"{dk.model_filename}_metadata.json", "r") as fp:
+            with (dk.data_path / f"{dk.model_filename}_metadata.json").open("r") as fp:
                 dk.data = rapidjson.load(fp, number_mode=rapidjson.NM_NATIVE)
 
             dk.data_dictionary["train_features"] = pd.read_pickle(
@@ -552,7 +552,7 @@ class FreqaiDataDrawer:
 
         if self.config["freqai"]["feature_parameters"]["principal_component_analysis"]:
             dk.pca = cloudpickle.load(
-                open(dk.data_path / f"{dk.model_filename}_pca_object.pkl", "rb")
+                (dk.data_path / f"{dk.model_filename}_pca_object.pkl").open("rb")
             )
 
         return model
@@ -570,12 +570,12 @@ class FreqaiDataDrawer:
 
             for pair in dk.all_pairs:
                 for tf in feat_params.get("include_timeframes"):
-
+                    hist_df = history_data[pair][tf]
                     # check if newest candle is already appended
                     df_dp = strategy.dp.get_pair_dataframe(pair, tf)
                     if len(df_dp.index) == 0:
                         continue
-                    if str(history_data[pair][tf].iloc[-1]["date"]) == str(
+                    if str(hist_df.iloc[-1]["date"]) == str(
                         df_dp.iloc[-1:]["date"].iloc[-1]
                     ):
                         continue
@@ -583,21 +583,30 @@ class FreqaiDataDrawer:
                     try:
                         index = (
                             df_dp.loc[
-                                df_dp["date"] == history_data[pair][tf].iloc[-1]["date"]
+                                df_dp["date"] == hist_df.iloc[-1]["date"]
                             ].index[0]
                             + 1
                         )
                     except IndexError:
-                        logger.warning(
+                        if hist_df.iloc[-1]['date'] < df_dp['date'].iloc[0]:
-                            f"Unable to update pair history for {pair}. "
+                            raise OperationalException("In memory historical data is older than "
-                            "If this does not resolve itself after 1 additional candle, "
+                                                       f"oldest DataProvider candle for {pair} on "
-                            "please report the error to #freqai discord channel"
+                                                       f"timeframe {tf}")
-                        )
+                        else:
-                        return
+                            index = -1
+                            logger.warning(
+                                f"No common dates in historical data and dataprovider for {pair}. "
+                                f"Appending latest dataprovider candle to historical data "
+                                "but please be aware that there is likely a gap in the historical "
+                                "data. \n"
+                                f"Historical data ends at {hist_df.iloc[-1]['date']} "
+                                f"while dataprovider starts at {df_dp['date'].iloc[0]} and"
+                                f"ends at {df_dp['date'].iloc[0]}."
+                            )
 
                     history_data[pair][tf] = pd.concat(
                         [
-                            history_data[pair][tf],
+                            hist_df,
                             df_dp.iloc[index:],
                         ],
                         ignore_index=True,

freqtrade/freqai/data_kitchen.py

@@ -251,7 +251,7 @@ class FreqaiDataKitchen:
                 (drop_index == 0) & (drop_index_labels == 0)
             ]
             logger.info(
-                f"dropped {len(unfiltered_df) - len(filtered_df)} training points"
+                f"{self.pair}: dropped {len(unfiltered_df) - len(filtered_df)} training points"
                 f" due to NaNs in populated dataset {len(unfiltered_df)}."
             )
             if (1 - len(filtered_df) / len(unfiltered_df)) > 0.1 and self.live:
@@ -675,7 +675,7 @@ class FreqaiDataKitchen:
                 ]
 
             logger.info(
-                f"SVM tossed {len(y_pred) - kept_points.sum()}"
+                f"{self.pair}: SVM tossed {len(y_pred) - kept_points.sum()}"
                 f" test points from {len(y_pred)} total points."
             )
 
@@ -949,7 +949,7 @@ class FreqaiDataKitchen:
 
         if (len(do_predict) - do_predict.sum()) > 0:
             logger.info(
-                f"DI tossed {len(do_predict) - do_predict.sum()} predictions for "
+                f"{self.pair}: DI tossed {len(do_predict) - do_predict.sum()} predictions for "
                 "being too far from training data."
             )
 
@@ -1315,123 +1315,54 @@ class FreqaiDataKitchen:
         dataframe: DataFrame = dataframe containing populated indicators
         """
 
-        # this is a hack to check if the user is using the populate_any_indicators function
+        # check if the user is using the deprecated populate_any_indicators function
         new_version = inspect.getsource(strategy.populate_any_indicators) == (
             inspect.getsource(IStrategy.populate_any_indicators))
 
-        if new_version:
+        if not new_version:
-            tfs: List[str] = self.freqai_config["feature_parameters"].get("include_timeframes")
+            raise OperationalException(
-            pairs: List[str] = self.freqai_config["feature_parameters"].get(
+                "You are using the `populate_any_indicators()` function"
-                "include_corr_pairlist", [])
+                " which was deprecated on March 1, 2023. Please refer "
+                "to the strategy migration guide to use the new "
+                "feature_engineering_* methods: \n"
+                "https://www.freqtrade.io/en/stable/strategy_migration/#freqai-strategy \n"
+                "And the feature_engineering_* documentation: \n"
+                "https://www.freqtrade.io/en/latest/freqai-feature-engineering/"
+                )
 
-            for tf in tfs:
-                if tf not in base_dataframes:
-                    base_dataframes[tf] = pd.DataFrame()
-                for p in pairs:
-                    if p not in corr_dataframes:
-                        corr_dataframes[p] = {}
-                    if tf not in corr_dataframes[p]:
-                        corr_dataframes[p][tf] = pd.DataFrame()
-
-            if not prediction_dataframe.empty:
-                dataframe = prediction_dataframe.copy()
-            else:
-                dataframe = base_dataframes[self.config["timeframe"]].copy()
-
-            corr_pairs: List[str] = self.freqai_config["feature_parameters"].get(
-                "include_corr_pairlist", [])
-            dataframe = self.populate_features(dataframe.copy(), pair, strategy,
-                                               corr_dataframes, base_dataframes)
-            metadata = {"pair": pair}
-            dataframe = strategy.feature_engineering_standard(dataframe.copy(), metadata=metadata)
-            # ensure corr pairs are always last
-            for corr_pair in corr_pairs:
-                if pair == corr_pair:
-                    continue  # dont repeat anything from whitelist
-                if corr_pairs and do_corr_pairs:
-                    dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
-                                                       corr_dataframes, base_dataframes, True)
-
-            dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
-
-            self.get_unique_classes_from_labels(dataframe)
-
-            dataframe = self.remove_special_chars_from_feature_names(dataframe)
-
-            if self.config.get('reduce_df_footprint', False):
-                dataframe = reduce_dataframe_footprint(dataframe)
-
-            return dataframe
-
-        else:
-            # the user is using the populate_any_indicators functions which is deprecated
-
-            df = self.use_strategy_to_populate_indicators_old_version(
-                strategy, corr_dataframes, base_dataframes, pair,
-                prediction_dataframe, do_corr_pairs)
-            return df
-
-    def use_strategy_to_populate_indicators_old_version(
-        self,
-        strategy: IStrategy,
-        corr_dataframes: dict = {},
-        base_dataframes: dict = {},
-        pair: str = "",
-        prediction_dataframe: DataFrame = pd.DataFrame(),
-        do_corr_pairs: bool = True,
-    ) -> DataFrame:
-        """
-        Use the user defined strategy for populating indicators during retrain
-        :param strategy: IStrategy = user defined strategy object
-        :param corr_dataframes: dict = dict containing the df pair dataframes
-                                (for user defined timeframes)
-        :param base_dataframes: dict = dict containing the current pair dataframes
-                                (for user defined timeframes)
-        :param metadata: dict = strategy furnished pair metadata
-        :return:
-        dataframe: DataFrame = dataframe containing populated indicators
-        """
-
-        # for prediction dataframe creation, we let dataprovider handle everything in the strategy
-        # so we create empty dictionaries, which allows us to pass None to
-        # `populate_any_indicators()`. Signaling we want the dp to give us the live dataframe.
         tfs: List[str] = self.freqai_config["feature_parameters"].get("include_timeframes")
-        pairs: List[str] = self.freqai_config["feature_parameters"].get("include_corr_pairlist", [])
+        pairs: List[str] = self.freqai_config["feature_parameters"].get(
+            "include_corr_pairlist", [])
+
+        for tf in tfs:
+            if tf not in base_dataframes:
+                base_dataframes[tf] = pd.DataFrame()
+            for p in pairs:
+                if p not in corr_dataframes:
+                    corr_dataframes[p] = {}
+                if tf not in corr_dataframes[p]:
+                    corr_dataframes[p][tf] = pd.DataFrame()
+
         if not prediction_dataframe.empty:
             dataframe = prediction_dataframe.copy()
-            for tf in tfs:
-                base_dataframes[tf] = None
-                for p in pairs:
-                    if p not in corr_dataframes:
-                        corr_dataframes[p] = {}
-                    corr_dataframes[p][tf] = None
         else:
             dataframe = base_dataframes[self.config["timeframe"]].copy()
 
-        sgi = False
+        corr_pairs: List[str] = self.freqai_config["feature_parameters"].get(
-        for tf in tfs:
+            "include_corr_pairlist", [])
-            if tf == tfs[-1]:
+        dataframe = self.populate_features(dataframe.copy(), pair, strategy,
-                sgi = True  # doing this last allows user to use all tf raw prices in labels
+                                           corr_dataframes, base_dataframes)
-            dataframe = strategy.populate_any_indicators(
+        metadata = {"pair": pair}
-                pair,
+        dataframe = strategy.feature_engineering_standard(dataframe.copy(), metadata=metadata)
-                dataframe.copy(),
-                tf,
-                informative=base_dataframes[tf],
-                set_generalized_indicators=sgi
-            )
-
         # ensure corr pairs are always last
-        for corr_pair in pairs:
+        for corr_pair in corr_pairs:
             if pair == corr_pair:
                 continue  # dont repeat anything from whitelist
-            for tf in tfs:
+            if corr_pairs and do_corr_pairs:
-                if pairs and do_corr_pairs:
+                dataframe = self.populate_features(dataframe.copy(), corr_pair, strategy,
-                    dataframe = strategy.populate_any_indicators(
+                                                   corr_dataframes, base_dataframes, True)
-                        corr_pair,
+
-                        dataframe.copy(),
+        dataframe = strategy.set_freqai_targets(dataframe.copy(), metadata=metadata)
-                        tf,
-                        informative=corr_dataframes[corr_pair][tf]
-                    )
 
         self.get_unique_classes_from_labels(dataframe)
 

freqtrade/freqai/freqai_interface.py

@@ -1,4 +1,3 @@
-import inspect
 import logging
 import threading
 import time
@@ -105,8 +104,10 @@ class IFreqaiModel(ABC):
         self.data_provider: Optional[DataProvider] = None
         self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
         self.can_short = True  # overridden in start() with strategy.can_short
-
+        self.model: Any = None
-        self.warned_deprecated_populate_any_indicators = False
+        if self.ft_params.get('principal_component_analysis', False) and self.continual_learning:
+            self.ft_params.update({'principal_component_analysis': False})
+            logger.warning('User tried to use PCA with continual learning. Deactivating PCA.')
 
         record_params(config, self.full_path)
 
@@ -138,9 +139,6 @@ class IFreqaiModel(ABC):
         self.data_provider = strategy.dp
         self.can_short = strategy.can_short
 
-        # check if the strategy has deprecated populate_any_indicators function
-        self.check_deprecated_populate_any_indicators(strategy)
-
         if self.live:
             self.inference_timer('start')
             self.dk = FreqaiDataKitchen(self.config, self.live, metadata["pair"])
@@ -159,8 +157,7 @@ class IFreqaiModel(ABC):
                 dk = self.start_backtesting(dataframe, metadata, self.dk, strategy)
                 dataframe = dk.remove_features_from_df(dk.return_dataframe)
             else:
-                logger.info(
+                logger.info("Backtesting using historic predictions (live models)")
-                    "Backtesting using historic predictions (live models)")
                 dk = self.start_backtesting_from_historic_predictions(
                     dataframe, metadata, self.dk)
                 dataframe = dk.return_dataframe
@@ -344,13 +341,14 @@ class IFreqaiModel(ABC):
                     except Exception as msg:
                         logger.warning(
                             f"Training {pair} raised exception {msg.__class__.__name__}. "
-                            f"Message: {msg}, skipping.")
+                            f"Message: {msg}, skipping.", exc_info=True)
+                        self.model = None
 
                     self.dd.pair_dict[pair]["trained_timestamp"] = int(
                         tr_train.stopts)
-                    if self.plot_features:
+                    if self.plot_features and self.model is not None:
                         plot_feature_importance(self.model, pair, dk, self.plot_features)
-                    if self.save_backtest_models:
+                    if self.save_backtest_models and self.model is not None:
                         logger.info('Saving backtest model to disk.')
                         self.dd.save_data(self.model, pair, dk)
                     else:
@@ -491,7 +489,7 @@ class IFreqaiModel(ABC):
                 "strategy is furnishing the same features as the pretrained"
                 "model. In case of --strategy-list, please be aware that FreqAI "
                 "requires all strategies to maintain identical "
-                "populate_any_indicator() functions"
+                "feature_engineering_* functions"
             )
 
     def data_cleaning_train(self, dk: FreqaiDataKitchen) -> None:
@@ -603,7 +601,7 @@ class IFreqaiModel(ABC):
         :param strategy: IStrategy = user defined strategy object
         :param dk: FreqaiDataKitchen = non-persistent data container for current coin/loop
         :param data_load_timerange: TimeRange = the amount of data to be loaded
-                                    for populate_any_indicators
+                                    for populating indicators
                                     (larger than new_trained_timerange so that
                                     new_trained_timerange does not contain any NaNs)
         """
@@ -809,7 +807,7 @@ class IFreqaiModel(ABC):
                 logger.warning("Couldn't cache corr_pair dataframes for improved performance. "
                                "Consider ensuring that the full coin/stake, e.g. XYZ/USD, "
                                "is included in the column names when you are creating features "
-                               "in `populate_any_indicators()`.")
+                               "in `feature_engineering_*` functions.")
             self.get_corr_dataframes = not bool(self.corr_dataframes)
         elif self.corr_dataframes:
             dataframe = dk.attach_corr_pair_columns(
@@ -936,26 +934,6 @@ class IFreqaiModel(ABC):
             dk.return_dataframe, saved_dataframe, how='left', left_on='date', right_on="date_pred")
         return dk
 
-    def check_deprecated_populate_any_indicators(self, strategy: IStrategy):
-        """
-        Check and warn if the deprecated populate_any_indicators function is used.
-        :param strategy: strategy object
-        """
-
-        if not self.warned_deprecated_populate_any_indicators:
-            self.warned_deprecated_populate_any_indicators = True
-            old_version = inspect.getsource(strategy.populate_any_indicators) != (
-                inspect.getsource(IStrategy.populate_any_indicators))
-
-            if old_version:
-                logger.warning("DEPRECATION WARNING: "
-                               "You are using the deprecated populate_any_indicators function. "
-                               "This function will raise an error on March 1 2023. "
-                               "Please update your strategy by using "
-                               "the new feature_engineering functions. See \n"
-                               "https://www.freqtrade.io/en/latest/freqai-feature-engineering/"
-                               "for details.")
-
     # Following methods which are overridden by user made prediction models.
     # See freqai/prediction_models/CatboostPredictionModel.py for an example.
 

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -100,7 +100,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
             """
             # first, penalize if the action is not valid
             if not self._is_valid(action):
-                self.tensorboard_log("is_valid")
+                self.tensorboard_log("invalid", category="actions")
                 return -2
 
             pnl = self.get_unrealized_profit()

freqtrade/freqai/prediction_models/ReinforcementLearner_multiproc.py

@@ -34,6 +34,11 @@ class ReinforcementLearner_multiproc(ReinforcementLearner):
         train_df = data_dictionary["train_features"]
         test_df = data_dictionary["test_features"]
 
+        if self.train_env:
+            self.train_env.close()
+        if self.eval_env:
+            self.eval_env.close()
+
         env_info = self.pack_env_dict(dk.pair)
 
         env_id = "train_env"

freqtrade/freqai/utils.py

@@ -211,7 +211,7 @@ def record_params(config: Dict[str, Any], full_path: Path) -> None:
         "pairs": config.get('exchange', {}).get('pair_whitelist')
     }
 
-    with open(params_record_path, "w") as handle:
+    with params_record_path.open("w") as handle:
         rapidjson.dump(
             run_params,
             handle,

freqtrade/freqtradebot.py

@@ -30,6 +30,8 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.external_message_consumer import ExternalMessageConsumer
+from freqtrade.rpc.rpc_types import (RPCBuyMsg, RPCCancelMsg, RPCProtectionMsg, RPCSellCancelMsg,
+                                     RPCSellMsg)
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import FtPrecise
@@ -127,19 +129,19 @@ class FreqtradeBot(LoggingMixin):
                 for minutes in [0, 15, 30, 45]:
                     t = str(time(time_slot, minutes, 2))
                     self._schedule.every().day.at(t).do(update)
-        self.last_process = datetime(1970, 1, 1, tzinfo=timezone.utc)
+        self.last_process: Optional[datetime] = None
 
         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:
+    def notify_status(self, msg: str, msg_type=RPCMessageType.STATUS) -> None:
         """
         Public method for users of this class (worker, etc.) to send notifications
         via RPC about changes in the bot status.
         """
         self.rpc.send_msg({
-            'type': RPCMessageType.STATUS,
+            'type': msg_type,
             'status': msg
         })
 
@@ -212,7 +214,8 @@ class FreqtradeBot(LoggingMixin):
         self.dataprovider.refresh(self.pairlists.create_pair_list(self.active_pair_whitelist),
                                   self.strategy.gather_informative_pairs())
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+            current_time=datetime.now(timezone.utc))
 
         self.strategy.analyze(self.active_pair_whitelist)
 
@@ -586,7 +589,7 @@ class FreqtradeBot(LoggingMixin):
 
         min_entry_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
                                                                   current_entry_rate,
-                                                                  self.strategy.stoploss)
+                                                                  0.0)
         min_exit_stake = self.exchange.get_min_pair_stake_amount(trade.pair,
                                                                  current_exit_rate,
                                                                  self.strategy.stoploss)
@@ -594,7 +597,7 @@ class FreqtradeBot(LoggingMixin):
         stake_available = self.wallets.get_available_stake_amount()
         logger.debug(f"Calling adjust_trade_position for pair {trade.pair}")
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,
             current_time=datetime.now(timezone.utc), current_rate=current_entry_rate,
             current_profit=current_entry_profit, min_stake=min_entry_stake,
@@ -633,7 +636,7 @@ class FreqtradeBot(LoggingMixin):
                 return
 
             remaining = (trade.amount - amount) * current_exit_rate
-            if remaining < min_exit_stake:
+            if min_exit_stake and remaining < min_exit_stake:
                 logger.info(f"Remaining amount of {remaining} would be smaller "
                             f"than the minimum of {min_exit_stake}.")
                 return
@@ -700,7 +703,8 @@ class FreqtradeBot(LoggingMixin):
         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, order_adjust, leverage_)
+            pair, price, stake_amount, trade_side, enter_tag, trade, order_adjust, leverage_,
+            pos_adjust)
 
         if not stake_amount:
             return False
@@ -809,6 +813,9 @@ class FreqtradeBot(LoggingMixin):
                 precision_mode=self.exchange.precisionMode,
                 contract_size=self.exchange.get_contract_size(pair),
             )
+            stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
+            trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
+
         else:
             # This is additional buy, we reset fee_open_currency so timeout checking can work
             trade.is_open = True
@@ -818,7 +825,7 @@ class FreqtradeBot(LoggingMixin):
 
         trade.orders.append(order_obj)
         trade.recalc_trade_from_orders()
-        Trade.query.session.add(trade)
+        Trade.session.add(trade)
         Trade.commit()
 
         # Updating wallets
@@ -841,7 +848,7 @@ class FreqtradeBot(LoggingMixin):
 
     def cancel_stoploss_on_exchange(self, trade: Trade) -> Trade:
         # First cancelling stoploss on exchange ...
-        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
+        if trade.stoploss_order_id:
             try:
                 logger.info(f"Canceling stoploss on exchange for {trade}")
                 co = self.exchange.cancel_stoploss_order_with_result(
@@ -850,7 +857,8 @@ class FreqtradeBot(LoggingMixin):
                 # Reset stoploss order id.
                 trade.stoploss_order_id = None
             except InvalidOrderException:
-                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
+                logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id} "
+                                 f"for pair {trade.pair}")
         return trade
 
     def get_valid_enter_price_and_stake(
@@ -860,7 +868,12 @@ class FreqtradeBot(LoggingMixin):
         trade: Optional[Trade],
         order_adjust: bool,
         leverage_: Optional[float],
+        pos_adjust: bool,
     ) -> Tuple[float, float, float]:
+        """
+        Validate and eventually adjust (within limits) limit, amount and leverage
+        :return: Tuple with (price, amount, leverage)
+        """
 
         if price:
             enter_limit_requested = price
@@ -906,7 +919,9 @@ class FreqtradeBot(LoggingMixin):
         # We do however also need min-stake to determine leverage, therefore this is ignored as
         # edge-case for now.
         min_stake_amount = self.exchange.get_min_pair_stake_amount(
-            pair, enter_limit_requested, self.strategy.stoploss, leverage)
+            pair, enter_limit_requested,
+            self.strategy.stoploss if not pos_adjust else 0.0,
+            leverage)
         max_stake_amount = self.exchange.get_max_pair_stake_amount(
             pair, enter_limit_requested, leverage)
 
@@ -935,7 +950,6 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a entry order occurred.
         """
-        msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY
         open_rate = order.safe_price
 
         if open_rate is None:
@@ -946,9 +960,9 @@ class FreqtradeBot(LoggingMixin):
             current_rate = self.exchange.get_rate(
                 trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCBuyMsg = {
             'trade_id': trade.id,
-            'type': msg_type,
+            'type': RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY,
             'buy_tag': trade.enter_tag,
             'enter_tag': trade.enter_tag,
             'exchange': trade.exchange.capitalize(),
@@ -960,6 +974,7 @@ class FreqtradeBot(LoggingMixin):
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
             'open_date': trade.open_date or datetime.utcnow(),
@@ -978,7 +993,7 @@ class FreqtradeBot(LoggingMixin):
         current_rate = self.exchange.get_rate(
             trade.pair, side='entry', is_short=trade.is_short, refresh=False)
 
-        msg = {
+        msg: RPCCancelMsg = {
             'trade_id': trade.id,
             'type': RPCMessageType.ENTRY_CANCEL,
             'buy_tag': trade.enter_tag,
@@ -990,7 +1005,9 @@ class FreqtradeBot(LoggingMixin):
             'limit': trade.open_rate,
             'order_type': order_type,
             'stake_amount': trade.stake_amount,
+            'open_rate': trade.open_rate,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'amount': trade.amount,
             'open_date': trade.open_date,
@@ -1013,12 +1030,16 @@ class FreqtradeBot(LoggingMixin):
         trades_closed = 0
         for trade in trades:
             try:
+                try:
+                    if (self.strategy.order_types.get('stoploss_on_exchange') and
+                            self.handle_stoploss_on_exchange(trade)):
+                        trades_closed += 1
+                        Trade.commit()
+                        continue
 
-                if (self.strategy.order_types.get('stoploss_on_exchange') and
+                except InvalidOrderException as exception:
-                        self.handle_stoploss_on_exchange(trade)):
+                    logger.warning(
-                    trades_closed += 1
+                        f'Unable to handle stoploss on exchange for {trade.pair}: {exception}')
-                    Trade.commit()
-                    continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
                     trades_closed += 1
@@ -1122,8 +1143,7 @@ class FreqtradeBot(LoggingMixin):
             trade.stoploss_order_id = None
             logger.error(f'Unable to place a stoploss order on exchange. {e}')
             logger.warning('Exiting the trade forcefully')
-            self.execute_trade_exit(trade, stop_price, exit_check=ExitCheckTuple(
+            self.emergency_exit(trade, stop_price)
-                exit_type=ExitType.EMERGENCY_EXIT))
 
         except ExchangeError:
             trade.stoploss_order_id = None
@@ -1225,13 +1245,8 @@ class FreqtradeBot(LoggingMixin):
                 # cancelling the current stoploss on exchange first
                 logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
                             f"(orderid:{order['id']}) in order to add another one ...")
-                try:
+
-                    co = self.exchange.cancel_stoploss_order_with_result(order['id'], trade.pair,
+                self.cancel_stoploss_on_exchange(trade)
-                                                                         trade.amount)
-                    trade.update_order(co)
-                except InvalidOrderException:
-                    logger.exception(f"Could not cancel stoploss order {order['id']} "
-                                     f"for pair {trade.pair}")
 
                 # Create new stoploss order
                 if not self.create_stoploss_order(trade=trade, stop_price=stoploss_norm):
@@ -1275,20 +1290,22 @@ class FreqtradeBot(LoggingMixin):
         if order['side'] == trade.entry_side:
             self.handle_cancel_enter(trade, order, reason)
         else:
-            canceled = self.handle_cancel_exit(
+            canceled = self.handle_cancel_exit(trade, order, reason)
-                trade, order, reason)
             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.emergency_exit(trade, order['price'])
-                    self.execute_trade_exit(
+
-                        trade, order['price'],
+    def emergency_exit(self, trade: Trade, price: float) -> None:
-                        exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
+        try:
-                except DependencyException as exception:
+            self.execute_trade_exit(
-                    logger.warning(
+                trade, price,
-                        f'Unable to emergency sell trade {trade.pair}: {exception}')
+                exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT))
+        except DependencyException as exception:
+            logger.warning(
+                f'Unable to emergency exit trade {trade.pair}: {exception}')
 
     def replace_order(self, order: Dict, order_obj: Optional[Order], trade: Trade) -> None:
         """
@@ -1315,7 +1332,7 @@ class FreqtradeBot(LoggingMixin):
                                                          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,
+                current_order_rate=order_obj.safe_price, entry_tag=trade.enter_tag,
                 side=trade.entry_side)
 
             replacing = True
@@ -1331,7 +1348,8 @@ class FreqtradeBot(LoggingMixin):
                     # place new order only if new price is supplied
                     self.execute_entry(
                         pair=trade.pair,
-                        stake_amount=(order_obj.remaining * order_obj.price / trade.leverage),
+                        stake_amount=(
+                            order_obj.safe_remaining * order_obj.safe_price / trade.leverage),
                         price=adjusted_entry_price,
                         trade=trade,
                         is_short=trade.is_short,
@@ -1345,6 +1363,8 @@ class FreqtradeBot(LoggingMixin):
         """
 
         for trade in Trade.get_open_order_trades():
+            if not trade.open_order_id:
+                continue
             try:
                 order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
             except (ExchangeError):
@@ -1369,6 +1389,9 @@ class FreqtradeBot(LoggingMixin):
         """
         was_trade_fully_canceled = False
         side = trade.entry_side.capitalize()
+        if not trade.open_order_id:
+            logger.warning(f"No open order for {trade}.")
+            return False
 
         # Cancelled orders may have the status of 'canceled' or 'closed'
         if order['status'] not in constants.NON_OPEN_EXCHANGE_STATES:
@@ -1455,34 +1478,32 @@ class FreqtradeBot(LoggingMixin):
                     return False
 
             try:
-                co = self.exchange.cancel_order_with_result(trade.open_order_id, trade.pair,
+                order = self.exchange.cancel_order_with_result(order['id'], trade.pair,
-                                                            trade.amount)
+                                                               trade.amount)
             except InvalidOrderException:
                 logger.exception(
                     f"Could not cancel {trade.exit_side} order {trade.open_order_id}")
                 return False
-            trade.close_rate = None
+
-            trade.close_rate_requested = None
-            trade.close_profit = None
-            trade.close_profit_abs = None
             # Set exit_reason for fill message
             exit_reason_prev = trade.exit_reason
             trade.exit_reason = trade.exit_reason + f", {reason}" if trade.exit_reason else reason
-            self.update_trade_state(trade, trade.open_order_id, co)
             # Order might be filled above in odd timing issues.
-            if co.get('status') in ('canceled', 'cancelled'):
+            if order.get('status') in ('canceled', 'cancelled'):
                 trade.exit_reason = None
-                trade.open_order_id = None
             else:
                 trade.exit_reason = exit_reason_prev
-
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
             cancelled = True
         else:
             reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE']
-            logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
+            trade.exit_reason = None
-            self.update_trade_state(trade, trade.open_order_id, order)
+
-            trade.open_order_id = None
+        self.update_trade_state(trade, trade.open_order_id, order)
+
+        logger.info(f'{trade.exit_side.capitalize()} order {reason} for {trade}.')
+        trade.open_order_id = None
+        trade.close_rate = None
+        trade.close_rate_requested = None
 
         self._notify_exit_cancel(
             trade,
@@ -1640,13 +1661,13 @@ class FreqtradeBot(LoggingMixin):
             profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate)
             profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate)
         else:
-            order_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+            order_rate = trade.safe_close_rate
             profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit)
             profit_ratio = trade.calc_profit_ratio(order_rate)
             amount = trade.amount
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellMsg = {
             'type': (RPCMessageType.EXIT_FILL if fill
                      else RPCMessageType.EXIT),
             'trade_id': trade.id,
@@ -1672,6 +1693,7 @@ class FreqtradeBot(LoggingMixin):
             'close_date': trade.close_date or datetime.utcnow(),
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency'),
             'sub_trade': sub_trade,
             'cumulative_profit': trade.realized_profit,
@@ -1695,14 +1717,14 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Order_obj not found for {order_id}. This should not have happened.")
 
-        profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+        profit_rate: float = trade.safe_close_rate
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.exchange.get_rate(
             trade.pair, side='exit', is_short=trade.is_short, refresh=False)
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
-        msg = {
+        msg: RPCSellCancelMsg = {
             'type': RPCMessageType.EXIT_CANCEL,
             'trade_id': trade.id,
             'exchange': trade.exchange.capitalize(),
@@ -1724,6 +1746,7 @@ class FreqtradeBot(LoggingMixin):
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.now(timezone.utc),
             'stake_currency': self.config['stake_currency'],
+            'base_currency': self.exchange.get_pair_base_currency(trade.pair),
             'fiat_currency': self.config.get('fiat_display_currency', None),
             'reason': reason,
             'sub_trade': sub_trade,
@@ -1738,7 +1761,8 @@ class FreqtradeBot(LoggingMixin):
 #
 
     def update_trade_state(
-            self, trade: Trade, order_id: str, action_order: Optional[Dict[str, Any]] = None,
+            self, trade: Trade, order_id: Optional[str],
+            action_order: Optional[Dict[str, Any]] = None,
             stoploss_order: bool = False, send_msg: bool = True) -> bool:
         """
         Checks trades with open orders and updates the amount if necessary
@@ -1787,7 +1811,7 @@ class FreqtradeBot(LoggingMixin):
                     # TODO: should shorting/leverage be supported by Edge,
                     # then this will need to be fixed.
                     trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
-            if order.get('side') == trade.entry_side or trade.amount > 0:
+            if order.get('side') == trade.entry_side or (trade.amount > 0 and trade.is_open):
                 # Must also run for partial exits
                 # TODO: Margin will need to use interest_rate as well.
                 # interest_rate = self.exchange.get_interest_rate()
@@ -1830,14 +1854,20 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason='Auto lock')
         prot_trig = self.protections.stop_per_pair(pair, side=side)
         if prot_trig:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER, }
+            msg: RPCProtectionMsg = {
-            msg.update(prot_trig.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig.pair),
+                **prot_trig.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
         prot_trig_glb = self.protections.global_stop(side=side)
         if prot_trig_glb:
-            msg = {'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL, }
+            msg = {
-            msg.update(prot_trig_glb.to_json())
+                'type': RPCMessageType.PROTECTION_TRIGGER_GLOBAL,
+                'base_currency': self.exchange.get_pair_base_currency(prot_trig_glb.pair),
+                **prot_trig_glb.to_json()  # type: ignore
+            }
             self.rpc.send_msg(msg)
 
     def apply_fee_conditional(self, trade: Trade, trade_base_currency: str,

freqtrade/misc.py

@@ -6,8 +6,7 @@ import logging
 import re
 from datetime import datetime
 from pathlib import Path
-from typing import Any, Dict, Iterator, List, Mapping, Optional, Union
+from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
-from typing.io import IO
 from urllib.parse import urlparse
 
 import orjson
@@ -81,7 +80,7 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
     else:
         if log:
             logger.info(f'dumping json to "{filename}"')
-        with open(filename, 'w') as fp:
+        with filename.open('w') as fp:
             rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
 
     logger.debug(f'done json to "{filename}"')
@@ -98,12 +97,12 @@ def file_dump_joblib(filename: Path, data: Any, log: bool = True) -> None:
 
     if log:
         logger.info(f'dumping joblib to "{filename}"')
-    with open(filename, 'wb') as fp:
+    with filename.open('wb') as fp:
         joblib.dump(data, fp)
     logger.debug(f'done joblib dump to "{filename}"')
 
 
-def json_load(datafile: IO) -> Any:
+def json_load(datafile: Union[gzip.GzipFile, TextIO]) -> Any:
     """
     load data with rapidjson
     Use this to have a consistent experience,
@@ -112,7 +111,7 @@ def json_load(datafile: IO) -> Any:
     return rapidjson.load(datafile, number_mode=rapidjson.NM_NATIVE)
 
 
-def file_load_json(file):
+def file_load_json(file: Path):
 
     if file.suffix != ".gz":
         gzipfile = file.with_suffix(file.suffix + '.gz')
@@ -125,7 +124,7 @@ def file_load_json(file):
             pairdata = json_load(datafile)
     elif file.is_file():
         logger.debug(f"Loading historical data from file {file}")
-        with open(file) as datafile:
+        with file.open() as datafile:
             pairdata = json_load(datafile)
     else:
         return None

freqtrade/optimize/backtest_caching.py

@@ -29,7 +29,7 @@ def get_strategy_run_id(strategy) -> str:
     # Include _ft_params_from_file - so changing parameter files cause cache eviction
     digest.update(rapidjson.dumps(
         strategy._ft_params_from_file, default=str, number_mode=rapidjson.NM_NAN).encode('utf-8'))
-    with open(strategy.__file__, 'rb') as fp:
+    with Path(strategy.__file__).open('rb') as fp:
         digest.update(fp.read())
     return digest.hexdigest().lower()
 

freqtrade/optimize/backtesting.py

@@ -93,7 +93,7 @@ class Backtesting:
         if self.config.get('strategy_list'):
             if self.config.get('freqai', {}).get('enabled', False):
                 logger.warning("Using --strategy-list with FreqAI REQUIRES all strategies "
-                               "to have identical populate_any_indicators.")
+                               "to have identical feature_engineering_* functions.")
             for strat in list(self.config['strategy_list']):
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
@@ -203,9 +203,10 @@ 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
+        # Update can_short flag
+        self._can_short = self.trading_mode != TradingMode.SPOT and strategy.can_short
 
         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):
@@ -440,11 +441,8 @@ class Backtesting:
                               side_1 * abs(self.strategy.trailing_stop_positive / leverage)))
             else:
                 # Worst case: price ticks tiny bit above open and dives down.
-                stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(trade.stop_loss_pct / leverage))
+                stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(
-                if is_short:
+                    (trade.stop_loss_pct or 0.0) / leverage))
-                    assert stop_rate > row[LOW_IDX]
-                else:
-                    assert stop_rate < row[HIGH_IDX]
 
             # Limit lower-end to candle low to avoid exits below the low.
             # This still remains "worst case" - but "worst realistic case".
@@ -472,7 +470,7 @@ class Backtesting:
             # - (Expected abs profit - open_rate - open_fee) / (fee_close -1)
             roi_rate = trade.open_rate * roi / leverage
             open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open)
-            close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1)
+            close_rate = -(roi_rate + open_fee_rate) / ((trade.fee_close or 0.0) - side_1 * 1)
             if is_short:
                 is_new_roi = row[OPEN_IDX] < close_rate
             else:
@@ -525,7 +523,7 @@ class Backtesting:
         max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
         stake_available = self.wallets.get_available_stake_amount()
         stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
-                                             default_retval=None)(
+                                             default_retval=None, supress_error=True)(
             trade=trade,  # type: ignore[arg-type]
             current_time=current_date, current_rate=current_rate,
             current_profit=current_profit, min_stake=min_stake,
@@ -563,7 +561,7 @@ class Backtesting:
             pos_trade = self._get_exit_for_signal(trade, row, exit_, amount)
             if pos_trade is not None:
                 order = pos_trade.orders[-1]
-                if self._get_order_filled(order.price, row):
+                if self._get_order_filled(order.ft_price, row):
                     order.close_bt_order(current_date, trade)
                     trade.recalc_trade_from_orders()
                 self.wallets.update()
@@ -664,6 +662,7 @@ class Backtesting:
             side=trade.exit_side,
             order_type=order_type,
             status="open",
+            ft_price=close_rate,
             price=close_rate,
             average=close_rate,
             amount=amount,
@@ -742,12 +741,12 @@ class Backtesting:
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
                 side=direction, entry_tag=entry_tag,
-            ) if self._can_short else 1.0
+            ) 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)
 
         min_stake_amount = self.exchange.get_min_pair_stake_amount(
-            pair, propose_rate, -0.05, leverage=leverage) or 0
+            pair, propose_rate, -0.05 if not pos_adjust else 0.0, leverage=leverage) or 0
         max_stake_amount = self.exchange.get_max_pair_stake_amount(
             pair, propose_rate, leverage=leverage)
         stake_available = self.wallets.get_available_stake_amount()
@@ -887,6 +886,7 @@ class Backtesting:
                 order_date=current_time,
                 order_filled_date=current_time,
                 order_update_date=current_time,
+                ft_price=propose_rate,
                 price=propose_rate,
                 average=propose_rate,
                 amount=amount,
@@ -895,7 +895,7 @@ class Backtesting:
                 cost=stake_amount + trade.fee_open,
             )
             trade.orders.append(order)
-            if pos_adjust and self._get_order_filled(order.price, row):
+            if pos_adjust and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
             else:
                 trade.open_order_id = str(self.order_id_counter)
@@ -1008,15 +1008,15 @@ class Backtesting:
         # 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)(
+                                                   default_retval=order.ft_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,
+                proposed_rate=row[OPEN_IDX], current_order_rate=order.ft_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:
+            if requested_rate == order.ft_price:
                 # assumption: there can't be multiple open entry orders at any given time
                 return False
             else:
@@ -1028,8 +1028,12 @@ class Backtesting:
             if requested_rate:
                 self._enter_trade(pair=trade.pair, row=row, trade=trade,
                                   requested_rate=requested_rate,
-                                  requested_stake=(order.remaining * order.price / trade.leverage),
+                                  requested_stake=(
+                                    order.safe_remaining * order.ft_price / trade.leverage),
                                   direction='short' if trade.is_short else 'long')
+                # Delete trade if no successful entries happened (if placing the new order failed)
+                if trade.open_order_id is None and trade.nr_of_successful_entries == 0:
+                    return True
                 self.replaced_entry_orders += 1
             else:
                 # assumption: there can't be multiple open entry orders at any given time
@@ -1095,7 +1099,7 @@ class Backtesting:
         for trade in list(LocalTrade.bt_trades_open_pp[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):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 self.wallets.update()
@@ -1106,7 +1110,7 @@ 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):
+            if order and self._get_order_filled(order.ft_price, row):
                 order.close_bt_order(current_time, trade)
                 trade.open_order_id = None
                 sub_trade = order.safe_amount_after_fee != trade.amount
@@ -1115,7 +1119,7 @@ class Backtesting:
                     trade.recalc_trade_from_orders()
                 else:
                     trade.close_date = current_time
-                    trade.close(order.price, show_msg=False)
+                    trade.close(order.ft_price, show_msg=False)
 
                     # logger.debug(f"{pair} - Backtesting exit {trade}")
                     LocalTrade.close_bt_trade(trade)
@@ -1155,6 +1159,8 @@ class Backtesting:
         while current_time <= end_date:
             open_trade_count_start = LocalTrade.bt_open_open_trade_count
             self.check_abort()
+            strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
+                current_time=current_time)
             for i, pair in enumerate(data):
                 row_index = indexes[pair]
                 row = self.validate_row(data, pair, row_index, current_time)

freqtrade/optimize/hyperopt_tools.py

@@ -1,4 +1,3 @@
-import io
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
@@ -464,8 +463,8 @@ class HyperoptTools():
             return
 
         try:
-            io.open(csv_file, 'w+').close()
+            Path(csv_file).open('w+').close()
-        except IOError:
+        except OSError:
             logger.error(f"Failed to create CSV file: {csv_file}")
             return
 

freqtrade/persistence/base.py

@@ -1,7 +1,9 @@
 
-from typing import Any
+from sqlalchemy.orm import DeclarativeBase, Session, scoped_session
-
-from sqlalchemy.orm import declarative_base
 
 
-_DECL_BASE: Any = declarative_base()
+SessionType = scoped_session[Session]
+
+
+class ModelBase(DeclarativeBase):
+    pass

freqtrade/persistence/models.py

@@ -2,6 +2,9 @@
 This module contains the class to persist trades into SQLite
 """
 import logging
+import threading
+from contextvars import ContextVar
+from typing import Any, Dict, Final, Optional
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
@@ -9,7 +12,7 @@ from sqlalchemy.orm import scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 
 from freqtrade.exceptions import OperationalException
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase
 from freqtrade.persistence.migrations import check_migrate
 from freqtrade.persistence.pairlock import PairLock
 from freqtrade.persistence.trade_model import Order, Trade
@@ -18,6 +21,22 @@ from freqtrade.persistence.trade_model import Order, Trade
 logger = logging.getLogger(__name__)
 
 
+REQUEST_ID_CTX_KEY: Final[str] = 'request_id'
+_request_id_ctx_var: ContextVar[Optional[str]] = ContextVar(REQUEST_ID_CTX_KEY, default=None)
+
+
+def get_request_or_thread_id() -> Optional[str]:
+    """
+    Helper method to get either async context (for fastapi requests), or thread id
+    """
+    id = _request_id_ctx_var.get()
+    if id is None:
+        # when not in request context - use thread id
+        id = str(threading.current_thread().ident)
+
+    return id
+
+
 _SQL_DOCS_URL = 'http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls'
 
 
@@ -29,7 +48,7 @@ def init_db(db_url: str) -> None:
     :param db_url: Database to use
     :return: None
     """
-    kwargs = {}
+    kwargs: Dict[str, Any] = {}
 
     if db_url == 'sqlite:///':
         raise OperationalException(
@@ -52,12 +71,12 @@ def init_db(db_url: str) -> None:
 
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
-    # We should use the scoped_session object - not a seperately initialized version
+    # Since we also use fastAPI, we need to make it aware of the request id, too
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=False))
+    Trade.session = scoped_session(sessionmaker(
-    Trade.query = Trade._session.query_property()
+        bind=engine, autoflush=False), scopefunc=get_request_or_thread_id)
-    Order.query = Trade._session.query_property()
+    Order.session = Trade.session
-    PairLock.query = Trade._session.query_property()
+    PairLock.session = Trade.session
 
     previous_tables = inspect(engine).get_table_names()
-    _DECL_BASE.metadata.create_all(engine)
+    ModelBase.metadata.create_all(engine)
-    check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
+    check_migrate(engine, decl_base=ModelBase, previous_tables=previous_tables)

freqtrade/persistence/pairlock.py

@@ -1,33 +1,34 @@
 from datetime import datetime, timezone
-from typing import Any, Dict, Optional
+from typing import Any, ClassVar, Dict, Optional
 
-from sqlalchemy import Boolean, Column, DateTime, Integer, String, or_
+from sqlalchemy import ScalarResult, String, or_, select
-from sqlalchemy.orm import Query
+from sqlalchemy.orm import Mapped, mapped_column
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase, SessionType
 
 
-class PairLock(_DECL_BASE):
+class PairLock(ModelBase):
     """
     Pair Locks database model.
     """
     __tablename__ = 'pairlocks'
+    session: ClassVar[SessionType]
 
-    id = Column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(primary_key=True)
 
-    pair = Column(String(25), nullable=False, index=True)
+    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
     # lock direction - long, short or * (for both)
-    side = Column(String(25), nullable=False, default="*")
+    side: Mapped[str] = mapped_column(String(25), nullable=False, default="*")
-    reason = Column(String(255), nullable=True)
+    reason: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
     # Time the pair was locked (start time)
-    lock_time = Column(DateTime(), nullable=False)
+    lock_time: Mapped[datetime] = mapped_column(nullable=False)
     # Time until the pair is locked (end time)
-    lock_end_time = Column(DateTime(), nullable=False, index=True)
+    lock_end_time: Mapped[datetime] = mapped_column(nullable=False, index=True)
 
-    active = Column(Boolean, nullable=False, default=True, index=True)
+    active: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
 
-    def __repr__(self):
+    def __repr__(self) -> str:
         lock_time = self.lock_time.strftime(DATETIME_PRINT_FORMAT)
         lock_end_time = self.lock_end_time.strftime(DATETIME_PRINT_FORMAT)
         return (
@@ -35,7 +36,8 @@ class PairLock(_DECL_BASE):
             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:
+    def query_pair_locks(
+            pair: Optional[str], now: datetime, side: str = '*') -> ScalarResult['PairLock']:
         """
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -51,9 +53,11 @@ class PairLock(_DECL_BASE):
         else:
             filters.append(PairLock.side == '*')
 
-        return PairLock.query.filter(
+        return PairLock.session.scalars(select(PairLock).filter(*filters))
-            *filters
+
-        )
+    @staticmethod
+    def get_all_locks() -> ScalarResult['PairLock']:
+        return PairLock.session.scalars(select(PairLock))
 
     def to_json(self) -> Dict[str, Any]:
         return {

freqtrade/persistence/pairlock_middleware.py

@@ -1,6 +1,8 @@
 import logging
 from datetime import datetime, timezone
-from typing import List, Optional
+from typing import List, Optional, Sequence
+
+from sqlalchemy import select
 
 from freqtrade.exchange import timeframe_to_next_date
 from freqtrade.persistence.models import PairLock
@@ -51,15 +53,15 @@ class PairLocks():
             active=True
         )
         if PairLocks.use_db:
-            PairLock.query.session.add(lock)
+            PairLock.session.add(lock)
-            PairLock.query.session.commit()
+            PairLock.session.commit()
         else:
             PairLocks.locks.append(lock)
         return lock
 
     @staticmethod
-    def get_pair_locks(
+    def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None,
-            pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]:
+                       side: str = '*') -> Sequence[PairLock]:
         """
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -106,7 +108,7 @@ class PairLocks():
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
-            PairLock.query.session.commit()
+            PairLock.session.commit()
 
     @staticmethod
     def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
@@ -126,15 +128,15 @@ class PairLocks():
                        PairLock.active.is_(True),
                        PairLock.reason == reason
                        ]
-            locks = PairLock.query.filter(*filters)
+            locks = PairLock.session.scalars(select(PairLock).filter(*filters)).all()
             for lock in locks:
                 logger.info(f"Releasing lock for {lock.pair} with reason '{reason}'.")
                 lock.active = False
-            PairLock.query.session.commit()
+            PairLock.session.commit()
         else:
             # used in backtesting mode; don't show log messages for speed
-            locks = PairLocks.get_pair_locks(None)
+            locksb = PairLocks.get_pair_locks(None)
-            for lock in locks:
+            for lock in locksb:
                 if lock.reason == reason:
                     lock.active = False
 
@@ -165,11 +167,11 @@ class PairLocks():
         )
 
     @staticmethod
-    def get_all_locks() -> List[PairLock]:
+    def get_all_locks() -> Sequence[PairLock]:
         """
         Return all locks, also locks with expired end date
         """
         if PairLocks.use_db:
-            return PairLock.query.all()
+            return PairLock.get_all_locks().all()
         else:
             return PairLocks.locks

freqtrade/persistence/trade_model.py

@@ -5,11 +5,11 @@ import logging
 from collections import defaultdict
 from datetime import datetime, timedelta, timezone
 from math import isclose
-from typing import Any, Dict, List, Optional
+from typing import Any, ClassVar, Dict, List, Optional, Sequence, cast
 
-from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
+from sqlalchemy import (Enum, Float, ForeignKey, Integer, ScalarResult, Select, String,
-                        UniqueConstraint, desc, func)
+                        UniqueConstraint, desc, func, select)
-from sqlalchemy.orm import Query, lazyload, relationship
+from sqlalchemy.orm import Mapped, lazyload, mapped_column, relationship
 
 from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPEN_EXCHANGE_STATES,
                                  BuySell, LongShort)
@@ -17,14 +17,14 @@ from freqtrade.enums import ExitType, TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import amount_to_contract_precision, price_to_precision
 from freqtrade.leverage import interest
-from freqtrade.persistence.base import _DECL_BASE
+from freqtrade.persistence.base import ModelBase, SessionType
 from freqtrade.util import FtPrecise
 
 
 logger = logging.getLogger(__name__)
 
 
-class Order(_DECL_BASE):
+class Order(ModelBase):
     """
     Order database model
     Keeps a record of all orders placed on the exchange
@@ -36,41 +36,43 @@ class Order(_DECL_BASE):
     Mirrors CCXT Order structure
     """
     __tablename__ = 'orders'
+    session: ClassVar[SessionType]
+
     # Uniqueness should be ensured over pair, order_id
     # its likely that order_id is unique per Pair on some exchanges.
     __table_args__ = (UniqueConstraint('ft_pair', 'order_id', name="_order_pair_order_id"),)
 
-    id = Column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)
-    ft_trade_id = Column(Integer, ForeignKey('trades.id'), index=True)
+    ft_trade_id: Mapped[int] = mapped_column(Integer, ForeignKey('trades.id'), index=True)
 
-    trade = relationship("Trade", back_populates="orders")
+    trade: Mapped[List["Trade"]] = relationship("Trade", back_populates="orders")
 
     # order_side can only be 'buy', 'sell' or 'stoploss'
-    ft_order_side = Column(String(25), nullable=False)
+    ft_order_side: Mapped[str] = mapped_column(String(25), nullable=False)
-    ft_pair = Column(String(25), nullable=False)
+    ft_pair: Mapped[str] = mapped_column(String(25), nullable=False)
-    ft_is_open = Column(Boolean, nullable=False, default=True, index=True)
+    ft_is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)
-    ft_amount = Column(Float(), nullable=False)
+    ft_amount: Mapped[float] = mapped_column(Float(), nullable=False)
-    ft_price = Column(Float(), nullable=False)
+    ft_price: Mapped[float] = mapped_column(Float(), nullable=False)
 
-    order_id = Column(String(255), nullable=False, index=True)
+    order_id: Mapped[str] = mapped_column(String(255), nullable=False, index=True)
-    status = Column(String(255), nullable=True)
+    status: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
-    symbol = Column(String(25), nullable=True)
+    symbol: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
-    order_type = Column(String(50), nullable=True)
+    # TODO: type: order_type type is Optional[str]
-    side = Column(String(25), nullable=True)
+    order_type: Mapped[str] = mapped_column(String(50), nullable=True)
-    price = Column(Float(), nullable=True)
+    side: Mapped[str] = mapped_column(String(25), nullable=True)
-    average = Column(Float(), nullable=True)
+    price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    amount = Column(Float(), nullable=True)
+    average: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    filled = Column(Float(), nullable=True)
+    amount: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    remaining = Column(Float(), nullable=True)
+    filled: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    cost = Column(Float(), nullable=True)
+    remaining: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    stop_price = Column(Float(), nullable=True)
+    cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    order_date = Column(DateTime(), nullable=True, default=datetime.utcnow)
+    stop_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-    order_filled_date = Column(DateTime(), nullable=True)
+    order_date: Mapped[datetime] = mapped_column(nullable=True, default=datetime.utcnow)
-    order_update_date = Column(DateTime(), nullable=True)
+    order_filled_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    order_update_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
 
-    funding_fee = Column(Float(), nullable=True)
+    ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
-
-    ft_fee_base = Column(Float(), nullable=True)
 
     @property
     def order_date_utc(self) -> datetime:
@@ -96,6 +98,10 @@ class Order(_DECL_BASE):
     def safe_filled(self) -> float:
         return self.filled if self.filled is not None else self.amount or 0.0
 
+    @property
+    def safe_cost(self) -> float:
+        return self.cost or 0.0
+
     @property
     def safe_remaining(self) -> float:
         return (
@@ -113,8 +119,9 @@ class Order(_DECL_BASE):
 
     def __repr__(self):
 
-        return (f'Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, '
+        return (f"Order(id={self.id}, order_id={self.order_id}, trade_id={self.ft_trade_id}, "
-                f'side={self.side}, order_type={self.order_type}, status={self.status})')
+                f"side={self.side}, filled={self.safe_filled}, price={self.safe_price}, "
+                f"order_type={self.order_type}, status={self.status})")
 
     def update_from_ccxt_object(self, order):
         """
@@ -151,7 +158,7 @@ class Order(_DECL_BASE):
         self.order_update_date = datetime.now(timezone.utc)
 
     def to_ccxt_object(self) -> Dict[str, Any]:
-        order = {
+        order: Dict[str, Any] = {
             'id': self.order_id,
             'symbol': self.ft_pair,
             'price': self.price,
@@ -213,7 +220,7 @@ class Order(_DECL_BASE):
         # Assumes backtesting will use date_last_filled_utc to calculate future funding fees.
         self.funding_fee = trade.funding_fees
 
-        if (self.ft_order_side == trade.entry_side):
+        if (self.ft_order_side == trade.entry_side and self.price):
             trade.open_rate = self.price
             trade.recalc_trade_from_orders()
             trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
@@ -255,12 +262,12 @@ class Order(_DECL_BASE):
         return o
 
     @staticmethod
-    def get_open_orders() -> List['Order']:
+    def get_open_orders() -> Sequence['Order']:
         """
         Retrieve open orders from the database
         :return: List of open orders
         """
-        return Order.query.filter(Order.ft_is_open.is_(True)).all()
+        return Order.session.scalars(select(Order).filter(Order.ft_is_open.is_(True))).all()
 
     @staticmethod
     def order_by_id(order_id: str) -> Optional['Order']:
@@ -268,7 +275,7 @@ class Order(_DECL_BASE):
         Retrieve order based on order_id
         :return: Order or None
         """
-        return Order.query.filter(Order.order_id == order_id).first()
+        return Order.session.scalars(select(Order).filter(Order.order_id == order_id)).first()
 
 
 class LocalTrade():
@@ -293,15 +300,15 @@ class LocalTrade():
 
     exchange: str = ''
     pair: str = ''
-    base_currency: str = ''
+    base_currency: Optional[str] = ''
-    stake_currency: str = ''
+    stake_currency: Optional[str] = ''
     is_open: bool = True
     fee_open: float = 0.0
     fee_open_cost: Optional[float] = None
-    fee_open_currency: str = ''
+    fee_open_currency: Optional[str] = ''
-    fee_close: float = 0.0
+    fee_close: Optional[float] = 0.0
     fee_close_cost: Optional[float] = None
-    fee_close_currency: str = ''
+    fee_close_currency: Optional[str] = ''
     open_rate: float = 0.0
     open_rate_requested: Optional[float] = None
     # open_trade_value - calculated via _calc_open_trade_value
@@ -311,7 +318,7 @@ class LocalTrade():
     close_profit: Optional[float] = None
     close_profit_abs: Optional[float] = None
     stake_amount: float = 0.0
-    max_stake_amount: float = 0.0
+    max_stake_amount: Optional[float] = 0.0
     amount: float = 0.0
     amount_requested: Optional[float] = None
     open_date: datetime
@@ -320,9 +327,9 @@ class LocalTrade():
     # absolute value of the stop loss
     stop_loss: float = 0.0
     # percentage value of the stop loss
-    stop_loss_pct: float = 0.0
+    stop_loss_pct: Optional[float] = 0.0
     # absolute value of the initial stop loss
-    initial_stop_loss: float = 0.0
+    initial_stop_loss: Optional[float] = 0.0
     # percentage value of the initial stop loss
     initial_stop_loss_pct: Optional[float] = None
     # stoploss order id which is on exchange
@@ -330,12 +337,12 @@ class LocalTrade():
     # last update time of the stoploss order on exchange
     stoploss_last_update: Optional[datetime] = None
     # absolute value of the highest reached price
-    max_rate: float = 0.0
+    max_rate: Optional[float] = None
     # Lowest price reached
-    min_rate: float = 0.0
+    min_rate: Optional[float] = None
-    exit_reason: str = ''
+    exit_reason: Optional[str] = ''
-    exit_order_status: str = ''
+    exit_order_status: Optional[str] = ''
-    strategy: str = ''
+    strategy: Optional[str] = ''
     enter_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
@@ -511,6 +518,8 @@ class LocalTrade():
             'close_timestamp': int(self.close_date.replace(
                 tzinfo=timezone.utc).timestamp() * 1000) if self.close_date else None,
             'realized_profit': self.realized_profit or 0.0,
+            # Close-profit corresponds to relative realized_profit ratio
+            'realized_profit_ratio': self.close_profit or None,
             'close_rate': self.close_rate,
             'close_rate_requested': self.close_rate_requested,
             'close_profit': self.close_profit,  # Deprecated
@@ -551,6 +560,9 @@ class LocalTrade():
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
             'open_order_id': self.open_order_id,
+            'amount_precision': self.amount_precision,
+            'price_precision': self.price_precision,
+            'precision_mode': self.precision_mode,
             'orders': orders,
         }
 
@@ -592,7 +604,7 @@ class LocalTrade():
 
         self.stop_loss_pct = -1 * abs(percent)
 
-    def adjust_stop_loss(self, current_price: float, stoploss: float,
+    def adjust_stop_loss(self, current_price: float, stoploss: Optional[float],
                          initial: bool = False, refresh: bool = False) -> None:
         """
         This adjusts the stop loss to it's most recently observed setting
@@ -601,7 +613,7 @@ class LocalTrade():
         :param initial: Called to initiate stop_loss.
             Skips everything if self.stop_loss is already set.
         """
-        if initial and not (self.stop_loss is None or self.stop_loss == 0):
+        if stoploss is None or (initial and not (self.stop_loss is None or self.stop_loss == 0)):
             # Don't modify if called with initial and nothing to do
             return
         refresh = True if refresh and self.nr_of_successful_entries == 1 else False
@@ -640,7 +652,7 @@ class LocalTrade():
             f"initial_stop_loss={self.initial_stop_loss:.8f}, "
             f"stop_loss={self.stop_loss:.8f}. "
             f"Trailing stoploss saved us: "
-            f"{float(self.stop_loss) - float(self.initial_stop_loss):.8f}.")
+            f"{float(self.stop_loss) - float(self.initial_stop_loss or 0.0):.8f}.")
 
     def update_trade(self, order: Order) -> None:
         """
@@ -792,10 +804,10 @@ class LocalTrade():
 
         return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
-    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: float) -> FtPrecise:
+    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: Optional[float]) -> FtPrecise:
 
         close_trade = amount * FtPrecise(rate)
-        fees = close_trade * FtPrecise(fee)
+        fees = close_trade * FtPrecise(fee or 0.0)
 
         if self.is_short:
             return close_trade + fees
@@ -1059,10 +1071,14 @@ class LocalTrade():
         return len(self.select_filled_orders('sell'))
 
     @property
-    def sell_reason(self) -> str:
+    def sell_reason(self) -> Optional[str]:
         """ DEPRECATED! Please use exit_reason instead."""
         return self.exit_reason
 
+    @property
+    def safe_close_rate(self) -> float:
+        return self.close_rate or self.close_rate_requested or 0.0
+
     @staticmethod
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
                          open_date: Optional[datetime] = None,
@@ -1074,6 +1090,11 @@ class LocalTrade():
         In live mode, converts the filter to a database query and returns all rows
         In Backtest mode, uses filters on Trade.trades to get the result.
 
+        :param pair: Filter by pair
+        :param is_open: Filter by open/closed status
+        :param open_date: Filter by open_date (filters via trade.open_date > input)
+        :param close_date: Filter by close_date (filters via trade.close_date > input)
+                           Will implicitly only return closed trades.
         :return: unsorted List[Trade]
         """
 
@@ -1124,7 +1145,7 @@ class LocalTrade():
     @staticmethod
     def get_open_trades() -> List[Any]:
         """
-        Query trades from persistence layer
+        Retrieve open trades
         """
         return Trade.get_trades_proxy(is_open=True)
 
@@ -1134,7 +1155,9 @@ class LocalTrade():
         get open trade count
         """
         if Trade.use_db:
-            return Trade.query.filter(Trade.is_open.is_(True)).count()
+            return Trade.session.execute(
+                select(func.count(Trade.id)).filter(Trade.is_open.is_(True))
+            ).scalar_one()
         else:
             return LocalTrade.bt_open_open_trade_count
 
@@ -1159,7 +1182,7 @@ class LocalTrade():
                 logger.info(f"New stoploss: {trade.stop_loss}.")
 
 
-class Trade(_DECL_BASE, LocalTrade):
+class Trade(ModelBase, LocalTrade):
     """
     Trade database model.
     Also handles updating and querying trades
@@ -1167,79 +1190,97 @@ class Trade(_DECL_BASE, LocalTrade):
     Note: Fields must be aligned with LocalTrade class
     """
     __tablename__ = 'trades'
+    session: ClassVar[SessionType]
 
     use_db: bool = True
 
-    id = Column(Integer, primary_key=True)
+    id: Mapped[int] = mapped_column(Integer, primary_key=True)  # type: ignore
 
-    orders = relationship("Order", order_by="Order.id", cascade="all, delete-orphan",
+    orders: Mapped[List[Order]] = relationship(
-                          lazy="selectin", innerjoin=True)
+        "Order", order_by="Order.id", cascade="all, delete-orphan", lazy="selectin",
+        innerjoin=True)  # type: ignore
 
-    exchange = Column(String(25), nullable=False)
+    exchange: Mapped[str] = mapped_column(String(25), nullable=False)  # type: ignore
-    pair = Column(String(25), nullable=False, index=True)
+    pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)  # type: ignore
-    base_currency = Column(String(25), nullable=True)
+    base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
-    stake_currency = Column(String(25), nullable=True)
+    stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
-    is_open = Column(Boolean, nullable=False, default=True, index=True)
+    is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)  # type: ignore
-    fee_open = Column(Float(), nullable=False, default=0.0)
+    fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)  # type: ignore
-    fee_open_cost = Column(Float(), nullable=True)
+    fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
-    fee_open_currency = Column(String(25), nullable=True)
+    fee_open_currency: Mapped[Optional[str]] = mapped_column(
-    fee_close = Column(Float(), nullable=False, default=0.0)
+        String(25), nullable=True)  # type: ignore
-    fee_close_cost = Column(Float(), nullable=True)
+    fee_close: Mapped[Optional[float]] = mapped_column(
-    fee_close_currency = Column(String(25), nullable=True)
+        Float(), nullable=False, default=0.0)  # type: ignore
-    open_rate: float = Column(Float())
+    fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
-    open_rate_requested = Column(Float())
+    fee_close_currency: Mapped[Optional[str]] = mapped_column(
+        String(25), nullable=True)  # type: ignore
+    open_rate: Mapped[float] = mapped_column(Float())  # type: ignore
+    open_rate_requested: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
     # open_trade_value - calculated via _calc_open_trade_value
-    open_trade_value = Column(Float())
+    open_trade_value: Mapped[float] = mapped_column(Float(), nullable=True)  # type: ignore
-    close_rate: Optional[float] = Column(Float())
+    close_rate: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    close_rate_requested = Column(Float())
+    close_rate_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    realized_profit = Column(Float(), default=0.0)
+    realized_profit: Mapped[float] = mapped_column(
-    close_profit = Column(Float())
+        Float(), default=0.0, nullable=True)  # type: ignore
-    close_profit_abs = Column(Float())
+    close_profit: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    stake_amount = Column(Float(), nullable=False)
+    close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    max_stake_amount = Column(Float())
+    stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)  # type: ignore
-    amount = Column(Float())
+    max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    amount_requested = Column(Float())
+    amount: Mapped[float] = mapped_column(Float())  # type: ignore
-    open_date = Column(DateTime(), nullable=False, default=datetime.utcnow)
+    amount_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
-    close_date = Column(DateTime())
+    open_date: Mapped[datetime] = mapped_column(
-    open_order_id = Column(String(255))
+        nullable=False, default=datetime.utcnow)  # type: ignore
+    close_date: Mapped[Optional[datetime]] = mapped_column()  # type: ignore
+    open_order_id: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)  # type: ignore
     # absolute value of the stop loss
-    stop_loss = Column(Float(), nullable=True, default=0.0)
+    stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the stop loss
-    stop_loss_pct = Column(Float(), nullable=True)
+    stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
     # absolute value of the initial stop loss
-    initial_stop_loss = Column(Float(), nullable=True, default=0.0)
+    initial_stop_loss: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the initial stop loss
-    initial_stop_loss_pct = Column(Float(), nullable=True)
+    initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
     # stoploss order id which is on exchange
-    stoploss_order_id = Column(String(255), nullable=True, index=True)
+    stoploss_order_id: Mapped[Optional[str]] = mapped_column(
+        String(255), nullable=True, index=True)  # type: ignore
     # last update time of the stoploss order on exchange
-    stoploss_last_update = Column(DateTime(), nullable=True)
+    stoploss_last_update: Mapped[Optional[datetime]] = mapped_column(nullable=True)  # type: ignore
     # absolute value of the highest reached price
-    max_rate = Column(Float(), nullable=True, default=0.0)
+    max_rate: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=0.0)  # type: ignore
     # Lowest price reached
-    min_rate = Column(Float(), nullable=True)
+    min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
-    exit_reason = Column(String(100), nullable=True)
+    exit_reason: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
-    exit_order_status = Column(String(100), nullable=True)
+    exit_order_status: Mapped[Optional[str]] = mapped_column(
-    strategy = Column(String(100), nullable=True)
+        String(100), nullable=True)  # type: ignore
-    enter_tag = Column(String(100), nullable=True)
+    strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
-    timeframe = Column(Integer, nullable=True)
+    enter_tag: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
 
-    trading_mode = Column(Enum(TradingMode), nullable=True)
+    trading_mode: Mapped[TradingMode] = mapped_column(
-    amount_precision = Column(Float(), nullable=True)
+        Enum(TradingMode), nullable=True)  # type: ignore
-    price_precision = Column(Float(), nullable=True)
+    amount_precision: Mapped[Optional[float]] = mapped_column(
-    precision_mode = Column(Integer, nullable=True)
+        Float(), nullable=True)  # type: ignore
-    contract_size = Column(Float(), nullable=True)
+    price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
+    contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
 
     # Leverage trading properties
-    leverage = Column(Float(), nullable=True, default=1.0)
+    leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0)  # type: ignore
-    is_short = Column(Boolean, nullable=False, default=False)
+    is_short: Mapped[bool] = mapped_column(nullable=False, default=False)  # type: ignore
-    liquidation_price = Column(Float(), nullable=True)
+    liquidation_price: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True)  # type: ignore
 
     # Margin Trading Properties
-    interest_rate = Column(Float(), nullable=False, default=0.0)
+    interest_rate: Mapped[float] = mapped_column(
+        Float(), nullable=False, default=0.0)  # type: ignore
 
     # Futures properties
-    funding_fees = Column(Float(), nullable=True, default=None)
+    funding_fees: Mapped[Optional[float]] = mapped_column(
+        Float(), nullable=True, default=None)  # type: ignore
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)
@@ -1249,18 +1290,18 @@ class Trade(_DECL_BASE, LocalTrade):
     def delete(self) -> None:
 
         for order in self.orders:
-            Order.query.session.delete(order)
+            Order.session.delete(order)
 
-        Trade.query.session.delete(self)
+        Trade.session.delete(self)
         Trade.commit()
 
     @staticmethod
     def commit():
-        Trade.query.session.commit()
+        Trade.session.commit()
 
     @staticmethod
     def rollback():
-        Trade.query.session.rollback()
+        Trade.session.rollback()
 
     @staticmethod
     def get_trades_proxy(*, pair: Optional[str] = None, is_open: Optional[bool] = None,
@@ -1285,7 +1326,7 @@ class Trade(_DECL_BASE, LocalTrade):
                 trade_filter.append(Trade.close_date > close_date)
             if is_open is not None:
                 trade_filter.append(Trade.is_open.is_(is_open))
-            return Trade.get_trades(trade_filter).all()
+            return cast(List[LocalTrade], Trade.get_trades(trade_filter).all())
         else:
             return LocalTrade.get_trades_proxy(
                 pair=pair, is_open=is_open,
@@ -1294,7 +1335,7 @@ class Trade(_DECL_BASE, LocalTrade):
             )
 
     @staticmethod
-    def get_trades(trade_filter=None, include_orders: bool = True) -> Query:
+    def get_trades_query(trade_filter=None, include_orders: bool = True) -> Select:
         """
         Helper function to query Trades using filters.
         NOTE: Not supported in Backtesting.
@@ -1309,22 +1350,35 @@ class Trade(_DECL_BASE, LocalTrade):
         if trade_filter is not None:
             if not isinstance(trade_filter, list):
                 trade_filter = [trade_filter]
-            this_query = Trade.query.filter(*trade_filter)
+            this_query = select(Trade).filter(*trade_filter)
         else:
-            this_query = Trade.query
+            this_query = select(Trade)
         if not include_orders:
             # Don't load order relations
             # Consider using noload or raiseload instead of lazyload
             this_query = this_query.options(lazyload(Trade.orders))
         return this_query
 
+    @staticmethod
+    def get_trades(trade_filter=None, include_orders: bool = True) -> ScalarResult['Trade']:
+        """
+        Helper function to query Trades using filters.
+        NOTE: Not supported in Backtesting.
+        :param trade_filter: Optional filter to apply to trades
+                             Can be either a Filter object, or a List of filters
+                             e.g. `(trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True),])`
+                             e.g. `(trade_filter=Trade.id == trade_id)`
+        :return: unsorted query object
+        """
+        return Trade.session.scalars(Trade.get_trades_query(trade_filter, include_orders))
+
     @staticmethod
     def get_open_order_trades() -> List['Trade']:
         """
         Returns all open trades
         NOTE: Not supported in Backtesting.
         """
-        return Trade.get_trades(Trade.open_order_id.isnot(None)).all()
+        return cast(List[Trade], Trade.get_trades(Trade.open_order_id.isnot(None)).all())
 
     @staticmethod
     def get_open_trades_without_assigned_fees():
@@ -1354,11 +1408,12 @@ class Trade(_DECL_BASE, LocalTrade):
         Retrieves total realized profit
         """
         if Trade.use_db:
-            total_profit = Trade.query.with_entities(
+            total_profit: float = Trade.session.execute(
-                func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False)).scalar()
+                select(func.sum(Trade.close_profit_abs)).filter(Trade.is_open.is_(False))
+            ).scalar_one()
         else:
-            total_profit = sum(
+            total_profit = sum(t.close_profit_abs  # type: ignore
-                t.close_profit_abs for t in LocalTrade.get_trades_proxy(is_open=False))
+                               for t in LocalTrade.get_trades_proxy(is_open=False))
         return total_profit or 0
 
     @staticmethod
@@ -1368,8 +1423,9 @@ class Trade(_DECL_BASE, LocalTrade):
         in stake currency
         """
         if Trade.use_db:
-            total_open_stake_amount = Trade.query.with_entities(
+            total_open_stake_amount = Trade.session.scalar(
-                func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True)).scalar()
+                select(func.sum(Trade.stake_amount)).filter(Trade.is_open.is_(True))
+            )
         else:
             total_open_stake_amount = sum(
                 t.stake_amount for t in LocalTrade.get_trades_proxy(is_open=True))
@@ -1381,19 +1437,22 @@ class Trade(_DECL_BASE, LocalTrade):
         Returns List of dicts containing all Trades, including profit and trade count
         NOTE: Not supported in Backtesting.
         """
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if minutes:
             start_date = datetime.now(timezone.utc) - timedelta(minutes=minutes)
             filters.append(Trade.close_date >= start_date)
-        pair_rates = Trade.query.with_entities(
+
-            Trade.pair,
+        pair_rates = Trade.session.execute(
-            func.sum(Trade.close_profit).label('profit_sum'),
+            select(
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                Trade.pair,
-            func.count(Trade.pair).label('count')
+                func.sum(Trade.close_profit).label('profit_sum'),
-        ).filter(*filters)\
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            .group_by(Trade.pair) \
+                func.count(Trade.pair).label('count')
-            .order_by(desc('profit_sum_abs')) \
+            ).filter(*filters)
-            .all()
+            .group_by(Trade.pair)
+            .order_by(desc('profit_sum_abs'))
+            ).all()
+
         return [
             {
                 'pair': pair,
@@ -1414,19 +1473,20 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
 
-        enter_tag_perf = Trade.query.with_entities(
+        enter_tag_perf = Trade.session.execute(
-            Trade.enter_tag,
+            select(
-            func.sum(Trade.close_profit).label('profit_sum'),
+                Trade.enter_tag,
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.count(Trade.pair).label('count')
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-        ).filter(*filters)\
+                func.count(Trade.pair).label('count')
-            .group_by(Trade.enter_tag) \
+            ).filter(*filters)
-            .order_by(desc('profit_sum_abs')) \
+            .group_by(Trade.enter_tag)
-            .all()
+            .order_by(desc('profit_sum_abs'))
+        ).all()
 
         return [
             {
@@ -1447,19 +1507,19 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
-
+        sell_tag_perf = Trade.session.execute(
-        sell_tag_perf = Trade.query.with_entities(
+            select(
-            Trade.exit_reason,
+                Trade.exit_reason,
-            func.sum(Trade.close_profit).label('profit_sum'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
+                func.count(Trade.pair).label('count')
-        ).filter(*filters)\
+            ).filter(*filters)
-            .group_by(Trade.exit_reason) \
+            .group_by(Trade.exit_reason)
-            .order_by(desc('profit_sum_abs')) \
+            .order_by(desc('profit_sum_abs'))
-            .all()
+        ).all()
 
         return [
             {
@@ -1480,21 +1540,21 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         """
 
-        filters = [Trade.is_open.is_(False)]
+        filters: List = [Trade.is_open.is_(False)]
         if (pair is not None):
             filters.append(Trade.pair == pair)
-
+        mix_tag_perf = Trade.session.execute(
-        mix_tag_perf = Trade.query.with_entities(
+            select(
-            Trade.id,
+                Trade.id,
-            Trade.enter_tag,
+                Trade.enter_tag,
-            Trade.exit_reason,
+                Trade.exit_reason,
-            func.sum(Trade.close_profit).label('profit_sum'),
+                func.sum(Trade.close_profit).label('profit_sum'),
-            func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
+                func.sum(Trade.close_profit_abs).label('profit_sum_abs'),
-            func.count(Trade.pair).label('count')
+                func.count(Trade.pair).label('count')
-        ).filter(*filters)\
+            ).filter(*filters)
-            .group_by(Trade.id) \
+            .group_by(Trade.id)
-            .order_by(desc('profit_sum_abs')) \
+            .order_by(desc('profit_sum_abs'))
-            .all()
+        ).all()
 
         return_list: List[Dict] = []
         for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
@@ -1530,11 +1590,15 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         :returns: Tuple containing (pair, profit_sum)
         """
-        best_pair = Trade.query.with_entities(
+        best_pair = Trade.session.execute(
-            Trade.pair, func.sum(Trade.close_profit).label('profit_sum')
+            select(
-        ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date)) \
+                Trade.pair,
-            .group_by(Trade.pair) \
+                func.sum(Trade.close_profit).label('profit_sum')
-            .order_by(desc('profit_sum')).first()
+            ).filter(Trade.is_open.is_(False) & (Trade.close_date >= start_date))
+            .group_by(Trade.pair)
+            .order_by(desc('profit_sum'))
+        ).first()
+
         return best_pair
 
     @staticmethod
@@ -1544,12 +1608,13 @@ class Trade(_DECL_BASE, LocalTrade):
         NOTE: Not supported in Backtesting.
         :returns: Tuple containing (pair, profit_sum)
         """
-        trading_volume = Order.query.with_entities(
+        trading_volume = Trade.session.execute(
-            func.sum(Order.cost).label('volume')
+            select(
-        ).filter(
+                func.sum(Order.cost).label('volume')
-            Order.order_filled_date >= start_date,
+            ).filter(
-            Order.status == 'closed'
+                Order.order_filled_date >= start_date,
-        ).scalar()
+                Order.status == 'closed'
+            )).scalar_one()
         return trading_volume
 
     @staticmethod
@@ -1598,8 +1663,10 @@ class Trade(_DECL_BASE, LocalTrade):
             stop_loss=data["stop_loss_abs"],
             stop_loss_pct=data["stop_loss_ratio"],
             stoploss_order_id=data["stoploss_order_id"],
-            stoploss_last_update=(datetime.fromtimestamp(data["stoploss_last_update"] // 1000,
+            stoploss_last_update=(
-                                  tz=timezone.utc) if data["stoploss_last_update"] else None),
+                datetime.fromtimestamp(data["stoploss_last_update_timestamp"] // 1000,
+                                       tz=timezone.utc)
+                if data["stoploss_last_update_timestamp"] else None),
             initial_stop_loss=data["initial_stop_loss_abs"],
             initial_stop_loss_pct=data["initial_stop_loss_ratio"],
             min_rate=data["min_rate"],

freqtrade/plot/plotting.py

@@ -1,4 +1,5 @@
 import logging
+from datetime import datetime, timezone
 from pathlib import Path
 from typing import Dict, List, Optional
 
@@ -635,7 +636,7 @@ def load_and_plot_trades(config: Config):
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     IStrategy.dp = DataProvider(config, exchange)
     strategy.ft_bot_start()
-    strategy.bot_loop_start()
+    strategy.bot_loop_start(datetime.now(timezone.utc))
     plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
     timerange = plot_elements['timerange']
     trades = plot_elements['trades']

freqtrade/plugins/pairlist/RemotePairList.py

@@ -157,7 +157,7 @@ class RemotePairList(IPairList):
                 file_path = Path(filename)
 
                 if file_path.exists():
-                    with open(filename) as json_file:
+                    with file_path.open() as json_file:
                         # Load the JSON data into a dictionary
                         jsonparse = json.load(json_file)
 

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -5,6 +5,7 @@ import logging
 from typing import Any, Dict, Optional
 
 from freqtrade.constants import Config
+from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.types import Ticker
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -22,6 +23,12 @@ class SpreadFilter(IPairList):
         self._max_spread_ratio = pairlistconfig.get('max_spread_ratio', 0.005)
         self._enabled = self._max_spread_ratio != 0
 
+        if not self._exchange.get_option('tickers_have_bid_ask'):
+            raise OperationalException(
+                f"{self.name} requires exchange to have bid/ask data for tickers, "
+                "which is not available for the selected exchange / trading mode."
+            )
+
     @property
     def needstickers(self) -> bool:
         """

freqtrade/rpc/api_server/api_schemas.py

@@ -228,24 +228,33 @@ class TradeSchema(BaseModel):
     fee_close: Optional[float]
     fee_close_cost: Optional[float]
     fee_close_currency: Optional[str]
+
     open_date: str
     open_timestamp: int
     open_rate: float
     open_rate_requested: Optional[float]
     open_trade_value: float
+
     close_date: Optional[str]
     close_timestamp: Optional[int]
     close_rate: Optional[float]
     close_rate_requested: Optional[float]
+
     close_profit: Optional[float]
     close_profit_pct: Optional[float]
     close_profit_abs: Optional[float]
+
     profit_ratio: Optional[float]
     profit_pct: Optional[float]
     profit_abs: Optional[float]
     profit_fiat: Optional[float]
+
+    realized_profit: float
+    realized_profit_ratio: Optional[float]
+
     exit_reason: Optional[str]
     exit_order_status: Optional[str]
+
     stop_loss_abs: Optional[float]
     stop_loss_ratio: Optional[float]
     stop_loss_pct: Optional[float]
@@ -255,6 +264,7 @@ class TradeSchema(BaseModel):
     initial_stop_loss_abs: Optional[float]
     initial_stop_loss_ratio: Optional[float]
     initial_stop_loss_pct: Optional[float]
+
     min_rate: Optional[float]
     max_rate: Optional[float]
     open_order_id: Optional[str]
@@ -266,6 +276,10 @@ class TradeSchema(BaseModel):
     funding_fees: Optional[float]
     trading_mode: Optional[TradingMode]
 
+    amount_precision: Optional[float]
+    price_precision: Optional[float]
+    precision_mode: Optional[int]
+
 
 class OpenTradeSchema(TradeSchema):
     stoploss_current_dist: Optional[float]
@@ -273,10 +287,11 @@ class OpenTradeSchema(TradeSchema):
     stoploss_current_dist_ratio: Optional[float]
     stoploss_entry_dist: Optional[float]
     stoploss_entry_dist_ratio: Optional[float]
-    current_profit: float
-    current_profit_abs: float
-    current_profit_pct: float
     current_rate: float
+    total_profit_abs: float
+    total_profit_fiat: Optional[float]
+    total_profit_ratio: Optional[float]
+
     open_order: Optional[str]
 
 
@@ -300,7 +315,7 @@ class LockModel(BaseModel):
     lock_timestamp: int
     pair: str
     side: str
-    reason: str
+    reason: Optional[str]
 
 
 class Locks(BaseModel):
@@ -456,5 +471,5 @@ class SysInfo(BaseModel):
 
 
 class Health(BaseModel):
-    last_process: datetime
+    last_process: Optional[datetime]
-    last_process_ts: int
+    last_process_ts: Optional[int]

freqtrade/rpc/api_server/api_v1.py

@@ -42,7 +42,8 @@ logger = logging.getLogger(__name__)
 # 2.22: Add FreqAI to backtesting
 # 2.23: Allow plot config request in webserver mode
 # 2.24: Add cancel_open_order endpoint
-API_VERSION = 2.24
+# 2.25: Add several profit values to /status endpoint
+API_VERSION = 2.25
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -346,4 +347,4 @@ def sysinfo():
 
 @router.get('/health', response_model=Health, tags=['info'])
 def health(rpc: RPC = Depends(get_rpc)):
-    return rpc._health()
+    return rpc.health()

freqtrade/rpc/api_server/deps.py

@@ -1,9 +1,11 @@
-from typing import Any, Dict, Iterator, Optional
+from typing import Any, AsyncIterator, Dict, Optional
+from uuid import uuid4
 
 from fastapi import Depends
 
 from freqtrade.enums import RunMode
 from freqtrade.persistence import Trade
+from freqtrade.persistence.models import _request_id_ctx_var
 from freqtrade.rpc.rpc import RPC, RPCException
 
 from .webserver import ApiServer
@@ -15,12 +17,19 @@ def get_rpc_optional() -> Optional[RPC]:
     return None
 
 
-def get_rpc() -> Optional[Iterator[RPC]]:
+async def get_rpc() -> Optional[AsyncIterator[RPC]]:
+
     _rpc = get_rpc_optional()
     if _rpc:
+        request_id = str(uuid4())
+        ctx_token = _request_id_ctx_var.set(request_id)
         Trade.rollback()
-        yield _rpc
+        try:
-        Trade.rollback()
+            yield _rpc
+        finally:
+            Trade.session.remove()
+            _request_id_ctx_var.reset(ctx_token)
+
     else:
         raise RPCException('Bot is not in the correct state')
 

freqtrade/rpc/api_server/webserver.py

@@ -13,6 +13,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.api_server.ws.message_stream import MessageStream
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -108,7 +109,7 @@ class ApiServer(RPCHandler):
         cls._has_rpc = False
         cls._rpc = None
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Publish the message to the message stream
         """

freqtrade/rpc/rpc.py

@@ -5,7 +5,7 @@ import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
 from math import isnan
-from typing import Any, Dict, Generator, List, Optional, Tuple, Union
+from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
 
 import arrow
 import psutil
@@ -13,14 +13,15 @@ from dateutil.relativedelta import relativedelta
 from dateutil.tz import tzlocal
 from numpy import NAN, inf, int64, mean
 from pandas import DataFrame, NaT
+from sqlalchemy import func, select
 
 from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT, Config
 from freqtrade.data.history import load_data
 from freqtrade.data.metrics import calculate_max_drawdown
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection,
-                             TradingMode)
+                             State, TradingMode)
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -29,6 +30,7 @@ from freqtrade.persistence import Order, PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.rpc.rpc_types import RPCSendMsg
 from freqtrade.wallets import PositionWallet, Wallet
 
 
@@ -78,7 +80,7 @@ class RPCHandler:
         """ Cleanup pending module resources """
 
     @abstractmethod
-    def send_msg(self, msg: Dict[str, str]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Sends a message to all registered rpc modules """
 
 
@@ -122,7 +124,8 @@ class RPC:
                                 if config['max_open_trades'] != float('inf') else -1),
             'minimal_roi': config['minimal_roi'].copy() if 'minimal_roi' in config else {},
             'stoploss': config.get('stoploss'),
-            'stoploss_on_exchange': config.get('stoploss_on_exchange', False),
+            'stoploss_on_exchange': config.get('order_types',
+                                               {}).get('stoploss_on_exchange', False),
             'trailing_stop': config.get('trailing_stop'),
             'trailing_stop_positive': config.get('trailing_stop_positive'),
             'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
@@ -158,7 +161,7 @@ class RPC:
         """
         # Fetch open trades
         if trade_ids:
-            trades: List[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
+            trades: Sequence[Trade] = Trade.get_trades(trade_filter=Trade.id.in_(trade_ids)).all()
         else:
             trades = Trade.get_open_trades()
 
@@ -169,6 +172,7 @@ class RPC:
             for trade in trades:
                 order: Optional[Order] = None
                 current_profit_fiat: Optional[float] = None
+                total_profit_fiat: Optional[float] = None
                 if trade.open_order_id:
                     order = trade.select_order_by_order_id(trade.open_order_id)
                 # calculate profit and send message to user
@@ -188,8 +192,14 @@ class RPC:
                 else:
                     # Closed trade ...
                     current_rate = trade.close_rate
-                    current_profit = trade.close_profit
+                    current_profit = trade.close_profit or 0.0
-                    current_profit_abs = trade.close_profit_abs
+                    current_profit_abs = trade.close_profit_abs or 0.0
+                total_profit_abs = trade.realized_profit + current_profit_abs
+                total_profit_ratio: Optional[float] = None
+                if trade.max_stake_amount:
+                    total_profit_ratio = (
+                        (total_profit_abs / trade.max_stake_amount) * trade.leverage
+                    )
 
                 # Calculate fiat profit
                 if not isnan(current_profit_abs) and self._fiat_converter:
@@ -198,6 +208,11 @@ class RPC:
                         self._freqtrade.config['stake_currency'],
                         self._freqtrade.config['fiat_display_currency']
                     )
+                    total_profit_fiat = self._fiat_converter.convert_amount(
+                        total_profit_abs,
+                        self._freqtrade.config['stake_currency'],
+                        self._freqtrade.config['fiat_display_currency']
+                    )
 
                 # Calculate guaranteed profit (in case of trailing stop)
                 stoploss_entry_dist = trade.calc_profit(trade.stop_loss)
@@ -210,14 +225,14 @@ class RPC:
                 trade_dict.update(dict(
                     close_profit=trade.close_profit if not trade.is_open else None,
                     current_rate=current_rate,
-                    current_profit=current_profit,  # Deprecated
-                    current_profit_pct=round(current_profit * 100, 2),  # Deprecated
-                    current_profit_abs=current_profit_abs,  # Deprecated
                     profit_ratio=current_profit,
                     profit_pct=round(current_profit * 100, 2),
                     profit_abs=current_profit_abs,
                     profit_fiat=current_profit_fiat,
 
+                    total_profit_abs=total_profit_abs,
+                    total_profit_fiat=total_profit_fiat,
+                    total_profit_ratio=total_profit_ratio,
                     stoploss_current_dist=stoploss_current_dist,
                     stoploss_current_dist_ratio=round(stoploss_current_dist_ratio, 8),
                     stoploss_current_dist_pct=round(stoploss_current_dist_ratio * 100, 2),
@@ -327,11 +342,13 @@ class RPC:
         for day in range(0, timescale):
             profitday = start_date - time_offset(day)
             # Only query for necessary columns for performance reasons.
-            trades = Trade.query.session.query(Trade.close_profit_abs).filter(
+            trades = Trade.session.execute(
-                Trade.is_open.is_(False),
+                select(Trade.close_profit_abs)
-                Trade.close_date >= profitday,
+                .filter(Trade.is_open.is_(False),
-                Trade.close_date < (profitday + time_offset(1))
+                        Trade.close_date >= profitday,
-            ).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)
@@ -367,21 +384,27 @@ class RPC:
 
     def _rpc_trade_history(self, limit: int, offset: int = 0, order_by_id: bool = False) -> Dict:
         """ Returns the X last trades """
-        order_by = Trade.id if order_by_id else Trade.close_date.desc()
+        order_by: Any = Trade.id if order_by_id else Trade.close_date.desc()
         if limit:
-            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+            trades = Trade.session.scalars(
-                order_by).limit(limit).offset(offset)
+                Trade.get_trades_query([Trade.is_open.is_(False)])
+                .order_by(order_by)
+                .limit(limit)
+                .offset(offset))
         else:
-            trades = Trade.get_trades([Trade.is_open.is_(False)]).order_by(
+            trades = Trade.session.scalars(
-                Trade.close_date.desc()).all()
+                Trade.get_trades_query([Trade.is_open.is_(False)])
+                .order_by(Trade.close_date.desc()))
 
         output = [trade.to_json() for trade in trades]
+        total_trades = Trade.session.scalar(
+            select(func.count(Trade.id)).filter(Trade.is_open.is_(False)))
 
         return {
             "trades": output,
             "trades_count": len(output),
             "offset": offset,
-            "total_trades": Trade.get_trades([Trade.is_open.is_(False)]).count(),
+            "total_trades": total_trades,
         }
 
     def _rpc_stats(self) -> Dict[str, Any]:
@@ -395,7 +418,7 @@ class RPC:
                 return 'losses'
             else:
                 return 'draws'
-        trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
+        trades = Trade.get_trades([Trade.is_open.is_(False)], include_orders=False)
         # Sell reason
         exit_reasons = {}
         for trade in trades:
@@ -404,7 +427,7 @@ class RPC:
             exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1
 
         # Duration
-        dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []}
+        dur: Dict[str, List[float]] = {'wins': [], 'draws': [], 'losses': []}
         for trade in trades:
             if trade.close_date is not None and trade.open_date is not None:
                 trade_dur = (trade.close_date - trade.open_date).total_seconds()
@@ -423,8 +446,8 @@ 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(
+        trades: Sequence[Trade] = Trade.session.scalars(Trade.get_trades_query(
-            trade_filter, include_orders=False).order_by(Trade.id).all()
+            trade_filter, include_orders=False).order_by(Trade.id)).all()
 
         profit_all_coin = []
         profit_all_ratio = []
@@ -443,11 +466,11 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_ratio = trade.close_profit
+                profit_ratio = trade.close_profit or 0.0
-                profit_abs = trade.close_profit_abs
+                profit_abs = trade.close_profit_abs or 0.0
                 profit_closed_coin.append(profit_abs)
                 profit_closed_ratio.append(profit_ratio)
-                if trade.close_profit >= 0:
+                if profit_ratio >= 0:
                     winning_trades += 1
                     winning_profit += profit_abs
                 else:
@@ -500,7 +523,7 @@ class RPC:
 
         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])
+                               for trade in trades if not trade.is_open and trade.close_date])
         max_drawdown_abs = 0.0
         max_drawdown = 0.0
         if len(trades_df) > 0:
@@ -779,7 +802,8 @@ class RPC:
         # check if valid pair
 
         # check if pair already has an open pair
-        trade: Trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
+        trade: Optional[Trade] = Trade.get_trades(
+            [Trade.is_open.is_(True), Trade.pair == pair]).first()
         is_short = (order_side == SignalDirection.SHORT)
         if trade:
             is_short = trade.is_short
@@ -932,12 +956,12 @@ class RPC:
     def _rpc_delete_lock(self, lockid: Optional[int] = None,
                          pair: Optional[str] = None) -> Dict[str, Any]:
         """ Delete specific lock(s) """
-        locks = []
+        locks: Sequence[PairLock] = []
 
         if pair:
             locks = PairLocks.get_pair_locks(pair)
         if lockid:
-            locks = PairLock.query.filter(PairLock.id == lockid).all()
+            locks = PairLock.session.scalars(select(PairLock).filter(PairLock.id == lockid)).all()
 
         for lock in locks:
             lock.active = False
@@ -1198,10 +1222,23 @@ class RPC:
             "ram_pct": psutil.virtual_memory().percent
         }
 
-    def _health(self) -> Dict[str, Union[str, int]]:
+    def health(self) -> Dict[str, Optional[Union[str, int]]]:
         last_p = self._freqtrade.last_process
+        if last_p is None:
+            return {
+                "last_process": None,
+                "last_process_loc": None,
+                "last_process_ts": None,
+            }
+
         return {
-            'last_process': str(last_p),
+            "last_process": str(last_p),
-            'last_process_loc': last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT),
+            "last_process_loc": last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT),
-            'last_process_ts': int(last_p.timestamp()),
+            "last_process_ts": int(last_p.timestamp()),
         }
+
+    def _update_market_direction(self, direction: MarketDirection) -> None:
+        self._freqtrade.strategy.market_direction = direction
+
+    def _get_market_direction(self) -> MarketDirection:
+        return self._freqtrade.strategy.market_direction

freqtrade/rpc/rpc_manager.py

@@ -3,11 +3,12 @@ This module contains class to manage RPC communications (Telegram, API, ...)
 """
 import logging
 from collections import deque
-from typing import Any, Dict, List
+from typing import List
 
 from freqtrade.constants import Config
 from freqtrade.enums import NO_ECHO_MESSAGES, RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -58,7 +59,7 @@ class RPCManager:
             mod.cleanup()
             del mod
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """
         Send given message to all registered rpc modules.
         A message consists of one or more key value pairs of strings.
@@ -69,10 +70,6 @@ class RPCManager:
         """
         if msg.get('type') not in NO_ECHO_MESSAGES:
             logger.info('Sending rpc message: %s', msg)
-        if 'pair' in msg:
-            msg.update({
-                'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])
-                })
         for mod in self.registered_modules:
             logger.debug('Forwarding message to rpc.%s', mod.name)
             try:

freqtrade/rpc/rpc_types.py

@@ -0,0 +1,128 @@
+from datetime import datetime
+from typing import Any, List, Literal, Optional, TypedDict, Union
+
+from freqtrade.constants import PairWithTimeframe
+from freqtrade.enums import RPCMessageType
+
+
+class RPCSendMsgBase(TypedDict):
+    pass
+    # ty1pe: Literal[RPCMessageType]
+
+
+class RPCStatusMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING]
+    status: str
+
+
+class RPCStrategyMsg(RPCSendMsgBase):
+    """Used for Status, Startup and Warning messages"""
+    type: Literal[RPCMessageType.STRATEGY_MSG]
+    msg: str
+
+
+class RPCProtectionMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.PROTECTION_TRIGGER, RPCMessageType.PROTECTION_TRIGGER_GLOBAL]
+    id: int
+    pair: str
+    base_currency: Optional[str]
+    lock_time: str
+    lock_timestamp: int
+    lock_end_time: str
+    lock_end_timestamp: int
+    reason: str
+    side: str
+    active: bool
+
+
+class RPCWhitelistMsg(RPCSendMsgBase):
+    type: Literal[RPCMessageType.WHITELIST]
+    data: List[str]
+
+
+class __RPCBuyMsgBase(RPCSendMsgBase):
+    trade_id: int
+    buy_tag: Optional[str]
+    enter_tag: Optional[str]
+    exchange: str
+    pair: str
+    base_currency: str
+    leverage: Optional[float]
+    direction: str
+    limit: float
+    open_rate: float
+    order_type: Optional[str]  # TODO: why optional??
+    stake_amount: float
+    stake_currency: str
+    fiat_currency: Optional[str]
+    amount: float
+    open_date: datetime
+    current_rate: Optional[float]
+    sub_trade: bool
+
+
+class RPCBuyMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]
+
+
+class RPCCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.ENTRY_CANCEL]
+    reason: str
+
+
+class RPCSellMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]
+    cumulative_profit: float
+    gain: str  # Literal["profit", "loss"]
+    close_rate: float
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+    # current_rate: Optional[float]
+    order_rate: Optional[float]
+
+
+class RPCSellCancelMsg(__RPCBuyMsgBase):
+    type: Literal[RPCMessageType.EXIT_CANCEL]
+    reason: str
+    gain: str  # Literal["profit", "loss"]
+    profit_amount: float
+    profit_ratio: float
+    sell_reason: Optional[str]
+    exit_reason: Optional[str]
+    close_date: datetime
+
+
+class _AnalyzedDFData(TypedDict):
+    key: PairWithTimeframe
+    df: Any
+    la: datetime
+
+
+class RPCAnalyzedDFMsg(RPCSendMsgBase):
+    """New Analyzed dataframe message"""
+    type: Literal[RPCMessageType.ANALYZED_DF]
+    data: _AnalyzedDFData
+
+
+class RPCNewCandleMsg(RPCSendMsgBase):
+    """New candle ping message, issued once per new candle/pair"""
+    type: Literal[RPCMessageType.NEW_CANDLE]
+    data: PairWithTimeframe
+
+
+RPCSendMsg = Union[
+    RPCStatusMsg,
+    RPCStrategyMsg,
+    RPCProtectionMsg,
+    RPCWhitelistMsg,
+    RPCBuyMsg,
+    RPCCancelMsg,
+    RPCSellMsg,
+    RPCSellCancelMsg,
+    RPCAnalyzedDFMsg,
+    RPCNewCandleMsg
+    ]

freqtrade/rpc/telegram.py

@@ -25,11 +25,12 @@ from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN, Config
-from freqtrade.enums import RPCMessageType, SignalDirection, TradingMode
+from freqtrade.enums import MarketDirection, RPCMessageType, SignalDirection, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPC, RPCException, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -83,6 +84,8 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             self._send_msg(str(e))
         except BaseException:
             logger.exception('Exception occurred within Telegram module')
+        finally:
+            Trade.session.remove()
 
     return wrapper
 
@@ -129,7 +132,8 @@ class Telegram(RPCHandler):
             r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
             r'/forcebuy$', r'/forcelong$', r'/forceshort$',
             r'/forcesell$', r'/forceexit$',
-            r'/edge$', r'/health$', r'/help$', r'/version$'
+            r'/edge$', r'/health$', r'/help$', r'/version$', r'/marketdir (long|short|even|none)$',
+            r'/marketdir$'
         ]
         # Create keys for generation
         valid_keys_print = [k.replace('$', '') for k in valid_keys]
@@ -197,6 +201,7 @@ class Telegram(RPCHandler):
             CommandHandler('health', self._health),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
+            CommandHandler('marketdir', self._changemarketdir)
         ]
         callbacks = [
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@@ -319,31 +324,33 @@ class Telegram(RPCHandler):
                 and self._rpc._fiat_converter):
             msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
                 msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
-            msg['profit_extra'] = (
+            msg['profit_extra'] = f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}"
-                f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']}")
         else:
             msg['profit_extra'] = ''
         msg['profit_extra'] = (
             f" ({msg['gain']}: {msg['profit_amount']:.8f} {msg['stake_currency']}"
             f"{msg['profit_extra']})")
+
         is_fill = msg['type'] == RPCMessageType.EXIT_FILL
         is_sub_trade = msg.get('sub_trade')
         is_sub_profit = msg['profit_amount'] != msg.get('cumulative_profit')
-        profit_prefix = ('Sub ' if is_sub_profit
+        profit_prefix = ('Sub ' if is_sub_profit else 'Cumulative ') if is_sub_trade else ''
-                         else 'Cumulative ') if is_sub_trade else ''
         cp_extra = ''
+        exit_wording = 'Exited' if is_fill else 'Exiting'
         if is_sub_profit and is_sub_trade:
             if self._rpc._fiat_converter:
                 cp_fiat = self._rpc._fiat_converter.convert_amount(
                     msg['cumulative_profit'], msg['stake_currency'], msg['fiat_currency'])
                 cp_extra = f" / {cp_fiat:.3f} {msg['fiat_currency']}"
-            else:
+            exit_wording = f"Partially {exit_wording.lower()}"
-                cp_extra = ''
+            cp_extra = (
-            cp_extra = f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} " \
+                f"*Cumulative Profit:* (`{msg['cumulative_profit']:.8f} "
-                       f"{msg['stake_currency']}{cp_extra}`)\n"
+                f"{msg['stake_currency']}{cp_extra}`)\n"
+            )
+
         message = (
             f"{msg['emoji']} *{self._exchange_from_msg(msg)}:* "
-            f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n"
+            f"{exit_wording} {msg['pair']} (#{msg['trade_id']})\n"
             f"{self._add_analyzed_candle(msg['pair'])}"
             f"*{f'{profit_prefix}Profit' if is_fill else f'Unrealized {profit_prefix}Profit'}:* "
             f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n"
@@ -362,7 +369,7 @@ class Telegram(RPCHandler):
 
         elif msg['type'] == RPCMessageType.EXIT_FILL:
             message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"
-        if msg.get('sub_trade'):
+        if is_sub_trade:
             if self._rpc._fiat_converter:
                 msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount(
                     msg['stake_amount'], msg['stake_currency'], msg['fiat_currency'])
@@ -410,6 +417,9 @@ class Telegram(RPCHandler):
 
         elif msg_type == RPCMessageType.WARNING:
             message = f"\N{WARNING SIGN} *Warning:* `{msg['status']}`"
+        elif msg_type == RPCMessageType.EXCEPTION:
+            # Errors will contain exceptions, which are wrapped in tripple ticks.
+            message = f"\N{WARNING SIGN} *ERROR:* \n {msg['status']}"
 
         elif msg_type == RPCMessageType.STARTUP:
             message = f"{msg['status']}"
@@ -420,14 +430,14 @@ class Telegram(RPCHandler):
             return None
         return message
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
 
         default_noti = 'on'
 
         msg_type = msg['type']
         noti = ''
-        if msg_type == RPCMessageType.EXIT:
+        if msg['type'] == RPCMessageType.EXIT:
             sell_noti = self._config['telegram'] \
                 .get('notification_settings', {}).get(str(msg_type), {})
             # For backward compatibility sell still can be string
@@ -444,7 +454,7 @@ class Telegram(RPCHandler):
             # Notification disabled
             return
 
-        message = self.compose_message(deepcopy(msg), msg_type)
+        message = self.compose_message(deepcopy(msg), msg_type)  # type: ignore
         if message:
             self._send_msg(message, disable_notification=(noti == 'silent'))
 
@@ -469,44 +479,51 @@ class Telegram(RPCHandler):
         lines_detail: List[str] = []
         if len(filled_orders) > 0:
             first_avg = filled_orders[0]["safe_price"]
-
+        order_nr = 0
-        for x, order in enumerate(filled_orders):
+        for order in filled_orders:
             lines: List[str] = []
             if order['is_open'] is True:
                 continue
+            order_nr += 1
             wording = 'Entry' if order['ft_is_entry'] else 'Exit'
 
             cur_entry_datetime = arrow.get(order["order_filled_date"])
             cur_entry_amount = order["filled"] or order["amount"]
             cur_entry_average = order["safe_price"]
             lines.append("  ")
-            if x == 0:
+            if order_nr == 1:
-                lines.append(f"*{wording} #{x+1}:*")
+                lines.append(f"*{wording} #{order_nr}:*")
                 lines.append(
-                    f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+                    f"*Amount:* {cur_entry_amount} "
+                    f"({round_coin_value(order['cost'], quote_currency)})"
+                )
                 lines.append(f"*Average Price:* {cur_entry_average}")
             else:
-                sumA = 0
+                sum_stake = 0
-                sumB = 0
+                sum_amount = 0
-                for y in range(x):
+                for y in range(order_nr):
-                    amount = filled_orders[y]["filled"] or filled_orders[y]["amount"]
+                    loc_order = filled_orders[y]
-                    sumA += amount * filled_orders[y]["safe_price"]
+                    if loc_order['is_open'] is True:
-                    sumB += amount
+                        # Skip open orders (e.g. stop orders)
-                prev_avg_price = sumA / sumB
+                        continue
+                    amount = loc_order["filled"] or loc_order["amount"]
+                    sum_stake += amount * loc_order["safe_price"]
+                    sum_amount += amount
+                prev_avg_price = sum_stake / sum_amount
                 # TODO: This calculation ignores fees.
                 price_to_1st_entry = ((cur_entry_average - first_avg) / first_avg)
                 minus_on_entry = 0
                 if prev_avg_price:
                     minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
 
-                lines.append(f"*{wording} #{x+1}:* at {minus_on_entry:.2%} avg profit")
+                lines.append(f"*{wording} #{order_nr}:* at {minus_on_entry:.2%} avg Profit")
                 if is_open:
                     lines.append("({})".format(cur_entry_datetime
                                                .humanize(granularity=["day", "hour", "minute"])))
-                lines.append(
+                lines.append(f"*Amount:* {cur_entry_amount} "
-                    f"*Amount:* {cur_entry_amount} ({order['cost']:.8f} {quote_currency})")
+                             f"({round_coin_value(order['cost'], quote_currency)})")
                 lines.append(f"*Average {wording} Price:* {cur_entry_average} "
-                             f"({price_to_1st_entry:.2%} from 1st entry rate)")
+                             f"({price_to_1st_entry:.2%} from 1st entry Rate)")
                 lines.append(f"*Order filled:* {order['order_filled_date']}")
 
                 # TODO: is this really useful?
@@ -518,6 +535,7 @@ class Telegram(RPCHandler):
                 # lines.append(
                 # f"({days}d {hours}h {minutes}m {seconds}s from previous {wording.lower()})")
             lines_detail.append("\n".join(lines))
+
         return lines_detail
 
     @authorized_only
@@ -553,35 +571,54 @@ class Telegram(RPCHandler):
         for r in results:
             r['open_date_hum'] = arrow.get(r['open_date']).humanize()
             r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']])
+            r['num_exits'] = len([o for o in r['orders'] if not o['ft_is_entry']
+                                 and not o['ft_order_side'] == 'stoploss'])
             r['exit_reason'] = r.get('exit_reason', "")
+            r['stake_amount_r'] = round_coin_value(r['stake_amount'], r['quote_currency'])
+            r['max_stake_amount_r'] = round_coin_value(
+                r['max_stake_amount'] or r['stake_amount'], r['quote_currency'])
+            r['profit_abs_r'] = round_coin_value(r['profit_abs'], r['quote_currency'])
+            r['realized_profit_r'] = round_coin_value(r['realized_profit'], r['quote_currency'])
+            r['total_profit_abs_r'] = round_coin_value(
+                r['total_profit_abs'], r['quote_currency'])
             lines = [
                 "*Trade ID:* `{trade_id}`" +
                 (" `(since {open_date_hum})`" if r['is_open'] else ""),
                 "*Current Pair:* {pair}",
-                "*Direction:* " + ("`Short`" if r.get('is_short') else "`Long`"),
+                f"*Direction:* {'`Short`' if r.get('is_short') else '`Long`'}"
-                "*Leverage:* `{leverage}`" if r.get('leverage') else "",
+                + " ` ({leverage}x)`" if r.get('leverage') else "",
-                "*Amount:* `{amount} ({stake_amount} {quote_currency})`",
+                "*Amount:* `{amount} ({stake_amount_r})`",
+                "*Total invested:* `{max_stake_amount_r}`" if position_adjust else "",
                 "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "",
                 "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "",
             ]
 
             if position_adjust:
                 max_buy_str = (f"/{max_entries + 1}" if (max_entries > 0) else "")
-                lines.append("*Number of Entries:* `{num_entries}`" + max_buy_str)
+                lines.extend([
+                    "*Number of Entries:* `{num_entries}" + max_buy_str + "`",
+                    "*Number of Exits:* `{num_exits}`"
+                ])
 
             lines.extend([
                 "*Open Rate:* `{open_rate:.8f}`",
                 "*Close Rate:* `{close_rate:.8f}`" if r['close_rate'] else "",
                 "*Open Date:* `{open_date}`",
                 "*Close Date:* `{close_date}`" if r['close_date'] else "",
-                "*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
+                " \n*Current Rate:* `{current_rate:.8f}`" if r['is_open'] else "",
-                ("*Current Profit:* " if r['is_open'] else "*Close Profit: *")
+                ("*Unrealized Profit:* " if r['is_open'] else "*Close Profit: *")
-                + "`{profit_ratio:.2%}`",
+                + "`{profit_ratio:.2%}` `({profit_abs_r})`",
             ])
 
             if r['is_open']:
                 if r.get('realized_profit'):
-                    lines.append("*Realized Profit:* `{realized_profit:.8f}`")
+                    lines.extend([
+                        "*Realized Profit:* `{realized_profit_ratio:.2%} ({realized_profit_r})`",
+                        "*Total Profit:* `{total_profit_ratio:.2%} ({total_profit_abs_r})`"
+                    ])
+
+                # Append empty line to improve readability
+                lines.append(" ")
                 if (r['stop_loss_abs'] != r['initial_stop_loss_abs']
                         and r['initial_stop_loss_ratio'] is not None):
                     # Adding initial stoploss only if it is different from stoploss
@@ -1040,10 +1077,14 @@ class Telegram(RPCHandler):
                     query.answer()
                     query.edit_message_text(text="Force exit canceled.")
                     return
-                trade: Trade = Trade.get_trades(trade_filter=Trade.id == trade_id).first()
+                trade: Optional[Trade] = Trade.get_trades(trade_filter=Trade.id == trade_id).first()
                 query.answer()
-                query.edit_message_text(text=f"Manually exiting Trade #{trade_id}, {trade.pair}")
+                if trade:
-                self._force_exit_action(trade_id)
+                    query.edit_message_text(
+                        text=f"Manually exiting Trade #{trade_id}, {trade.pair}")
+                    self._force_exit_action(trade_id)
+                else:
+                    query.edit_message_text(text=f"Trade {trade_id} not found.")
 
     def _force_enter_action(self, pair, price: Optional[float], order_side: SignalDirection):
         if pair != 'cancel':
@@ -1302,7 +1343,7 @@ class Telegram(RPCHandler):
         message = tabulate({k: [v] for k, v in counts.items()},
                            headers=['current', 'max', 'total stake'],
                            tablefmt='simple')
-        message = "<pre>{}</pre>".format(message)
+        message = f"<pre>{message}</pre>"
         logger.debug(message)
         self._send_msg(message, parse_mode=ParseMode.HTML,
                        reload_able=True, callback_path="update_count",
@@ -1494,6 +1535,9 @@ class Telegram(RPCHandler):
             "*/count:* `Show number of active trades compared to allowed number of trades`\n"
             "*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
             "*/health* `Show latest process timestamp - defaults to 1970-01-01 00:00:00` \n"
+            "*/marketdir [long | short | even | none]:* `Updates the user managed variable "
+            "that represents the current market direction. If no direction is provided `"
+            "`the currently set market direction will be output.` \n"
 
             "_Statistics_\n"
             "------------\n"
@@ -1527,7 +1571,7 @@ class Telegram(RPCHandler):
         Handler for /health
         Shows the last process timestamp
         """
-        health = self._rpc._health()
+        health = self._rpc.health()
         message = f"Last process: `{health['last_process_loc']}`"
         self._send_msg(message)
 
@@ -1601,7 +1645,7 @@ class Telegram(RPCHandler):
             ])
         else:
             reply_markup = InlineKeyboardMarkup([[]])
-        msg += "\nUpdated: {}".format(datetime.now().ctime())
+        msg += f"\nUpdated: {datetime.now().ctime()}"
         if not query.message:
             return
         chat_id = query.message.chat_id
@@ -1677,3 +1721,39 @@ class Telegram(RPCHandler):
                 'TelegramError: %s! Giving up on that message.',
                 telegram_err.message
             )
+
+    @authorized_only
+    def _changemarketdir(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /marketdir.
+        Updates the bot's market_direction
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        if context.args and len(context.args) == 1:
+            new_market_dir_arg = context.args[0]
+            old_market_dir = self._rpc._get_market_direction()
+            new_market_dir = None
+            if new_market_dir_arg == "long":
+                new_market_dir = MarketDirection.LONG
+            elif new_market_dir_arg == "short":
+                new_market_dir = MarketDirection.SHORT
+            elif new_market_dir_arg == "even":
+                new_market_dir = MarketDirection.EVEN
+            elif new_market_dir_arg == "none":
+                new_market_dir = MarketDirection.NONE
+
+            if new_market_dir is not None:
+                self._rpc._update_market_direction(new_market_dir)
+                self._send_msg("Successfully updated market direction"
+                               f" from *{old_market_dir}* to *{new_market_dir}*.")
+            else:
+                raise RPCException("Invalid market direction provided. \n"
+                                   "Valid market directions: *long, short, even, none*")
+        elif context.args is not None and len(context.args) == 0:
+            old_market_dir = self._rpc._get_market_direction()
+            self._send_msg(f"Currently set market direction: *{old_market_dir}*")
+        else:
+            raise RPCException("Invalid usage of command /marketdir. \n"
+                               "Usage: */marketdir [short |  long | even | none]*")

freqtrade/rpc/webhook.py

@@ -10,6 +10,7 @@ from requests import RequestException, post
 from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
+from freqtrade.rpc.rpc_types import RPCSendMsg
 
 
 logger = logging.getLogger(__name__)
@@ -41,7 +42,7 @@ class Webhook(RPCHandler):
         """
         pass
 
-    def _get_value_dict(self, msg: Dict[str, Any]) -> Optional[Dict[str, Any]]:
+    def _get_value_dict(self, msg: RPCSendMsg) -> Optional[Dict[str, Any]]:
         whconfig = self._config['webhook']
         # Deprecated 2022.10 - only keep generic method.
         if msg['type'] in [RPCMessageType.ENTRY]:
@@ -58,6 +59,7 @@ class Webhook(RPCHandler):
             valuedict = whconfig.get('webhookexitcancel')
         elif msg['type'] in (RPCMessageType.STATUS,
                              RPCMessageType.STARTUP,
+                             RPCMessageType.EXCEPTION,
                              RPCMessageType.WARNING):
             valuedict = whconfig.get('webhookstatus')
         elif msg['type'].value in whconfig:
@@ -74,7 +76,7 @@ class Webhook(RPCHandler):
             return None
         return valuedict
 
-    def send_msg(self, msg: Dict[str, Any]) -> None:
+    def send_msg(self, msg: RPCSendMsg) -> None:
         """ Send a message to telegram channel """
         try:
 
@@ -112,7 +114,7 @@ class Webhook(RPCHandler):
                     response = post(self._url, data=payload['data'],
                                     headers={'Content-Type': 'text/plain'})
                 else:
-                    raise NotImplementedError('Unknown format: {}'.format(self._format))
+                    raise NotImplementedError(f'Unknown format: {self._format}')
 
                 # Throw a RequestException if the post was not successful
                 response.raise_for_status()

freqtrade/strategy/interface.py

@@ -12,8 +12,8 @@ from pandas import DataFrame
 
 from freqtrade.constants import Config, IntOrInf, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, RunMode,
-                             SignalTagType, SignalType, TradingMode)
+                             SignalDirection, SignalTagType, SignalType, TradingMode)
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.misc import remove_entry_exit_signals
@@ -122,6 +122,9 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: Dict = {}
 
+    # A self set parameter that represents the market direction. filled from configuration
+    market_direction: MarketDirection = MarketDirection.NONE
+
     def __init__(self, config: Config) -> None:
         self.config = config
         # Dict to determine if analysis is necessary
@@ -248,11 +251,12 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         pass
 
-    def bot_loop_start(self, **kwargs) -> None:
+    def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
         """
         Called at the start of the bot iteration (one loop).
         Might be used to perform pair-independent tasks
         (e.g. gather some remote resource for comparison)
+        :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
         pass

freqtrade/strategy/strategy_helper.py

@@ -86,37 +86,41 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
 def stoploss_from_open(
     open_relative_stop: float,
     current_profit: float,
-    is_short: bool = False
+    is_short: bool = False,
+    leverage: float = 1.0
 ) -> float:
     """
-
+    Given the current profit, and a desired stop loss value relative to the trade entry price,
-    Given the current profit, and a desired stop loss value relative to the open price,
     return a stop loss value that is relative to the current price, and which can be
     returned from `custom_stoploss`.
 
     The requested stop can be positive for a stop above the open price, or negative for
     a stop below the open price. The return value is always >= 0.
+    `open_relative_stop` will be considered as adjusted for leverage if leverage is provided..
 
     Returns 0 if the resulting stop price would be above/below (longs/shorts) the current price
 
-    :param open_relative_stop: Desired stop loss percentage relative to open price
+    :param open_relative_stop: Desired stop loss percentage, relative to the open price,
+                               adjusted for leverage
     :param current_profit: The current profit percentage
     :param is_short: When true, perform the calculation for short instead of long
+    :param leverage: Leverage to use for the calculation
     :return: Stop loss value relative to current price
     """
 
     # formula is undefined for current_profit -1 (longs) or 1 (shorts), return maximum value
-    if (current_profit == -1 and not is_short) or (is_short and current_profit == 1):
+    _current_profit = current_profit / leverage
+    if (_current_profit == -1 and not is_short) or (is_short and _current_profit == 1):
         return 1
 
     if is_short is True:
-        stoploss = -1 + ((1 - open_relative_stop) / (1 - current_profit))
+        stoploss = -1 + ((1 - open_relative_stop / leverage) / (1 - _current_profit))
     else:
-        stoploss = 1 - ((1 + open_relative_stop) / (1 + current_profit))
+        stoploss = 1 - ((1 + open_relative_stop / leverage) / (1 + _current_profit))
 
     # negative stoploss values indicate the requested stop price is higher/lower
     # (long/short) than the current price
-    return max(stoploss, 0.0)
+    return max(stoploss * leverage, 0.0)
 
 
 def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float:

freqtrade/strategy/strategyupdater.py

@@ -0,0 +1,255 @@
+import shutil
+from pathlib import Path
+
+import ast_comments
+
+from freqtrade.constants import Config
+
+
+class StrategyUpdater:
+    name_mapping = {
+        'ticker_interval': 'timeframe',
+        'buy': 'enter_long',
+        'sell': 'exit_long',
+        'buy_tag': 'enter_tag',
+        'sell_reason': 'exit_reason',
+
+        'sell_signal': 'exit_signal',
+        'custom_sell': 'custom_exit',
+        'force_sell': 'force_exit',
+        'emergency_sell': 'emergency_exit',
+
+        # Strategy/config settings:
+        'use_sell_signal': 'use_exit_signal',
+        'sell_profit_only': 'exit_profit_only',
+        'sell_profit_offset': 'exit_profit_offset',
+        'ignore_roi_if_buy_signal': 'ignore_roi_if_entry_signal',
+        'forcebuy_enable': 'force_entry_enable',
+    }
+
+    function_mapping = {
+        'populate_buy_trend': 'populate_entry_trend',
+        'populate_sell_trend': 'populate_exit_trend',
+        'custom_sell': 'custom_exit',
+        'check_buy_timeout': 'check_entry_timeout',
+        'check_sell_timeout': 'check_exit_timeout',
+        # '': '',
+    }
+    # order_time_in_force, order_types, unfilledtimeout
+    otif_ot_unfilledtimeout = {
+        'buy': 'entry',
+        'sell': 'exit',
+    }
+
+    # create a dictionary that maps the old column names to the new ones
+    rename_dict = {'buy': 'enter_long', 'sell': 'exit_long', 'buy_tag': 'enter_tag'}
+
+    def start(self, config: Config, strategy_obj: dict) -> None:
+        """
+        Run strategy updater
+        It updates a strategy to v3 with the help of the ast-module
+        :return: None
+        """
+
+        source_file = strategy_obj['location']
+        strategies_backup_folder = Path.joinpath(config['user_data_dir'], "strategies_orig_updater")
+        target_file = Path.joinpath(strategies_backup_folder, strategy_obj['location_rel'])
+
+        # read the file
+        with Path(source_file).open('r') as f:
+            old_code = f.read()
+        if not strategies_backup_folder.is_dir():
+            Path(strategies_backup_folder).mkdir(parents=True, exist_ok=True)
+
+        # backup original
+        # => currently no date after the filename,
+        # could get overridden pretty fast if this is fired twice!
+        # The folder is always the same and the file name too (currently).
+        shutil.copy(source_file, target_file)
+
+        # update the code
+        new_code = self.update_code(old_code)
+        # write the modified code to the destination folder
+        with Path(source_file).open('w') as f:
+            f.write(new_code)
+
+    # define the function to update the code
+    def update_code(self, code):
+        # parse the code into an AST
+        tree = ast_comments.parse(code)
+
+        # use the AST to update the code
+        updated_code = self.modify_ast(tree)
+
+        # return the modified code without executing it
+        return updated_code
+
+    # function that uses the ast module to update the code
+    def modify_ast(self, tree):  # noqa
+        # use the visitor to update the names and functions in the AST
+        NameUpdater().visit(tree)
+
+        # first fix the comments, so it understands "\n" properly inside multi line comments.
+        ast_comments.fix_missing_locations(tree)
+        ast_comments.increment_lineno(tree, n=1)
+
+        # generate the new code from the updated AST
+        # without indent {} parameters would just be written straight one after the other.
+
+        # ast_comments would be amazing since this is the only solution that carries over comments,
+        # but it does currently not have an unparse function, hopefully in the future ... !
+        # return ast_comments.unparse(tree)
+
+        return ast_comments.unparse(tree)
+
+
+# Here we go through each respective node, slice, elt, key ... to replace outdated entries.
+class NameUpdater(ast_comments.NodeTransformer):
+    def generic_visit(self, node):
+
+        # space is not yet transferred from buy/sell to entry/exit and thereby has to be skipped.
+        if isinstance(node, ast_comments.keyword):
+            if node.arg == "space":
+                return node
+
+        # from here on this is the original function.
+        for field, old_value in ast_comments.iter_fields(node):
+            if isinstance(old_value, list):
+                new_values = []
+                for value in old_value:
+                    if isinstance(value, ast_comments.AST):
+                        value = self.visit(value)
+                        if value is None:
+                            continue
+                        elif not isinstance(value, ast_comments.AST):
+                            new_values.extend(value)
+                            continue
+                    new_values.append(value)
+                old_value[:] = new_values
+            elif isinstance(old_value, ast_comments.AST):
+                new_node = self.visit(old_value)
+                if new_node is None:
+                    delattr(node, field)
+                else:
+                    setattr(node, field, new_node)
+        return node
+
+    def visit_Expr(self, node):
+        if hasattr(node.value, "left") and hasattr(node.value.left, "id"):
+            node.value.left.id = self.check_dict(StrategyUpdater.name_mapping, node.value.left.id)
+            self.visit(node.value)
+        return node
+
+    # Renames an element if contained inside a dictionary.
+    @staticmethod
+    def check_dict(current_dict: dict, element: str):
+        if element in current_dict:
+            element = current_dict[element]
+        return element
+
+    def visit_arguments(self, node):
+        if isinstance(node.args, list):
+            for arg in node.args:
+                arg.arg = self.check_dict(StrategyUpdater.name_mapping, arg.arg)
+        return node
+
+    def visit_Name(self, node):
+        # if the name is in the mapping, update it
+        node.id = self.check_dict(StrategyUpdater.name_mapping, node.id)
+        return node
+
+    def visit_Import(self, node):
+        # do not update the names in import statements
+        return node
+
+    def visit_ImportFrom(self, node):
+        # if hasattr(node, "module"):
+        #    if node.module == "freqtrade.strategy.hyper":
+        #        node.module = "freqtrade.strategy"
+        return node
+
+    def visit_If(self, node: ast_comments.If):
+        for child in ast_comments.iter_child_nodes(node):
+            self.visit(child)
+        return node
+
+    def visit_FunctionDef(self, node):
+        node.name = self.check_dict(StrategyUpdater.function_mapping, node.name)
+        self.generic_visit(node)
+        return node
+
+    def visit_Attribute(self, node):
+        if (
+                isinstance(node.value, ast_comments.Name)
+                and node.value.id == 'trade'
+                and node.attr == 'nr_of_successful_buys'
+        ):
+            node.attr = 'nr_of_successful_entries'
+        return node
+
+    def visit_ClassDef(self, node):
+        # check if the class is derived from IStrategy
+        if any(isinstance(base, ast_comments.Name) and
+               base.id == 'IStrategy' for base in node.bases):
+            # check if the INTERFACE_VERSION variable exists
+            has_interface_version = any(
+                isinstance(child, ast_comments.Assign) and
+                isinstance(child.targets[0], ast_comments.Name) and
+                child.targets[0].id == 'INTERFACE_VERSION'
+                for child in node.body
+            )
+
+            # if the INTERFACE_VERSION variable does not exist, add it as the first child
+            if not has_interface_version:
+                node.body.insert(0, ast_comments.parse('INTERFACE_VERSION = 3').body[0])
+            # otherwise, update its value to 3
+            else:
+                for child in node.body:
+                    if (
+                            isinstance(child, ast_comments.Assign)
+                            and isinstance(child.targets[0], ast_comments.Name)
+                            and child.targets[0].id == 'INTERFACE_VERSION'
+                    ):
+                        child.value = ast_comments.parse('3').body[0].value
+        self.generic_visit(node)
+        return node
+
+    def visit_Subscript(self, node):
+        if isinstance(node.slice, ast_comments.Constant):
+            if node.slice.value in StrategyUpdater.rename_dict:
+                # Replace the slice attributes with the values from rename_dict
+                node.slice.value = StrategyUpdater.rename_dict[node.slice.value]
+        if hasattr(node.slice, "elts"):
+            self.visit_elts(node.slice.elts)
+        if hasattr(node.slice, "value"):
+            if hasattr(node.slice.value, "elts"):
+                self.visit_elts(node.slice.value.elts)
+        return node
+
+    # elts can have elts (technically recursively)
+    def visit_elts(self, elts):
+        if isinstance(elts, list):
+            for elt in elts:
+                self.visit_elt(elt)
+        else:
+            self.visit_elt(elts)
+        return elts
+
+    # sub function again needed since the structure itself is highly flexible ...
+    def visit_elt(self, elt):
+        if isinstance(elt, ast_comments.Constant) and elt.value in StrategyUpdater.rename_dict:
+            elt.value = StrategyUpdater.rename_dict[elt.value]
+        if hasattr(elt, "elts"):
+            self.visit_elts(elt.elts)
+        if hasattr(elt, "args"):
+            if isinstance(elt.args, ast_comments.arguments):
+                self.visit_elts(elt.args)
+            else:
+                for arg in elt.args:
+                    self.visit_elts(arg)
+        return elt
+
+    def visit_Constant(self, node):
+        node.value = self.check_dict(StrategyUpdater.otif_ot_unfilledtimeout, node.value)
+        node.value = self.check_dict(StrategyUpdater.name_mapping, node.value)
+        return node

freqtrade/templates/strategy_subtemplates/strategy_methods_advanced.j2

@@ -1,5 +1,5 @@
 
-def bot_loop_start(self, **kwargs) -> None:
+def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
     """
     Called at the start of the bot iteration (one loop).
     Might be used to perform pair-independent tasks
@@ -8,6 +8,7 @@ def bot_loop_start(self, **kwargs) -> None:
     For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
 
     When not implemented by a strategy, this simply does nothing.
+    :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.
     """
     pass

freqtrade/util/binance_mig.py

@@ -1,6 +1,7 @@
 import logging
 
 from packaging import version
+from sqlalchemy import select
 
 from freqtrade.constants import Config
 from freqtrade.enums.tradingmode import TradingMode
@@ -44,7 +45,7 @@ def _migrate_binance_futures_db(config: Config):
             # Should symbol be migrated too?
             # order.symbol = new_pair
     Trade.commit()
-    pls = PairLock.query.filter(PairLock.pair.notlike('%:%'))
+    pls = PairLock.session.scalars(select(PairLock).filter(PairLock.pair.notlike('%:%'))).all()
     for pl in pls:
         pl.pair = f"{pl.pair}:{config['stake_currency']}"
     # print(pls)

freqtrade/vendor/qtpylib/indicators.py

@@ -1,5 +1,3 @@
-# -*- coding: utf-8 -*-
-#
 # QTPyLib: Quantitative Trading Python Library
 # https://github.com/ranaroussi/qtpylib
 #
@@ -18,7 +16,6 @@
 # limitations under the License.
 #
 
-import sys
 import warnings
 from datetime import datetime, timedelta
 
@@ -27,11 +24,6 @@ import pandas as pd
 from pandas.core.base import PandasObject
 
 
-# =============================================
-# check min, python version
-if sys.version_info < (3, 4):
-    raise SystemError("QTPyLib requires Python version >= 3.4")
-
 # =============================================
 warnings.simplefilter(action="ignore", category=RuntimeWarning)
 

freqtrade/worker.py

@@ -12,7 +12,7 @@ import sdnotify
 from freqtrade import __version__
 from freqtrade.configuration import Configuration
 from freqtrade.constants import PROCESS_THROTTLE_SECS, RETRY_TIMEOUT, Config
-from freqtrade.enums import State
+from freqtrade.enums import RPCMessageType, State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.exchange import timeframe_to_next_date
 from freqtrade.freqtradebot import FreqtradeBot
@@ -185,7 +185,10 @@ class Worker:
             tb = traceback.format_exc()
             hint = 'Issue `/start` if you think it is safe to restart.'
 
-            self.freqtrade.notify_status(f'OperationalException:\n```\n{tb}```{hint}')
+            self.freqtrade.notify_status(
+                f'*OperationalException:*\n```\n{tb}```\n {hint}',
+                msg_type=RPCMessageType.EXCEPTION
+            )
 
             logger.exception('OperationalException. Stopping trader ...')
             self.freqtrade.state = State.STOPPED

pyproject.toml

@@ -1,3 +1,7 @@
+[build-system]
+requires = ["setuptools >= 46.4.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
 [tool.black]
 line-length = 100
 exclude = '''
@@ -35,6 +39,9 @@ warn_unused_ignores = true
 exclude = [
     '^build_helpers\.py$'
 ]
+plugins = [
+  "sqlalchemy.ext.mypy.plugin"
+]
 
 [[tool.mypy.overrides]]
 module = "tests.*"
@@ -45,10 +52,6 @@ ignore_errors = true
 module = "telegram.*"
 implicit_optional = true
 
-[build-system]
-requires = ["setuptools >= 46.4.0", "wheel"]
-build-backend = "setuptools.build_meta"
-
 [tool.pyright]
 include = ["freqtrade"]
 exclude = [
@@ -56,3 +59,28 @@ exclude = [
   "build_helpers/*.py",
 ]
 ignore = ["freqtrade/vendor/**"]
+
+
+[tool.ruff]
+line-length = 100
+extend-exclude = [".env"]
+target-version = "py38"
+extend-select = [
+  "C90",    # mccabe
+  # "N",    # pep8-naming
+  "UP",     # pyupgrade
+  "TID",    # flake8-tidy-imports
+  # "EXE",  # flake8-executable
+  "YTT",    # flake8-2020
+  # "S",    # flake8-bandit
+  # "DTZ",  # flake8-datetimez
+  # "RSE",  # flake8-raise
+  # "TCH",  # flake8-type-checking
+  "PTH",    # flake8-use-pathlib
+]
+
+[tool.ruff.mccabe]
+max-complexity = 12
+
+[tool.ruff.per-file-ignores]
+"tests/*" = ["S"]

requirements-dev.txt

@@ -7,12 +7,11 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-flake8==6.0.0
+ruff==0.0.259
-flake8-tidy-imports==4.8.0
+mypy==1.1.1
-mypy==1.0.1
+pre-commit==3.2.1
-pre-commit==3.0.4
+pytest==7.2.2
-pytest==7.2.1
+pytest-asyncio==0.21.0
-pytest-asyncio==0.20.3
 pytest-cov==4.0.0
 pytest-mock==3.10.0
 pytest-random-order==1.1.0
@@ -23,11 +22,11 @@ time-machine==2.9.0
 httpx==0.23.3
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.2.9
+nbconvert==7.2.10
 
 # mypy types
-types-cachetools==5.3.0.0
+types-cachetools==5.3.0.4
 types-filelock==3.2.7
-types-requests==2.28.11.13
+types-requests==2.28.11.16
-types-tabulate==0.9.0.0
+types-tabulate==0.9.0.1
-types-python-dateutil==2.8.19.6
+types-python-dateutil==2.8.19.10

requirements-freqai-rl.txt

@@ -2,9 +2,9 @@
 -r requirements-freqai.txt
 
 # Required for freqai-rl
-torch==1.13.1
+torch==1.13.1; python_version < '3.11'
-stable-baselines3==1.7.0
+stable-baselines3==1.7.0; python_version < '3.11'
-sb3-contrib==1.7.0
+sb3-contrib==1.7.0; python_version < '3.11'
 # Gym is forced to this version by stable-baselines3.
 setuptools==65.5.1 # Should be removed when gym is fixed.
-gym==0.21
+gym==0.21; python_version < '3.11'

requirements-freqai.txt

@@ -5,7 +5,7 @@
 # Required for freqai
 scikit-learn==1.1.3
 joblib==1.2.0
-catboost==1.1.1; platform_machine != 'aarch64'
+catboost==1.1.1; platform_machine != 'aarch64' and 'arm' not in platform_machine and python_version < '3.11'
 lightgbm==3.3.5
-xgboost==1.7.3
+xgboost==1.7.4
 tensorboard==2.12.0

requirements-hyperopt.txt

@@ -5,5 +5,5 @@
 scipy==1.10.1
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
-filelock==3.9.0
+filelock==3.10.6
 progressbar2==4.2.0

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.13.0
+plotly==5.13.1

requirements.txt

@@ -2,15 +2,15 @@ numpy==1.24.2
 pandas==1.5.3
 pandas-ta==0.3.14b
 
-ccxt==2.8.17
+ccxt==3.0.37
-cryptography==39.0.1
+cryptography==40.0.1
 aiohttp==3.8.4
-SQLAlchemy==1.4.46
+SQLAlchemy==2.0.7
 python-telegram-bot==13.15
 arrow==1.2.3
 cachetools==4.2.2
 requests==2.28.2
-urllib3==1.26.14
+urllib3==1.26.15
 jsonschema==4.17.3
 TA-Lib==0.4.25
 technical==1.4.0
@@ -26,17 +26,17 @@ pyarrow==11.0.0; platform_machine != 'armv7l'
 py_find_1st==1.1.5
 
 # Load ticker files 30% faster
-python-rapidjson==1.9
+python-rapidjson==1.10
 # Properly format api responses
-orjson==3.8.6
+orjson==3.8.8
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.92.0
+fastapi==0.95.0
-pydantic==1.10.4
+pydantic==1.10.7
-uvicorn==0.20.0
+uvicorn==0.21.1
 pyjwt==2.6.0
 aiofiles==23.1.0
 psutil==5.9.4
@@ -45,7 +45,7 @@ psutil==5.9.4
 colorama==0.4.6
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.36
+prompt-toolkit==3.0.38
 # Extensions to datetime library
 python-dateutil==2.8.2
 
@@ -55,3 +55,5 @@ schedule==1.1.0
 #WS Messages
 websockets==10.4
 janus==1.0.0
+
+ast-comments==1.0.1

scripts/rest_client.py

@@ -340,11 +340,13 @@ class FtRestClient():
         :param limit: Limit result to the last n candles.
         :return: json object
         """
-        return self._get("pair_candles", params={
+        params = {
             "pair": pair,
             "timeframe": timeframe,
-            "limit": limit,
+        }
-        })
+        if limit:
+            params['limit'] = limit
+        return self._get("pair_candles", params=params)
 
     def pair_history(self, pair, timeframe, strategy, timerange=None):
         """Return historic, analyzed dataframe