Merge pull request #9486 from freqtrade/new_release

New release 2023.11

.github/workflows/ci.yml

@@ -90,7 +90,7 @@ jobs:
 
     - name: Backtesting (multi)
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade new-strategy -s AwesomeStrategy
         freqtrade new-strategy -s AwesomeStrategyMin --template minimal
@@ -98,7 +98,7 @@ jobs:
 
     - name: Hyperopt
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 6 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -200,14 +200,14 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade new-strategy -s AwesomeStrategyAdv --template advanced
         freqtrade backtesting --datadir tests/testdata --strategy AwesomeStrategyAdv
 
     - name: Hyperopt
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 
@@ -275,13 +275,13 @@ jobs:
 
     - name: Backtesting
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade backtesting --datadir tests/testdata --strategy SampleStrategy
 
     - name: Hyperopt
       run: |
-        cp config_examples/config_bittrex.example.json config.json
+        cp tests/testdata/config.tests.json config.json
         freqtrade create-userdir --userdir user_data
         freqtrade hyperopt --datadir tests/testdata -e 5 --strategy SampleStrategy --hyperopt-loss SharpeHyperOptLossDaily --print-all
 

.pre-commit-config.yaml

@@ -8,17 +8,17 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.5.1"
+    rev: "v1.7.0"
     hooks:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.3.0.6
+          - types-cachetools==5.3.0.7
           - types-filelock==3.2.7
           - types-requests==2.31.0.10
           - types-tabulate==0.9.0.3
           - types-python-dateutil==2.8.19.14
-          - SQLAlchemy==2.0.22
+          - SQLAlchemy==2.0.23
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

CONTRIBUTING.md

@@ -125,7 +125,7 @@ Exceptions:
 
 Contributors may be given commit privileges. Preference will be given to those with:
 
-1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Quantity and quality are considered.
+1. Past contributions to Freqtrade and other related open-source projects. Contributions to Freqtrade include both code (both accepted and pending) and friendly participation in the issue tracker and Pull request reviews. Both quantity and quality are considered.
 1. A coding style that the other core committers find simple, minimal, and clean.
 1. Access to resources for cross-platform development and testing.
 1. Time to devote to the project regularly.

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.11.5-slim-bullseye as base
+FROM python:3.11.6-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8

README.md

@@ -28,7 +28,7 @@ hesitate to read the source code and understand the mechanism of this bot.
 Please read the [exchange specific notes](docs/exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Binance](https://www.binance.com/)
-- [X] [Bittrex](https://bittrex.com/)
+- [X] [Bitmart](https://bitmart.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)

build_helpers/publish_docker_arm64.sh

@@ -54,7 +54,7 @@ docker tag freqtrade:$TAG_FREQAI_ARM ${CACHE_IMAGE}:$TAG_FREQAI_ARM
 docker tag freqtrade:$TAG_FREQAI_RL_ARM ${CACHE_IMAGE}:$TAG_FREQAI_RL_ARM
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
+docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

build_helpers/publish_docker_multi.sh

@@ -67,7 +67,7 @@ docker tag freqtrade:$TAG_FREQAI ${CACHE_IMAGE}:$TAG_FREQAI
 docker tag freqtrade:$TAG_FREQAI_RL ${CACHE_IMAGE}:$TAG_FREQAI_RL
 
 # Run backtest
-docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
+docker run --rm -v $(pwd)/tests/testdata/config.tests.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV3
 
 if [ $? -ne 0 ]; then
     echo "failed running backtest"

config_examples/config_binance.example.json

@@ -1,6 +1,6 @@
 {
     "max_open_trades": 3,
-    "stake_currency": "BTC",
+    "stake_currency": "USDT",
     "stake_amount": 0.05,
     "tradable_balance_ratio": 0.99,
     "fiat_display_currency": "USD",
@@ -36,21 +36,21 @@
         "ccxt_async_config": {
         },
         "pair_whitelist": [
-            "ALGO/BTC",
+            "ALGO/USDT",
-            "ATOM/BTC",
+            "ATOM/USDT",
-            "BAT/BTC",
+            "BAT/USDT",
-            "BCH/BTC",
+            "BCH/USDT",
-            "BRD/BTC",
+            "BRD/USDT",
-            "EOS/BTC",
+            "EOS/USDT",
-            "ETH/BTC",
+            "ETH/USDT",
-            "IOTA/BTC",
+            "IOTA/USDT",
-            "LINK/BTC",
+            "LINK/USDT",
-            "LTC/BTC",
+            "LTC/USDT",
-            "NEO/BTC",
+            "NEO/USDT",
-            "NXS/BTC",
+            "NXS/USDT",
-            "XMR/BTC",
+            "XMR/USDT",
-            "XRP/BTC",
+            "XRP/USDT",
-            "XTZ/BTC"
+            "XTZ/USDT"
         ],
         "pair_blacklist": [
             "BNB/.*"

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.9.16-slim-bullseye as base
+FROM python:3.11.6-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -11,34 +11,31 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
+  && apt-get -y install sudo libatlas3-base libopenblas-dev curl sqlite3 libhdf5-dev libutf8proc-dev libsnappy-dev \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
-  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers
+  && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
+  && pip install --upgrade pip
 
 WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
 RUN  apt-get update \
-  && apt-get -y install build-essential libssl-dev libffi-dev libopenblas-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
-  && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
 
 # Install TA-lib
 COPY build_helpers/* /tmp/
-RUN cd /tmp && /tmp/install_ta-lib.sh && rm -r /tmp/*ta-lib*
-ENV LD_LIBRARY_PATH /usr/local/lib
 
 # Install dependencies
 COPY --chown=ftuser:ftuser requirements.txt /freqtrade/
 USER ftuser
-RUN  pip install --user --no-cache-dir numpy==1.25.2 \
+RUN  pip install --user --no-cache-dir numpy \
-  && pip install --user /tmp/pyarrow-*.whl \
+  && pip install --user --no-index --find-links /tmp/ pyarrow TA-Lib==0.4.28 \
-  && pip install --user --no-build-isolation TA-Lib==0.4.28 \
   && pip install --user --no-cache-dir -r requirements.txt
 
 # Copy dependencies to runtime-image

docs/backtesting.md

@@ -170,11 +170,11 @@ freqtrade backtesting --strategy AwesomeStrategy --dry-run-wallet 1000
 
 Using a different on-disk historical candle (OHLCV) data source
 
-Assume you downloaded the history data from the Bittrex exchange and kept it in the `user_data/data/bittrex-20180101` directory. 
+Assume you downloaded the history data from the Binance exchange and kept it in the `user_data/data/binance-20180101` directory. 
 You can then use this data for backtesting as follows:
 
 ```bash
-freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101 
+freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/binance-20180101 
 ```
 
 ---

docs/configuration.md

@@ -594,7 +594,7 @@ creating trades on the exchange.
 
 ```json
 "exchange": {
-    "name": "bittrex",
+    "name": "binance",
     "key": "key",
     "secret": "secret",
     ...
@@ -644,7 +644,7 @@ API Keys are usually only required for live trading (trading for real money, bot
 ```json
 {
     "exchange": {
-        "name": "bittrex",
+        "name": "binance",
         "key": "af8ddd35195e9dc500b9a6f799f6f5c93d89193b",
         "secret": "08a9dc6db3d7b53e1acebd9275677f4b0a04f1a5",
         //"password": "", // Optional, not needed by all exchanges)

docs/developer.md

@@ -318,6 +318,7 @@ Additional tests / steps to complete:
 * Check if balance shows correctly (*)
 * Create market order (*)
 * Create limit order (*)
+* Cancel order (*)
 * Complete trade (enter + exit) (*)
   * Compare result calculation between exchange and bot
   * Ensure fees are applied correctly (check the database against the exchange)

docs/exchanges.md

@@ -302,6 +302,24 @@ We do strongly recommend to limit all API keys to the IP you're going to use it
     Bybit (futures only) supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
     On futures, Bybit supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.
 
+## Bitmart
+
+Bitmart requires the API key Memo (the name you give the API key) to go along with the exchange key and secret.
+It's therefore required to pass the UID as well.
+
+```json
+"exchange": {
+    "name": "bitmart",
+    "uid": "your_bitmart_api_key_memo",
+    "secret": "your_exchange_secret",
+    "password": "your_exchange_api_key_password",
+    // ...
+}
+```
+
+!!! Warning "Necessary Verification"
+    Bitmart requires Verification Lvl2 to successfully trade on the spot market through the API - even though trading via UI works just fine with just Lvl1 verification.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

docs/freqai-feature-engineering.md

@@ -7,7 +7,7 @@ Low level feature engineering is performed in the user strategy within a set of
 |  Function | Description |
 |---------------|-------------|
 | `feature_engineering_expand_all()` | This optional function will automatically expand the defined features on the config defined `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.
-| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `include_periods_candles`.
+| `feature_engineering_expand_basic()` | This optional function will automatically expand the defined features on the config defined `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`. Note: this function does *not* expand across `indicator_periods_candles`.
 | `feature_engineering_standard()` | This optional function will be called once with the dataframe of the base timeframe. This is the final function to be called, which means that the dataframe entering this function will contain all the features and columns from the base asset created by the other `feature_engineering_expand` functions. This function is a good place to do custom exotic feature extractions (e.g. tsfresh). This function is also a good place for any feature that should not be auto-expanded upon (e.g., day of the week).
 | `set_freqai_targets()` | Required function to set the targets for the model. All targets must be prepended with `&` to be recognized by the FreqAI internals.
 

docs/freqai-parameter-table.md

@@ -74,7 +74,6 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 |  |  **Reinforcement Learning Parameters within the `freqai.rl_config` sub dictionary**
 | `rl_config` | A dictionary containing the control parameters for a Reinforcement Learning model. <br> **Datatype:** Dictionary.
 | `train_cycles` | Training time steps will be set based on the `train_cycles * number of training data points. <br> **Datatype:** Integer.
-| `cpu_count` | Number of processors to dedicate to the Reinforcement Learning training process. <br> **Datatype:** int.
 | `max_trade_duration_candles`| Guides the agent training to keep trades below desired length. Example usage shown in `prediction_models/ReinforcementLearner.py` within the customizable `calculate_reward()` function. <br> **Datatype:** int.
 | `model_type` | Model string from stable_baselines3 or SBcontrib. Available strings include: `'TRPO', 'ARS', 'RecurrentPPO', 'MaskablePPO', 'PPO', 'A2C', 'DQN'`. User should ensure that `model_training_parameters` match those available to the corresponding stable_baselines3 model by visiting their documentaiton. [PPO doc](https://stable-baselines3.readthedocs.io/en/master/modules/ppo.html) (external website) <br> **Datatype:** string.
 | `policy_type` | One of the available policy types from stable_baselines3 <br> **Datatype:** string.

docs/hyperopt.md

@@ -337,11 +337,15 @@ There are four parameter types each suited for different purposes.
 * `CategoricalParameter` - defines a parameter with a predetermined number of choices.
 * `BooleanParameter` - Shorthand for `CategoricalParameter([True, False])` - great for "enable" parameters.
 
-!!! Tip "Disabling parameter optimization"
+### Parameter options
-    Each parameter takes two boolean parameters:
+
-    * `load` - when set to `False` it will not load values configured in `buy_params` and `sell_params`.
+There are two parameter options that can help you to quickly test various ideas:
-    * `optimize` - when set to `False` parameter will not be included in optimization process.
+
-    Use these parameters to quickly prototype various ideas.
+* `optimize` - when set to `False`, the parameter will not be included in optimization process. (Default: True)
+* `load` - when set to `False`, results of a previous hyperopt run (in `buy_params` and `sell_params` either in your strategy or the JSON output file) will not be used as the starting value for subsequent hyperopts. The default value specified in the parameter will be used instead. (Default: True)
+
+!!! Tip "Effects of `load=False` on backtesting"
+    Be aware that setting the `load` option to `False` will mean backtesting will also use the default value specified in the parameter and *not* the value found through hyperoptimisation.
 
 !!! Warning
     Hyperoptable parameters cannot be used in `populate_indicators` - as hyperopt does not recalculate indicators for each epoch, so the starting value would be used in this case.

docs/index.md

@@ -40,7 +40,7 @@ Freqtrade is a free and open source crypto trading bot written in Python. It is
 Please read the [exchange specific notes](exchanges.md) to learn about eventual, special configurations needed for each exchange.
 
 - [X] [Binance](https://www.binance.com/)
-- [X] [Bittrex](https://bittrex.com/)
+- [X] [Bitmart](https://bitmart.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [Huobi](http://huobi.com/)
 - [X] [Kraken](https://kraken.com/)

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
-markdown==3.5
+markdown==3.5.1
 mkdocs==1.5.3
-mkdocs-material==9.4.6
+mkdocs-material==9.4.14
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.3.1
+pymdown-extensions==10.5
 jinja2==3.1.2

docs/rest-api.md

@@ -134,13 +134,16 @@ python3 scripts/rest_client.py --config rest_config.json <command> [optional par
 | `reload_config` | Reloads the configuration file.
 | `trades` | List last trades. Limited to 500 trades per call.
 | `trade/<tradeid>` | Get specific trade.
-| `trade/<tradeid>` | DELETE - Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
+| `trades/<tradeid>` | DELETE - Remove trade from the database. Tries to close open orders. Requires manual handling of this trade on the exchange.
-| `trade/<tradeid>/open-order` | DELETE - Cancel open order for this trade.
+| `trades/<tradeid>/open-order` | DELETE - Cancel open order for this trade.
-| `trade/<tradeid>/reload` | GET - Reload a trade from the Exchange. Only works in live, and can potentially help recover a trade that was manually sold on the exchange.
+| `trades/<tradeid>/reload` | GET - Reload a trade from the Exchange. Only works in live, and can potentially help recover a trade that was manually sold on the exchange.
 | `show_config` | Shows part of the current configuration with relevant settings to operation.
 | `logs` | Shows last log messages.
 | `status` | Lists all open trades.
 | `count` | Displays number of trades used and available.
+| `entries [pair]` | Shows profit statistics for each enter tags for given pair (or all pairs if pair isn't given). Pair is optional.
+| `exits [pair]` | Shows profit statistics for each exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.
+| `mix_tags [pair]` | Shows profit statistics for each combinations of enter tag + exit reasons for given pair (or all pairs if pair isn't given). Pair is optional.
 | `locks` | Displays currently locked pairs.
 | `delete_lock <lock_id>` | Deletes (disables) the lock by id.
 | `profit` | Display a summary of your profit/loss from close trades and some stats about your performance.

docs/strategy-callbacks.md

@@ -760,9 +760,9 @@ The `position_adjustment_enable` strategy property enables the usage of `adjust_
 For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
 `adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging) or to increase or decrease positions.
 
-`max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
+`max_entry_position_adjustment` property is used to limit the number of additional entries per trade (on top of the first entry order) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment entries.
 
-The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional buy order should be made (position is increased).
+The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional entry order should be made (position is increased -> buy order for long trades, sell order for short trades).
 If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
 Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
 
@@ -770,9 +770,11 @@ This callback is **not** called when there is an open order (either buy or sell)
 
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
-Additional Buys are ignored once you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`, but the callback is called anyway looking for partial exits.
+Additional entries are ignored once you have reached the maximum amount of extra entries that you have set on `max_entry_position_adjustment`, but the callback is called anyway looking for partial exits.
 
-Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade. Modifications to leverage are not possible, and the stake-amount is assumed to be before applying leverage.
+Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade.
+
+Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage.
 
 !!! Note "About stake size"
     Using fixed stake size means it will be the amount used for the first order, just like without position adjustment.

docs/strategy-customization.md

@@ -173,7 +173,7 @@ You can use [recursive-analysis](recursive-analysis.md) to check and find the co
 In this example strategy, this should be set to 400 (`startup_candle_count = 400`), since the minimum needed history for ema100 calculation to make sure the value is correct is 400 candles.
 
 ``` python
-    dataframe['ema100'] = ta.EMA(dataframe, timeperiod=400)
+    dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
 ```
 
 By letting the bot know how much history is needed, backtest trades can start at the specified timerange during backtesting and hyperopt.
@@ -486,17 +486,18 @@ for more information.
 
         :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
         :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
-        current pair.
+                    current pair. Also supports limited pair format strings (see below)
         :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
         specified, defaults to:
-        * {base}_{quote}_{column}_{timeframe} if asset is specified. 
+        * {base}_{quote}_{column}_{timeframe} if asset is specified.
         * {column}_{timeframe} if asset is not specified.
-        Format string supports these format variables:
+        Pair format supports these format variables:
-        * {asset} - full name of the asset, for example 'BTC/USDT'.
         * {base} - base currency in lower case, for example 'eth'.
         * {BASE} - same as {base}, except in upper case.
         * {quote} - quote currency in lower case, for example 'usdt'.
         * {QUOTE} - same as {quote}, except in upper case.
+        Format string additionally supports this variables.
+        * {asset} - full name of the asset, for example 'BTC/USDT'.
         * {column} - name of dataframe column.
         * {timeframe} - timeframe of informative dataframe.
         :param ffill: ffill dataframe after merging informative pair.

docs/strategy_migration.md

@@ -570,7 +570,7 @@ def populate_any_indicators(
 ```
 
 1. Features - Move to `feature_engineering_expand_all`
-2. Basic features, not expanded across `include_periods_candles` - move to`feature_engineering_expand_basic()`.
+2. Basic features, not expanded across `indicator_periods_candles` - move to`feature_engineering_expand_basic()`.
 3. Standard features which should not be expanded - move to `feature_engineering_standard()`.
 4. Targets - Move this part to `set_freqai_targets()`.
 

docs/telegram-usage.md

@@ -175,6 +175,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/status` | Lists all open trades
 | `/status <trade_id>` | Lists one or more specific trade. Separate multiple <trade_id> with a blank space.
 | `/status table` | List all open trades in a table format. Pending buy orders are marked with an asterisk (*) Pending sell orders are marked with a double asterisk (**)
+| `/order <trade_id>` | Lists orders of one or more specific trade. Separate multiple <trade_id> with a blank space.
 | `/trades [limit]` | List all recently closed trades in a table format.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.

docs/utils.md

@@ -427,25 +427,33 @@ zb                  True     missing opt: fetchMyTrades
 Use the `list-timeframes` subcommand to see the list of timeframes available for the exchange.
 
 ```
-usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH] [--userdir PATH] [--exchange EXCHANGE] [-1]
+usage: freqtrade list-timeframes [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                 [-d PATH] [--userdir PATH]
+                                 [--exchange EXCHANGE] [-1]
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no config is provided.
+  --exchange EXCHANGE   Exchange name. Only valid if no config is provided.
   -1, --one-column      Print output in one column.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are: 'syslog', 'journald'. See the documentation for more details.
+  --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: `config.json`). Multiple --config options may be used. Can be set to `-`
+                        Specify configuration file (default:
-                        to read config from stdin.
+                        `userdir/config.json` or `config.json` whichever
-  -d PATH, --datadir PATH
+                        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.
 
+
 ```
 
 * Example: see the timeframes for the 'binance' exchange, set in the configuration file:
@@ -479,20 +487,17 @@ usage: freqtrade list-markets [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                               [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
                               [--print-list] [--print-json] [-1] [--print-csv]
                               [--base BASE_CURRENCY [BASE_CURRENCY ...]]
-                              [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
+                              [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
-                              [--trading-mode {spot,margin,futures}]
+                              [-a] [--trading-mode {spot,margin,futures}]
-
 usage: freqtrade list-pairs [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                             [-d PATH] [--userdir PATH] [--exchange EXCHANGE]
                             [--print-list] [--print-json] [-1] [--print-csv]
                             [--base BASE_CURRENCY [BASE_CURRENCY ...]]
                             [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]] [-a]
                             [--trading-mode {spot,margin,futures}]
-
+options:
-optional arguments:
   -h, --help            show this help message and exit
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+  --exchange EXCHANGE   Exchange name. Only valid if no config is provided.
-                        config is provided.
   --print-list          Print list of pairs or market symbols. By default data
                         is printed in the tabular format.
   --print-json          Print list of pairs or market symbols in JSON format.
@@ -504,20 +509,22 @@ optional arguments:
                         Specify quote currency(-ies). Space-separated list.
   -a, --all             Print all pairs or market symbols. By default only
                         active ones are shown.
-  --trading-mode {spot,margin,futures}
+  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
                         Select Trading mode
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
+  --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: `config.json`).
+                        Specify configuration file (default:
-                        Multiple --config options may be used. Can be set to
+                        `userdir/config.json` or `config.json` whichever
-                        `-` to read config from stdin.
+                        exists). Multiple --config options may be used. Can be
-  -d PATH, --datadir PATH
+                        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.
@@ -532,7 +539,7 @@ Pairs/markets are sorted by its symbol string in the printed output.
 ### Examples
 
 * Print the list of active pairs with quote currency USD on exchange, specified in the default
-configuration file (i.e. pairs on the "Bittrex" exchange) in JSON format:
+configuration file (i.e. pairs on the "Binance" exchange) in JSON format:
 
 ```
 $ freqtrade list-pairs --quote USD --print-json
@@ -564,7 +571,7 @@ usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                                [-1] [--print-json] [--exchange EXCHANGE]
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
@@ -578,8 +585,7 @@ optional arguments:
                         Specify quote currency(-ies). Space-separated list.
   -1, --one-column      Print output in one column.
   --print-json          Print list of pairs or market symbols in JSON format.
-  --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
+  --exchange EXCHANGE   Exchange name. Only valid if no config is provided.
-                        config is provided.
 
 ```
 

docs/webhook-config.md

@@ -302,6 +302,7 @@ You can configure this as follows:
 ```
 
 The above represents the default (`exit_fill` and `entry_fill` are optional and will default to the above configuration) - modifications are obviously possible.
+To disable either of the two default values (`entry_fill` / `exit_fill`), you can assign them an empty array (`exit_fill: []`).
 
 Available fields correspond to the fields for webhooks and are documented in the corresponding webhook sections.
 

freqtrade/__init__.py

@@ -1,5 +1,5 @@
 """ Freqtrade bot """
-__version__ = '2023.10'
+__version__ = '2023.11'
 
 if 'dev' in __version__:
     from pathlib import Path

freqtrade/commands/build_config_commands.py

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

freqtrade/data/entryexitanalysis.py

@@ -211,8 +211,9 @@ def prepare_results(analysed_trades, stratname,
                     timerange=None):
     res_df = pd.DataFrame()
     for pair, trades in analysed_trades[stratname].items():
-        trades.dropna(subset=['close_date'], inplace=True)
+        if (trades.shape[0] > 0):
-        res_df = pd.concat([res_df, trades], ignore_index=True)
+            trades.dropna(subset=['close_date'], inplace=True)
+            res_df = pd.concat([res_df, trades], ignore_index=True)
 
     res_df = _select_rows_within_dates(res_df, timerange)
 

freqtrade/exchange/__init__.py

@@ -4,6 +4,7 @@ from freqtrade.exchange.common import remove_exchange_credentials, MAP_EXCHANGE_
 from freqtrade.exchange.exchange import Exchange
 # isort: on
 from freqtrade.exchange.binance import Binance
+from freqtrade.exchange.bitmart import Bitmart
 from freqtrade.exchange.bitpanda import Bitpanda
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bitvavo import Bitvavo

freqtrade/exchange/bitmart.py

@@ -0,0 +1,20 @@
+""" Bitmart exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Bitmart(Exchange):
+    """
+    Bitmart exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+    """
+
+    _ft_has: Dict = {
+        "stoploss_on_exchange": False,  # Bitmart API does not support stoploss orders
+        "ohlcv_candle_limit": 200,
+    }

freqtrade/exchange/common.py

@@ -52,7 +52,7 @@ MAP_EXCHANGE_CHILDCLASS = {
 
 SUPPORTED_EXCHANGES = [
     'binance',
-    'bittrex',
+    'bitmart',
     'gate',
     'huobi',
     'kraken',

freqtrade/exchange/exchange.py

@@ -486,11 +486,14 @@ class Exchange:
         except ccxt.BaseError:
             logger.exception('Unable to initialize markets.')
 
-    def reload_markets(self) -> None:
+    def reload_markets(self, force: bool = False) -> None:
         """Reload markets both sync and async if refresh interval has passed """
         # Check whether markets have to be reloaded
-        if (self._last_markets_refresh > 0) and (
+        if (
-                self._last_markets_refresh + self.markets_refresh_interval > dt_ts()):
+            not force
+            and self._last_markets_refresh > 0
+            and (self._last_markets_refresh + self.markets_refresh_interval > dt_ts())
+        ):
             return None
         logger.debug("Performing scheduled market reload..")
         try:
@@ -1228,16 +1231,16 @@ class Exchange:
             return order
         except ccxt.InsufficientFunds as e:
             raise InsufficientFundsError(
-                f'Insufficient funds to create {ordertype} sell order on market {pair}. '
+                f'Insufficient funds to create {ordertype} {side} order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {limit_rate}. '
+                f'Tried to {side} amount {amount} at rate {limit_rate} with '
-                f'Message: {e}') from e
+                f'stop-price {stop_price_norm}. Message: {e}') from e
-        except ccxt.InvalidOrder as e:
+        except (ccxt.InvalidOrder, ccxt.BadRequest) as e:
             # Errors:
             # `Order would trigger immediately.`
             raise InvalidOrderException(
-                f'Could not create {ordertype} sell order on market {pair}. '
+                f'Could not create {ordertype} {side} order on market {pair}. '
-                f'Tried to sell amount {amount} at rate {limit_rate}. '
+                f'Tried to {side} amount {amount} at rate {limit_rate} with '
-                f'Message: {e}') from e
+                f'stop-price {stop_price_norm}. Message: {e}') from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -1496,8 +1499,9 @@ class Exchange:
     @retrier
     def fetch_bids_asks(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Dict:
         """
+        :param symbols: List of symbols to fetch
         :param cached: Allow cached result
-        :return: fetch_tickers result
+        :return: fetch_bids_asks result
         """
         if not self.exchange_has('fetchBidsAsks'):
             return {}
@@ -1546,6 +1550,12 @@ class Exchange:
             raise OperationalException(
                 f'Exchange {self._api.name} does not support fetching tickers in batch. '
                 f'Message: {e}') from e
+        except ccxt.BadSymbol as e:
+            logger.warning(f"Could not load tickers due to {e.__class__.__name__}. Message: {e} ."
+                           "Reloading markets.")
+            self.reload_markets(True)
+            # Re-raise exception to repeat the call.
+            raise TemporaryError from e
         except ccxt.DDoSProtection as e:
             raise DDosProtection(e) from e
         except (ccxt.NetworkError, ccxt.ExchangeError) as e:
@@ -1954,7 +1964,7 @@ class Exchange:
 
             results = await asyncio.gather(*input_coro, return_exceptions=True)
             for res in results:
-                if isinstance(res, Exception):
+                if isinstance(res, BaseException):
                     logger.warning(f"Async code raised an exception: {repr(res)}")
                     if raise_:
                         raise

freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py

@@ -27,6 +27,12 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
         ...
         "freqai": {
             ...
+            "conv_width": 30,  // PyTorchTransformer is based on windowing
+            "feature_parameters": {
+                ...
+                "include_shifted_candles": 0,  // which removes the need for shifted candles
+                ...
+            },
             "model_training_parameters" : {
                 "learning_rate": 3e-4,
                 "trainer_kwargs": {
@@ -120,16 +126,16 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
         # create empty torch tensor
         self.model.model.eval()
         yb = torch.empty(0).to(self.device)
-        if x.shape[1] > 1:
+        if x.shape[1] > self.window_size:
             ws = self.window_size
             for i in range(0, x.shape[1] - ws):
                 xb = x[:, i:i + ws, :].to(self.device)
                 y = self.model.model(xb)
-                yb = torch.cat((yb, y), dim=0)
+                yb = torch.cat((yb, y), dim=1)
         else:
             yb = self.model.model(x)
 
-        yb = yb.cpu().squeeze()
+        yb = yb.cpu().squeeze(0)
         pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list)
         pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)
 

freqtrade/freqai/tensorboard/TensorboardCallback.py

@@ -3,7 +3,6 @@ from typing import Any, Dict, Type, Union
 
 from stable_baselines3.common.callbacks import BaseCallback
 from stable_baselines3.common.logger import HParam
-from stable_baselines3.common.vec_env import VecEnv
 
 from freqtrade.freqai.RL.BaseEnvironment import BaseActions
 
@@ -13,13 +12,9 @@ class TensorboardCallback(BaseCallback):
     Custom callback for plotting additional values in tensorboard and
     episodic summary reports.
     """
-    # Override training_env type to fix type errors
-    training_env: Union[VecEnv, None] = None
-
     def __init__(self, verbose=1, actions: Type[Enum] = BaseActions):
         super().__init__(verbose)
         self.model: Any = None
-        self.logger: Any = None
         self.actions: Type[Enum] = actions
 
     def _on_training_start(self) -> None:
@@ -47,8 +42,6 @@ class TensorboardCallback(BaseCallback):
     def _on_step(self) -> bool:
 
         local_info = self.locals["infos"][0]
-        if self.training_env is None:
-            return True
 
         if hasattr(self.training_env, 'envs'):
             tensorboard_metrics = self.training_env.envs[0].unwrapped.tensorboard_metrics

freqtrade/misc.py

@@ -3,6 +3,7 @@ Various tool function for Freqtrade and scripts
 """
 import gzip
 import logging
+from io import StringIO
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Mapping, Optional, TextIO, Union
 from urllib.parse import urlparse
@@ -231,7 +232,7 @@ def json_to_dataframe(data: str) -> pd.DataFrame:
     :param data: A JSON string
     :returns: A pandas DataFrame from the JSON string
     """
-    dataframe = pd.read_json(data, orient='split')
+    dataframe = pd.read_json(StringIO(data), orient='split')
     if 'date' in dataframe.columns:
         dataframe['date'] = pd.to_datetime(dataframe['date'], unit='ms', utc=True)
 

freqtrade/optimize/analysis/lookahead.py

@@ -94,8 +94,8 @@ class LookaheadAnalysis(BaseAnalysis):
                     # compare_df now comprises tuples with [1] having either 'self' or 'other'
                     if 'other' in col_name[1]:
                         continue
-                    self_value = compare_df_row[col_idx]
+                    self_value = compare_df_row.iloc[col_idx]
-                    other_value = compare_df_row[col_idx + 1]
+                    other_value = compare_df_row.iloc[col_idx + 1]
 
                     # output differences
                     if self_value != other_value:

freqtrade/optimize/hyperopt_auto.py

@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
 
 def _format_exception_message(space: str, ignore_missing_space: bool) -> None:
     msg = (f"The '{space}' space is included into the hyperoptimization "
-           f"but no parameter for this space was not found in your Strategy. "
+           f"but no parameter for this space was found in your Strategy. "
            )
     if ignore_missing_space:
         logger.warning(msg + "This space will be ignored.")

freqtrade/optimize/hyperopt_tools.py

@@ -429,14 +429,18 @@ class HyperoptTools:
         trials = trials.drop(columns=['Total profit'])
 
         if print_colorized:
+            trials2 = trials.astype(str)
             for i in range(len(trials)):
                 if trials.loc[i]['is_profit']:
                     for j in range(len(trials.loc[i]) - 3):
-                        trials.iat[i, j] = f"{Fore.GREEN}{str(trials.loc[i][j])}{Fore.RESET}"
+                        trials2.iat[i, j] = f"{Fore.GREEN}{str(trials.iloc[i, j])}{Fore.RESET}"
                 if trials.loc[i]['is_best'] and highlight_best:
                     for j in range(len(trials.loc[i]) - 3):
-                        trials.iat[i, j] = f"{Style.BRIGHT}{str(trials.loc[i][j])}{Style.RESET_ALL}"
+                        trials2.iat[i, j] = (
-
+                            f"{Style.BRIGHT}{str(trials.iloc[i, j])}{Style.RESET_ALL}"
+                        )
+            trials = trials2
+            del trials2
         trials = trials.drop(columns=['is_initial_point', 'is_best', 'is_profit', 'is_random'])
         if remove_header > 0:
             table = tabulate.tabulate(

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -219,8 +219,10 @@ def _get_resample_from_period(period: str) -> str:
     raise ValueError(f"Period {period} is not supported.")
 
 
-def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
+def generate_periodic_breakdown_stats(
-    results = DataFrame.from_records(trade_list)
+        trade_list: Union[List,  DataFrame], period: str) -> List[Dict[str, Any]]:
+
+    results = trade_list if not isinstance(trade_list, list) else DataFrame.from_records(trade_list)
     if len(results) == 0:
         return []
     results['close_date'] = to_datetime(results['close_date'], utc=True)

freqtrade/persistence/trade_model.py

@@ -1053,7 +1053,7 @@ class LocalTrade:
                 price = avg_price if is_exit else tmp_price
                 current_stake += price * tmp_amount * side
 
-                if current_amount > ZERO:
+                if current_amount > ZERO and not is_exit:
                     avg_price = current_stake / current_amount
 
             if is_exit:
@@ -1066,7 +1066,10 @@ class LocalTrade:
                 exit_amount = o.safe_amount_after_fee
                 prof = self.calculate_profit(exit_rate, exit_amount, float(avg_price))
                 close_profit_abs += prof.profit_abs
-                close_profit = prof.profit_ratio
+                if total_stake > 0:
+                    # This needs to be calculated based on the last occuring exit to be aligned
+                    # with realized_profit.
+                    close_profit = (close_profit_abs / total_stake) * self.leverage
             else:
                 total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
                 max_stake_amount += (tmp_amount * price)
@@ -1780,7 +1783,7 @@ class Trade(ModelBase, LocalTrade):
             .order_by(desc('profit_sum_abs'))
         ).all()
 
-        return_list: List[Dict] = []
+        resp: List[Dict] = []
         for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
             enter_tag = enter_tag if enter_tag is not None else "Other"
             exit_reason = exit_reason if exit_reason is not None else "Other"
@@ -1788,24 +1791,25 @@ class Trade(ModelBase, LocalTrade):
             if (exit_reason is not None and enter_tag is not None):
                 mix_tag = enter_tag + " " + exit_reason
                 i = 0
-                if not any(item["mix_tag"] == mix_tag for item in return_list):
+                if not any(item["mix_tag"] == mix_tag for item in resp):
-                    return_list.append({'mix_tag': mix_tag,
+                    resp.append({'mix_tag': mix_tag,
-                                        'profit': profit,
+                                 'profit_ratio': profit,
-                                        'profit_pct': round(profit * 100, 2),
+                                 'profit_pct': round(profit * 100, 2),
-                                        'profit_abs': profit_abs,
+                                 'profit_abs': profit_abs,
-                                        'count': count})
+                                 'count': count})
                 else:
-                    while i < len(return_list):
+                    while i < len(resp):
-                        if return_list[i]["mix_tag"] == mix_tag:
+                        if resp[i]["mix_tag"] == mix_tag:
-                            return_list[i] = {
+                            resp[i] = {
                                 'mix_tag': mix_tag,
-                                'profit': profit + return_list[i]["profit"],
+                                'profit_ratio': profit + resp[i]["profit_ratio"],
-                                'profit_pct': round(profit + return_list[i]["profit"] * 100, 2),
+                                'profit_pct': round(profit + resp[i]["profit_ratio"] * 100, 2),
-                                'profit_abs': profit_abs + return_list[i]["profit_abs"],
+                                'profit_abs': profit_abs + resp[i]["profit_abs"],
-                                'count': 1 + return_list[i]["count"]}
+                                'count': 1 + resp[i]["count"]
+                            }
                         i += 1
 
-        return return_list
+        return resp
 
     @staticmethod
     def get_best_pair(start_date: datetime = datetime.fromtimestamp(0)):

freqtrade/plot/plotting.py

@@ -21,6 +21,7 @@ from freqtrade.misc import pair_to_filename
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.strategy import IStrategy
+from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 
 
 logger = logging.getLogger(__name__)
@@ -636,7 +637,7 @@ def load_and_plot_trades(config: Config):
     exchange = ExchangeResolver.load_exchange(config)
     IStrategy.dp = DataProvider(config, exchange)
     strategy.ft_bot_start()
-    strategy.bot_loop_start(datetime.now(timezone.utc))
+    strategy_safe_wrapper(strategy.bot_loop_start)(current_time=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/rpc/api_server/api_schemas.py

@@ -1,9 +1,9 @@
 from datetime import date, datetime
 from typing import Any, Dict, List, Optional, Union
 
-from pydantic import BaseModel, ConfigDict, RootModel, SerializeAsAny
+from pydantic import BaseModel, RootModel, SerializeAsAny
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, IntOrInf
+from freqtrade.constants import IntOrInf
 from freqtrade.enums import MarginMode, OrderTypeValues, SignalDirection, TradingMode
 from freqtrade.types import ValidExchangesType
 
@@ -95,15 +95,30 @@ class Count(BaseModel):
     total_stake: float
 
 
-class PerformanceEntry(BaseModel):
+class __BaseStatsModel(BaseModel):
-    pair: str
-    profit: float
     profit_ratio: float
     profit_pct: float
     profit_abs: float
     count: int
 
 
+class Entry(__BaseStatsModel):
+    enter_tag: str
+
+
+class Exit(__BaseStatsModel):
+    exit_reason: str
+
+
+class MixTag(__BaseStatsModel):
+    mix_tag: str
+
+
+class PerformanceEntry(__BaseStatsModel):
+    pair: str
+    profit: float
+
+
 class Profit(BaseModel):
     profit_closed_coin: float
     profit_closed_percent_mean: float
@@ -484,11 +499,6 @@ class PairHistory(BaseModel):
     data_start: str
     data_stop: str
     data_stop_ts: int
-    # TODO[pydantic]: The following keys were removed: `json_encoders`.
-    # Check https://docs.pydantic.dev/dev-v2/migration/#changes-to-config for more information.
-    model_config = ConfigDict(json_encoders={
-        datetime: lambda v: v.strftime(DATETIME_PRINT_FORMAT),
-    })
 
 
 class BacktestFreqAIInputs(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -12,15 +12,15 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
                                                   BlacklistResponse, Count, DailyWeeklyMonthly,
-                                                  DeleteLockRequest, DeleteTrade,
+                                                  DeleteLockRequest, DeleteTrade, Entry,
-                                                  ExchangeListResponse, ForceEnterPayload,
+                                                  ExchangeListResponse, Exit, ForceEnterPayload,
                                                   ForceEnterResponse, ForceExitPayload,
                                                   FreqAIModelListResponse, Health, Locks, Logs,
-                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
+                                                  MixTag, OpenTradeSchema, PairHistory,
-                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
+                                                  PerformanceEntry, Ping, PlotConfig, Profit,
-                                                  Stats, StatusMsg, StrategyListResponse,
+                                                  ResultMsg, ShowConfig, Stats, StatusMsg,
-                                                  StrategyResponse, SysInfo, Version,
+                                                  StrategyListResponse, StrategyResponse, SysInfo,
-                                                  WhitelistResponse)
+                                                  Version, WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -52,7 +52,8 @@ logger = logging.getLogger(__name__)
 # 2.31: new /backtest/history/ delete endpoint
 # 2.32: new /backtest/history/ patch endpoint
 # 2.33: Additional weekly/monthly metrics
-API_VERSION = 2.33
+# 2.34: new entries/exits/mix_tags endpoints
+API_VERSION = 2.34
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -83,6 +84,21 @@ def count(rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_count()
 
 
+@router.get('/entries', response_model=List[Entry], tags=['info'])
+def entries(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_enter_tag_performance(pair)
+
+
+@router.get('/exits', response_model=List[Exit], tags=['info'])
+def exits(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_exit_reason_performance(pair)
+
+
+@router.get('/mix_tags', response_model=List[MixTag], tags=['info'])
+def mix_tags(pair: Optional[str] = None, rpc: RPC = Depends(get_rpc)):
+    return rpc._rpc_mix_tag_performance(pair)
+
+
 @router.get('/performance', response_model=List[PerformanceEntry], tags=['info'])
 def performance(rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_performance()

freqtrade/rpc/api_server/deps.py

@@ -56,7 +56,7 @@ def get_exchange(config=Depends(get_config)):
     if not (exchange := ApiBG.exchanges.get(exchange_key)):
         from freqtrade.resolvers import ExchangeResolver
         exchange = ExchangeResolver.load_exchange(
-            config, load_leverage_tiers=False)
+            config, validate=False, load_leverage_tiers=False)
         ApiBG.exchanges[exchange_key] = exchange
     return exchange
 

freqtrade/rpc/discord.py

@@ -31,12 +31,11 @@ class Discord(Webhook):
 
     def send_msg(self, msg) -> None:
 
-        if msg['type'].value in self._config['discord']:
+        if (fields := self._config['discord'].get(msg['type'].value)):
             logger.info(f"Sending discord message: {msg}")
 
             msg['strategy'] = self.strategy
             msg['timeframe'] = self.timeframe
-            fields = self._config['discord'].get(msg['type'].value)
             color = 0x0000FF
             if msg['type'] in (RPCMessageType.EXIT, RPCMessageType.EXIT_FILL):
                 profit_ratio = msg.get('profit_ratio')

freqtrade/rpc/telegram.py

@@ -223,7 +223,8 @@ class Telegram(RPCHandler):
             CommandHandler('health', self._health),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
-            CommandHandler('marketdir', self._changemarketdir)
+            CommandHandler('marketdir', self._changemarketdir),
+            CommandHandler('order', self._order),
         ]
         callbacks = [
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@@ -240,7 +241,7 @@ class Telegram(RPCHandler):
             CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'),
             CallbackQueryHandler(self._count, pattern='update_count'),
             CallbackQueryHandler(self._force_exit_inline, pattern=r"force_exit__\S+"),
-            CallbackQueryHandler(self._force_enter_inline, pattern=r"\S+\/\S+"),
+            CallbackQueryHandler(self._force_enter_inline, pattern=r"force_enter__\S+"),
         ]
         for handle in handles:
             self._app.add_handler(handle)
@@ -555,6 +556,47 @@ class Telegram(RPCHandler):
 
         return lines_detail
 
+    @authorized_only
+    async def _order(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /order.
+        Returns the orders of the trade
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+
+        trade_ids = []
+        if context.args and len(context.args) > 0:
+            trade_ids = [int(i) for i in context.args if i.isnumeric()]
+
+        results = self._rpc._rpc_trade_status(trade_ids=trade_ids)
+        for r in results:
+            lines = [
+                "*Order List for Trade #*`{trade_id}`"
+            ]
+
+            lines_detail = self._prepare_order_details(
+                r['orders'], r['quote_currency'], r['is_open'])
+            lines.extend(lines_detail if lines_detail else "")
+            await self.__send_order_msg(lines, r)
+
+    async def __send_order_msg(self, lines: List[str], r: Dict[str, Any]) -> None:
+        """
+        Send status message.
+        """
+        msg = ''
+
+        for line in lines:
+            if line:
+                if (len(msg) + len(line) + 1) < MAX_MESSAGE_LENGTH:
+                    msg += line + '\n'
+                else:
+                    await self._send_msg(msg.format(**r))
+                    msg = "*Order List for Trade #*`{trade_id}` - continued\n" + line + '\n'
+
+        await self._send_msg(msg.format(**r))
+
     @authorized_only
     async def _status(self, update: Update, context: CallbackContext) -> None:
         """
@@ -652,9 +694,6 @@ class Telegram(RPCHandler):
                         "*Open Order:* `{open_orders}`"
                         + ("- `{exit_order_status}`" if r['exit_order_status'] else ""))
 
-            lines_detail = self._prepare_order_details(
-                r['orders'], r['quote_currency'], r['is_open'])
-            lines.extend(lines_detail if lines_detail else "")
             await self.__send_status_msg(lines, r)
 
     async def __send_status_msg(self, lines: List[str], r: Dict[str, Any]) -> None:
@@ -1149,12 +1188,19 @@ class Telegram(RPCHandler):
     async def _force_enter_inline(self, update: Update, _: CallbackContext) -> None:
         if update.callback_query:
             query = update.callback_query
-            if query.data and '_||_' in query.data:
+            if query.data and '__' in query.data:
-                pair, side = query.data.split('_||_')
+                # Input data is "force_enter__<pair|cancel>_<side>"
-                order_side = SignalDirection(side)
+                payload = query.data.split("__")[1]
-                await query.answer()
+                if payload == 'cancel':
-                await query.edit_message_text(text=f"Manually entering {order_side} for {pair}")
+                    await query.answer()
-                await self._force_enter_action(pair, None, order_side)
+                    await query.edit_message_text(text="Force enter canceled.")
+                    return
+                if payload and '_||_' in payload:
+                    pair, side = payload.split('_||_')
+                    order_side = SignalDirection(side)
+                    await query.answer()
+                    await query.edit_message_text(text=f"Manually entering {order_side} for {pair}")
+                    await self._force_enter_action(pair, None, order_side)
 
     @staticmethod
     def _layout_inline_keyboard(
@@ -1183,12 +1229,14 @@ class Telegram(RPCHandler):
         else:
             whitelist = self._rpc._rpc_whitelist()['whitelist']
             pair_buttons = [
-                InlineKeyboardButton(text=pair, callback_data=f"{pair}_||_{order_side}")
+                InlineKeyboardButton(
-                for pair in sorted(whitelist)
+                    text=pair, callback_data=f"force_enter__{pair}_||_{order_side}"
+                ) for pair in sorted(whitelist)
             ]
             buttons_aligned = self._layout_inline_keyboard(pair_buttons)
 
-            buttons_aligned.append([InlineKeyboardButton(text='Cancel', callback_data='cancel')])
+            buttons_aligned.append([InlineKeyboardButton(text='Cancel',
+                                                         callback_data='force_enter__cancel')])
             await self._send_msg(msg="Which pair?",
                                  keyboard=buttons_aligned,
                                  query=update.callback_query)
@@ -1369,7 +1417,7 @@ class Telegram(RPCHandler):
             stat_line = (
                 f"{i+1}.\t <code>{trade['mix_tag']}\t"
                 f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} "
-                f"({trade['profit']:.2%}) "
+                f"({trade['profit_ratio']:.2%}) "
                 f"({trade['count']})</code>\n")
 
             if len(output + stat_line) >= MAX_MESSAGE_LENGTH:

freqtrade/strategy/informative_decorator.py

@@ -1,5 +1,5 @@
 from dataclasses import dataclass
-from typing import Any, Callable, Optional, Union
+from typing import Any, Callable, Dict, Optional, Union
 
 from pandas import DataFrame
 
@@ -38,17 +38,18 @@ def informative(timeframe: str, asset: str = '',
 
     :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
     :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
-    current pair.
+                  current pair. Also supports limited pair format strings (see below)
     :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
     specified, defaults to:
     * {base}_{quote}_{column}_{timeframe} if asset is specified.
     * {column}_{timeframe} if asset is not specified.
-    Format string supports these format variables:
+    Pair format supports these format variables:
-    * {asset} - full name of the asset, for example 'BTC/USDT'.
     * {base} - base currency in lower case, for example 'eth'.
     * {BASE} - same as {base}, except in upper case.
     * {quote} - quote currency in lower case, for example 'usdt'.
     * {QUOTE} - same as {quote}, except in upper case.
+    Format string additionally supports this variables.
+    * {asset} - full name of the asset, for example 'BTC/USDT'.
     * {column} - name of dataframe column.
     * {timeframe} - timeframe of informative dataframe.
     :param ffill: ffill dataframe after merging informative pair.
@@ -68,9 +69,25 @@ def informative(timeframe: str, asset: str = '',
     return decorator
 
 
-def _format_pair_name(config, pair: str) -> str:
+def __get_pair_formats(market: Optional[Dict[str, Any]]) -> Dict[str, str]:
-    return pair.format(stake_currency=config['stake_currency'],
+    if not market:
-                       stake=config['stake_currency']).upper()
+        return {}
+    base = market['base']
+    quote = market['quote']
+    return {
+        'base': base.lower(),
+        'BASE': base.upper(),
+        'quote': quote.lower(),
+        'QUOTE': quote.upper(),
+    }
+
+
+def _format_pair_name(config, pair: str, market: Optional[Dict[str, Any]] = None) -> str:
+    return pair.format(
+        stake_currency=config['stake_currency'],
+        stake=config['stake_currency'],
+        **__get_pair_formats(market),
+    ).upper()
 
 
 def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
@@ -85,7 +102,8 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
 
     if asset:
         # Insert stake currency if needed.
-        asset = _format_pair_name(config, asset)
+        market1 = strategy.dp.market(metadata['pair'])
+        asset = _format_pair_name(config, asset, market1)
     else:
         # Not specifying an asset will define informative dataframe for current pair.
         asset = metadata['pair']
@@ -93,8 +111,6 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
     market = strategy.dp.market(asset)
     if market is None:
         raise OperationalException(f'Market {asset} is not available.')
-    base = market['base']
-    quote = market['quote']
 
     # Default format. This optimizes for the common case: informative pairs using same stake
     # currency. When quote currency matches stake currency, column name will omit base currency.
@@ -117,10 +133,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
         formatter = fmt.format      # A default string formatter.
 
     fmt_args = {
-        'BASE': base.upper(),
+        **__get_pair_formats(market),
-        'QUOTE': quote.upper(),
-        'base': base.lower(),
-        'quote': quote.lower(),
         'asset': asset,
         'timeframe': timeframe,
     }

freqtrade/strategy/interface.py

@@ -756,12 +756,23 @@ class IStrategy(ABC, HyperStrategyMixin):
             candle_type = (inf_data.candle_type if inf_data.candle_type
                            else self.config.get('candle_type_def', CandleType.SPOT))
             if inf_data.asset:
-                pair_tf = (
+                if any(s in inf_data.asset for s in ("{BASE}", "{base}")):
-                    _format_pair_name(self.config, inf_data.asset),
+                    for pair in self.dp.current_whitelist():
-                    inf_data.timeframe,
+
-                    candle_type,
+                        pair_tf = (
-                )
+                            _format_pair_name(self.config, inf_data.asset, self.dp.market(pair)),
-                informative_pairs.append(pair_tf)
+                            inf_data.timeframe,
+                            candle_type,
+                        )
+                        informative_pairs.append(pair_tf)
+
+                else:
+                    pair_tf = (
+                        _format_pair_name(self.config, inf_data.asset),
+                        inf_data.timeframe,
+                        candle_type,
+                    )
+                    informative_pairs.append(pair_tf)
             else:
                 for pair in self.dp.current_whitelist():
                     informative_pairs.append((pair, inf_data.timeframe, candle_type))
@@ -1006,7 +1017,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             exit_ = latest.get(SignalType.EXIT_LONG.value, 0) == 1
         exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None)
         # Tags can be None, which does not resolve to False.
-        exit_tag = exit_tag if isinstance(exit_tag, str) else None
+        exit_tag = exit_tag if isinstance(exit_tag, str) and exit_tag != 'nan' else None
 
         logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
                      f"enter={enter} exit={exit_}")
@@ -1038,17 +1049,17 @@ class IStrategy(ABC, HyperStrategyMixin):
         exit_short = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
 
         enter_signal: Optional[SignalDirection] = None
-        enter_tag_value: Optional[str] = None
+        enter_tag: Optional[str] = None
         if enter_long == 1 and not any([exit_long, enter_short]):
             enter_signal = SignalDirection.LONG
-            enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
+            enter_tag = latest.get(SignalTagType.ENTER_TAG.value, None)
         if (self.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT
                 and self.can_short
                 and enter_short == 1 and not any([exit_short, enter_long])):
             enter_signal = SignalDirection.SHORT
-            enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
+            enter_tag = latest.get(SignalTagType.ENTER_TAG.value, None)
 
-        enter_tag_value = enter_tag_value if isinstance(enter_tag_value, str) else None
+        enter_tag = enter_tag if isinstance(enter_tag, str) and enter_tag != 'nan' else None
 
         timeframe_seconds = timeframe_to_seconds(timeframe)
 
@@ -1058,11 +1069,11 @@ class IStrategy(ABC, HyperStrategyMixin):
             timeframe_seconds=timeframe_seconds,
             enter=bool(enter_signal)
         ):
-            return None, enter_tag_value
+            return None, enter_tag
 
         logger.debug(f"entry trigger: {latest['date']} (pair={pair}) "
-                     f"enter={enter_long} enter_tag_value={enter_tag_value}")
+                     f"enter={enter_long} enter_tag_value={enter_tag}")
-        return enter_signal, enter_tag_value
+        return enter_signal, enter_tag
 
     def ignore_expired_candle(
         self,

freqtrade/templates/FreqaiExampleStrategy.py

@@ -290,9 +290,6 @@ class FreqaiExampleStrategy(IStrategy):
 
         return df
 
-    def get_ticker_indicator(self):
-        return int(self.config["timeframe"][:-1])
-
     def confirm_trade_entry(
         self,
         pair: str,

requirements-dev.txt

@@ -7,10 +7,10 @@
 -r docs/requirements-docs.txt
 
 coveralls==3.3.1
-ruff==0.1.1
+ruff==0.1.6
-mypy==1.6.1
+mypy==1.7.1
 pre-commit==3.5.0
-pytest==7.4.2
+pytest==7.4.3
 pytest-asyncio==0.21.1
 pytest-cov==4.1.0
 pytest-mock==3.12.0
@@ -20,10 +20,10 @@ isort==5.12.0
 time-machine==2.13.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==7.9.2
+nbconvert==7.11.0
 
 # mypy types
-types-cachetools==5.3.0.6
+types-cachetools==5.3.0.7
 types-filelock==3.2.7
 types-requests==2.31.0.10
 types-tabulate==0.9.0.3

requirements-freqai-rl.txt

@@ -5,7 +5,7 @@
 torch==2.0.1
 #until these branches will be released we can use this
 gymnasium==0.29.1
-stable_baselines3==2.1.0
+stable_baselines3==2.2.1
 sb3_contrib>=2.0.0a9
 # Progress bar for stable-baselines3 and sb3-contrib
 tqdm==4.66.1

requirements-freqai.txt

@@ -7,6 +7,6 @@ scikit-learn==1.1.3
 joblib==1.3.2
 catboost==1.2.2; 'arm' not in platform_machine
 lightgbm==4.1.0
-xgboost==2.0.0
+xgboost==2.0.2
-tensorboard==2.15.0
+tensorboard==2.15.1
 datasieve==0.1.7

requirements-hyperopt.txt

@@ -2,7 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.11.3
+scipy==1.11.4
 scikit-learn==1.1.3
 scikit-optimize==0.9.0
-filelock==3.12.4
+filelock==3.13.1

requirements-plot.txt

@@ -1,4 +1,4 @@
 # Include all requirements to run the bot.
 -r requirements.txt
 
-plotly==5.17.0
+plotly==5.18.0

requirements.txt

@@ -1,46 +1,44 @@
-numpy==1.25.2; platform_machine == 'armv7l'
+numpy==1.26.2
-numpy==1.26.1; platform_machine != 'armv7l'
+pandas==2.1.3
-pandas==2.0.3
 pandas-ta==0.3.14b
 
-ccxt==4.1.22
+ccxt==4.1.66
-cryptography==41.0.4
+cryptography==41.0.7
-aiohttp==3.8.6
+aiohttp==3.9.1
-SQLAlchemy==2.0.22
+SQLAlchemy==2.0.23
 python-telegram-bot==20.6
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
 arrow==1.3.0
-cachetools==5.3.1
+cachetools==5.3.2
 requests==2.31.0
-urllib3==2.0.7
+urllib3==2.1.0
-jsonschema==4.19.1
+jsonschema==4.20.0
 TA-Lib==0.4.28
 technical==1.4.0
 tabulate==0.9.0
 pycoingecko==3.1.0
 jinja2==3.1.2
-tables==3.8.0
+tables==3.9.1
-blosc==1.11.1
 joblib==1.3.2
-rich==13.6.0
+rich==13.7.0
-pyarrow==13.0.0; platform_machine != 'armv7l'
+pyarrow==14.0.1; platform_machine != 'armv7l'
 
 # find first, C search in arrays
-py_find_1st==1.1.5
+py_find_1st==1.1.6
 
 # Load ticker files 30% faster
-python-rapidjson==1.12
+python-rapidjson==1.13
 # Properly format api responses
-orjson==3.9.9
+orjson==3.9.10
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.104.0
+fastapi==0.104.1
-pydantic==2.4.2
+pydantic==2.5.2
-uvicorn==0.23.2
+uvicorn==0.24.0.post1
 pyjwt==2.8.0
 aiofiles==23.2.1
 psutil==5.9.6
@@ -60,5 +58,5 @@ schedule==1.2.1
 websockets==12.0
 janus==1.0.0
 
-ast-comments==1.1.2
+ast-comments==1.2.0
 packaging==23.2

scripts/rest_client.py

@@ -112,6 +112,30 @@ class FtRestClient:
         """
         return self._get("count")
 
+    def entries(self, pair=None):
+        """Returns List of dicts containing all Trades, based on buy tag performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("entries", params={"pair": pair} if pair else None)
+
+    def exits(self, pair=None):
+        """Returns List of dicts containing all Trades, based on exit reason performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("exits", params={"pair": pair} if pair else None)
+
+    def mix_tags(self, pair=None):
+        """Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance
+        Can either be average for all pairs or a specific pair provided
+
+        :return: json object
+        """
+        return self._get("mix_tags", params={"pair": pair} if pair else None)
+
     def locks(self):
         """Return current locks
 

tests/commands/test_commands.py

@@ -550,7 +550,7 @@ def test_start_install_ui(mocker):
     assert download_mock.call_count == 0
 
 
-def test_clean_ui_subdir(mocker, tmpdir, caplog):
+def test_clean_ui_subdir(mocker, tmp_path, caplog):
     mocker.patch("freqtrade.commands.deploy_commands.Path.is_dir",
                  side_effect=[True, True])
     mocker.patch("freqtrade.commands.deploy_commands.Path.is_file",
@@ -560,14 +560,14 @@ def test_clean_ui_subdir(mocker, tmpdir, caplog):
 
     mocker.patch("freqtrade.commands.deploy_commands.Path.glob",
                  return_value=[Path('test1'), Path('test2'), Path('.gitkeep')])
-    folder = Path(tmpdir) / "uitests"
+    folder = tmp_path / "uitests"
     clean_ui_subdir(folder)
     assert log_has("Removing UI directory content.", caplog)
     assert rd_mock.call_count == 1
     assert ul_mock.call_count == 1
 
 
-def test_download_and_install_ui(mocker, tmpdir):
+def test_download_and_install_ui(mocker, tmp_path):
     # Create zipfile
     requests_mock = MagicMock()
     file_like_object = BytesIO()
@@ -583,7 +583,7 @@ def test_download_and_install_ui(mocker, tmpdir):
                  side_effect=[True, False])
     wb_mock = mocker.patch("freqtrade.commands.deploy_commands.Path.write_bytes")
 
-    folder = Path(tmpdir) / "uitests_dl"
+    folder = tmp_path / "uitests_dl"
     folder.mkdir(exist_ok=True)
 
     assert read_ui_version(folder) is None
@@ -1010,8 +1010,8 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
         pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
-def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
+def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmp_path):
-    csv_file = Path(tmpdir) / "test.csv"
+    csv_file = tmp_path / "test.csv"
     mocker.patch(
         'freqtrade.optimize.hyperopt_tools.HyperoptTools._test_hyperopt_results_exist',
         return_value=True
@@ -1512,10 +1512,10 @@ def test_backtesting_show(mocker, testdatadir, capsys):
     assert "Pairs for Strategy" in out
 
 
-def test_start_convert_db(mocker, fee, tmpdir, caplog):
+def test_start_convert_db(fee, tmp_path):
-    db_src_file = Path(f"{tmpdir}/db.sqlite")
+    db_src_file = tmp_path / "db.sqlite"
     db_from = f"sqlite:///{db_src_file}"
-    db_target_file = Path(f"{tmpdir}/db_target.sqlite")
+    db_target_file = tmp_path / "db_target.sqlite"
     db_to = f"sqlite:///{db_target_file}"
     args = [
         "convert-db",
@@ -1542,13 +1542,13 @@ def test_start_convert_db(mocker, fee, tmpdir, caplog):
     assert db_target_file.is_file()
 
 
-def test_start_strategy_updater(mocker, tmpdir):
+def test_start_strategy_updater(mocker, tmp_path):
     sc_mock = mocker.patch('freqtrade.commands.strategy_utils_commands.start_conversion')
     teststrats = Path(__file__).parent.parent / 'strategy/strats'
     args = [
         "strategy-updater",
         "--userdir",
-        str(tmpdir),
+        str(tmp_path),
         "--strategy-path",
         str(teststrats),
     ]
@@ -1562,7 +1562,7 @@ def test_start_strategy_updater(mocker, tmpdir):
     args = [
         "strategy-updater",
         "--userdir",
-        str(tmpdir),
+        str(tmp_path),
         "--strategy-path",
         str(teststrats),
         "--strategy-list",

tests/conftest.py

@@ -413,8 +413,8 @@ def patch_gc(mocker) -> None:
 
 
 @pytest.fixture(autouse=True)
-def user_dir(mocker, tmpdir) -> Path:
+def user_dir(mocker, tmp_path) -> Path:
-    user_dir = Path(tmpdir) / "user_data"
+    user_dir = tmp_path / "user_data"
     mocker.patch('freqtrade.configuration.configuration.create_userdata_dir',
                  return_value=user_dir)
     return user_dir

tests/data/test_converter.py

@@ -1,6 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
-from pathlib import Path
 from shutil import copyfile
 
 import numpy as np
@@ -50,8 +49,8 @@ def test_trades_to_ohlcv(trades_history_df, caplog):
     assert 'high' in df.columns
     assert 'low' in df.columns
     assert 'close' in df.columns
-    assert df.loc[:, 'high'][0] == 0.019627
+    assert df.iloc[0, :]['high'] == 0.019627
-    assert df.loc[:, 'low'][0] == 0.019626
+    assert df.iloc[0, :]['low'] == 0.019626
 
 
 def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
@@ -323,18 +322,17 @@ def test_trades_dict_to_list(fetch_trades_result):
         assert t[6] == fetch_trades_result[i]['cost']
 
 
-def test_convert_trades_format(default_conf, testdatadir, tmpdir):
+def test_convert_trades_format(default_conf, testdatadir, tmp_path):
-    tmpdir1 = Path(tmpdir)
+    files = [{'old': tmp_path / "XRP_ETH-trades.json.gz",
-    files = [{'old': tmpdir1 / "XRP_ETH-trades.json.gz",
+              'new': tmp_path / "XRP_ETH-trades.json"},
-              'new': tmpdir1 / "XRP_ETH-trades.json"},
+             {'old': tmp_path / "XRP_OLD-trades.json.gz",
-             {'old': tmpdir1 / "XRP_OLD-trades.json.gz",
+              'new': tmp_path / "XRP_OLD-trades.json"},
-              'new': tmpdir1 / "XRP_OLD-trades.json"},
              ]
     for file in files:
         copyfile(testdatadir / file['old'].name, file['old'])
         assert not file['new'].exists()
 
-    default_conf['datadir'] = tmpdir1
+    default_conf['datadir'] = tmp_path
 
     convert_trades_format(default_conf, convert_from='jsongz',
                           convert_to='json', erase=False)
@@ -362,16 +360,15 @@ def test_convert_trades_format(default_conf, testdatadir, tmpdir):
     (['UNITTEST_USDT_USDT-1h-mark', 'XRP_USDT_USDT-1h-mark'], CandleType.MARK),
     (['XRP_USDT_USDT-1h-futures'], CandleType.FUTURES),
 ])
-def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, candletype):
+def test_convert_ohlcv_format(default_conf, testdatadir, tmp_path, file_base, candletype):
-    tmpdir1 = Path(tmpdir)
     prependix = '' if candletype == CandleType.SPOT else 'futures/'
     files_orig = []
     files_temp = []
     files_new = []
     for file in file_base:
         file_orig = testdatadir / f"{prependix}{file}.feather"
-        file_temp = tmpdir1 / f"{prependix}{file}.feather"
+        file_temp = tmp_path / f"{prependix}{file}.feather"
-        file_new = tmpdir1 / f"{prependix}{file}.json.gz"
+        file_new = tmp_path / f"{prependix}{file}.json.gz"
         IDataHandler.create_dir_if_needed(file_temp)
         copyfile(file_orig, file_temp)
 
@@ -379,7 +376,7 @@ def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir, file_base, cand
         files_temp.append(file_temp)
         files_new.append(file_new)
 
-    default_conf['datadir'] = tmpdir1
+    default_conf['datadir'] = tmp_path
     default_conf['candle_types'] = [candletype]
 
     if candletype == CandleType.SPOT:
@@ -445,30 +442,29 @@ def test_reduce_dataframe_footprint():
     assert df2['close_copy'].dtype == np.float32
 
 
-def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
+def test_convert_trades_to_ohlcv(testdatadir, tmp_path, caplog):
-    tmpdir1 = Path(tmpdir)
     pair = 'XRP/ETH'
-    file1 = tmpdir1 / 'XRP_ETH-1m.feather'
+    file1 = tmp_path / 'XRP_ETH-1m.feather'
-    file5 = tmpdir1 / 'XRP_ETH-5m.feather'
+    file5 = tmp_path / 'XRP_ETH-5m.feather'
-    filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    filetrades = tmp_path / 'XRP_ETH-trades.json.gz'
     copyfile(testdatadir / file1.name, file1)
     copyfile(testdatadir / file5.name, file5)
     copyfile(testdatadir / filetrades.name, filetrades)
 
     # Compare downloaded dataset with converted dataset
-    dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    dfbak_1m = load_pair_history(datadir=tmp_path, timeframe="1m", pair=pair)
-    dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
+    dfbak_5m = load_pair_history(datadir=tmp_path, timeframe="5m", pair=pair)
 
     tr = TimeRange.parse_timerange('20191011-20191012')
 
     convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
                             data_format_trades='jsongz',
-                            datadir=tmpdir1, timerange=tr, erase=True)
+                            datadir=tmp_path, timerange=tr, erase=True)
 
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
-    df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    df_1m = load_pair_history(datadir=tmp_path, timeframe="1m", pair=pair)
-    df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
+    df_5m = load_pair_history(datadir=tmp_path, timeframe="5m", pair=pair)
 
     assert_frame_equal(dfbak_1m, df_1m, check_exact=True)
     assert_frame_equal(dfbak_5m, df_5m, check_exact=True)
@@ -477,5 +473,5 @@ def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
 
     convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
                             data_format_trades='jsongz',
-                            datadir=tmpdir1, timerange=tr, erase=True)
+                            datadir=tmp_path, timerange=tr, erase=True)
     assert log_has(msg, caplog)

tests/data/test_datahandler.py

@@ -328,17 +328,16 @@ def test_hdf5datahandler_trades_load(testdatadir):
 ])
 def test_hdf5datahandler_ohlcv_load_and_resave(
     testdatadir,
-    tmpdir,
+    tmp_path,
     pair,
     timeframe,
     candle_type,
     candle_append,
     startdt, enddt
 ):
-    tmpdir1 = Path(tmpdir)
+    tmpdir2 = tmp_path
-    tmpdir2 = tmpdir1
     if candle_type not in ('', 'spot'):
-        tmpdir2 = tmpdir1 / 'futures'
+        tmpdir2 = tmp_path / 'futures'
         tmpdir2.mkdir()
     dh = get_datahandler(testdatadir, 'hdf5')
     ohlcv = dh._ohlcv_load(pair, timeframe, None, candle_type=candle_type)
@@ -348,7 +347,7 @@ def test_hdf5datahandler_ohlcv_load_and_resave(
     file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.h5"
     assert not file.is_file()
 
-    dh1 = get_datahandler(tmpdir1, 'hdf5')
+    dh1 = get_datahandler(tmp_path, 'hdf5')
     dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type)
     assert file.is_file()
 
@@ -379,17 +378,16 @@ def test_hdf5datahandler_ohlcv_load_and_resave(
 def test_generic_datahandler_ohlcv_load_and_resave(
     datahandler,
     testdatadir,
-    tmpdir,
+    tmp_path,
     pair,
     timeframe,
     candle_type,
     candle_append,
     startdt, enddt
 ):
-    tmpdir1 = Path(tmpdir)
+    tmpdir2 = tmp_path
-    tmpdir2 = tmpdir1
     if candle_type not in ('', 'spot'):
-        tmpdir2 = tmpdir1 / 'futures'
+        tmpdir2 = tmp_path / 'futures'
         tmpdir2.mkdir()
     # Load data from one common file
     dhbase = get_datahandler(testdatadir, 'feather')
@@ -403,7 +401,7 @@ def test_generic_datahandler_ohlcv_load_and_resave(
     file = tmpdir2 / f"UNITTEST_NEW-{timeframe}{candle_append}.{dh._get_file_extension()}"
     assert not file.is_file()
 
-    dh1 = get_datahandler(tmpdir1, datahandler)
+    dh1 = get_datahandler(tmp_path, datahandler)
     dh1.ohlcv_store('UNITTEST/NEW', timeframe, ohlcv, candle_type=candle_type)
     assert file.is_file()
 
@@ -459,15 +457,14 @@ def test_datahandler_trades_load(testdatadir, datahandler):
 
 
 @pytest.mark.parametrize('datahandler', ['jsongz', 'hdf5', 'feather', 'parquet'])
-def test_datahandler_trades_store(testdatadir, tmpdir, datahandler):
+def test_datahandler_trades_store(testdatadir, tmp_path, datahandler):
-    tmpdir1 = Path(tmpdir)
     dh = get_datahandler(testdatadir, datahandler)
     trades = dh.trades_load('XRP/ETH')
 
-    dh1 = get_datahandler(tmpdir1, datahandler)
+    dh1 = get_datahandler(tmp_path, datahandler)
     dh1.trades_store('XRP/NEW', trades)
 
-    file = tmpdir1 / f'XRP_NEW-trades.{dh1._get_file_extension()}'
+    file = tmp_path / f'XRP_NEW-trades.{dh1._get_file_extension()}'
     assert file.is_file()
     # Load trades back
     trades_new = dh1.trades_load('XRP/NEW')

tests/data/test_history.py

@@ -106,17 +106,16 @@ def test_load_data_startup_candles(mocker, testdatadir) -> None:
 
 @pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
-                                      default_conf, tmpdir, candle_type) -> None:
+                                      default_conf, tmp_path, candle_type) -> None:
     """
     Test load_pair_history() with 1 min timeframe
     """
-    tmpdir1 = Path(tmpdir)
     mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    file = tmpdir1 / 'MEME_BTC-1m.feather'
+    file = tmp_path / 'MEME_BTC-1m.feather'
 
     # do not download a new pair if refresh_pairs isn't set
-    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
+    load_pair_history(datadir=tmp_path, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
     assert not file.is_file()
     assert log_has(
         f"No history for MEME/BTC, {candle_type}, 1m found. "
@@ -124,10 +123,10 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
+    refresh_data(datadir=tmp_path, timeframe='1m', pairs=['MEME/BTC'],
                  exchange=exchange, candle_type=CandleType.SPOT
                  )
-    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
+    load_pair_history(datadir=tmp_path, timeframe='1m', pair='MEME/BTC', candle_type=candle_type)
     assert file.is_file()
     assert log_has_re(
         r'\(0/1\) - Download history data for "MEME/BTC", 1m, '
@@ -273,27 +272,26 @@ def test_download_pair_history(
     ohlcv_history_list,
     mocker,
     default_conf,
-    tmpdir,
+    tmp_path,
     candle_type,
     subdir,
     file_tail
 ) -> None:
     mocker.patch(f'{EXMS}.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    tmpdir1 = Path(tmpdir)
+    file1_1 = tmp_path / f'{subdir}MEME_BTC-1m{file_tail}.feather'
-    file1_1 = tmpdir1 / f'{subdir}MEME_BTC-1m{file_tail}.feather'
+    file1_5 = tmp_path / f'{subdir}MEME_BTC-5m{file_tail}.feather'
-    file1_5 = tmpdir1 / f'{subdir}MEME_BTC-5m{file_tail}.feather'
+    file2_1 = tmp_path / f'{subdir}CFI_BTC-1m{file_tail}.feather'
-    file2_1 = tmpdir1 / f'{subdir}CFI_BTC-1m{file_tail}.feather'
+    file2_5 = tmp_path / f'{subdir}CFI_BTC-5m{file_tail}.feather'
-    file2_5 = tmpdir1 / f'{subdir}CFI_BTC-5m{file_tail}.feather'
 
     assert not file1_1.is_file()
     assert not file2_1.is_file()
 
-    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
+    assert _download_pair_history(datadir=tmp_path, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='1m',
                                   candle_type=candle_type)
-    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
+    assert _download_pair_history(datadir=tmp_path, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='1m',
                                   candle_type=candle_type)
@@ -308,11 +306,11 @@ def test_download_pair_history(
     assert not file1_5.is_file()
     assert not file2_5.is_file()
 
-    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
+    assert _download_pair_history(datadir=tmp_path, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='5m',
                                   candle_type=candle_type)
-    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
+    assert _download_pair_history(datadir=tmp_path, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='5m',
                                   candle_type=candle_type)
@@ -340,13 +338,12 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     assert json_dump_mock.call_count == 3
 
 
-def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
+def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmp_path) -> None:
     mocker.patch(f'{EXMS}.get_historic_ohlcv',
                  side_effect=Exception('File Error'))
-    tmpdir1 = Path(tmpdir)
     exchange = get_patched_exchange(mocker, default_conf)
 
-    assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
+    assert not _download_pair_history(datadir=tmp_path, exchange=exchange,
                                       pair='MEME/BTC',
                                       timeframe='1m', candle_type='spot')
     assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
@@ -570,16 +567,15 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes
 
 
 def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog,
-                                 tmpdir, time_machine) -> None:
+                                 tmp_path, time_machine) -> None:
     start_dt = dt_utc(2023, 1, 1)
     time_machine.move_to(start_dt, tick=False)
 
-    tmpdir1 = Path(tmpdir)
     ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
     mocker.patch(f'{EXMS}.get_historic_trades', ght_mock)
     exchange = get_patched_exchange(mocker, default_conf)
-    file1 = tmpdir1 / 'ETH_BTC-trades.json.gz'
+    file1 = tmp_path / 'ETH_BTC-trades.json.gz'
-    data_handler = get_datahandler(tmpdir1, data_format='jsongz')
+    data_handler = get_datahandler(tmp_path, data_format='jsongz')
 
     assert not file1.is_file()
 
@@ -614,7 +610,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
-    file2 = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    file2 = tmp_path / 'XRP_ETH-trades.json.gz'
     copyfile(testdatadir / file2.name, file2)
 
     ght_mock.reset_mock()

tests/data/test_trade_converter_kraken.py

@@ -1,5 +1,4 @@
 from datetime import datetime, timezone
-from pathlib import Path
 from shutil import copytree
 from unittest.mock import PropertyMock
 
@@ -11,7 +10,7 @@ from freqtrade.exceptions import OperationalException
 from tests.conftest import EXMS, log_has, log_has_re, patch_exchange
 
 
-def test_import_kraken_trades_from_csv(testdatadir, tmpdir, caplog, default_conf_usdt, mocker):
+def test_import_kraken_trades_from_csv(testdatadir, tmp_path, caplog, default_conf_usdt, mocker):
     with pytest.raises(OperationalException, match="This function is only for the kraken exchange"):
         import_kraken_trades_from_csv(default_conf_usdt, 'feather')
 
@@ -21,10 +20,9 @@ def test_import_kraken_trades_from_csv(testdatadir, tmpdir, caplog, default_conf
     mocker.patch(f'{EXMS}.markets', PropertyMock(return_value={
         'BCH/EUR': {'symbol': 'BCH/EUR', 'id': 'BCHEUR', 'altname': 'BCHEUR'},
     }))
-    tmpdir1 = Path(tmpdir)
+    dstfile = tmp_path / 'BCH_EUR-trades.feather'
-    dstfile = tmpdir1 / 'BCH_EUR-trades.feather'
     assert not dstfile.is_file()
-    default_conf_usdt['datadir'] = tmpdir1
+    default_conf_usdt['datadir'] = tmp_path
     # There's 2 files in this tree, containing a total of 2 days.
     # tests/testdata/kraken/
     # └── trades_csv
@@ -32,7 +30,7 @@ def test_import_kraken_trades_from_csv(testdatadir, tmpdir, caplog, default_conf
     # └── incremental_q2
     #     └── BCHEUR.csv   <-- 2023-01-02
 
-    copytree(testdatadir / 'kraken/trades_csv', tmpdir1 / 'trades_csv')
+    copytree(testdatadir / 'kraken/trades_csv', tmp_path / 'trades_csv')
 
     import_kraken_trades_from_csv(default_conf_usdt, 'feather')
     assert log_has("Found csv files for BCHEUR.", caplog)
@@ -40,7 +38,7 @@ def test_import_kraken_trades_from_csv(testdatadir, tmpdir, caplog, default_conf
 
     assert dstfile.is_file()
 
-    dh = get_datahandler(tmpdir1, 'feather')
+    dh = get_datahandler(tmp_path, 'feather')
     trades = dh.trades_load('BCH_EUR')
     assert len(trades) == 340
 

tests/exchange/test_exchange.py

@@ -1851,7 +1851,7 @@ def test_fetch_bids_asks(default_conf, mocker):
 
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_get_tickers(default_conf, mocker, exchange_name):
+def test_get_tickers(default_conf, mocker, exchange_name, caplog):
     api_mock = MagicMock()
     tick = {'ETH/BTC': {
         'symbol': 'ETH/BTC',
@@ -1900,6 +1900,14 @@ def test_get_tickers(default_conf, mocker, exchange_name):
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
         exchange.get_tickers()
 
+    caplog.clear()
+    api_mock.fetch_tickers = MagicMock(side_effect=[ccxt.BadSymbol("SomeSymbol"), []])
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    x = exchange.get_tickers()
+    assert x == []
+    assert log_has_re(r'Could not load tickers due to BadSymbol\..*SomeSymbol', caplog)
+    caplog.clear()
+
     api_mock.fetch_tickers = MagicMock(return_value={})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
     exchange.get_tickers()

tests/exchange/test_exchange_utils.py

@@ -18,7 +18,7 @@ from tests.conftest import log_has_re
 def test_check_exchange(default_conf, caplog) -> None:
     # Test an officially supported by Freqtrade team exchange
     default_conf['runmode'] = RunMode.DRY_RUN
-    default_conf.get('exchange').update({'name': 'BITTREX'})
+    default_conf.get('exchange').update({'name': 'BINANCE'})
     assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
                       caplog)
@@ -41,14 +41,14 @@ def test_check_exchange(default_conf, caplog) -> None:
     caplog.clear()
 
     # Test an officially supported by Freqtrade team exchange - with remapping
-    default_conf.get('exchange').update({'name': 'okex'})
+    default_conf.get('exchange').update({'name': 'okx'})
     assert check_exchange(default_conf)
     assert log_has_re(
-        r"Exchange \"okex\" is officially supported by the Freqtrade development team\.",
+        r"Exchange \"okx\" is officially supported by the Freqtrade development team\.",
         caplog)
     caplog.clear()
     # Test an available exchange, supported by ccxt
-    default_conf.get('exchange').update({'name': 'huobipro'})
+    default_conf.get('exchange').update({'name': 'huobijp'})
     assert check_exchange(default_conf)
     assert log_has_re(r"Exchange .* is known to the the ccxt library, available for the bot, "
                       r"but not officially supported "

tests/exchange/test_okx.py

@@ -1,5 +1,4 @@
 from datetime import datetime, timedelta, timezone
-from pathlib import Path
 from unittest.mock import AsyncMock, MagicMock, PropertyMock
 
 import ccxt
@@ -269,9 +268,9 @@ def test_additional_exchange_init_okx(default_conf, mocker):
                            "additional_exchange_init", "fetch_accounts")
 
 
-def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmpdir, caplog, time_machine):
+def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmp_path, caplog, time_machine):
 
-    default_conf['datadir'] = Path(tmpdir)
+    default_conf['datadir'] = tmp_path
     # fd_mock = mocker.patch('freqtrade.exchange.exchange.file_dump_json')
     api_mock = MagicMock()
     type(api_mock).has = PropertyMock(return_value={

tests/exchange_online/conftest.py

@@ -227,6 +227,7 @@ EXCHANGES = {
         'timeframe': '1h',
         'futures_pair': 'BTC/USDT:USDT',
         'futures': True,
+        'orderbook_max_entries': 50,
         'leverage_tiers_public': True,
         'leverage_in_spot_market': True,
         'sample_order': [
@@ -247,6 +248,13 @@ EXCHANGES = {
             }
         ]
     },
+    'bitmart': {
+        'pair': 'BTC/USDT',
+        'stake_currency': 'USDT',
+        'hasQuoteVolume': True,
+        'timeframe': '1h',
+        'orderbook_max_entries': 50,
+    },
     'huobi': {
         'pair': 'ETH/BTC',
         'stake_currency': 'BTC',

tests/exchange_online/test_ccxt_compat.py

@@ -133,6 +133,7 @@ class TestCCXTExchange:
         exch, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
         l2 = exch.fetch_l2_order_book(pair)
+        orderbook_max_entries = EXCHANGES[exchangename].get('orderbook_max_entries')
         assert 'asks' in l2
         assert 'bids' in l2
         assert len(l2['asks']) >= 1
@@ -143,7 +144,7 @@ class TestCCXTExchange:
             # TODO: Gate is unstable here at the moment, ignoring the limit partially.
             return
         for val in [1, 2, 5, 25, 50, 100]:
-            if val > 50 and exchangename == 'bybit':
+            if orderbook_max_entries and val > orderbook_max_entries:
                 continue
             l2 = exch.fetch_l2_order_book(pair, val)
             if not l2_limit_range or val in l2_limit_range:

tests/freqai/conftest.py

@@ -21,13 +21,13 @@ def is_mac() -> bool:
 
 
 @pytest.fixture(scope="function")
-def freqai_conf(default_conf, tmpdir):
+def freqai_conf(default_conf, tmp_path):
     freqaiconf = deepcopy(default_conf)
     freqaiconf.update(
         {
             "datadir": Path(default_conf["datadir"]),
             "strategy": "freqai_test_strat",
-            "user_data_dir": Path(tmpdir),
+            "user_data_dir": tmp_path,
             "strategy-path": "freqtrade/tests/strategy/strats",
             "freqaimodel": "LightGBMRegressor",
             "freqaimodel_path": "freqai/prediction_models",

tests/freqai/test_freqai_interface.py

@@ -500,14 +500,14 @@ def test_get_required_data_timerange(mocker, freqai_conf):
     assert (time_range.stopts - time_range.startts) == 177300
 
 
-def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmpdir):
+def test_download_all_data_for_training(mocker, freqai_conf, caplog, tmp_path):
     caplog.set_level(logging.DEBUG)
     strategy = get_patched_freqai_strategy(mocker, freqai_conf)
     exchange = get_patched_exchange(mocker, freqai_conf)
     pairlist = PairListManager(exchange, freqai_conf)
     strategy.dp = DataProvider(freqai_conf, exchange, pairlist)
     freqai_conf['pairs'] = freqai_conf['exchange']['pair_whitelist']
-    freqai_conf['datadir'] = Path(tmpdir)
+    freqai_conf['datadir'] = tmp_path
     download_all_data_for_training(strategy.dp, freqai_conf)
 
     assert log_has_re(

tests/optimize/test_hyperopt.py

@@ -193,8 +193,8 @@ def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
         start_hyperopt(pargs)
 
 
-def test_start_no_data(mocker, hyperopt_conf, tmpdir) -> None:
+def test_start_no_data(mocker, hyperopt_conf, tmp_path) -> None:
-    hyperopt_conf['user_data_dir'] = Path(tmpdir)
+    hyperopt_conf['user_data_dir'] = tmp_path
     patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
@@ -310,6 +310,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
         'freqtrade.optimize.hyperopt.get_timerange',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
 
     parallel = mocker.patch(
         'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
@@ -857,14 +859,16 @@ def test_simplified_interface_failed(mocker, hyperopt_conf, space) -> None:
         hyperopt.start()
 
 
-def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
+def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmp_path, fee) -> None:
     patch_exchange(mocker)
     mocker.patch(f'{EXMS}.get_fee', fee)
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
     # No hyperopt needed
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['all'],
     })
@@ -897,17 +901,19 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         hyperopt.get_optimizer([], 2)
 
 
-def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
+def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmp_path, fee) -> None:
     mocker.patch(f'{EXMS}.validate_config', MagicMock())
     mocker.patch(f'{EXMS}.get_fee', fee)
     mocker.patch(f'{EXMS}._load_markets')
     mocker.patch(f'{EXMS}.markets',
                  PropertyMock(return_value=get_markets()))
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
+    # Dummy-reduce points to ensure scikit-learn is forced to generate new values
+    mocker.patch('freqtrade.optimize.hyperopt.INITIAL_POINTS', 2)
     # No hyperopt needed
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['all'],
         # Enforce parallelity
@@ -938,14 +944,14 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
     hyperopt.start()
 
 
-def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee) -> None:
+def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmp_path, fee) -> None:
     patch_exchange(mocker)
     mocker.patch(f'{EXMS}.get_fee', fee)
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
 
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['all'],
         'epochs': 3,
@@ -995,15 +1001,15 @@ def test_SKDecimal():
     assert space.transform([1.5, 1.6]) == [150, 160]
 
 
-def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, fee) -> None:
+def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmp_path, fee) -> None:
     # This test is to ensure that unlimited max_open_trades are ignored for the backtesting
     # if we have an unlimited stake amount
     patch_exchange(mocker)
     mocker.patch(f'{EXMS}.get_fee', fee)
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['trades'],
         'stake_amount': 'unlimited'
@@ -1023,15 +1029,15 @@ def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, f
     assert hyperopt.backtesting.strategy.max_open_trades == 1
 
 
-def test_max_open_trades_dump(mocker, hyperopt_conf, tmpdir, fee, capsys) -> None:
+def test_max_open_trades_dump(mocker, hyperopt_conf, tmp_path, fee, capsys) -> None:
     # This test is to ensure that after hyperopting, max_open_trades is never
     # saved as inf in the output json params
     patch_exchange(mocker)
     mocker.patch(f'{EXMS}.get_fee', fee)
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['trades'],
     })
@@ -1069,16 +1075,16 @@ def test_max_open_trades_dump(mocker, hyperopt_conf, tmpdir, fee, capsys) -> Non
     assert '"max_open_trades":-1' in out
 
 
-def test_max_open_trades_consistency(mocker, hyperopt_conf, tmpdir, fee) -> None:
+def test_max_open_trades_consistency(mocker, hyperopt_conf, tmp_path, fee) -> None:
     # This test is to ensure that max_open_trades is the same across all functions needing it
     # after it has been changed from the hyperopt
     patch_exchange(mocker)
     mocker.patch(f'{EXMS}.get_fee', return_value=0)
 
-    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    (tmp_path / 'hyperopt_results').mkdir(parents=True)
     hyperopt_conf.update({
         'strategy': 'HyperoptableStrategy',
-        'user_data_dir': Path(tmpdir),
+        'user_data_dir': tmp_path,
         'hyperopt_random_state': 42,
         'spaces': ['trades'],
         'stake_amount': 'unlimited',

tests/optimize/test_hyperopt_tools.py

@@ -19,9 +19,9 @@ def create_results() -> List[Dict]:
     return [{'loss': 1, 'result': 'foo', 'params': {}, 'is_best': True}]
 
 
-def test_save_results_saves_epochs(hyperopt, tmpdir, caplog) -> None:
+def test_save_results_saves_epochs(hyperopt, tmp_path, caplog) -> None:
 
-    hyperopt.results_file = Path(tmpdir / 'ut_results.fthypt')
+    hyperopt.results_file = tmp_path / 'ut_results.fthypt'
 
     hyperopt_epochs = HyperoptTools.load_filtered_results(hyperopt.results_file, {})
     assert log_has_re("Hyperopt file .* not found.", caplog)
@@ -182,9 +182,9 @@ def test_get_strategy_filename(default_conf):
     assert x is None
 
 
-def test_export_params(tmpdir):
+def test_export_params(tmp_path):
 
-    filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
+    filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json"
     assert not filename.is_file()
     params = {
         "params_details": {
@@ -231,11 +231,11 @@ def test_export_params(tmpdir):
     assert "max_open_trades" in content["params"]
 
 
-def test_try_export_params(default_conf, tmpdir, caplog, mocker):
+def test_try_export_params(default_conf, tmp_path, caplog, mocker):
     default_conf['disableparamexport'] = False
     export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
 
-    filename = Path(tmpdir) / f"{CURRENT_TEST_STRATEGY}.json"
+    filename = tmp_path / f"{CURRENT_TEST_STRATEGY}.json"
     assert not filename.is_file()
     params = {
         "params_details": {

tests/optimize/test_optimize_reports.py

@@ -74,7 +74,7 @@ def test_text_table_bt_results():
     assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
 
 
-def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
+def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
     default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
     StrategyResolver.load_strategy(default_conf)
 
@@ -185,8 +185,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     assert strat_stats['pairlist'] == ['UNITTEST/BTC']
 
     # Test storing stats
-    filename = Path(tmpdir / 'btresult.json')
+    filename = tmp_path / 'btresult.json'
-    filename_last = Path(tmpdir / LAST_BT_RESULT_FN)
+    filename_last = tmp_path / LAST_BT_RESULT_FN
     _backup_file(filename_last, copy_file=True)
     assert not filename.is_file()
 
@@ -196,7 +196,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     last_fn = get_latest_backtest_filename(filename_last.parent)
     assert re.match(r"btresult-.*\.json", last_fn)
 
-    filename1 = Path(tmpdir / last_fn)
+    filename1 = tmp_path / last_fn
     assert filename1.is_file()
     content = filename1.read_text()
     assert 'max_drawdown_account' in content
@@ -254,14 +254,14 @@ def test_store_backtest_candles(testdatadir, mocker):
     dump_mock.reset_mock()
 
 
-def test_write_read_backtest_candles(tmpdir):
+def test_write_read_backtest_candles(tmp_path):
 
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # test directory exporting
     sample_date = '2022_01_01_15_05_13'
-    store_backtest_analysis_results(Path(tmpdir), candle_dict, {}, sample_date)
+    store_backtest_analysis_results(tmp_path, candle_dict, {}, sample_date)
-    stored_file = Path(tmpdir / f'backtest-result-{sample_date}_signals.pkl')
+    stored_file = tmp_path / f'backtest-result-{sample_date}_signals.pkl'
     with stored_file.open("rb") as scp:
         pickled_signal_candles = joblib.load(scp)
 
@@ -273,9 +273,9 @@ def test_write_read_backtest_candles(tmpdir):
     _clean_test_file(stored_file)
 
     # test file exporting
-    filename = Path(tmpdir / 'testresult')
+    filename = tmp_path / 'testresult'
     store_backtest_analysis_results(filename, candle_dict, {}, sample_date)
-    stored_file = Path(tmpdir / f'testresult-{sample_date}_signals.pkl')
+    stored_file = tmp_path / f'testresult-{sample_date}_signals.pkl'
     with stored_file.open("rb") as scp:
         pickled_signal_candles = joblib.load(scp)
 

tests/persistence/test_migrations.py

@@ -29,15 +29,15 @@ def test_init_create_session(default_conf):
     assert 'scoped_session' in type(Trade.session).__name__
 
 
-def test_init_custom_db_url(default_conf, tmpdir):
+def test_init_custom_db_url(default_conf, tmp_path):
     # Update path to a value other than default, but still in-memory
-    filename = f"{tmpdir}/freqtrade2_test.sqlite"
+    filename = tmp_path / "freqtrade2_test.sqlite"
-    assert not Path(filename).is_file()
+    assert not filename.is_file()
 
     default_conf.update({'db_url': f'sqlite:///{filename}'})
 
     init_db(default_conf['db_url'])
-    assert Path(filename).is_file()
+    assert filename.is_file()
     r = Trade.session.execute(text("PRAGMA journal_mode"))
     assert r.first() == ('wal',)
 

tests/persistence/test_persistence.py

@@ -2302,6 +2302,101 @@ def test_recalc_trade_from_orders(fee):
     assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_recalc_trade_from_orders_kucoin():
+    # Taken from https://github.com/freqtrade/freqtrade/issues/9346
+    o1_amount = 11511963.8634448908
+    o2_amount = 11750101.7743937783
+    o3_amount = 23262065.6378386617  # Exit amount - barely doesn't even out
+
+    res = o1_amount + o2_amount - o3_amount
+    assert res > 0.0
+    assert res < 0.1
+    o1_rate = 0.000029901
+    o2_rate = 0.000029295
+    o3_rate = 0.000029822
+
+    o1_cost = o1_amount * o1_rate
+
+    trade = Trade(
+        pair='FLOKI/USDT',
+        stake_amount=o1_cost,
+        open_date=dt_now() - timedelta(hours=2),
+        amount=o1_amount,
+        fee_open=0.001,
+        fee_close=0.001,
+        exchange='binance',
+        open_rate=o1_rate,
+        max_rate=o1_rate,
+        leverage=1,
+    )
+    # Check with 1 order
+    order1 = Order(
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=o1_rate,
+        average=o1_rate,
+        filled=o1_amount,
+        remaining=0,
+        cost=o1_cost,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    trade.orders.append(order1)
+    order2 = Order(
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=o2_rate,
+        average=o2_rate,
+        filled=o2_amount,
+        remaining=0,
+        cost=o2_amount * o2_rate,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    trade.orders.append(order2)
+    trade.recalc_trade_from_orders()
+    assert trade.amount == o1_amount + o2_amount
+    profit = trade.calculate_profit(o3_rate)
+    assert profit.profit_abs == pytest.approx(3.90069871)
+    assert profit.profit_ratio == pytest.approx(0.00566035)
+
+    order3 = Order(
+        ft_order_side='sell',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="sell",
+        price=o3_rate,
+        average=o3_rate,
+        filled=o3_amount,
+        remaining=0,
+        cost=o2_amount * o2_rate,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+
+    trade.orders.append(order3)
+    trade.update_trade(order3)
+    assert trade.is_open is False
+    # Trade closed correctly - but left a minimal amount.
+    assert trade.amount == 8e-09
+    assert pytest.approx(trade.close_profit_abs) == 3.90069871
+    assert pytest.approx(trade.close_profit) == 0.00566035
+
+
 @pytest.mark.parametrize('is_short', [True, False])
 def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
 
@@ -2581,9 +2676,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
         'orders': [
             (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
             (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.01)),
-            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.29)),
-            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, 0.14)),
         ],
         'end_profit': 350.0,
         'end_profit_ratio': 0.14,
@@ -2593,9 +2688,9 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
         'orders': [
             (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
             (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
-            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
-            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
+            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, 0.1343142)),
         ],
         'end_profit': 336.625,
         'end_profit_ratio': 0.1343142,
@@ -2605,10 +2700,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
         'orders': [
             (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
             (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
-            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
-            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
-            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 0.9747170)),
         ],
         'end_profit': 3175.75,
         'end_profit_ratio': 0.9747170,
@@ -2619,10 +2714,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
         'orders': [
             (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
             (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
+            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 0.6)),
-            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
+            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 0.6)),
-            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
+            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.43076923)),
-            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
+            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 0.98461538)),
         ],
         'end_profit': 3200.0,
         'end_profit_ratio': 0.98461538,
@@ -2632,10 +2727,10 @@ def test_order_to_ccxt(limit_buy_order_open, limit_sell_order_usdt_open):
         'orders': [
             (('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
             (('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
-            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
+            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.08823529)),
-            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
+            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.08823529)),
-            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.2)),
+            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.1044776)),
-            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.40)),
+            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.283582)),
         ],
         'end_profit': 950.0,
         'end_profit_ratio': 0.283582,

tests/plugins/test_protections.py

@@ -242,7 +242,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
     # 2nd Trade that counts with correct pair
     generate_mock_trade(
         pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
-        min_ago_open=180, min_ago_close=30, profit_rate=0.9, is_short=is_short
+        min_ago_open=180, min_ago_close=31, profit_rate=0.9, is_short=is_short
     )
 
     freqtrade.protections.stop_per_pair(pair)

tests/rpc/test_rpc_apiserver.py

@@ -1063,6 +1063,63 @@ def test_api_performance(botclient, fee):
                           'profit_ratio': -0.05570419, 'profit_abs': -0.1150375}]
 
 
+def test_api_entries(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/entries")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/entries")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['enter_tag'] == 'TEST1'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
+def test_api_exits(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/exits")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/exits")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['exit_reason'] == 'sell_signal'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
+def test_api_mix_tag(botclient, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot)
+    # Empty
+    rc = client_get(client, f"{BASE_URI}/mix_tags")
+    assert_response(rc)
+    assert len(rc.json()) == 0
+
+    create_mock_trades(fee)
+    rc = client_get(client, f"{BASE_URI}/mix_tags")
+    assert_response(rc)
+    response = rc.json()
+    assert len(response) == 2
+    resp = response[0]
+    assert resp['mix_tag'] == 'TEST1 sell_signal'
+    assert resp['count'] == 1
+    assert resp['profit_pct'] == 0.5
+
+
 @pytest.mark.parametrize(
     'is_short,current_rate,open_trade_value',
     [(True, 1.098e-05, 15.0911775),
@@ -1616,9 +1673,9 @@ def test_api_plot_config(botclient, mocker):
     assert_response(rc)
 
 
-def test_api_strategies(botclient, tmpdir):
+def test_api_strategies(botclient, tmp_path):
     ftbot, client = botclient
-    ftbot.config['user_data_dir'] = Path(tmpdir)
+    ftbot.config['user_data_dir'] = tmp_path
 
     rc = client_get(client, f"{BASE_URI}/strategies")
 
@@ -1701,9 +1758,9 @@ def test_api_exchanges(botclient):
     }
 
 
-def test_api_freqaimodels(botclient, tmpdir, mocker):
+def test_api_freqaimodels(botclient, tmp_path, mocker):
     ftbot, client = botclient
-    ftbot.config['user_data_dir'] = Path(tmpdir)
+    ftbot.config['user_data_dir'] = tmp_path
     mocker.patch(
         "freqtrade.resolvers.freqaimodel_resolver.FreqaiModelResolver.search_all_objects",
         return_value=[
@@ -1739,9 +1796,9 @@ def test_api_freqaimodels(botclient, tmpdir, mocker):
     ]}
 
 
-def test_api_pairlists_available(botclient, tmpdir):
+def test_api_pairlists_available(botclient, tmp_path):
     ftbot, client = botclient
-    ftbot.config['user_data_dir'] = Path(tmpdir)
+    ftbot.config['user_data_dir'] = tmp_path
 
     rc = client_get(client, f"{BASE_URI}/pairlists/available")
 
@@ -1768,9 +1825,9 @@ def test_api_pairlists_available(botclient, tmpdir):
     assert len(volumepl['params']) > 2
 
 
-def test_api_pairlists_evaluate(botclient, tmpdir, mocker):
+def test_api_pairlists_evaluate(botclient, tmp_path, mocker):
     ftbot, client = botclient
-    ftbot.config['user_data_dir'] = Path(tmpdir)
+    ftbot.config['user_data_dir'] = tmp_path
 
     rc = client_get(client, f"{BASE_URI}/pairlists/evaluate/randomJob")
 
@@ -1905,7 +1962,7 @@ def test_sysinfo(botclient):
     assert 'ram_pct' in result
 
 
-def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
+def test_api_backtesting(botclient, mocker, fee, caplog, tmp_path):
     try:
         ftbot, client = botclient
         mocker.patch(f'{EXMS}.get_fee', fee)
@@ -1935,8 +1992,8 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
         assert result['status_msg'] == 'Backtest reset'
         ftbot.config['export'] = 'trades'
         ftbot.config['backtest_cache'] = 'day'
-        ftbot.config['user_data_dir'] = Path(tmpdir)
+        ftbot.config['user_data_dir'] = tmp_path
-        ftbot.config['exportfilename'] = Path(tmpdir) / "backtest_results"
+        ftbot.config['exportfilename'] = tmp_path / "backtest_results"
         ftbot.config['exportfilename'].mkdir()
 
         # start backtesting
@@ -2194,14 +2251,14 @@ def test_api_ws_subscribe(botclient, mocker):
 
     with client.websocket_connect(ws_url) as ws:
         ws.send_json({'type': 'subscribe', 'data': ['whitelist']})
-        time.sleep(1)
+        time.sleep(0.2)
 
     # Check call count is now 1 as we sent a valid subscribe request
     assert sub_mock.call_count == 1
 
     with client.websocket_connect(ws_url) as ws:
         ws.send_json({'type': 'subscribe', 'data': 'whitelist'})
-        time.sleep(1)
+        time.sleep(0.2)
 
     # Call count hasn't changed as the subscribe request was invalid
     assert sub_mock.call_count == 1

tests/rpc/test_rpc_telegram.py

@@ -150,8 +150,8 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
                    "['reload_conf', 'reload_config'], ['show_conf', 'show_config'], "
                    "['stopbuy', 'stopentry'], ['whitelist'], ['blacklist'], "
                    "['bl_delete', 'blacklist_delete'], "
-                   "['logs'], ['edge'], ['health'], ['help'], ['version'], ['marketdir']"
+                   "['logs'], ['edge'], ['health'], ['help'], ['version'], ['marketdir'], "
-                   "]")
+                   "['order']]")
 
     assert log_has(message_str, caplog)
 
@@ -347,8 +347,6 @@ async def test_telegram_status_multi_entry(default_conf, update, mocker, fee) ->
     msg = msg_mock.call_args_list[3][0][0]
     assert re.search(r'Number of Entries.*2', msg)
     assert re.search(r'Number of Exits.*1', msg)
-    assert re.search(r'from 1st entry rate', msg)
-    assert re.search(r'Order Filled', msg)
     assert re.search(r'Close Date:', msg) is None
     assert re.search(r'Close Profit:', msg) is None
 
@@ -375,6 +373,105 @@ async def test_telegram_status_closed_trade(default_conf, update, mocker, fee) -
     assert re.search(r'Close Profit:', msg)
 
 
+async def test_order_handle(default_conf, update, ticker, fee, mocker) -> None:
+    default_conf['max_open_trades'] = 3
+    mocker.patch.multiple(
+        EXMS,
+        fetch_ticker=ticker,
+        get_fee=fee,
+        _dry_is_price_crossed=MagicMock(return_value=True),
+    )
+    status_table = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.rpc.telegram.Telegram',
+        _status_table=status_table,
+    )
+
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+
+    patch_get_signal(freqtradebot)
+
+    freqtradebot.state = State.RUNNING
+    msg_mock.reset_mock()
+
+    # Create some test data
+    freqtradebot.enter_positions()
+
+    mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 500)
+
+    msg_mock.reset_mock()
+    context = MagicMock()
+    context.args = ["2"]
+    await telegram._order(update=update, context=context)
+
+    assert msg_mock.call_count == 1
+
+    msg1 = msg_mock.call_args_list[0][0][0]
+
+    assert 'Order List for Trade #*`2`' in msg1
+
+    msg_mock.reset_mock()
+    mocker.patch('freqtrade.rpc.telegram.MAX_MESSAGE_LENGTH', 50)
+    context = MagicMock()
+    context.args = ["2"]
+    await telegram._order(update=update, context=context)
+
+    assert msg_mock.call_count == 2
+
+    msg1 = msg_mock.call_args_list[0][0][0]
+    msg2 = msg_mock.call_args_list[1][0][0]
+
+    assert 'Order List for Trade #*`2`' in msg1
+    assert '*Order List for Trade #*`2` - continued' in msg2
+
+
+@pytest.mark.usefixtures("init_persistence")
+async def test_telegram_order_multi_entry(default_conf, update, mocker, fee) -> None:
+    default_conf['telegram']['enabled'] = False
+    default_conf['position_adjustment_enable'] = True
+    mocker.patch.multiple(
+        EXMS,
+        fetch_order=MagicMock(return_value=None),
+        get_rate=MagicMock(return_value=0.22),
+    )
+
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+
+    create_mock_trades(fee)
+    trades = Trade.get_open_trades()
+    trade = trades[3]
+    # Average may be empty on some exchanges
+    trade.orders[0].average = 0
+    trade.orders.append(Order(
+        order_id='5412vbb',
+        ft_order_side='buy',
+        ft_pair=trade.pair,
+        ft_is_open=False,
+        ft_amount=trade.amount,
+        ft_price=trade.open_rate,
+        status="closed",
+        symbol=trade.pair,
+        order_type="market",
+        side="buy",
+        price=trade.open_rate * 0.95,
+        average=0,
+        filled=trade.amount,
+        remaining=0,
+        cost=trade.amount,
+        order_date=trade.open_date,
+        order_filled_date=trade.open_date,
+    )
+    )
+    trade.recalc_trade_from_orders()
+    Trade.commit()
+
+    await telegram._order(update=update, context=MagicMock())
+    assert msg_mock.call_count == 4
+    msg = msg_mock.call_args_list[3][0][0]
+    assert re.search(r'from 1st entry rate', msg)
+    assert re.search(r'Order Filled', msg)
+
+
 async def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     default_conf['max_open_trades'] = 3
     mocker.patch.multiple(
@@ -443,14 +540,12 @@ async def test_status_handle(default_conf, update, ticker, fee, mocker) -> None:
     context.args = ["2"]
     await telegram._status(update=update, context=context)
 
-    assert msg_mock.call_count == 2
+    assert msg_mock.call_count == 1
 
     msg1 = msg_mock.call_args_list[0][0][0]
-    msg2 = msg_mock.call_args_list[1][0][0]
 
     assert 'Close Rate' not in msg1
     assert 'Trade ID:* `2`' in msg1
-    assert 'Trade ID:* `2` - continued' in msg2
 
 
 async def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
@@ -1359,10 +1454,19 @@ async def test_force_enter_no_pair(default_conf, update, mocker) -> None:
     assert reduce(lambda acc, x: acc + len(x), keyboard, 0) == 5
     update = MagicMock()
     update.callback_query = AsyncMock()
-    update.callback_query.data = 'XRP/USDT_||_long'
+    update.callback_query.data = 'force_enter__XRP/USDT_||_long'
     await telegram._force_enter_inline(update, None)
     assert fbuy_mock.call_count == 1
 
+    fbuy_mock.reset_mock()
+    update.callback_query = AsyncMock()
+    update.callback_query.data = 'force_enter__cancel'
+    await telegram._force_enter_inline(update, None)
+    assert fbuy_mock.call_count == 0
+    query = update.callback_query
+    assert query.edit_message_text.call_count == 1
+    assert query.edit_message_text.call_args_list[-1][1]['text'] == "Force enter canceled."
+
 
 async def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
 

tests/strategy/strats/informative_decorator_strategy.py

@@ -47,6 +47,11 @@ class InformativeDecoratorTest(IStrategy):
         dataframe['rsi'] = 14
         return dataframe
 
+    @informative('1h', '{base}/BTC')
+    def populate_indicators_base_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe['rsi'] = 14
+        return dataframe
+
     # Quote currency different from stake currency test.
     @informative('1h', 'ETH/BTC', candle_type='spot')
     def populate_indicators_eth_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

tests/strategy/test_strategy_helpers.py

@@ -277,9 +277,11 @@ def test_informative_decorator(mocker, default_conf_usdt, trading_mode):
         ('XRP/USDT', '5m', candle_def): test_data_5m,
         ('XRP/USDT', '30m', candle_def): test_data_30m,
         ('XRP/USDT', '1h', candle_def): test_data_1h,
+        ('XRP/BTC', '1h', candle_def): test_data_1h,  # from {base}/BTC
         ('LTC/USDT', '5m', candle_def): test_data_5m,
         ('LTC/USDT', '30m', candle_def): test_data_30m,
         ('LTC/USDT', '1h', candle_def): test_data_1h,
+        ('LTC/BTC', '1h', candle_def): test_data_1h,  # from {base}/BTC
         ('NEO/USDT', '30m', candle_def): test_data_30m,
         ('NEO/USDT', '5m', CandleType.SPOT): test_data_5m,  # Explicit request with '' as candletype
         ('NEO/USDT', '15m', candle_def): test_data_5m,  # Explicit request with '' as candletype
@@ -296,10 +298,12 @@ def test_informative_decorator(mocker, default_conf_usdt, trading_mode):
         'XRP/USDT', 'LTC/USDT', 'NEO/USDT'
     ])
 
-    assert len(strategy._ft_informative) == 6   # Equal to number of decorators used
+    assert len(strategy._ft_informative) == 7   # Equal to number of decorators used
     informative_pairs = [
         ('XRP/USDT', '1h', candle_def),
+        ('XRP/BTC', '1h', candle_def),
         ('LTC/USDT', '1h', candle_def),
+        ('LTC/BTC', '1h', candle_def),
         ('XRP/USDT', '30m', candle_def),
         ('LTC/USDT', '30m', candle_def),
         ('NEO/USDT', '1h', candle_def),

tests/test_binance_mig.py

@@ -1,7 +1,6 @@
 
 
 import shutil
-from pathlib import Path
 
 import pytest
 
@@ -10,7 +9,7 @@ from freqtrade.util.binance_mig import migrate_binance_futures_data, migrate_bin
 from tests.conftest import create_mock_trades_usdt, log_has
 
 
-def test_binance_mig_data_conversion(default_conf_usdt, tmpdir, testdatadir):
+def test_binance_mig_data_conversion(default_conf_usdt, tmp_path, testdatadir):
 
     # call doing nothing (spot mode)
     migrate_binance_futures_data(default_conf_usdt)
@@ -18,7 +17,7 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmpdir, testdatadir):
     pair_old = 'XRP_USDT'
     pair_unified = 'XRP_USDT_USDT'
     futures_src = testdatadir / 'futures'
-    futures_dst = tmpdir / 'futures'
+    futures_dst = tmp_path / 'futures'
     futures_dst.mkdir()
     files = [
         '-1h-mark.feather',
@@ -32,7 +31,7 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmpdir, testdatadir):
         fn_after = futures_dst / f'{pair_old}{file}'
         shutil.copy(futures_src / f'{pair_unified}{file}', fn_after)
 
-    default_conf_usdt['datadir'] = Path(tmpdir)
+    default_conf_usdt['datadir'] = tmp_path
     # Migrate files to unified namings
     migrate_binance_futures_data(default_conf_usdt)
 

tests/test_configuration.py

@@ -104,8 +104,8 @@ def test_load_config_file_error_range(default_conf, mocker, caplog) -> None:
     assert x == ''
 
 
-def test_load_file_error(tmpdir):
+def test_load_file_error(tmp_path):
-    testpath = Path(tmpdir) / 'config.json'
+    testpath = tmp_path / 'config.json'
     with pytest.raises(OperationalException, match=r"File .* not found!"):
         load_file(testpath)
 
@@ -601,9 +601,9 @@ def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
     assert log_has('Verbosity set to 3', caplog)
 
 
-def test_set_logfile(default_conf, mocker, tmpdir):
+def test_set_logfile(default_conf, mocker, tmp_path):
     patched_configuration_load_config_file(mocker, default_conf)
-    f = Path(tmpdir / "test_file.log")
+    f = tmp_path / "test_file.log"
     assert not f.is_file()
     arglist = [
         'trade', '--logfile', str(f),
@@ -1145,7 +1145,7 @@ def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
         configuration.get_config()
 
 
-def test_pairlist_resolving_fallback(mocker, tmpdir):
+def test_pairlist_resolving_fallback(mocker, tmp_path):
     mocker.patch.object(Path, "exists", MagicMock(return_value=True))
     mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
     mocker.patch("freqtrade.configuration.configuration.load_file",
@@ -1164,7 +1164,7 @@ def test_pairlist_resolving_fallback(mocker, tmpdir):
 
     assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
     assert config['exchange']['name'] == 'binance'
-    assert config['datadir'] == Path(tmpdir) / "user_data/data/binance"
+    assert config['datadir'] == tmp_path / "user_data/data/binance"
 
 
 @pytest.mark.parametrize("setting", [

tests/test_directory_operations.py

@@ -32,9 +32,9 @@ def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
     assert str(x) == str(Path("/tmp/bar"))
 
 
-def test_create_userdata_dir_and_chown(mocker, tmpdir, caplog) -> None:
+def test_create_userdata_dir_and_chown(mocker, tmp_path, caplog) -> None:
     sp_mock = mocker.patch('subprocess.check_output')
-    path = Path(tmpdir / 'bar')
+    path = tmp_path / 'bar'
     assert not path.is_dir()
 
     x = create_userdata_dir(str(path), create_dir=True)

tests/test_freqtradebot.py

@@ -6569,16 +6569,16 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
         # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
         (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
         (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
-        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
+        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.011197)),
-        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
+        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.2848129)),
         (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.1343142)),  # final profit (sum)
     ),
     (
         (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
         (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
-        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
+        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 0.5945137)),
-        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
+        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 0.5945137)),
-        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
+        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.4261653)),
         (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.9747170)),  # final profit
     )
 ])

tests/test_integration.py

@@ -1,3 +1,4 @@
+import time
 from unittest.mock import MagicMock
 
 import pytest
@@ -440,6 +441,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
     assert trade.open_rate == 1.99
     assert trade.orders[-1].price == 1.96
     assert trade.orders[-1].cost == 120 * leverage
+    time.sleep(0.1)
 
     # Replace new order with diff. order at a lower price
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)

tests/test_log_setup.py

@@ -1,6 +1,5 @@
 import logging
 import sys
-from pathlib import Path
 
 import pytest
 
@@ -75,11 +74,11 @@ def test_set_loggers_syslog():
 
 
 @pytest.mark.skipif(sys.platform == "win32", reason="does not run on windows")
-def test_set_loggers_Filehandler(tmpdir):
+def test_set_loggers_Filehandler(tmp_path):
     logger = logging.getLogger()
     orig_handlers = logger.handlers
     logger.handlers = []
-    logfile = Path(tmpdir) / 'ft_logfile.log'
+    logfile = tmp_path / 'ft_logfile.log'
     config = {'verbosity': 2,
               'logfile': str(logfile),
               }

tests/test_strategy_updater.py

@@ -40,7 +40,7 @@ def test_strategy_updater_start(user_dir, capsys) -> None:
     # Backup file exists
     assert Path(user_dir / "strategies_orig_updater" / 'strategy_test_v2.py').exists()
     # updated file exists
-    new_file = Path(tmpdirp / 'strategy_test_v2.py')
+    new_file = tmpdirp / 'strategy_test_v2.py'
     assert new_file.exists()
     new_code = new_file.read_text()
     assert 'INTERFACE_VERSION = 3' in new_code

tests/testdata/config.tests.json

@@ -0,0 +1,74 @@
+{
+    "max_open_trades": 3,
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "tradable_balance_ratio": 0.99,
+    "fiat_display_currency": "USD",
+    "timeframe": "5m",
+    "dry_run": true,
+    "cancel_open_orders_on_exit": false,
+    "unfilledtimeout": {
+        "entry": 5,
+        "exit": 5,
+        "exit_timeout_count": 0,
+        "unit": "minutes"
+    },
+    "entry_pricing": {
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1,
+        "price_last_balance": 0.0,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "exit_pricing":{
+        "price_side": "same",
+        "use_order_book": true,
+        "order_book_top": 1
+    },
+    "exchange": {
+        "name": "gate",
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "ccxt_config": {},
+        "ccxt_async_config": {},
+        "pair_whitelist": [
+            "ETH/BTC",
+            "LTC/BTC",
+            "ETC/BTC",
+            "XLM/BTC",
+            "XRP/BTC",
+            "ADA/BTC",
+            "DOT/BTC"
+        ],
+        "pair_blacklist": [
+            "DOGE/BTC"
+        ]
+    },
+    "pairlists": [
+        {"method": "StaticPairList"}
+    ],
+    "telegram": {
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "verbosity": "error",
+        "jwt_secret_key": "somethingrandom",
+        "CORS_origins": [],
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "bot_name": "freqtrade",
+    "initial_state": "running",
+    "force_entry_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    }
+}