Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop

.github/workflows/ci.yml

@@ -20,7 +20,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-18.04, ubuntu-20.04 ]
-        python-version: ["3.7", "3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v2
@@ -115,7 +115,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.7", "3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v2
@@ -207,7 +207,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.7", "3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10"]
 
     steps:
     - uses: actions/checkout@v2

README.md

@@ -49,7 +49,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 
 ## Features
 
-- [x] **Based on Python 3.7+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.8+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
@@ -197,7 +197,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python >= 3.7](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python >= 3.8](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 - [TA-Lib](https://mrjbq7.github.io/ta-lib/install.html)

build_helpers/install_windows.ps1

@@ -5,9 +5,6 @@ python -m pip install --upgrade pip wheel
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 
-if ($pyv -eq '3.7') {
-    pip install build_helpers\TA_Lib-0.4.24-cp37-cp37m-win_amd64.whl
-}
 if ($pyv -eq '3.8') {
     pip install build_helpers\TA_Lib-0.4.24-cp38-cp38-win_amd64.whl
 }

docs/advanced-hyperopt.md

@@ -105,7 +105,7 @@ You can define your own estimator for Hyperopt by implementing `generate_estimat
 ```python
 class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
-        def generate_estimator():
+        def generate_estimator(dimensions: List['Dimension'], **kwargs):
             return "RF"
 
 ```
@@ -119,13 +119,34 @@ Example for `ExtraTreesRegressor` ("ET") with additional parameters:
 ```python
 class MyAwesomeStrategy(IStrategy):
     class HyperOpt:
-        def generate_estimator():
+        def generate_estimator(dimensions: List['Dimension'], **kwargs):
             from skopt.learning import ExtraTreesRegressor
             # Corresponds to "ET" - but allows additional parameters.
             return ExtraTreesRegressor(n_estimators=100)
 
 ```
 
+The `dimensions` parameter is the list of `skopt.space.Dimension` objects corresponding to the parameters to be optimized. It can be used to create isotropic kernels for the `skopt.learning.GaussianProcessRegressor` estimator. Here's an example:
+
+```python
+class MyAwesomeStrategy(IStrategy):
+    class HyperOpt:
+        def generate_estimator(dimensions: List['Dimension'], **kwargs):
+            from skopt.utils import cook_estimator
+            from skopt.learning.gaussian_process.kernels import (Matern, ConstantKernel)
+            kernel_bounds = (0.0001, 10000)
+            kernel = (
+                ConstantKernel(1.0, kernel_bounds) * 
+                Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=2.5)
+            )
+            kernel += (
+                ConstantKernel(1.0, kernel_bounds) * 
+                Matern(length_scale=np.ones(len(dimensions)), length_scale_bounds=[kernel_bounds for d in dimensions], nu=1.5)
+            )
+
+            return cook_estimator("GP", space=dimensions, kernel=kernel, n_restarts_optimizer=2)
+```
+
 !!! Note
     While custom estimators can be provided, it's up to you as User to do research on possible parameters and analyze / understand which ones should be used.
     If you're unsure about this, best use one of the Defaults (`"ET"` has proven to be the most versatile) without further parameters.

docs/configuration.md

@@ -173,6 +173,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
 | `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
+| `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
 
 ### Parameters in the strategy
 
@@ -198,6 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy
 * `ignore_roi_if_buy_signal`
 * `ignore_buying_expired_candle_after`
 * `position_adjustment_enable`
+* `max_entry_position_adjustment`
 
 ### Configuring amount per trade
 

docs/docker_quickstart.md

@@ -126,6 +126,12 @@ All freqtrade arguments will be available by running `docker-compose run --rm fr
 !!! Note "`docker-compose run --rm`"
     Including `--rm` will remove the container after completion, and is highly recommended for all modes except trading mode (running with `freqtrade trade` command).
 
+??? Note "Using docker without docker-compose"
+    "`docker-compose run --rm`" will require a compose file to be provided.
+    Some freqtrade commands that don't require authentication such as `list-pairs` can be run with "`docker run --rm`" instead.  
+    For example `docker run --rm freqtradeorg/freqtrade:stable list-pairs --exchange binance --quote BTC --print-json`.  
+    This can be useful for fetching exchange information to add to your `config.json` without affecting your running containers.
+
 #### Example: Download data with docker-compose
 
 Download backtesting data for 5 days for the pair ETH/BTC and 1h timeframe from Binance. The data will be stored in the directory `user_data/data/` on the host.

docs/index.md

@@ -11,7 +11,7 @@
 
 ## Introduction
 
-Freqtrade is a crypto-currency algorithmic trading software developed in python (3.7+) and supported on Windows, macOS and Linux.
+Freqtrade is a crypto-currency algorithmic trading software developed in python (3.8+) and supported on Windows, macOS and Linux.
 
 !!! Danger "DISCLAIMER"
     This software is for educational purposes only. Do not risk money which you are afraid to lose. USE THE SOFTWARE AT YOUR OWN RISK. THE AUTHORS AND ALL AFFILIATES ASSUME NO RESPONSIBILITY FOR YOUR TRADING RESULTS.
@@ -67,7 +67,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.7+
+- Python 3.8+
 - pip (pip3)
 - git
 - TA-Lib

docs/installation.md

@@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 
 ### Install guide
 
-* [Python >= 3.7.x](http://docs.python-guide.org/en/latest/starting/installation/)
+* [Python >= 3.8.x](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)

docs/requirements-docs.txt

@@ -1,4 +1,4 @@
 mkdocs==1.2.3
-mkdocs-material==8.1.8
+mkdocs-material==8.1.9
 mdx_truly_sane_lists==1.2
 pymdown-extensions==9.1

docs/strategy-callbacks.md

@@ -74,7 +74,7 @@ class AwesomeStrategy(IStrategy):
 Freqtrade will fall back to the `proposed_stake` value should your code raise an exception. The exception itself will be logged.
 
 !!! Tip
-    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this acton will be logged.
+    You do not _have_ to ensure that `min_stake <= returned_value <= max_stake`. Trades will succeed as the returned value will be clamped to supported range and this action will be logged.
 
 !!! Tip
     Returning `0` or `None` will prevent trades from being placed.
@@ -579,11 +579,13 @@ 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).
 
+`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.
+
 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).
 If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
 Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
 
-This callback is **not** called when there is an open order (either buy or sell) waiting for execution.
+This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
 !!! Note "About stake size"
@@ -614,7 +616,7 @@ class DigDeeperStrategy(IStrategy):
     # ... populate_* methods
     
     # Example specific variables
-    max_dca_orders = 3
+    max_entry_position_adjustment = 3
     # This number is explained a bit further down
     max_dca_multiplier = 5.5
     
@@ -656,8 +658,7 @@ class DigDeeperStrategy(IStrategy):
             return None
 
         filled_buys = trade.select_filled_orders('buy')
-        count_of_buys = len(filled_buys)
+        count_of_buys = trade.nr_of_successful_buys
-        
         # Allow up to 3 additional increasingly larger buys (4 in total)
         # Initial buy is 1x
         # If that falls to -5% profit, we buy 1.25x more, average profit should increase to roughly -2.2%
@@ -666,15 +667,14 @@ class DigDeeperStrategy(IStrategy):
         # Total stake for this trade would be 1 + 1.25 + 1.5 + 1.75 = 5.5x of the initial allowed stake.
         # That is why max_dca_multiplier is 5.5
         # Hope you have a deep wallet!
-        if 0 < count_of_buys <= self.max_dca_orders:
+        try:
-            try:
+            # This returns first order stake size
-                # This returns first order stake size
+            stake_amount = filled_buys[0].cost
-                stake_amount = filled_buys[0].cost
+            # This then calculates current safety order size
-                # This then calculates current safety order size
+            stake_amount = stake_amount * (1 + (count_of_buys * 0.25))
-                stake_amount = stake_amount * (1 + (count_of_buys * 0.25))
+            return stake_amount
-                return stake_amount
+        except Exception as exception:
-            except Exception as exception:
+            return None
-                return None
 
         return None
 

docs/utils.md

@@ -59,7 +59,7 @@ $ freqtrade new-config --config config_binance.json
 ? Do you want to enable Dry-run (simulated trades)?  Yes
 ? Please insert your stake currency: BTC
 ? Please insert your stake amount: 0.05
-? Please insert max_open_trades (Integer or 'unlimited'): 3
+? Please insert max_open_trades (Integer or -1 for unlimited open trades): 3
 ? Please insert your desired timeframe (e.g. 5m): 5m
 ? Please insert your display Currency (for reporting): USD
 ? Select exchange  binance

docs/windows_installation.md

@@ -25,7 +25,7 @@ Install ta-lib according to the [ta-lib documentation](https://github.com/mrjbq7
 
 As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), there is also a repository of unofficial pre-compiled windows Wheels [here](https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib), which need to be downloaded and installed using `pip install TA_Lib-0.4.24-cp38-cp38-win_amd64.whl` (make sure to use the version matching your python version).
 
-Freqtrade provides these dependencies for the latest 3 Python versions (3.7, 3.8, 3.9 and 3.10) and for 64bit Windows.
+Freqtrade provides these dependencies for the latest 3 Python versions (3.8, 3.9 and 3.10) and for 64bit Windows.
 Other versions must be downloaded from the above link.
 
 ``` powershell

environment.yml

@@ -4,7 +4,7 @@ channels:
 # - defaults
 dependencies:
 # 1/4 req main
-    - python>=3.7,<3.9
+    - python>=3.8,<=3.10
     - numpy
     - pandas
     - pip
@@ -25,9 +25,12 @@ dependencies:
     - fastapi
     - uvicorn
     - pyjwt
+    - aiofiles
+    - psutil
     - colorama
     - questionary
     - prompt-toolkit
+    - python-dateutil
 
 
     # ============================

freqtrade/__main__.py

@@ -3,7 +3,7 @@
 __main__.py for Freqtrade
 To launch Freqtrade as a module
 
-> python -m freqtrade (with Python >= 3.7)
+> python -m freqtrade (with Python >= 3.8)
 """
 
 from freqtrade import main

freqtrade/commands/build_config_commands.py

@@ -76,12 +76,9 @@ def ask_user_config() -> Dict[str, Any]:
         {
             "type": "text",
             "name": "max_open_trades",
-            "message": f"Please insert max_open_trades (Integer or '{UNLIMITED_STAKE_AMOUNT}'):",
+            "message": "Please insert max_open_trades (Integer or -1 for unlimited open trades):",
             "default": "3",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_int(val),
+            "validate": lambda val: validate_is_int(val)
-            "filter": lambda val: '"' + UNLIMITED_STAKE_AMOUNT + '"'
-            if val == UNLIMITED_STAKE_AMOUNT
-            else val
         },
         {
             "type": "select",

freqtrade/constants.py

@@ -371,7 +371,9 @@ CONF_SCHEMA = {
             'type': 'string',
             'enum': AVAILABLE_DATAHANDLERS,
             'default': 'jsongz'
-        }
+        },
+        'position_adjustment_enable': {'type': 'boolean'},
+        'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
     },
     'definitions': {
         'exchange': {

freqtrade/exchange/exchange.py

@@ -953,7 +953,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, cached: bool = False) -> Dict:
+    def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
@@ -963,7 +963,7 @@ class Exchange:
             if tickers:
                 return tickers
         try:
-            tickers = self._api.fetch_tickers()
+            tickers = self._api.fetch_tickers(symbols)
             self._fetch_tickers_cache['fetch_tickers'] = tickers
             return tickers
         except ccxt.NotSupported as e:

freqtrade/exchange/kraken.py

@@ -1,6 +1,6 @@
 """ Kraken exchange subclass """
 import logging
-from typing import Any, Dict
+from typing import Any, Dict, List
 
 import ccxt
 
@@ -33,6 +33,12 @@ class Kraken(Exchange):
         return (parent_check and
                 market.get('darkpool', False) is False)
 
+    def get_tickers(self, symbols: List[str] = None, cached: bool = False) -> Dict:
+        # Only fetch tickers for current stake currency
+        # Otherwise the request for kraken becomes too large.
+        symbols = list(self.get_markets(quote_currencies=[self._config['stake_currency']]))
+        return super().get_tickers(symbols=symbols, cached=cached)
+
     @retrier
     def get_balances(self) -> dict:
         if self._config['dry_run']:

freqtrade/freqtradebot.py

@@ -462,8 +462,8 @@ class FreqtradeBot(LoggingMixin):
                 try:
                     self.check_and_call_adjust_trade_position(trade)
                 except DependencyException as exception:
-                    logger.warning('Unable to adjust position of trade for %s: %s',
+                    logger.warning(
-                                   trade.pair, exception)
+                        f"Unable to adjust position of trade for {trade.pair}: {exception}")
 
     def check_and_call_adjust_trade_position(self, trade: Trade):
         """
@@ -471,6 +471,13 @@ class FreqtradeBot(LoggingMixin):
         If the strategy triggers the adjustment, a new order gets issued.
         Once that completes, the existing trade is modified to match new data.
         """
+        if self.strategy.max_entry_position_adjustment > -1:
+            count_of_buys = trade.nr_of_successful_buys
+            if count_of_buys > self.strategy.max_entry_position_adjustment:
+                logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
+                return
+        else:
+            logger.debug("Max adjustment entries is set to unlimited.")
         current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
         current_profit = trade.calc_profit_ratio(current_rate)
 

freqtrade/main.py

@@ -9,8 +9,8 @@ from typing import Any, List
 
 
 # check min. python version
-if sys.version_info < (3, 7):  # pragma: no cover
+if sys.version_info < (3, 8):  # pragma: no cover
-    sys.exit("Freqtrade requires Python version >= 3.7")
+    sys.exit("Freqtrade requires Python version >= 3.8")
 
 from freqtrade.commands import Arguments
 from freqtrade.exceptions import FreqtradeException, OperationalException

freqtrade/optimize/backtesting.py

@@ -381,7 +381,12 @@ class Backtesting:
 
         # Check if we need to adjust our current positions
         if self.strategy.position_adjustment_enable:
-            trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
+            check_adjust_buy = True
+            if self.strategy.max_entry_position_adjustment > -1:
+                count_of_buys = trade.nr_of_successful_buys
+                check_adjust_buy = (count_of_buys <= self.strategy.max_entry_position_adjustment)
+            if check_adjust_buy:
+                trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
 
         sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX],  # type: ignore

freqtrade/optimize/hyperopt.py

@@ -372,7 +372,7 @@ class Hyperopt:
         }
 
     def get_optimizer(self, dimensions: List[Dimension], cpu_count) -> Optimizer:
-        estimator = self.custom_hyperopt.generate_estimator(dimensions)
+        estimator = self.custom_hyperopt.generate_estimator(dimensions=dimensions)
 
         acq_optimizer = "sampling"
         if isinstance(estimator, str):

freqtrade/optimize/hyperopt_auto.py

@@ -91,5 +91,5 @@ class HyperOptAuto(IHyperOpt):
     def trailing_space(self) -> List['Dimension']:
         return self._get_func('trailing_space')()
 
-    def generate_estimator(self, dimensions: List['Dimension']) -> EstimatorType:
+    def generate_estimator(self, dimensions: List['Dimension'], **kwargs) -> EstimatorType:
-        return self._get_func('generate_estimator')(dimensions)
+        return self._get_func('generate_estimator')(dimensions=dimensions, **kwargs)

freqtrade/optimize/hyperopt_interface.py

@@ -40,7 +40,7 @@ class IHyperOpt(ABC):
         IHyperOpt.ticker_interval = str(config['timeframe'])  # DEPRECATED
         IHyperOpt.timeframe = str(config['timeframe'])
 
-    def generate_estimator(self) -> EstimatorType:
+    def generate_estimator(self, dimensions: List[Dimension], **kwargs) -> EstimatorType:
         """
         Return base_estimator.
         Can be any of "GP", "RF", "ET", "GBRT" or an instance of a class

freqtrade/persistence/models.py

@@ -569,8 +569,8 @@ class LocalTrade():
         return float(f"{profit_ratio:.8f}")
 
     def recalc_trade_from_orders(self):
-        # We need at least 2 orders for averaging amounts and rates.
+        # We need at least 2 entry orders for averaging amounts and rates.
-        if len(self.orders) < 2:
+        if len(self.select_filled_orders('buy')) < 2:
             # Just in case, still recalc open trade value
             self.recalc_open_trade_value()
             return

freqtrade/resolvers/strategy_resolver.py

@@ -97,7 +97,8 @@ class StrategyResolver(IResolver):
                       ("sell_profit_offset",              0.0),
                       ("disable_dataframe_checks",        False),
                       ("ignore_buying_expired_candle_after",  0),
-                      ("position_adjustment_enable",      False)
+                      ("position_adjustment_enable",      False),
+                      ("max_entry_position_adjustment",      -1),
                       ]
         for attribute, default in attributes:
             StrategyResolver._override_attribute_helper(strategy, config,

freqtrade/rpc/api_server/api_schemas.py

@@ -173,6 +173,8 @@ class ShowConfig(BaseModel):
     bot_name: str
     state: str
     runmode: str
+    position_adjustment_enable: bool
+    max_entry_position_adjustment: int
 
 
 class TradeSchema(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -214,7 +214,8 @@ def reload_config(rpc: RPC = Depends(get_rpc)):
 
 
 @router.get('/pair_candles', response_model=PairHistory, tags=['candle data'])
-def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Depends(get_rpc)):
+def pair_candles(
+        pair: str, timeframe: str, limit: Optional[int] = None, rpc: RPC = Depends(get_rpc)):
     return rpc._rpc_analysed_dataframe(pair, timeframe, limit)
 
 

freqtrade/rpc/fiat_convert.py

@@ -77,6 +77,9 @@ class CryptoToFiatConverter:
             else:
                 return None
         found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol]
+        if crypto_symbol == 'eth':
+            found = [x for x in self._coinlistings if x['id'] == 'ethereum']
+
         if len(found) == 1:
             return found[0]['id']
 

freqtrade/rpc/rpc.py

@@ -136,7 +136,12 @@ class RPC:
             'ask_strategy': config.get('ask_strategy', {}),
             'bid_strategy': config.get('bid_strategy', {}),
             'state': str(botstate),
-            'runmode': config['runmode'].value
+            'runmode': config['runmode'].value,
+            'position_adjustment_enable': config.get('position_adjustment_enable', False),
+            'max_entry_position_adjustment': (
+                config.get('max_entry_position_adjustment', -1)
+                if config.get('max_entry_position_adjustment') != float('inf')
+                else -1)
         }
         return val
 
@@ -247,8 +252,11 @@ class RPC:
                     profit_str
                 ]
                 if self._config.get('position_adjustment_enable', False):
-                    filled_buys = trade.select_filled_orders('buy')
+                    max_buy_str = ''
-                    detail_trade.append(str(len(filled_buys)))
+                    if self._config.get('max_entry_position_adjustment', -1) > 0:
+                        max_buy_str = f"/{self._config['max_entry_position_adjustment'] + 1}"
+                    filled_buys = trade.nr_of_successful_buys
+                    detail_trade.append(f"{filled_buys}{max_buy_str}")
                 trades_list.append(detail_trade)
             profitcol = "Profit"
             if self._fiat_converter:

freqtrade/rpc/telegram.py

@@ -1347,6 +1347,14 @@ class Telegram(RPCHandler):
         else:
             sl_info = f"*Stoploss:* `{val['stoploss']}`\n"
 
+        if val['position_adjustment_enable']:
+            pa_info = (
+                f"*Position adjustment:* On\n"
+                f"*Max enter position adjustment:* `{val['max_entry_position_adjustment']}`\n"
+            )
+        else:
+            pa_info = "*Position adjustment:* Off\n"
+
         self._send_msg(
             f"*Mode:* `{'Dry-run' if val['dry_run'] else 'Live'}`\n"
             f"*Exchange:* `{val['exchange']}`\n"
@@ -1356,6 +1364,7 @@ class Telegram(RPCHandler):
             f"*Ask strategy:* ```\n{json.dumps(val['ask_strategy'])}```\n"
             f"*Bid strategy:* ```\n{json.dumps(val['bid_strategy'])}```\n"
             f"{sl_info}"
+            f"{pa_info}"
             f"*Timeframe:* `{val['timeframe']}`\n"
             f"*Strategy:* `{val['strategy']}`\n"
             f"*Current state:* `{val['state']}`"

freqtrade/strategy/interface.py

@@ -108,6 +108,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     # Position adjustment is disabled by default
     position_adjustment_enable: bool = False
+    max_entry_position_adjustment: int = -1
 
     # Number of seconds after which the candle will no longer result in a buy on expired candles
     ignore_buying_expired_candle_after: int = 0

requirements-dev.txt

@@ -10,14 +10,14 @@ mypy==0.931
 pytest==6.2.5
 pytest-asyncio==0.17.2
 pytest-cov==3.0.0
-pytest-mock==3.6.1
+pytest-mock==3.7.0
 pytest-random-order==1.0.4
 isort==5.10.1
 # For datetime mocking
 time-machine==2.6.0
 
 # Convert jupyter notebooks to markdown documents
-nbconvert==6.4.0
+nbconvert==6.4.1
 
 # mypy types
 types-cachetools==4.2.9
@@ -26,4 +26,4 @@ types-requests==2.27.7
 types-tabulate==0.8.5
 
 # Extensions to datetime library
-types-python-dateutil==2.8.8
+types-python-dateutil==2.8.9

requirements.txt

@@ -1,15 +1,14 @@
-numpy==1.21.5; python_version <= '3.7'
+numpy==1.22.1
-numpy==1.22.1; python_version > '3.7'
+pandas==1.4.0
-pandas==1.3.5
 pandas-ta==0.3.14b
 
-ccxt==1.68.20
+ccxt==1.71.46
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==36.0.1
 aiohttp==3.8.1
 SQLAlchemy==1.4.31
 python-telegram-bot==13.10
-arrow==1.2.1
+arrow==1.2.2
 cachetools==4.2.2
 requests==2.27.1
 urllib3==1.26.8
@@ -33,7 +32,7 @@ sdnotify==0.3.2
 
 # API Server
 fastapi==0.73.0
-uvicorn==0.17.0
+uvicorn==0.17.1
 pyjwt==2.3.0
 aiofiles==0.8.0
 psutil==5.9.0
@@ -42,6 +41,6 @@ psutil==5.9.0
 colorama==0.4.4
 # Building config files interactively
 questionary==1.10.0
-prompt-toolkit==3.0.24
+prompt-toolkit==3.0.26
 # Extensions to datetime library
 python-dateutil==2.8.2

setup.cfg

@@ -14,7 +14,6 @@ classifiers =
     Environment :: Console
     Intended Audience :: Science/Research
     License :: OSI Approved :: GNU General Public License v3 (GPLv3)
-    Programming Language :: Python :: 3.7
     Programming Language :: Python :: 3.8
     Programming Language :: Python :: 3.9
     Programming Language :: Python :: 3.10

setup.sh

@@ -25,7 +25,7 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 9 10 8 7
+    for v in 9 10 8
     do
         PYTHON="python3.${v}"
         which $PYTHON
@@ -219,7 +219,7 @@ function install() {
         install_redhat
     else
         echo "This script does not support your OS."
-        echo "If you have Python version 3.7 - 3.10, pip, virtualenv, ta-lib you can continue."
+        echo "If you have Python version 3.8 - 3.10, pip, virtualenv, ta-lib you can continue."
         echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
         sleep 10
     fi
@@ -246,7 +246,7 @@ function help() {
     echo "	-p,--plot       Install dependencies for Plotting scripts."
 }
 
-# Verify if 3.7 or 3.8 is installed
+# Verify if 3.8+ is installed
 check_installed_python
 
 case $* in

tests/rpc/test_fiat_convert.py

@@ -148,10 +148,13 @@ def test_fiat_multiple_coins(mocker, caplog):
         {'id': 'helium', 'symbol': 'hnt', 'name': 'Helium'},
         {'id': 'hymnode', 'symbol': 'hnt', 'name': 'Hymnode'},
         {'id': 'bitcoin', 'symbol': 'btc', 'name': 'Bitcoin'},
+        {'id': 'ethereum', 'symbol': 'eth', 'name': 'Ethereum'},
+        {'id': 'ethereum-wormhole', 'symbol': 'eth', 'name': 'Ethereum Wormhole'},
     ]
 
     assert fiat_convert._get_gekko_id('btc') == 'bitcoin'
     assert fiat_convert._get_gekko_id('hnt') is None
+    assert fiat_convert._get_gekko_id('eth') == 'ethereum'
 
     assert log_has('Found multiple mappings in goingekko for hnt.', caplog)
 

tests/rpc/test_rpc.py

@@ -221,9 +221,13 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert '-0.06' == f'{fiat_profit_sum:.2f}'
 
     rpc._config['position_adjustment_enable'] = True
+    rpc._config['max_entry_position_adjustment'] = 3
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "# Buys" in headers
     assert len(result[0]) == 5
+    # 4th column should be 1/4 - as 1 order filled (a total of 4 is possible)
+    # 3 on top of the initial one.
+    assert result[0][4] == '1/4'
 
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
                  MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))

tests/test_freqtradebot.py

@@ -4550,3 +4550,32 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     # Make sure the closed order is found as the second order.
     order = trade.select_order('buy', False)
     assert order.order_id == '652'
+
+
+def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee, caplog) -> None:
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+    })
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.check_and_call_adjust_trade_position',
+                 side_effect=DependencyException())
+
+    create_mock_trades(fee)
+
+    freqtrade.process_open_trade_positions()
+    assert log_has_re(r"Unable to adjust position of trade for .*", caplog)
+
+
+def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
+    default_conf_usdt.update({
+        "position_adjustment_enable": True,
+        "max_entry_position_adjustment": 0,
+    })
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+
+    create_mock_trades(fee)
+    caplog.set_level(logging.DEBUG)
+
+    freqtrade.process_open_trade_positions()
+    assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)