Merge branch 'develop' into improve-freqai-docs

.github/workflows/ci.yml

@@ -24,7 +24,7 @@ jobs:
     strategy:
       matrix:
         os: [ ubuntu-18.04, ubuntu-20.04, ubuntu-22.04 ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3
@@ -121,7 +121,7 @@ jobs:
     strategy:
       matrix:
         os: [ macos-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3
@@ -205,7 +205,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.8", "3.9", "3.10"]
+        python-version: ["3.8", "3.9", "3.10.6"]
 
     steps:
     - uses: actions/checkout@v3

.pre-commit-config.yaml

@@ -15,7 +15,7 @@ repos:
         additional_dependencies:
           - types-cachetools==5.2.1
           - types-filelock==3.2.7
-          - types-requests==2.28.9
+          - types-requests==2.28.10
           - types-tabulate==0.8.11
           - types-python-dateutil==2.8.19
         # stages: [push]

config_examples/config_freqai.example.json

@@ -77,7 +77,8 @@
             "indicator_periods_candles": [
                 10,
                 20
-            ]
+            ],
+            "plot_feature_importance": false
         },
         "data_split_parameters": {
             "test_size": 0.33,

docs/advanced-hyperopt.md

@@ -17,6 +17,7 @@ from typing import Any, Dict
 
 from pandas import DataFrame
 
+from freqtrade.constants import Config
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 TARGET_TRADES = 600
@@ -31,7 +32,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
-                               config: Dict, processed: Dict[str, DataFrame],
+                               config: Config, processed: Dict[str, DataFrame],
                                backtest_stats: Dict[str, Any],
                                *args, **kwargs) -> float:
         """

docs/configuration.md

@@ -659,17 +659,7 @@ You should also make sure to read the [Exchanges](exchanges.md) section of the d
 
 ### Using proxy with Freqtrade
 
-To use a proxy with freqtrade, add the kwarg `"aiohttp_trust_env"=true` to the `"ccxt_async_kwargs"` dict in the exchange section of the configuration.
+To use a proxy with freqtrade, export your proxy settings using the variables `"HTTP_PROXY"` and `"HTTPS_PROXY"` set to the appropriate values.
-
-An example for this can be found in `config_examples/config_full.example.json`
-
-``` json
-"ccxt_async_config": {
-    "aiohttp_trust_env": true
-}
-```
-
-Then, export your proxy settings using the variables `"HTTP_PROXY"` and `"HTTPS_PROXY"` set to the appropriate values
 
 ``` bash
 export HTTP_PROXY="http://addr:port"
@@ -677,6 +667,20 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
+#### Proxy just exchange requests
+
+To use a proxy just for exchange connections (skips/ignores telegram and coingecko) - you can also define the proxies as part of the ccxt configuration.
+
+``` json
+"ccxt_config": {
+    "aiohttp_proxy": "http://addr:port",
+    "proxies": {
+        "http": "http://addr:port",
+        "https": "http://addr:port"
+    },
+}
+```
+
 ## Next step
 
 Now you have configured your config.json, the next step is to [start your bot](bot-usage.md).

docs/data-download.md

@@ -25,8 +25,7 @@ usage: freqtrade download-data [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--include-inactive-pairs]
                                [--timerange TIMERANGE] [--dl-trades]
                                [--exchange EXCHANGE]
-                               [-t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]]
+                               [-t TIMEFRAMES [TIMEFRAMES ...]] [--erase]
-                               [--erase]
                                [--data-format-ohlcv {json,jsongz,hdf5}]
                                [--data-format-trades {json,jsongz,hdf5}]
                                [--trading-mode {spot,margin,futures}]
@@ -37,7 +36,8 @@ optional arguments:
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
-  --pairs-file FILE     File containing a list of pairs to download.
+  --pairs-file FILE     File containing a list of pairs. Takes precedence over
+                        --pairs or pairs configured in the configuration.
   --days INT            Download data for given number of days.
   --new-pairs-days INT  Download data of new pairs for given number of days.
                         Default: `None`.
@@ -50,7 +50,7 @@ optional arguments:
                         as --timeframes/-t.
   --exchange EXCHANGE   Exchange name (default: `bittrex`). Only valid if no
                         config is provided.
-  -t {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...], --timeframes {1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} [{1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,12h,1d,3d,1w,2w,1M,1y} ...]
+  -t TIMEFRAMES [TIMEFRAMES ...], --timeframes TIMEFRAMES [TIMEFRAMES ...]
                         Specify which tickers to download. Space-separated
                         list. Default: `1m 5m`.
   --erase               Clean all existing data for the selected
@@ -61,7 +61,7 @@ optional arguments:
   --data-format-trades {json,jsongz,hdf5}
                         Storage format for downloaded trades data. (default:
                         `jsongz`).
-  --trading-mode {spot,margin,futures}
+  --trading-mode {spot,margin,futures}, --tradingmode {spot,margin,futures}
                         Select Trading mode
   --prepend             Allow data prepending. (Data-appending is disabled)
 

docs/exchanges.md

@@ -57,7 +57,8 @@ This configuration enables kraken, as well as rate-limiting to avoid bans from t
 Binance supports [time_in_force](configuration.md#understand-order_time_in_force).
 
 !!! Tip "Stoploss on Exchange"
-    Binance 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..
+    Binance 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, Binance 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.
 
 ### Binance Blacklist
 
@@ -232,7 +233,7 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 
 !!! Warning "Futures"
     OKX Futures has the concept of "position mode" - which can be Net or long/short (hedge mode).
-    Freqtrade supports both modes - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
+    Freqtrade supports both modes (we recommend to use net mode) - but changing the mode mid-trading is not supported and will lead to exceptions and failures to place trades.
     OKX also only provides MARK candles for the past ~3 months. Backtesting futures prior to that date will therefore lead to slight deviations, as funding-fees cannot be calculated correctly without this data.
 
 ## Gate.io

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.3.7
 mkdocs==1.3.1
-mkdocs-material==8.4.2
+mkdocs-material==8.5.2
 mdx_truly_sane_lists==1.3
 pymdown-extensions==9.5
 jinja2==3.1.2

docs/strategy-customization.md

@@ -264,7 +264,8 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
 ### Exit signal rules
 
 Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy.
-Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration.
+The exit-signal is only used for exits if `use_exit_signal` is set to true in the configuration.
+`use_exit_signal` will not influence [signal collision rules](#colliding-signals) - which will still apply and can prevent entries.
 
 It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 

docs/telegram-usage.md

@@ -82,6 +82,8 @@ Example configuration showing the different settings:
         "warning": "on",
         "startup": "off",
         "entry": "silent",
+        "entry_fill": "on",
+        "entry_cancel": "silent",
         "exit": {
             "roi": "silent",
             "emergency_exit": "on",
@@ -93,9 +95,7 @@ Example configuration showing the different settings:
             "custom_exit": "silent",
             "partial_exit": "on"
         },
-        "entry_cancel": "silent",
         "exit_cancel": "on",
-        "entry_fill": "off",
         "exit_fill": "off",
         "protection_trigger": "off",
         "protection_trigger_global": "on",

docs/utils.md

@@ -525,12 +525,14 @@ Requires a configuration with specified `pairlists` attribute.
 Can be used to generate static pairlists to be used during backtesting / hyperopt.
 
 ```
-usage: freqtrade test-pairlist [-h] [-v] [-c PATH]
+usage: freqtrade test-pairlist [-h] [--userdir PATH] [-v] [-c PATH]
                                [--quote QUOTE_CURRENCY [QUOTE_CURRENCY ...]]
                                [-1] [--print-json] [--exchange EXCHANGE]
 
 optional arguments:
   -h, --help            show this help message and exit
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
   -c PATH, --config PATH
                         Specify configuration file (default:

freqtrade/commands/arguments.py

@@ -53,8 +53,8 @@ ARGS_LIST_PAIRS = ["exchange", "print_list", "list_pairs_print_json", "print_one
                    "print_csv", "base_currencies", "quote_currencies", "list_pairs_all",
                    "trading_mode"]
 
-ARGS_TEST_PAIRLIST = ["verbosity", "config", "quote_currencies", "print_one_column",
+ARGS_TEST_PAIRLIST = ["user_data_dir", "verbosity", "config", "quote_currencies",
-                      "list_pairs_print_json", "exchange"]
+                      "print_one_column", "list_pairs_print_json", "exchange"]
 
 ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 
@@ -62,9 +62,9 @@ ARGS_BUILD_CONFIG = ["config"]
 
 ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
 
-ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase"]
+ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"]
 
-ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "exchange", "trading_mode",
+ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode",
                                                "candle_types"]
 
 ARGS_CONVERT_TRADES = ["pairs", "timeframes", "exchange", "dataformat_ohlcv", "dataformat_trades"]

freqtrade/commands/cli_options.py

@@ -69,7 +69,7 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='PATH',
     ),
     "datadir": Arg(
-        '-d', '--datadir',
+        '-d', '--datadir', '--data-dir',
         help='Path to directory with historical backtesting data.',
         metavar='PATH',
     ),
@@ -393,7 +393,8 @@ AVAILABLE_CLI_OPTIONS = {
     # Download data
     "pairs_file": Arg(
         '--pairs-file',
-        help='File containing a list of pairs to download.',
+        help='File containing a list of pairs. '
+             'Takes precedence over --pairs or pairs configured in the configuration.',
         metavar='FILE',
     ),
     "days": Arg(

freqtrade/commands/deploy_commands.py

@@ -36,24 +36,24 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     """
     fallback = 'full'
     indicators = render_template_with_fallback(
-        templatefile=f"subtemplates/indicators_{subtemplate}.j2",
+        templatefile=f"strategy_subtemplates/indicators_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/indicators_{fallback}.j2",
+        templatefallbackfile=f"strategy_subtemplates/indicators_{fallback}.j2",
     )
     buy_trend = render_template_with_fallback(
-        templatefile=f"subtemplates/buy_trend_{subtemplate}.j2",
+        templatefile=f"strategy_subtemplates/buy_trend_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/buy_trend_{fallback}.j2",
+        templatefallbackfile=f"strategy_subtemplates/buy_trend_{fallback}.j2",
     )
     sell_trend = render_template_with_fallback(
-        templatefile=f"subtemplates/sell_trend_{subtemplate}.j2",
+        templatefile=f"strategy_subtemplates/sell_trend_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/sell_trend_{fallback}.j2",
+        templatefallbackfile=f"strategy_subtemplates/sell_trend_{fallback}.j2",
     )
     plot_config = render_template_with_fallback(
-        templatefile=f"subtemplates/plot_config_{subtemplate}.j2",
+        templatefile=f"strategy_subtemplates/plot_config_{subtemplate}.j2",
-        templatefallbackfile=f"subtemplates/plot_config_{fallback}.j2",
+        templatefallbackfile=f"strategy_subtemplates/plot_config_{fallback}.j2",
     )
     additional_methods = render_template_with_fallback(
-        templatefile=f"subtemplates/strategy_methods_{subtemplate}.j2",
+        templatefile=f"strategy_subtemplates/strategy_methods_{subtemplate}.j2",
-        templatefallbackfile="subtemplates/strategy_methods_empty.j2",
+        templatefallbackfile="strategy_subtemplates/strategy_methods_empty.j2",
     )
 
     strategy_text = render_template(templatefile='base_strategy.py.j2',

freqtrade/configuration/check_exchange.py

@@ -1,6 +1,6 @@
 import logging
-from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
@@ -10,7 +10,7 @@ from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
 logger = logging.getLogger(__name__)
 
 
-def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
+def check_exchange(config: Config, check_for_bad: bool = True) -> bool:
     """
     Check if the exchange name in the config file is supported by Freqtrade
     :param check_for_bad: if True, check the exchange against the list of known 'bad'

freqtrade/configuration/configuration.py

@@ -13,6 +13,7 @@ from freqtrade.configuration.deprecated_settings import process_temporary_deprec
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_file, load_from_files
+from freqtrade.constants import Config
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
@@ -30,10 +31,10 @@ class Configuration:
 
     def __init__(self, args: Dict[str, Any], runmode: RunMode = None) -> None:
         self.args = args
-        self.config: Optional[Dict[str, Any]] = None
+        self.config: Optional[Config] = None
         self.runmode = runmode
 
-    def get_config(self) -> Dict[str, Any]:
+    def get_config(self) -> Config:
         """
         Return the config. Use this method to get the bot config
         :return: Dict: Bot config
@@ -65,7 +66,7 @@ class Configuration:
         :return: Configuration dictionary
         """
         # Load all configs
-        config: Dict[str, Any] = load_from_files(self.args.get("config", []))
+        config: Config = load_from_files(self.args.get("config", []))
 
         # Load environment variables
         env_data = enironment_vars_to_dict()
@@ -108,7 +109,7 @@ class Configuration:
 
         return config
 
-    def _process_logging_options(self, config: Dict[str, Any]) -> None:
+    def _process_logging_options(self, config: Config) -> None:
         """
         Extract information for sys.argv and load logging configuration:
         the -v/--verbose, --logfile options
@@ -121,7 +122,7 @@ class Configuration:
 
         setup_logging(config)
 
-    def _process_trading_options(self, config: Dict[str, Any]) -> None:
+    def _process_trading_options(self, config: Config) -> None:
         if config['runmode'] not in TRADING_MODES:
             return
 
@@ -137,7 +138,7 @@ class Configuration:
 
         logger.info(f'Using DB: "{parse_db_uri_for_logging(config["db_url"])}"')
 
-    def _process_common_options(self, config: Dict[str, Any]) -> None:
+    def _process_common_options(self, config: Config) -> None:
 
         # Set strategy if not specified in config and or if it's non default
         if self.args.get('strategy') or not config.get('strategy'):
@@ -161,7 +162,7 @@ class Configuration:
         if 'sd_notify' in self.args and self.args['sd_notify']:
             config['internals'].update({'sd_notify': True})
 
-    def _process_datadir_options(self, config: Dict[str, Any]) -> None:
+    def _process_datadir_options(self, config: Config) -> None:
         """
         Extract information for sys.argv and load directory configurations
         --user-data, --datadir
@@ -195,7 +196,7 @@ class Configuration:
             config['exportfilename'] = (config['user_data_dir']
                                         / 'backtest_results')
 
-    def _process_optimize_options(self, config: Dict[str, Any]) -> None:
+    def _process_optimize_options(self, config: Config) -> None:
 
         # This will override the strategy configuration
         self._args_to_config(config, argname='timeframe',
@@ -380,7 +381,7 @@ class Configuration:
         self._args_to_config(config, argname="hyperopt_ignore_missing_space",
                              logstring="Paramter --ignore-missing-space detected: {}")
 
-    def _process_plot_options(self, config: Dict[str, Any]) -> None:
+    def _process_plot_options(self, config: Config) -> None:
 
         self._args_to_config(config, argname='pairs',
                              logstring='Using pairs {}')
@@ -432,7 +433,7 @@ class Configuration:
         self._args_to_config(config, argname='show_timerange',
                              logstring='Detected --show-timerange')
 
-    def _process_data_options(self, config: Dict[str, Any]) -> None:
+    def _process_data_options(self, config: Config) -> None:
         self._args_to_config(config, argname='new_pairs_days',
                              logstring='Detected --new-pairs-days: {}')
         self._args_to_config(config, argname='trading_mode',
@@ -443,7 +444,7 @@ class Configuration:
         self._args_to_config(config, argname='candle_types',
                              logstring='Detected --candle-types: {}')
 
-    def _process_analyze_options(self, config: Dict[str, Any]) -> None:
+    def _process_analyze_options(self, config: Config) -> None:
         self._args_to_config(config, argname='analysis_groups',
                              logstring='Analysis reason groups: {}')
 
@@ -456,7 +457,7 @@ class Configuration:
         self._args_to_config(config, argname='indicator_list',
                              logstring='Analysis indicator list: {}')
 
-    def _process_runmode(self, config: Dict[str, Any]) -> None:
+    def _process_runmode(self, config: Config) -> None:
 
         self._args_to_config(config, argname='dry_run',
                              logstring='Parameter --dry-run detected, '
@@ -469,7 +470,7 @@ class Configuration:
 
         config.update({'runmode': self.runmode})
 
-    def _process_freqai_options(self, config: Dict[str, Any]) -> None:
+    def _process_freqai_options(self, config: Config) -> None:
 
         self._args_to_config(config, argname='freqaimodel',
                              logstring='Using freqaimodel class name: {}')
@@ -479,7 +480,7 @@ class Configuration:
 
         return
 
-    def _args_to_config(self, config: Dict[str, Any], argname: str,
+    def _args_to_config(self, config: Config, argname: str,
                         logstring: str, logfun: Optional[Callable] = None,
                         deprecated_msg: Optional[str] = None) -> None:
         """
@@ -502,7 +503,7 @@ class Configuration:
             if deprecated_msg:
                 warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
 
-    def _resolve_pairs_list(self, config: Dict[str, Any]) -> None:
+    def _resolve_pairs_list(self, config: Config) -> None:
         """
         Helper for download script.
         Takes first found:

freqtrade/configuration/deprecated_settings.py

@@ -3,15 +3,16 @@ Functions to handle deprecated settings
 """
 
 import logging
-from typing import Any, Dict, Optional
+from typing import Optional
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger(__name__)
 
 
-def check_conflicting_settings(config: Dict[str, Any],
+def check_conflicting_settings(config: Config,
                                section_old: Optional[str], name_old: str,
                                section_new: Optional[str], name_new: str) -> None:
     section_new_config = config.get(section_new, {}) if section_new else config
@@ -28,7 +29,7 @@ def check_conflicting_settings(config: Dict[str, Any],
         )
 
 
-def process_removed_setting(config: Dict[str, Any],
+def process_removed_setting(config: Config,
                             section1: str, name1: str,
                             section2: Optional[str], name2: str) -> None:
     """
@@ -47,7 +48,7 @@ def process_removed_setting(config: Dict[str, Any],
         )
 
 
-def process_deprecated_setting(config: Dict[str, Any],
+def process_deprecated_setting(config: Config,
                                section_old: Optional[str], name_old: str,
                                section_new: Optional[str], name_new: str
                                ) -> None:
@@ -69,7 +70,7 @@ def process_deprecated_setting(config: Dict[str, Any],
         del section_old_config[name_old]
 
 
-def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
+def process_temporary_deprecated_settings(config: Config) -> None:
 
     # Kept for future deprecated / moved settings
     # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',

freqtrade/configuration/directory_operations.py

@@ -1,16 +1,16 @@
 import logging
 import shutil
 from pathlib import Path
-from typing import Any, Dict, Optional
+from typing import Optional
 
-from freqtrade.constants import USER_DATA_FILES
+from freqtrade.constants import USER_DATA_FILES, Config
 from freqtrade.exceptions import OperationalException
 
 
 logger = logging.getLogger(__name__)
 
 
-def create_datadir(config: Dict[str, Any], datadir: Optional[str] = None) -> Path:
+def create_datadir(config: Config, datadir: Optional[str] = None) -> Path:
 
     folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
     if not datadir:

freqtrade/configuration/load_config.py

@@ -10,7 +10,7 @@ from typing import Any, Dict, List
 
 import rapidjson
 
-from freqtrade.constants import MINIMAL_CONFIG
+from freqtrade.constants import MINIMAL_CONFIG, Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts
 
@@ -80,7 +80,7 @@ def load_from_files(files: List[str], base_path: Path = None, level: int = 0) ->
     Recursively load configuration files if specified.
     Sub-files are assumed to be relative to the initial config.
     """
-    config: Dict[str, Any] = {}
+    config: Config = {}
     if level > 5:
         raise OperationalException("Config loop detected.")
 

freqtrade/constants.py

@@ -3,7 +3,7 @@
 """
 bot constants
 """
-from typing import List, Literal, Tuple
+from typing import Any, Dict, List, Literal, Tuple
 
 from freqtrade.enums import CandleType
 
@@ -289,11 +289,12 @@ CONF_SCHEMA = {
                         'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'entry': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
-                        'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'entry_fill': {
-                        'entry_fill': {'type': 'string',
+                            'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'off'
                         },
+                        'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, },
                         'exit': {
                             'type': ['string', 'object'],
                             'additionalProperties': {
@@ -301,12 +302,12 @@ CONF_SCHEMA = {
                                 'enum': TELEGRAM_SETTING_OPTIONS
                             }
                         },
-                        'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'exit_fill': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
                             'default': 'on'
                         },
+                        'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'protection_trigger': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
@@ -315,14 +316,17 @@ CONF_SCHEMA = {
                         'protection_trigger_global': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
+                            'default': 'on'
                         },
                         'show_candle': {
                             'type': 'string',
                             'enum': ['off', 'ohlc'],
+                            'default': 'off'
                         },
                         'strategy_msg': {
                             'type': 'string',
                             'enum': TELEGRAM_SETTING_OPTIONS,
+                            'default': 'on'
                         },
                     }
                 },
@@ -504,6 +508,7 @@ CONF_SCHEMA = {
                         "weight_factor": {"type": "number", "default": 0},
                         "principal_component_analysis": {"type": "boolean", "default": False},
                         "use_SVM_to_remove_outliers": {"type": "boolean", "default": False},
+                        "plot_feature_importance": {"type": "boolean", "default": False},
                         "svm_params": {"type": "object",
                                        "properties": {
                                            "shuffle": {"type": "boolean", "default": False},
@@ -603,3 +608,5 @@ LongShort = Literal['long', 'short']
 EntryExit = Literal['entry', 'exit']
 BuySell = Literal['buy', 'sell']
 MakerTaker = Literal['maker', 'taker']
+
+Config = Dict[str, Any]

freqtrade/data/converter.py

@@ -5,12 +5,12 @@ import itertools
 import logging
 from datetime import datetime, timezone
 from operator import itemgetter
-from typing import Any, Dict, List
+from typing import Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
 
-from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, TradeList
+from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS, DEFAULT_TRADES_COLUMNS, Config, TradeList
 from freqtrade.enums import CandleType
 
 
@@ -237,7 +237,7 @@ def trades_to_ohlcv(trades: TradeList, timeframe: str) -> DataFrame:
     return df_new.loc[:, DEFAULT_DATAFRAME_COLUMNS]
 
 
-def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to: str, erase: bool):
+def convert_trades_format(config: Config, convert_from: str, convert_to: str, erase: bool):
     """
     Convert trades from one format to another format.
     :param config: Config dictionary
@@ -263,7 +263,7 @@ def convert_trades_format(config: Dict[str, Any], convert_from: str, convert_to:
 
 
 def convert_ohlcv_format(
-    config: Dict[str, Any],
+    config: Config,
     convert_from: str,
     convert_to: str,
     erase: bool,
@@ -292,6 +292,7 @@ def convert_ohlcv_format(
                 timeframe,
                 candle_type=candle_type
             ))
+        config['pairs'] = sorted(set(config['pairs']))
     logger.info(f"Converting candle (OHLCV) data for {config['pairs']}")
 
     for timeframe in timeframes:
@@ -302,7 +303,7 @@ def convert_ohlcv_format(
                                   drop_incomplete=False,
                                   startup_candles=0,
                                   candle_type=candle_type)
-            logger.info(f"Converting {len(data)} {candle_type} candles for {pair}")
+            logger.info(f"Converting {len(data)} {timeframe} {candle_type} candles for {pair}")
             if len(data) > 0:
                 trg.ohlcv_store(
                     pair=pair,

freqtrade/data/dataprovider.py

@@ -12,7 +12,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
+from freqtrade.constants import Config, ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import CandleType, RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
@@ -28,7 +28,7 @@ MAX_DATAFRAME_CANDLES = 1000
 
 class DataProvider:
 
-    def __init__(self, config: dict, exchange: Optional[Exchange], pairlists=None) -> None:
+    def __init__(self, config: Config, exchange: Optional[Exchange], pairlists=None) -> None:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
@@ -86,7 +86,7 @@ class DataProvider:
         """
         _candle_type = CandleType.from_string(
             candle_type) if candle_type != '' else self._config['candle_type_def']
-        saved_pair = (pair, str(timeframe), _candle_type)
+        saved_pair: PairWithTimeframe = (pair, str(timeframe), _candle_type)
         if saved_pair not in self.__cached_pairs_backtesting:
             timerange = TimeRange.parse_timerange(None if self._config.get(
                 'timerange') is None else str(self._config.get('timerange')))
@@ -196,7 +196,9 @@ class DataProvider:
         Clear pair dataframe cache.
         """
         self.__cached_pairs = {}
-        self.__cached_pairs_backtesting = {}
+        # Don't reset backtesting pairs -
+        # otherwise they're reloaded each time during hyperopt due to with analyze_per_epoch
+        # self.__cached_pairs_backtesting = {}
         self.__slice_index = 0
 
     # Exchange functions

freqtrade/data/history/hdf5datahandler.py

@@ -1,7 +1,5 @@
 import logging
-import re
+from typing import Optional
-from pathlib import Path
-from typing import List, Optional
 
 import numpy as np
 import pandas as pd
@@ -20,26 +18,6 @@ class HDF5DataHandler(IDataHandler):
 
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
-    @classmethod
-    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
-        """
-        Returns a list of all pairs with ohlcv data available in this datadir
-        for the specified timeframe
-        :param datadir: Directory to search for ohlcv files
-        :param timeframe: Timeframe to search pairs for
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: List of Pairs
-        """
-        candle = ""
-        if candle_type != CandleType.SPOT:
-            datadir = datadir.joinpath('futures')
-            candle = f"-{candle_type}"
-
-        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + '.h5)', p.name)
-                for p in datadir.glob(f"*{timeframe}{candle}.h5")]
-        # Check if regex found something and only return these results
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
-
     def ohlcv_store(
             self, pair: str, timeframe: str, data: pd.DataFrame, candle_type: CandleType) -> None:
         """
@@ -121,18 +99,6 @@ class HDF5DataHandler(IDataHandler):
         """
         raise NotImplementedError()
 
-    @classmethod
-    def trades_get_pairs(cls, datadir: Path) -> List[str]:
-        """
-        Returns a list of all pairs for which trade data is available in this
-        :param datadir: Directory to search for ohlcv files
-        :return: List of Pairs
-        """
-        _tmp = [re.search(r'^(\S+)(?=\-trades.h5)', p.name)
-                for p in datadir.glob("*trades.h5")]
-        # Check if regex found something and only return these results to avoid exceptions.
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
-
     def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file

freqtrade/data/history/idatahandler.py

@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
 
 class IDataHandler(ABC):
 
-    _OHLCV_REGEX = r'^([a-zA-Z_-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
+    _OHLCV_REGEX = r'^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)'
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
@@ -61,7 +61,6 @@ class IDataHandler(ABC):
             ) for match in _tmp if match and len(match.groups()) > 1]
 
     @classmethod
-    @abstractmethod
     def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
@@ -71,6 +70,15 @@ class IDataHandler(ABC):
         :param candle_type: Any of the enum CandleType (must match trading mode!)
         :return: List of Pairs
         """
+        candle = ""
+        if candle_type != CandleType.SPOT:
+            datadir = datadir.joinpath('futures')
+            candle = f"-{candle_type}"
+        ext = cls._get_file_extension()
+        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + f'.{ext})', p.name)
+                for p in datadir.glob(f"*{timeframe}{candle}.{ext}")]
+        # Check if regex found something and only return these results
+        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
 
     @abstractmethod
     def ohlcv_store(
@@ -144,13 +152,17 @@ class IDataHandler(ABC):
         """
 
     @classmethod
-    @abstractmethod
     def trades_get_pairs(cls, datadir: Path) -> List[str]:
         """
         Returns a list of all pairs for which trade data is available in this
         :param datadir: Directory to search for ohlcv files
         :return: List of Pairs
         """
+        _ext = cls._get_file_extension()
+        _tmp = [re.search(r'^(\S+)(?=\-trades.' + _ext + ')', p.name)
+                for p in datadir.glob(f"*trades.{_ext}")]
+        # Check if regex found something and only return these results to avoid exceptions.
+        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
 
     @abstractmethod
     def trades_store(self, pair: str, data: TradeList) -> None:
@@ -255,7 +267,7 @@ class IDataHandler(ABC):
         Rebuild pair name from filename
         Assumes a asset name of max. 7 length to also support BTC-PERP and BTC-PERP:USD names.
         """
-        res = re.sub(r'^(([A-Za-z]{1,10})|^([A-Za-z\-]{1,6}))(_)', r'\g<1>/', pair, 1)
+        res = re.sub(r'^(([A-Za-z\d]{1,10})|^([A-Za-z\-]{1,6}))(_)', r'\g<1>/', pair, 1)
         res = re.sub('_', ':', res, 1)
         return res
 

freqtrade/data/history/jsondatahandler.py

@@ -1,7 +1,5 @@
 import logging
-import re
+from typing import Optional
-from pathlib import Path
-from typing import List, Optional
 
 import numpy as np
 from pandas import DataFrame, read_json, to_datetime
@@ -23,26 +21,6 @@ class JsonDataHandler(IDataHandler):
     _use_zip = False
     _columns = DEFAULT_DATAFRAME_COLUMNS
 
-    @classmethod
-    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
-        """
-        Returns a list of all pairs with ohlcv data available in this datadir
-        for the specified timeframe
-        :param datadir: Directory to search for ohlcv files
-        :param timeframe: Timeframe to search pairs for
-        :param candle_type: Any of the enum CandleType (must match trading mode!)
-        :return: List of Pairs
-        """
-        candle = ""
-        if candle_type != CandleType.SPOT:
-            datadir = datadir.joinpath('futures')
-            candle = f"-{candle_type}"
-
-        _tmp = [re.search(r'^(\S+)(?=\-' + timeframe + candle + '.json)', p.name)
-                for p in datadir.glob(f"*{timeframe}{candle}.{cls._get_file_extension()}")]
-        # Check if regex found something and only return these results
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
-
     def ohlcv_store(
             self, pair: str, timeframe: str, data: DataFrame, candle_type: CandleType) -> None:
         """
@@ -119,18 +97,6 @@ class JsonDataHandler(IDataHandler):
         """
         raise NotImplementedError()
 
-    @classmethod
-    def trades_get_pairs(cls, datadir: Path) -> List[str]:
-        """
-        Returns a list of all pairs for which trade data is available in this
-        :param datadir: Directory to search for ohlcv files
-        :return: List of Pairs
-        """
-        _tmp = [re.search(r'^(\S+)(?=\-trades.json)', p.name)
-                for p in datadir.glob(f"*trades.{cls._get_file_extension()}")]
-        # Check if regex found something and only return these results to avoid exceptions.
-        return [cls.rebuild_pair_from_filename(match[0]) for match in _tmp if match]
-
     def trades_store(self, pair: str, data: TradeList) -> None:
         """
         Store trades data (list of Dicts) to file

freqtrade/edge/edge_positioning.py

@@ -11,7 +11,7 @@ import utils_find_1st as utf1st
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.data.history import get_timerange, load_data, refresh_data
 from freqtrade.enums import CandleType, ExitType, RunMode
 from freqtrade.exceptions import OperationalException
@@ -42,10 +42,9 @@ class Edge:
     Author: https://github.com/mishaker
     """
 
-    config: Dict = {}
     _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
 
-    def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
+    def __init__(self, config: Config, exchange, strategy) -> None:
 
         self.config = config
         self.exchange = exchange

freqtrade/exchange/binance.py

@@ -1,5 +1,4 @@
 """ Binance exchange subclass """
-import json
 import logging
 from datetime import datetime
 from pathlib import Path
@@ -12,7 +11,7 @@ from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.misc import deep_merge_dicts
+from freqtrade.misc import deep_merge_dicts, json_load
 
 
 logger = logging.getLogger(__name__)
@@ -31,7 +30,7 @@ class Binance(Exchange):
         "ccxt_futures_name": "future"
     }
     _ft_has_futures: Dict = {
-        "stoploss_order_types": {"limit": "stop"},
+        "stoploss_order_types": {"limit": "limit", "market": "market"},
         "tickers_have_price": False,
     }
 
@@ -48,13 +47,12 @@ class Binance(Exchange):
         Returns True if adjustment is necessary.
         :param side: "buy" or "sell"
         """
-
+        order_types = ('stop_loss_limit', 'stop', 'stop_market')
-        ordertype = 'stop' if self.trading_mode == TradingMode.FUTURES else 'stop_loss_limit'
 
         return (
             order.get('stopPrice', None) is None
             or (
-                order['type'] == ordertype
+                order['type'] in order_types
                 and (
                     (side == "sell" and stop_loss > float(order['stopPrice'])) or
                     (side == "buy" and stop_loss < float(order['stopPrice']))
@@ -201,7 +199,7 @@ class Binance(Exchange):
                     Path(__file__).parent / 'binance_leverage_tiers.json'
                 )
                 with open(leverage_tiers_path) as json_file:
-                    return json.load(json_file)
+                    return json_load(json_file)
             else:
                 try:
                     return self._api.fetch_leverage_tiers()

freqtrade/exchange/binance_leverage_tiers.json

@@ -81,6 +81,104 @@
       }
     }
   ],
+  "1000LUNC/USDT": [
+    {
+      "tier": 1.0,
+      "currency": "USDT",
+      "minNotional": 0.0,
+      "maxNotional": 5000.0,
+      "maintenanceMarginRate": 0.01,
+      "maxLeverage": 25.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "25",
+        "notionalCap": "5000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.01",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "USDT",
+      "minNotional": 5000.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "5000",
+        "maintMarginRatio": "0.025",
+        "cum": "75.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "USDT",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "700.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "USDT",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5700.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "USDT",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11950.0"
+      }
+    },
+    {
+      "tier": 6.0,
+      "currency": "USDT",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "6",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386950.0"
+      }
+    }
+  ],
   "1000SHIB/BUSD": [
     {
       "tier": 1.0,
@@ -1109,6 +1207,88 @@
       }
     }
   ],
+  "AMB/BUSD": [
+    {
+      "tier": 1.0,
+      "currency": "BUSD",
+      "minNotional": 0.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.025",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "BUSD",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "625.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "BUSD",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5625.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "BUSD",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11875.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "BUSD",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386875.0"
+      }
+    }
+  ],
   "ANC/BUSD": [
     {
       "tier": 1.0,
@@ -3300,13 +3480,13 @@
       "tier": 6.0,
       "currency": "USDT",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "6",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386950.0"
@@ -4880,13 +5060,13 @@
       "tier": 6.0,
       "currency": "USDT",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "6",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386940.0"
@@ -8333,6 +8513,104 @@
       }
     }
   ],
+  "FOOTBALL/USDT": [
+    {
+      "tier": 1.0,
+      "currency": "USDT",
+      "minNotional": 0.0,
+      "maxNotional": 5000.0,
+      "maintenanceMarginRate": 0.01,
+      "maxLeverage": 25.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "25",
+        "notionalCap": "5000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.01",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "USDT",
+      "minNotional": 5000.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "5000",
+        "maintMarginRatio": "0.025",
+        "cum": "75.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "USDT",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "700.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "USDT",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5700.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "USDT",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11950.0"
+      }
+    },
+    {
+      "tier": 6.0,
+      "currency": "USDT",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "6",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386950.0"
+      }
+    }
+  ],
   "FTM/BUSD": [
     {
       "tier": 1.0,
@@ -12123,6 +12401,104 @@
       }
     }
   ],
+  "LUNA2/USDT": [
+    {
+      "tier": 1.0,
+      "currency": "USDT",
+      "minNotional": 0.0,
+      "maxNotional": 5000.0,
+      "maintenanceMarginRate": 0.015,
+      "maxLeverage": 25.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "25",
+        "notionalCap": "5000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.015",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "USDT",
+      "minNotional": 5000.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "5000",
+        "maintMarginRatio": "0.025",
+        "cum": "50.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "USDT",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "675.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "USDT",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5675.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "USDT",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11925.0"
+      }
+    },
+    {
+      "tier": 6.0,
+      "currency": "USDT",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "6",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386925.0"
+      }
+    }
+  ],
   "MANA/USDT": [
     {
       "tier": 1.0,
@@ -13028,10 +13404,10 @@
       "minNotional": 0.0,
       "maxNotional": 5000.0,
       "maintenanceMarginRate": 0.01,
-      "maxLeverage": 50.0,
+      "maxLeverage": 25.0,
       "info": {
         "bracket": "1",
-        "initialLeverage": "50",
+        "initialLeverage": "25",
         "notionalCap": "5000",
         "notionalFloor": "0",
         "maintMarginRatio": "0.01",
@@ -13805,6 +14181,88 @@
       }
     }
   ],
+  "PHB/BUSD": [
+    {
+      "tier": 1.0,
+      "currency": "BUSD",
+      "minNotional": 0.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.025",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "BUSD",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "625.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "BUSD",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5625.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "BUSD",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11875.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "BUSD",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386875.0"
+      }
+    }
+  ],
   "QTUM/USDT": [
     {
       "tier": 1.0,
@@ -14008,10 +14466,10 @@
       "minNotional": 0.0,
       "maxNotional": 5000.0,
       "maintenanceMarginRate": 0.01,
-      "maxLeverage": 50.0,
+      "maxLeverage": 25.0,
       "info": {
         "bracket": "1",
-        "initialLeverage": "50",
+        "initialLeverage": "25",
         "notionalCap": "5000",
         "notionalFloor": "0",
         "maintMarginRatio": "0.01",
@@ -14478,13 +14936,13 @@
       "tier": 6.0,
       "currency": "USDT",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "6",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386950.0"
@@ -14576,13 +15034,13 @@
       "tier": 6.0,
       "currency": "USDT",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "6",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386950.0"
@@ -15487,6 +15945,104 @@
       }
     }
   ],
+  "SPELL/USDT": [
+    {
+      "tier": 1.0,
+      "currency": "USDT",
+      "minNotional": 0.0,
+      "maxNotional": 5000.0,
+      "maintenanceMarginRate": 0.01,
+      "maxLeverage": 25.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "25",
+        "notionalCap": "5000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.01",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "USDT",
+      "minNotional": 5000.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "5000",
+        "maintMarginRatio": "0.025",
+        "cum": "75.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "USDT",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "700.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "USDT",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5700.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "USDT",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11950.0"
+      }
+    },
+    {
+      "tier": 6.0,
+      "currency": "USDT",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "6",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386950.0"
+      }
+    }
+  ],
   "SRM/USDT": [
     {
       "tier": 1.0,
@@ -15585,6 +16141,104 @@
       }
     }
   ],
+  "STG/USDT": [
+    {
+      "tier": 1.0,
+      "currency": "USDT",
+      "minNotional": 0.0,
+      "maxNotional": 5000.0,
+      "maintenanceMarginRate": 0.01,
+      "maxLeverage": 25.0,
+      "info": {
+        "bracket": "1",
+        "initialLeverage": "25",
+        "notionalCap": "5000",
+        "notionalFloor": "0",
+        "maintMarginRatio": "0.01",
+        "cum": "0.0"
+      }
+    },
+    {
+      "tier": 2.0,
+      "currency": "USDT",
+      "minNotional": 5000.0,
+      "maxNotional": 25000.0,
+      "maintenanceMarginRate": 0.025,
+      "maxLeverage": 20.0,
+      "info": {
+        "bracket": "2",
+        "initialLeverage": "20",
+        "notionalCap": "25000",
+        "notionalFloor": "5000",
+        "maintMarginRatio": "0.025",
+        "cum": "75.0"
+      }
+    },
+    {
+      "tier": 3.0,
+      "currency": "USDT",
+      "minNotional": 25000.0,
+      "maxNotional": 100000.0,
+      "maintenanceMarginRate": 0.05,
+      "maxLeverage": 10.0,
+      "info": {
+        "bracket": "3",
+        "initialLeverage": "10",
+        "notionalCap": "100000",
+        "notionalFloor": "25000",
+        "maintMarginRatio": "0.05",
+        "cum": "700.0"
+      }
+    },
+    {
+      "tier": 4.0,
+      "currency": "USDT",
+      "minNotional": 100000.0,
+      "maxNotional": 250000.0,
+      "maintenanceMarginRate": 0.1,
+      "maxLeverage": 5.0,
+      "info": {
+        "bracket": "4",
+        "initialLeverage": "5",
+        "notionalCap": "250000",
+        "notionalFloor": "100000",
+        "maintMarginRatio": "0.1",
+        "cum": "5700.0"
+      }
+    },
+    {
+      "tier": 5.0,
+      "currency": "USDT",
+      "minNotional": 250000.0,
+      "maxNotional": 1000000.0,
+      "maintenanceMarginRate": 0.125,
+      "maxLeverage": 2.0,
+      "info": {
+        "bracket": "5",
+        "initialLeverage": "2",
+        "notionalCap": "1000000",
+        "notionalFloor": "250000",
+        "maintMarginRatio": "0.125",
+        "cum": "11950.0"
+      }
+    },
+    {
+      "tier": 6.0,
+      "currency": "USDT",
+      "minNotional": 1000000.0,
+      "maxNotional": 5000000.0,
+      "maintenanceMarginRate": 0.5,
+      "maxLeverage": 1.0,
+      "info": {
+        "bracket": "6",
+        "initialLeverage": "1",
+        "notionalCap": "5000000",
+        "notionalFloor": "1000000",
+        "maintMarginRatio": "0.5",
+        "cum": "386950.0"
+      }
+    }
+  ],
   "STMX/USDT": [
     {
       "tier": 1.0,
@@ -16176,13 +16830,13 @@
       "tier": 5.0,
       "currency": "BUSD",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "5",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386875.0"
@@ -16470,13 +17124,13 @@
       "tier": 6.0,
       "currency": "USDT",
       "minNotional": 1000000.0,
-      "maxNotional": 30000000.0,
+      "maxNotional": 5000000.0,
       "maintenanceMarginRate": 0.5,
       "maxLeverage": 1.0,
       "info": {
         "bracket": "6",
         "initialLeverage": "1",
-        "notionalCap": "30000000",
+        "notionalCap": "5000000",
         "notionalFloor": "1000000",
         "maintMarginRatio": "0.5",
         "cum": "386950.0"

freqtrade/exchange/exchange.py

@@ -21,7 +21,8 @@ from dateutil import parser
 from pandas import DataFrame
 
 from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, BuySell,
-                                 EntryExit, ListPairsWithTimeframes, MakerTaker, PairWithTimeframe)
+                                 Config, EntryExit, ListPairsWithTimeframes, MakerTaker,
+                                 PairWithTimeframe)
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
@@ -91,7 +92,7 @@ class Exchange:
         # TradingMode.SPOT always supported and not required in this list
     ]
 
-    def __init__(self, config: Dict[str, Any], validate: bool = True,
+    def __init__(self, config: Config, validate: bool = True,
                  load_leverage_tiers: bool = False) -> None:
         """
         Initializes this module with the given config,
@@ -108,7 +109,7 @@ class Exchange:
         self._loop_lock = Lock()
         self.loop = asyncio.new_event_loop()
         asyncio.set_event_loop(self.loop)
-        self._config: Dict = {}
+        self._config: Config = {}
 
         self._config.update(config)
 
@@ -2304,7 +2305,7 @@ class Exchange:
             updated = tiers.get('updated')
             if updated:
                 updated_dt = parser.parse(updated)
-                if updated_dt < datetime.now(timezone.utc) - timedelta(days=1):
+                if updated_dt < datetime.now(timezone.utc) - timedelta(weeks=4):
                     logger.info("Cached leverage tiers are outdated. Will update.")
                     return None
             return tiers['data']

freqtrade/exchange/okx.py

@@ -71,6 +71,7 @@ class Okx(Exchange):
         try:
             if self.trading_mode == TradingMode.FUTURES and not self._config['dry_run']:
                 accounts = self._api.fetch_accounts()
+                self._log_exchange_response('fetch_accounts', accounts)
                 if len(accounts) > 0:
                     self.net_only = accounts[0].get('info', {}).get('posMode') == 'net_mode'
         except ccxt.DDoSProtection as e:

freqtrade/freqai/data_drawer.py

@@ -16,6 +16,7 @@ from numpy.typing import NDArray
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import Config
 from freqtrade.data.history import load_pair_history
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
@@ -27,9 +28,7 @@ logger = logging.getLogger(__name__)
 
 class pair_info(TypedDict):
     model_filename: str
-    first: bool
     trained_timestamp: int
-    priority: int
     data_path: str
     extras: dict
 
@@ -58,7 +57,7 @@ class FreqaiDataDrawer:
     Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
     """
 
-    def __init__(self, full_path: Path, config: dict, follow_mode: bool = False):
+    def __init__(self, full_path: Path, config: Config, follow_mode: bool = False):
 
         self.config = config
         self.freqai_info = config.get("freqai", {})
@@ -91,7 +90,7 @@ class FreqaiDataDrawer:
         self.old_DBSCAN_eps: Dict[str, float] = {}
         self.empty_pair_dict: pair_info = {
                 "model_filename": "", "trained_timestamp": 0,
-                "priority": 1, "first": True, "data_path": "", "extras": {}}
+                "data_path": "", "extras": {}}
 
     def load_drawer_from_disk(self):
         """
@@ -216,7 +215,6 @@ class FreqaiDataDrawer:
             self.pair_dict[pair] = self.empty_pair_dict.copy()
             model_filename = ""
             trained_timestamp = 0
-            self.pair_dict[pair]["priority"] = len(self.pair_dict)
 
         if not data_path_set and self.follow_mode:
             logger.warning(
@@ -236,18 +234,9 @@ class FreqaiDataDrawer:
             return
         else:
             self.pair_dict[metadata["pair"]] = self.empty_pair_dict.copy()
-            self.pair_dict[metadata["pair"]]["priority"] = len(self.pair_dict)
 
             return
 
-    def pair_to_end_of_training_queue(self, pair: str) -> None:
-        # march all pairs up in the queue
-        with self.pair_dict_lock:
-            for p in self.pair_dict:
-                self.pair_dict[p]["priority"] -= 1
-            # send pair to end of queue
-            self.pair_dict[pair]["priority"] = len(self.pair_dict)
-
     def set_initial_return_values(self, pair: str, pred_df: DataFrame) -> None:
         """
         Set the initial return values to the historical predictions dataframe. This avoids needing
@@ -355,7 +344,7 @@ class FreqaiDataDrawer:
         for dir in model_folders:
             result = pattern.match(str(dir.name))
             if result is None:
-                break
+                continue
             coin = result.group(1)
             timestamp = result.group(2)
 

freqtrade/freqai/data_kitchen.py

@@ -18,6 +18,7 @@ from sklearn.model_selection import train_test_split
 from sklearn.neighbors import NearestNeighbors
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.strategy.interface import IStrategy
@@ -57,7 +58,7 @@ class FreqaiDataKitchen:
 
     def __init__(
         self,
-        config: Dict[str, Any],
+        config: Config,
         live: bool = False,
         pair: str = "",
     ):

freqtrade/freqai/freqai_interface.py

@@ -3,6 +3,7 @@ import shutil
 import threading
 import time
 from abc import ABC, abstractmethod
+from collections import deque
 from datetime import datetime, timezone
 from pathlib import Path
 from threading import Lock
@@ -14,12 +15,13 @@ from numpy.typing import NDArray
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.freqai.data_drawer import FreqaiDataDrawer
 from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+from freqtrade.freqai.utils import plot_feature_importance
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -50,7 +52,7 @@ class IFreqaiModel(ABC):
     Juha Nykänen @suikula, Wagner Costa @wagnercosta, Johan Vlugt @Jooopieeert
     """
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config) -> None:
 
         self.config = config
         self.assert_config(self.config)
@@ -80,6 +82,7 @@ class IFreqaiModel(ABC):
         self.pair_it = 0
         self.pair_it_train = 0
         self.total_pairs = len(self.config.get("exchange", {}).get("pair_whitelist"))
+        self.train_queue = self._set_train_queue()
         self.last_trade_database_summary: DataFrame = {}
         self.current_trade_database_summary: DataFrame = {}
         self.analysis_lock = Lock()
@@ -99,7 +102,7 @@ class IFreqaiModel(ABC):
         """
         return ({})
 
-    def assert_config(self, config: Dict[str, Any]) -> None:
+    def assert_config(self, config: Config) -> None:
 
         if not config.get("freqai", {}):
             raise OperationalException("No freqai parameters found in configuration file.")
@@ -181,12 +184,16 @@ class IFreqaiModel(ABC):
         """
         while not self._stop_event.is_set():
             time.sleep(1)
-            for pair in self.config.get("exchange", {}).get("pair_whitelist"):
+            pair = self.train_queue[0]
+
+            # ensure pair is avaialble in dp
+            if pair not in strategy.dp.current_whitelist():
+                self.train_queue.popleft()
+                logger.warning(f'{pair} not in current whitelist, removing from train queue.')
+                continue
 
             (_, trained_timestamp, _) = self.dd.get_pair_dict_info(pair)
 
-                if self.dd.pair_dict[pair]["priority"] != 1:
-                    continue
             dk = FreqaiDataKitchen(self.config, self.live, pair)
             dk.set_paths(pair, trained_timestamp)
             (
@@ -198,11 +205,18 @@ class IFreqaiModel(ABC):
 
             if retrain:
                 self.train_timer('start')
+                try:
                     self.extract_data_and_train_model(
                         new_trained_timerange, pair, strategy, dk, data_load_timerange
                     )
+                except Exception as msg:
+                    logger.warning(f'Training {pair} raised exception {msg}, skipping.')
+
                 self.train_timer('stop')
 
+                # only rotate the queue after the first has been trained.
+                self.train_queue.rotate(-1)
+
                 self.dd.save_historic_predictions_to_disk()
 
     def start_backtesting(
@@ -557,11 +571,11 @@ class IFreqaiModel(ABC):
 
         self.dd.pair_dict[pair]["trained_timestamp"] = new_trained_timerange.stopts
         dk.set_new_model_names(pair, new_trained_timerange)
-        self.dd.pair_dict[pair]["first"] = False
-        if self.dd.pair_dict[pair]["priority"] == 1 and self.scanning:
-            self.dd.pair_to_end_of_training_queue(pair)
         self.dd.save_data(model, pair, dk)
 
+        if self.freqai_info["feature_parameters"].get("plot_feature_importance", False):
+            plot_feature_importance(model, pair, dk)
+
         if self.freqai_info.get("purge_old_models", False):
             self.dd.purge_old_models()
 
@@ -685,6 +699,32 @@ class IFreqaiModel(ABC):
 
         return init_model
 
+    def _set_train_queue(self):
+        """
+        Sets train queue from existing train timestamps if they exist
+        otherwise it sets the train queue based on the provided whitelist.
+        """
+        current_pairlist = self.config.get("exchange", {}).get("pair_whitelist")
+        if not self.dd.pair_dict:
+            logger.info('Set fresh train queue from whitelist. '
+                        f'Queue: {current_pairlist}')
+            return deque(current_pairlist)
+
+        best_queue = deque()
+
+        pair_dict_sorted = sorted(self.dd.pair_dict.items(),
+                                  key=lambda k: k[1]['trained_timestamp'])
+        for pair in pair_dict_sorted:
+            if pair[0] in current_pairlist:
+                best_queue.append(pair[0])
+        for pair in current_pairlist:
+            if pair not in best_queue:
+                best_queue.appendleft(pair)
+
+        logger.info('Set existing queue from trained timestamps. '
+                    f'Best approximation queue: {best_queue}')
+        return best_queue
+
     # Following methods which are overridden by user made prediction models.
     # See freqai/prediction_models/CatboostPredictionModel.py for an example.
 

freqtrade/freqai/prediction_models/XGBoostClassifier.py

@@ -0,0 +1,85 @@
+import logging
+from typing import Any, Dict, Tuple
+
+import numpy as np
+import numpy.typing as npt
+import pandas as pd
+from pandas import DataFrame
+from pandas.api.types import is_integer_dtype
+from sklearn.preprocessing import LabelEncoder
+from xgboost import XGBClassifier
+
+from freqtrade.freqai.base_models.BaseClassifierModel import BaseClassifierModel
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
+
+
+logger = logging.getLogger(__name__)
+
+
+class XGBoostClassifier(BaseClassifierModel):
+    """
+    User created prediction model. The class needs to override three necessary
+    functions, predict(), train(), fit(). The class inherits ModelHandler which
+    has its own DataHandler where data is held, saved, loaded, and managed.
+    """
+
+    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
+        """
+        User sets up the training and test data to fit their desired model here
+        :params:
+        :data_dictionary: the dictionary constructed by DataHandler to hold
+        all the training and test data/labels.
+        """
+
+        X = data_dictionary["train_features"].to_numpy()
+        y = data_dictionary["train_labels"].to_numpy()[:, 0]
+
+        le = LabelEncoder()
+        if not is_integer_dtype(y):
+            y = pd.Series(le.fit_transform(y), dtype="int64")
+
+        if self.freqai_info.get('data_split_parameters', {}).get('test_size', 0.1) == 0:
+            eval_set = None
+        else:
+            test_features = data_dictionary["test_features"].to_numpy()
+            test_labels = data_dictionary["test_labels"].to_numpy()[:, 0]
+
+            if not is_integer_dtype(test_labels):
+                test_labels = pd.Series(le.transform(test_labels), dtype="int64")
+
+            eval_set = [(test_features, test_labels)]
+
+        train_weights = data_dictionary["train_weights"]
+
+        init_model = self.get_init_model(dk.pair)
+
+        model = XGBClassifier(**self.model_training_parameters)
+
+        model.fit(X=X, y=y, eval_set=eval_set, sample_weight=train_weights,
+                  xgb_model=init_model)
+
+        return model
+
+    def predict(
+        self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
+    ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
+        """
+        Filter the prediction features data and predict with it.
+        :param: unfiltered_df: Full dataframe for the current backtest period.
+        :return:
+        :pred_df: dataframe containing the predictions
+        :do_predict: np.array of 1s and 0s to indicate places where freqai needed to remove
+        data (NaNs) or felt uncertain about data (PCA and DI index)
+        """
+
+        (pred_df, dk.do_predict) = super().predict(unfiltered_df, dk, **kwargs)
+
+        le = LabelEncoder()
+        label = dk.label_list[0]
+        labels_before = list(dk.data['labels_std'].keys())
+        labels_after = le.fit_transform(labels_before).tolist()
+        pred_df[label] = le.inverse_transform(pred_df[label])
+        pred_df = pred_df.rename(
+            columns={labels_after[i]: labels_before[i] for i in range(len(labels_before))})
+
+        return (pred_df, dk.do_predict)

freqtrade/freqai/utils.py

@@ -1,19 +1,25 @@
 import logging
 from datetime import datetime, timezone
+from typing import Any
+
+import numpy as np
+import pandas as pd
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import Config
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history.history_utils import refresh_backtest_ohlcv_data
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
 from freqtrade.exchange.exchange import market_is_active
+from freqtrade.freqai.data_kitchen import FreqaiDataKitchen
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
 
 
 logger = logging.getLogger(__name__)
 
 
-def download_all_data_for_training(dp: DataProvider, config: dict) -> None:
+def download_all_data_for_training(dp: DataProvider, config: Config) -> None:
     """
     Called only once upon start of bot to download the necessary data for
     populating indicators and training the model.
@@ -47,9 +53,7 @@ def download_all_data_for_training(dp: DataProvider, config: dict) -> None:
     )
 
 
-def get_required_data_timerange(
+def get_required_data_timerange(config: Config) -> TimeRange:
-    config: dict
-) -> TimeRange:
     """
     Used to compute the required data download time range
     for auto data-download in FreqAI
@@ -86,7 +90,7 @@ def get_required_data_timerange(
 
 
 # Keep below for when we wish to download heterogeneously lengthed data for FreqAI.
-# def download_all_data_for_training(dp: DataProvider, config: dict) -> None:
+# def download_all_data_for_training(dp: DataProvider, config: Config) -> None:
 #     """
 #     Called only once upon start of bot to download the necessary data for
 #     populating indicators and training a FreqAI model.
@@ -132,3 +136,58 @@ def get_required_data_timerange(
 #             trading_mode=config.get("trading_mode", "spot"),
 #             prepend=config.get("prepend_data", False),
 #         )
+
+
+def plot_feature_importance(model: Any, pair: str, dk: FreqaiDataKitchen,
+                            count_max: int = 25) -> None:
+    """
+        Plot Best and worst features by importance for a single sub-train.
+        :param model: Any = A model which was `fit` using a common library
+                            such as catboost or lightgbm
+        :param pair: str = pair e.g. BTC/USD
+        :param dk: FreqaiDataKitchen = non-persistent data container for current coin/loop
+        :param count_max: int = the amount of features to be loaded per column
+    """
+    from freqtrade.plot.plotting import go, make_subplots, store_plot_file
+
+    # Extract feature importance from model
+    models = {}
+    if 'FreqaiMultiOutputRegressor' in str(model.__class__):
+        for estimator, label in zip(model.estimators_, dk.label_list):
+            models[label] = estimator
+    else:
+        models[dk.label_list[0]] = model
+
+    for label in models:
+        mdl = models[label]
+        if "catboost.core" in str(mdl.__class__):
+            feature_importance = mdl.get_feature_importance()
+        elif "lightgbm.sklearn" or "xgb" in str(mdl.__class__):
+            feature_importance = mdl.feature_importances_
+        else:
+            logger.info('Model type not support for generating feature importances.')
+            return
+
+        # Data preparation
+        fi_df = pd.DataFrame({
+            "feature_names": np.array(dk.training_features_list),
+            "feature_importance": np.array(feature_importance)
+        })
+        fi_df_top = fi_df.nlargest(count_max, "feature_importance")[::-1]
+        fi_df_worst = fi_df.nsmallest(count_max, "feature_importance")[::-1]
+
+        # Plotting
+        def add_feature_trace(fig, fi_df, col):
+            return fig.add_trace(
+                go.Bar(
+                    x=fi_df["feature_importance"],
+                    y=fi_df["feature_names"],
+                    orientation='h', showlegend=False
+                ), row=1, col=col
+            )
+        fig = make_subplots(rows=1, cols=2, horizontal_spacing=0.5)
+        fig = add_feature_trace(fig, fi_df_top, 1)
+        fig = add_feature_trace(fig, fi_df_worst, 2)
+        fig.update_layout(title_text=f"Best and worst features by importance {pair}")
+        label = label.replace('&', '').replace('%', '')  # escape two FreqAI specific characters
+        store_plot_file(fig, f"{dk.model_filename}-{label}.html", dk.data_path)

freqtrade/freqtradebot.py

@@ -11,9 +11,9 @@ from typing import Any, Dict, List, Optional, Tuple
 
 from schedule import Scheduler
 
-from freqtrade import __version__, constants
+from freqtrade import constants
 from freqtrade.configuration import validate_config_consistency
-from freqtrade.constants import BuySell, LongShort
+from freqtrade.constants import BuySell, Config, LongShort
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
@@ -44,7 +44,7 @@ class FreqtradeBot(LoggingMixin):
     This is from here the bot start its logic.
     """
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config) -> None:
         """
         Init all variables and objects the bot needs to work
         :param config: configuration dict, you can use Configuration.get_config()
@@ -52,8 +52,6 @@ class FreqtradeBot(LoggingMixin):
         """
         self.active_pair_whitelist: List[str] = []
 
-        logger.info('Starting freqtrade %s', __version__)
-
         # Init bot state
         self.state = State.STOPPED
 
@@ -596,7 +594,7 @@ class FreqtradeBot(LoggingMixin):
                 amount = trade.amount
 
             if amount == 0.0:
-                logger.info("Amount to sell is 0.0 due to exchange limits - not selling.")
+                logger.info("Amount to exit is 0.0 due to exchange limits - not exiting.")
                 return
 
             remaining = (trade.amount - amount) * current_exit_rate
@@ -923,7 +921,7 @@ class FreqtradeBot(LoggingMixin):
             'stake_amount': trade.stake_amount,
             'stake_currency': self.config['stake_currency'],
             'fiat_currency': self.config.get('fiat_display_currency', None),
-            'amount': order.safe_amount_after_fee if fill else order.amount,
+            'amount': order.safe_amount_after_fee if fill else (order.amount or trade.amount),
             'open_date': trade.open_date or datetime.utcnow(),
             'current_rate': current_rate,
             'sub_trade': sub_trade,
@@ -1072,6 +1070,7 @@ class FreqtradeBot(LoggingMixin):
             order_obj = Order.parse_from_ccxt_object(stoploss_order, trade.pair, 'stoploss')
             trade.orders.append(order_obj)
             trade.stoploss_order_id = str(stoploss_order['id'])
+            trade.stoploss_last_update = datetime.now(timezone.utc)
             return True
         except InsufficientFundsError as e:
             logger.warning(f"Unable to place stoploss order {e}.")
@@ -1145,10 +1144,9 @@ class FreqtradeBot(LoggingMixin):
             if self.create_stoploss_order(trade=trade, stop_price=stop_price):
                 # The above will return False if the placement failed and the trade was force-sold.
                 # in which case the trade will be closed - which we must check below.
-                trade.stoploss_last_update = datetime.utcnow()
                 return False
 
-        # If stoploss order is canceled for some reason we add it
+        # If stoploss order is canceled for some reason we add it again
         if (trade.is_open
                 and stoploss_order
                 and stoploss_order['status'] in ('canceled', 'cancelled')):
@@ -1186,7 +1184,8 @@ class FreqtradeBot(LoggingMixin):
         if self.exchange.stoploss_adjust(stoploss_norm, order, side=trade.exit_side):
             # we check if the update is necessary
             update_beat = self.strategy.order_types.get('stoploss_on_exchange_interval', 60)
-            if (datetime.utcnow() - trade.stoploss_last_update).total_seconds() >= update_beat:
+            upd_req = datetime.now(timezone.utc) - timedelta(seconds=update_beat)
+            if trade.stoploss_last_update_utc and upd_req >= trade.stoploss_last_update_utc:
                 # cancelling the current stoploss on exchange first
                 logger.info(f"Cancelling current stoploss on exchange for pair {trade.pair} "
                             f"(orderid:{order['id']}) in order to add another one ...")
@@ -1598,14 +1597,14 @@ class FreqtradeBot(LoggingMixin):
         # second condition is for mypy only; order will always be passed during sub trade
         if sub_trade and order is not None:
             amount = order.safe_filled if fill else order.amount
-            profit_rate = order.safe_price
+            order_rate: float = order.safe_price
 
-            profit = trade.calc_profit(rate=profit_rate, amount=amount, open_rate=trade.open_rate)
+            profit = trade.calc_profit(rate=order_rate, amount=amount, open_rate=trade.open_rate)
-            profit_ratio = trade.calc_profit_ratio(profit_rate, amount, trade.open_rate)
+            profit_ratio = trade.calc_profit_ratio(order_rate, amount, trade.open_rate)
         else:
-            profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
+            order_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
-            profit = trade.calc_profit(rate=profit_rate) + (0.0 if fill else trade.realized_profit)
+            profit = trade.calc_profit(rate=order_rate) + (0.0 if fill else trade.realized_profit)
-            profit_ratio = trade.calc_profit_ratio(profit_rate)
+            profit_ratio = trade.calc_profit_ratio(order_rate)
             amount = trade.amount
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1618,11 +1617,12 @@ class FreqtradeBot(LoggingMixin):
             'leverage': trade.leverage,
             'direction': 'Short' if trade.is_short else 'Long',
             'gain': gain,
-            'limit': profit_rate,
+            'limit': order_rate,  # Deprecated
+            'order_rate': order_rate,
             'order_type': order_type,
             'amount': amount,
             'open_rate': trade.open_rate,
-            'close_rate': profit_rate,
+            'close_rate': order_rate,
             'current_rate': current_rate,
             'profit_amount': profit,
             'profit_ratio': profit_ratio,

freqtrade/loggers.py

@@ -2,8 +2,8 @@ import logging
 import sys
 from logging import Formatter
 from logging.handlers import BufferingHandler, RotatingFileHandler, SysLogHandler
-from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 
 
@@ -73,7 +73,7 @@ def setup_logging_pre() -> None:
     )
 
 
-def setup_logging(config: Dict[str, Any]) -> None:
+def setup_logging(config: Config) -> None:
     """
     Process -v/--verbose, --logfile options
     """

freqtrade/main.py

@@ -12,6 +12,7 @@ from typing import Any, List
 if sys.version_info < (3, 8):  # pragma: no cover
     sys.exit("Freqtrade requires Python version >= 3.8")
 
+from freqtrade import __version__
 from freqtrade.commands import Arguments
 from freqtrade.exceptions import FreqtradeException, OperationalException
 from freqtrade.loggers import setup_logging_pre
@@ -34,6 +35,7 @@ def main(sysargv: List[str] = None) -> None:
 
         # Call subcommand.
         if 'func' in args:
+            logger.info(f'freqtrade {__version__}')
             return_code = args['func'](args)
         else:
             # No subcommand was issued.

freqtrade/optimize/backtesting.py

@@ -15,7 +15,7 @@ from pandas import DataFrame
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
-from freqtrade.constants import DATETIME_PRINT_FORMAT, LongShort
+from freqtrade.constants import DATETIME_PRINT_FORMAT, Config, LongShort
 from freqtrade.data import history
 from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe, trim_dataframes
@@ -70,7 +70,7 @@ class Backtesting:
     backtesting.start()
     """
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config) -> None:
 
         LoggingMixin.show_output = False
         self.config = config
@@ -812,14 +812,6 @@ class Backtesting:
             return trade
         time_in_force = self.strategy.order_time_in_force['entry']
 
-        if not pos_adjust:
-            # Confirm trade entry:
-            if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
-                    pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
-                    time_in_force=time_in_force, current_time=current_time,
-                    entry_tag=entry_tag, side=direction):
-                return trade
-
         if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
             self.order_id_counter += 1
             base_currency = self.exchange.get_pair_base_currency(pair)
@@ -834,6 +826,15 @@ class Backtesting:
             # Backcalculate actual stake amount.
             stake_amount = amount * propose_rate / leverage
 
+            if not pos_adjust:
+                # Confirm trade entry:
+                if not strategy_safe_wrapper(
+                        self.strategy.confirm_trade_entry, default_retval=True)(
+                            pair=pair, order_type=order_type, amount=amount, rate=propose_rate,
+                            time_in_force=time_in_force, current_time=current_time,
+                            entry_tag=entry_tag, side=direction):
+                    return trade
+
             is_short = (direction == 'short')
             # Necessary for Margin trading. Disabled until support is enabled.
             # interest_rate = self.exchange.get_interest_rate()

freqtrade/optimize/edge_cli.py

@@ -4,10 +4,10 @@
 This module contains the edge backtesting interface
 """
 import logging
-from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import TimeRange, validate_config_consistency
+from freqtrade.constants import Config
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.optimize.optimize_reports import generate_edge_table
@@ -26,7 +26,7 @@ class EdgeCli:
     edge.start()
     """
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config) -> None:
         self.config = config
 
         # Ensure using dry-run

freqtrade/optimize/hyperopt.py

@@ -21,7 +21,7 @@ from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_
 from joblib.externals import cloudpickle
 from pandas import DataFrame
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN
+from freqtrade.constants import DATETIME_PRINT_FORMAT, FTHYPT_FILEVERSION, LAST_BT_RESULT_FN, Config
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import HyperoptState
@@ -66,7 +66,7 @@ class Hyperopt:
     hyperopt.start()
     """
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config) -> None:
         self.buy_space: List[Dimension] = []
         self.sell_space: List[Dimension] = []
         self.protection_space: List[Dimension] = []
@@ -132,7 +132,7 @@ class Hyperopt:
         self.print_json = self.config.get('print_json', False)
 
     @staticmethod
-    def get_lock_filename(config: Dict[str, Any]) -> str:
+    def get_lock_filename(config: Config) -> str:
 
         return str(config['user_data_dir'] / 'hyperopt.lock')
 
@@ -290,7 +290,7 @@ class Hyperopt:
                 # noinspection PyProtectedMember
                 attr.value = params_dict[attr_name]
 
-    def generate_optimizer(self, raw_params: List[Any], iteration=None) -> Dict:
+    def generate_optimizer(self, raw_params: List[Any]) -> Dict[str, Any]:
         """
         Used Optimize function.
         Called once per epoch to optimize whatever is configured.
@@ -410,9 +410,11 @@ class Hyperopt:
             model_queue_size=SKOPT_MODEL_QUEUE_SIZE,
         )
 
-    def run_optimizer_parallel(self, parallel, asked, i) -> List:
+    def run_optimizer_parallel(
+            self, parallel: Parallel, asked: List[List]) -> List[Dict[str, Any]]:
+        """ Start optimizer in a parallel way """
         return parallel(delayed(
-                        wrap_non_picklable_objects(self.generate_optimizer))(v, i) for v in asked)
+                        wrap_non_picklable_objects(self.generate_optimizer))(v) for v in asked)
 
     def _set_random_state(self, random_state: Optional[int]) -> int:
         return random_state or random.randint(1, 2**16 - 1)
@@ -491,6 +493,53 @@ class Hyperopt:
         else:
             return self.opt.ask(n_points=n_points), [False for _ in range(n_points)]
 
+    def get_progressbar_widgets(self):
+        if self.print_colorized:
+            widgets = [
+                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
+                ' (', progressbar.Percentage(), ')] ',
+                progressbar.Bar(marker=progressbar.AnimatedMarker(
+                    fill='\N{FULL BLOCK}',
+                    fill_wrap=Fore.GREEN + '{}' + Fore.RESET,
+                    marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL,
+                )),
+                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
+            ]
+        else:
+            widgets = [
+                ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
+                ' (', progressbar.Percentage(), ')] ',
+                progressbar.Bar(marker=progressbar.AnimatedMarker(
+                    fill='\N{FULL BLOCK}',
+                )),
+                ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
+            ]
+        return widgets
+
+    def evaluate_result(self, val: Dict[str, Any], current: int, is_random: bool):
+        """
+        Evaluate results returned from generate_optimizer
+        """
+        val['current_epoch'] = current
+        val['is_initial_point'] = current <= INITIAL_POINTS
+
+        logger.debug("Optimizer epoch evaluated: %s", val)
+
+        is_best = HyperoptTools.is_best_loss(val, self.current_best_loss)
+        # This value is assigned here and not in the optimization method
+        # to keep proper order in the list of results. That's because
+        # evaluations can take different time. Here they are aligned in the
+        # order they will be shown to the user.
+        val['is_best'] = is_best
+        val['is_random'] = is_random
+        self.print_results(val)
+
+        if is_best:
+            self.current_best_loss = val['loss']
+            self.current_best_epoch = val
+
+        self._save_result(val)
+
     def start(self) -> None:
         self.random_state = self._set_random_state(self.config.get('hyperopt_random_state'))
         logger.info(f"Using optimizer random state: {self.random_state}")
@@ -526,64 +575,40 @@ class Hyperopt:
                 logger.info(f'Effective number of parallel workers used: {jobs}')
 
                 # Define progressbar
-                if self.print_colorized:
+                widgets = self.get_progressbar_widgets()
-                    widgets = [
-                        ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                        ' (', progressbar.Percentage(), ')] ',
-                        progressbar.Bar(marker=progressbar.AnimatedMarker(
-                            fill='\N{FULL BLOCK}',
-                            fill_wrap=Fore.GREEN + '{}' + Fore.RESET,
-                            marker_wrap=Style.BRIGHT + '{}' + Style.RESET_ALL,
-                        )),
-                        ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-                    ]
-                else:
-                    widgets = [
-                        ' [Epoch ', progressbar.Counter(), ' of ', str(self.total_epochs),
-                        ' (', progressbar.Percentage(), ')] ',
-                        progressbar.Bar(marker=progressbar.AnimatedMarker(
-                            fill='\N{FULL BLOCK}',
-                        )),
-                        ' [', progressbar.ETA(), ', ', progressbar.Timer(), ']',
-                    ]
                 with progressbar.ProgressBar(
                     max_value=self.total_epochs, redirect_stdout=False, redirect_stderr=False,
                     widgets=widgets
                 ) as pbar:
-                    EVALS = ceil(self.total_epochs / jobs)
+                    start = 0
-                    for i in range(EVALS):
+
+                    if self.analyze_per_epoch:
+                        # First analysis not in parallel mode when using --analyze-per-epoch.
+                        # This allows dataprovider to load it's informative cache.
+                        asked, is_random = self.get_asked_points(n_points=1)
+                        f_val0 = self.generate_optimizer(asked[0])
+                        self.opt.tell(asked, [f_val0['loss']])
+                        self.evaluate_result(f_val0, 1, is_random[0])
+                        pbar.update(1)
+                        start += 1
+
+                    evals = ceil((self.total_epochs - start) / jobs)
+                    for i in range(evals):
                         # Correct the number of epochs to be processed for the last
                         # iteration (should not exceed self.total_epochs in total)
-                        n_rest = (i + 1) * jobs - self.total_epochs
+                        n_rest = (i + 1) * jobs - (self.total_epochs - start)
                         current_jobs = jobs - n_rest if n_rest > 0 else jobs
 
                         asked, is_random = self.get_asked_points(n_points=current_jobs)
-                        f_val = self.run_optimizer_parallel(parallel, asked, i)
+                        f_val = self.run_optimizer_parallel(parallel, asked)
                         self.opt.tell(asked, [v['loss'] for v in f_val])
 
                         # Calculate progressbar outputs
                         for j, val in enumerate(f_val):
                             # Use human-friendly indexes here (starting from 1)
-                            current = i * jobs + j + 1
+                            current = i * jobs + j + 1 + start
-                            val['current_epoch'] = current
-                            val['is_initial_point'] = current <= INITIAL_POINTS
 
-                            logger.debug(f"Optimizer epoch evaluated: {val}")
+                            self.evaluate_result(val, current, is_random[j])
-
-                            is_best = HyperoptTools.is_best_loss(val, self.current_best_loss)
-                            # This value is assigned here and not in the optimization method
-                            # to keep proper order in the list of results. That's because
-                            # evaluations can take different time. Here they are aligned in the
-                            # order they will be shown to the user.
-                            val['is_best'] = is_best
-                            val['is_random'] = is_random[j]
-                            self.print_results(val)
-
-                            if is_best:
-                                self.current_best_loss = val['loss']
-                                self.current_best_epoch = val
-
-                            self._save_result(val)
 
                             pbar.update(current)
 

freqtrade/optimize/hyperopt_interface.py

@@ -10,6 +10,7 @@ from typing import Dict, List, Union
 from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
 
+from freqtrade.constants import Config
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import round_dict
 from freqtrade.optimize.space import SKDecimal
@@ -32,7 +33,7 @@ class IHyperOpt(ABC):
     timeframe: str
     strategy: IStrategy
 
-    def __init__(self, config: dict) -> None:
+    def __init__(self, config: Config) -> None:
         self.config = config
 
         # Assign timeframe to be used in hyperopt

freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py

@@ -10,6 +10,7 @@ from typing import Any, Dict
 
 from pandas import DataFrame
 
+from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -27,7 +28,7 @@ class CalmarHyperOptLoss(IHyperOptLoss):
         trade_count: int,
         min_date: datetime,
         max_date: datetime,
-        config: Dict,
+        config: Config,
         processed: Dict[str, DataFrame],
         backtest_stats: Dict[str, Any],
         *args,

freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown_relative.py

@@ -4,10 +4,9 @@ MaxDrawDownRelativeHyperOptLoss
 This module defines the alternative HyperOptLoss class which can be used for
 Hyperoptimization.
 """
-from typing import Dict
-
 from pandas import DataFrame
 
+from freqtrade.constants import Config
 from freqtrade.data.metrics import calculate_underwater
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
@@ -22,7 +21,7 @@ class MaxDrawDownRelativeHyperOptLoss(IHyperOptLoss):
     """
 
     @staticmethod
-    def hyperopt_loss_function(results: DataFrame, config: Dict,
+    def hyperopt_loss_function(results: DataFrame, config: Config,
                                *args, **kwargs) -> float:
 
         """

freqtrade/optimize/hyperopt_loss_interface.py

@@ -9,6 +9,8 @@ from typing import Any, Dict
 
 from pandas import DataFrame
 
+from freqtrade.constants import Config
+
 
 class IHyperOptLoss(ABC):
     """
@@ -21,7 +23,7 @@ class IHyperOptLoss(ABC):
     @abstractmethod
     def hyperopt_loss_function(*, results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
-                               config: Dict, processed: Dict[str, DataFrame],
+                               config: Config, processed: Dict[str, DataFrame],
                                backtest_stats: Dict[str, Any],
                                **kwargs) -> float:
         """

freqtrade/optimize/hyperopt_tools.py

@@ -12,7 +12,7 @@ import tabulate
 from colorama import Fore, Style
 from pandas import isna, json_normalize
 
-from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
+from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES, Config
 from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
@@ -45,7 +45,7 @@ class HyperoptStateContainer():
 class HyperoptTools():
 
     @staticmethod
-    def get_strategy_filename(config: Dict, strategy_name: str) -> Optional[Path]:
+    def get_strategy_filename(config: Config, strategy_name: str) -> Optional[Path]:
         """
         Get Strategy-location (filename) from strategy_name
         """
@@ -81,7 +81,7 @@ class HyperoptTools():
                            )
 
     @staticmethod
-    def try_export_params(config: Dict[str, Any], strategy_name: str, params: Dict):
+    def try_export_params(config: Config, strategy_name: str, params: Dict):
         if params.get(FTHYPT_FILEVERSION, 1) >= 2 and not config.get('disableparamexport', False):
             # Export parameters ...
             fn = HyperoptTools.get_strategy_filename(config, strategy_name)
@@ -91,7 +91,7 @@ class HyperoptTools():
                 logger.warning("Strategy not found, not exporting parameter file.")
 
     @staticmethod
-    def has_space(config: Dict[str, Any], space: str) -> bool:
+    def has_space(config: Config, space: str) -> bool:
         """
         Tell if the space value is contained in the configuration
         """
@@ -131,7 +131,7 @@ class HyperoptTools():
             return False
 
     @staticmethod
-    def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
+    def load_filtered_results(results_file: Path, config: Config) -> Tuple[List, int]:
         filteroptions = {
             'only_best': config.get('hyperopt_list_best', False),
             'only_profitable': config.get('hyperopt_list_profitable', False),
@@ -346,7 +346,7 @@ class HyperoptTools():
         return trials
 
     @staticmethod
-    def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
+    def get_result_table(config: Config, results: list, total_epochs: int, highlight_best: bool,
                          print_colorized: bool, remove_header: int) -> str:
         """
         Log result table
@@ -444,7 +444,7 @@ class HyperoptTools():
         return table
 
     @staticmethod
-    def export_csv_file(config: dict, results: list, csv_file: str) -> None:
+    def export_csv_file(config: Config, results: list, csv_file: str) -> None:
         """
         Log result to csv-file
         """

freqtrade/optimize/optimize_reports.py

@@ -7,7 +7,8 @@ from typing import Any, Dict, List, Union
 from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
+from freqtrade.constants import (DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT,
+                                 Config)
 from freqtrade.data.metrics import (calculate_cagr, calculate_csum, calculate_market_change,
                                     calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
@@ -898,7 +899,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
     print()
 
 
-def show_backtest_results(config: Dict, backtest_stats: Dict):
+def show_backtest_results(config: Config, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
@@ -918,7 +919,7 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         print('\nFor more details, please look at the detail tables above')
 
 
-def show_sorted_pairlist(config: Dict, backtest_stats: Dict):
+def show_sorted_pairlist(config: Config, backtest_stats: Dict):
     if config.get('backtest_show_pair_list', False):
         for strategy, results in backtest_stats['strategy'].items():
             print(f"Pairs for Strategy {strategy}: \n[")

freqtrade/persistence/trade_model.py

@@ -83,7 +83,7 @@ class Order(_DECL_BASE):
 
     @property
     def safe_price(self) -> float:
-        return self.average or self.price
+        return self.average or self.price or self.stop_price
 
     @property
     def safe_filled(self) -> float:
@@ -376,6 +376,12 @@ class LocalTrade():
     def open_date_utc(self):
         return self.open_date.replace(tzinfo=timezone.utc)
 
+    @property
+    def stoploss_last_update_utc(self):
+        if self.stoploss_last_update:
+            return self.stoploss_last_update.replace(tzinfo=timezone.utc)
+        return None
+
     @property
     def close_date_utc(self):
         return self.close_date.replace(tzinfo=timezone.utc)
@@ -560,7 +566,6 @@ class LocalTrade():
         self.stop_loss = stop_loss_norm
 
         self.stop_loss_pct = -1 * abs(percent)
-        self.stoploss_last_update = datetime.utcnow()
 
     def adjust_stop_loss(self, current_price: float, stoploss: float,
                          initial: bool = False, refresh: bool = False) -> None:

freqtrade/plot/plotting.py

@@ -1,10 +1,11 @@
 import logging
 from pathlib import Path
-from typing import Any, Dict, List, Optional
+from typing import Dict, List, Optional
 
 import pandas as pd
 
 from freqtrade.configuration import TimeRange
+from freqtrade.constants import Config
 from freqtrade.data.btanalysis import (analyze_trade_parallelism, extract_trades_of_period,
                                        load_trades)
 from freqtrade.data.converter import trim_dataframe
@@ -618,7 +619,7 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     logger.info(f"Stored plot as {_filename}")
 
 
-def load_and_plot_trades(config: Dict[str, Any]):
+def load_and_plot_trades(config: Config):
     """
     From configuration provided
     - Initializes plot-script
@@ -666,7 +667,7 @@ def load_and_plot_trades(config: Dict[str, Any]):
     logger.info('End of plotting process. %s plots generated', pair_counter)
 
 
-def plot_profit(config: Dict[str, Any]) -> None:
+def plot_profit(config: Config) -> None:
     """
     Plots the total profit for all pairs.
     Note, the profit calculation isn't realistic.

freqtrade/plugins/pairlist/AgeFilter.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional
 import arrow
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
 class AgeFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/IPairList.py

@@ -6,6 +6,7 @@ from abc import ABC, abstractmethod, abstractproperty
 from copy import deepcopy
 from typing import Any, Dict, List
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import Exchange, market_is_active
 from freqtrade.mixins import LoggingMixin
@@ -17,7 +18,7 @@ logger = logging.getLogger(__name__)
 class IPairList(LoggingMixin, ABC):
 
     def __init__(self, exchange: Exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         """
         :param exchange: Exchange instance

freqtrade/plugins/pairlist/OffsetFilter.py

@@ -4,6 +4,7 @@ Offset pair list filter
 import logging
 from typing import Any, Dict, List
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -14,7 +15,7 @@ logger = logging.getLogger(__name__)
 class OffsetFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/PerformanceFilter.py

@@ -6,6 +6,7 @@ from typing import Any, Dict, List
 
 import pandas as pd
 
+from freqtrade.constants import Config
 from freqtrade.persistence import Trade
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -16,7 +17,7 @@ logger = logging.getLogger(__name__)
 class PerformanceFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -4,6 +4,7 @@ Precision pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -14,7 +15,7 @@ logger = logging.getLogger(__name__)
 class PrecisionFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/PriceFilter.py

@@ -4,6 +4,7 @@ Price pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -14,7 +15,7 @@ logger = logging.getLogger(__name__)
 class PriceFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/ShuffleFilter.py

@@ -5,6 +5,7 @@ import logging
 import random
 from typing import Any, Dict, List
 
+from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -15,7 +16,7 @@ logger = logging.getLogger(__name__)
 class ShuffleFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -4,6 +4,7 @@ Spread pair list filter
 import logging
 from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
@@ -14,7 +15,7 @@ logger = logging.getLogger(__name__)
 class SpreadFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/StaticPairList.py

@@ -7,6 +7,7 @@ import logging
 from copy import deepcopy
 from typing import Any, Dict, List
 
+from freqtrade.constants import Config
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -16,7 +17,7 @@ logger = logging.getLogger(__name__)
 class StaticPairList(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -11,7 +11,7 @@ import numpy as np
 from cachetools import TTLCache
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -26,7 +26,7 @@ class VolatilityFilter(IPairList):
     """
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/VolumePairList.py

@@ -9,7 +9,7 @@ from typing import Any, Dict, List
 
 from cachetools import TTLCache
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
 from freqtrade.misc import format_ms_time
@@ -25,7 +25,7 @@ SORT_VALUES = ['quoteVolume']
 class VolumePairList(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 

freqtrade/plugins/pairlist/pairlist_helpers.py

@@ -1,5 +1,7 @@
 import re
-from typing import Any, Dict, List
+from typing import List
+
+from freqtrade.constants import Config
 
 
 def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
@@ -42,7 +44,7 @@ def expand_pairlist(wildcardpl: List[str], available_pairs: List[str],
     return result
 
 
-def dynamic_expand_pairlist(config: Dict[str, Any], markets: List[str]) -> List[str]:
+def dynamic_expand_pairlist(config: Config, markets: List[str]) -> List[str]:
     expanded_pairs = expand_pairlist(config['pairs'], markets)
     if config.get('freqai', {}).get('enabled', False):
         corr_pairlist = config['freqai']['feature_parameters']['include_corr_pairlist']

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -9,7 +9,7 @@ import arrow
 from cachetools import TTLCache
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import plural
 from freqtrade.plugins.pairlist.IPairList import IPairList
@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
 class RangeStabilityFilter(IPairList):
 
     def __init__(self, exchange, pairlistmanager,
-                 config: Dict[str, Any], pairlistconfig: Dict[str, Any],
+                 config: Config, pairlistconfig: Dict[str, Any],
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
@@ -100,23 +100,19 @@ class RangeStabilityFilter(IPairList):
         if cached_res is not None:
             return cached_res
 
-        result = False
+        result = True
         if daily_candles is not None and not daily_candles.empty:
             highest_high = daily_candles['high'].max()
             lowest_low = daily_candles['low'].min()
             pct_change = ((highest_high - lowest_low) / lowest_low) if lowest_low > 0 else 0
-            if pct_change >= self._min_rate_of_change:
+            if pct_change < self._min_rate_of_change:
-                result = True
-            else:
                 self.log_once(f"Removed {pair} from whitelist, because rate of change "
                               f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "
                               f"which is below the threshold of {self._min_rate_of_change}.",
                               logger.info)
                 result = False
             if self._max_rate_of_change:
-                if pct_change <= self._max_rate_of_change:
+                if pct_change > self._max_rate_of_change:
-                    result = True
-                else:
                     self.log_once(
                         f"Removed {pair} from whitelist, because rate of change "
                         f"over {self._days} {plural(self._days, 'day')} is {pct_change:.3f}, "

freqtrade/plugins/pairlistmanager.py

@@ -7,7 +7,7 @@ from typing import Dict, List
 
 from cachetools import TTLCache, cached
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.enums import CandleType
 from freqtrade.exceptions import OperationalException
 from freqtrade.mixins import LoggingMixin
@@ -21,7 +21,7 @@ logger = logging.getLogger(__name__)
 
 class PairListManager(LoggingMixin):
 
-    def __init__(self, exchange, config: dict) -> None:
+    def __init__(self, exchange, config: Config) -> None:
         self._exchange = exchange
         self._config = config
         self._whitelist = self._config['exchange'].get('pair_whitelist')

freqtrade/plugins/protectionmanager.py

@@ -5,7 +5,7 @@ import logging
 from datetime import datetime, timezone
 from typing import Dict, List, Optional
 
-from freqtrade.constants import LongShort
+from freqtrade.constants import Config, LongShort
 from freqtrade.persistence import PairLocks
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections import IProtection
@@ -17,7 +17,7 @@ logger = logging.getLogger(__name__)
 
 class ProtectionManager():
 
-    def __init__(self, config: Dict, protections: List) -> None:
+    def __init__(self, config: Config, protections: List) -> None:
         self._config = config
 
         self._protection_handlers: List[IProtection] = []

freqtrade/plugins/protections/iprotection.py

@@ -5,7 +5,7 @@ from dataclasses import dataclass
 from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, Optional
 
-from freqtrade.constants import LongShort
+from freqtrade.constants import Config, LongShort
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import plural
 from freqtrade.mixins import LoggingMixin
@@ -30,7 +30,7 @@ class IProtection(LoggingMixin, ABC):
     # Can stop trading for one pair
     has_local_stop: bool = False
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
         self._config = config
         self._protection_config = protection_config
         self._stop_duration_candles: Optional[int] = None

freqtrade/plugins/protections/low_profit_pairs.py

@@ -3,7 +3,7 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict, Optional
 
-from freqtrade.constants import LongShort
+from freqtrade.constants import Config, LongShort
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
 
@@ -16,7 +16,7 @@ class LowProfitPairs(IProtection):
     has_global_stop: bool = False
     has_local_stop: bool = True
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
         super().__init__(config, protection_config)
 
         self._trade_limit = protection_config.get('trade_limit', 1)

freqtrade/plugins/protections/max_drawdown_protection.py

@@ -5,7 +5,7 @@ from typing import Any, Dict, Optional
 
 import pandas as pd
 
-from freqtrade.constants import LongShort
+from freqtrade.constants import Config, LongShort
 from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
@@ -19,7 +19,7 @@ class MaxDrawdown(IProtection):
     has_global_stop: bool = True
     has_local_stop: bool = False
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
         super().__init__(config, protection_config)
 
         self._trade_limit = protection_config.get('trade_limit', 1)

freqtrade/plugins/protections/stoploss_guard.py

@@ -3,7 +3,7 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict, Optional
 
-from freqtrade.constants import LongShort
+from freqtrade.constants import Config, LongShort
 from freqtrade.enums import ExitType
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
@@ -17,7 +17,7 @@ class StoplossGuard(IProtection):
     has_global_stop: bool = True
     has_local_stop: bool = True
 
-    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+    def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
         super().__init__(config, protection_config)
 
         self._trade_limit = protection_config.get('trade_limit', 10)

freqtrade/resolvers/exchange_resolver.py

@@ -4,6 +4,7 @@ This module loads custom exchanges
 import logging
 
 import freqtrade.exchange as exchanges
+from freqtrade.constants import Config
 from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS, Exchange
 from freqtrade.resolvers import IResolver
 
@@ -18,7 +19,7 @@ class ExchangeResolver(IResolver):
     object_type = Exchange
 
     @staticmethod
-    def load_exchange(exchange_name: str, config: dict, validate: bool = True,
+    def load_exchange(exchange_name: str, config: Config, validate: bool = True,
                       load_leverage_tiers: bool = False) -> Exchange:
         """
         Load the custom class from config parameter

freqtrade/resolvers/freqaimodel_resolver.py

@@ -5,9 +5,8 @@ This module load a custom model for freqai
 """
 import logging
 from pathlib import Path
-from typing import Dict
 
-from freqtrade.constants import USERPATH_FREQAIMODELS
+from freqtrade.constants import USERPATH_FREQAIMODELS, Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqai.freqai_interface import IFreqaiModel
 from freqtrade.resolvers import IResolver
@@ -29,7 +28,7 @@ class FreqaiModelResolver(IResolver):
     )
 
     @staticmethod
-    def load_freqaimodel(config: Dict) -> IFreqaiModel:
+    def load_freqaimodel(config: Config) -> IFreqaiModel:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary

freqtrade/resolvers/hyperopt_resolver.py

@@ -5,9 +5,8 @@ This module load custom hyperopt
 """
 import logging
 from pathlib import Path
-from typing import Dict
 
-from freqtrade.constants import HYPEROPT_LOSS_BUILTIN, USERPATH_HYPEROPTS
+from freqtrade.constants import HYPEROPT_LOSS_BUILTIN, USERPATH_HYPEROPTS, Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
 from freqtrade.resolvers import IResolver
@@ -26,7 +25,7 @@ class HyperOptLossResolver(IResolver):
     initial_search_path = Path(__file__).parent.parent.joinpath('optimize/hyperopt_loss').resolve()
 
     @staticmethod
-    def load_hyperoptloss(config: Dict) -> IHyperOptLoss:
+    def load_hyperoptloss(config: Config) -> IHyperOptLoss:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary

freqtrade/resolvers/iresolver.py

@@ -10,6 +10,7 @@ import sys
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple, Type, Union
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 
 
@@ -43,7 +44,7 @@ class IResolver:
     initial_search_path: Optional[Path]
 
     @classmethod
-    def build_search_paths(cls, config: Dict[str, Any], user_subdir: Optional[str] = None,
+    def build_search_paths(cls, config: Config, user_subdir: Optional[str] = None,
                            extra_dirs: List[str] = []) -> List[Path]:
 
         abs_paths: List[Path] = []
@@ -153,7 +154,7 @@ class IResolver:
         return None
 
     @classmethod
-    def load_object(cls, object_name: str, config: dict, *, kwargs: dict,
+    def load_object(cls, object_name: str, config: Config, *, kwargs: dict,
                     extra_dir: Optional[str] = None) -> Any:
         """
         Search and loads the specified object as configured in hte child class.

freqtrade/resolvers/pairlist_resolver.py

@@ -6,6 +6,7 @@ This module load custom pairlists
 import logging
 from pathlib import Path
 
+from freqtrade.constants import Config
 from freqtrade.plugins.pairlist.IPairList import IPairList
 from freqtrade.resolvers import IResolver
 
@@ -24,7 +25,7 @@ class PairListResolver(IResolver):
 
     @staticmethod
     def load_pairlist(pairlist_name: str, exchange, pairlistmanager,
-                      config: dict, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
+                      config: Config, pairlistconfig: dict, pairlist_pos: int) -> IPairList:
         """
         Load the pairlist with pairlist_name
         :param pairlist_name: Classname of the pairlist

freqtrade/resolvers/protection_resolver.py

@@ -5,6 +5,7 @@ import logging
 from pathlib import Path
 from typing import Dict
 
+from freqtrade.constants import Config
 from freqtrade.plugins.protections import IProtection
 from freqtrade.resolvers import IResolver
 
@@ -22,7 +23,8 @@ class ProtectionResolver(IResolver):
     initial_search_path = Path(__file__).parent.parent.joinpath('plugins/protections').resolve()
 
     @staticmethod
-    def load_protection(protection_name: str, config: Dict, protection_config: Dict) -> IProtection:
+    def load_protection(protection_name: str, config: Config,
+                        protection_config: Dict) -> IProtection:
         """
         Load the protection with protection_name
         :param protection_name: Classname of the pairlist

freqtrade/resolvers/strategy_resolver.py

@@ -9,10 +9,10 @@ from base64 import urlsafe_b64decode
 from inspect import getfullargspec
 from os import walk
 from pathlib import Path
-from typing import Any, Dict, List, Optional
+from typing import Any, List, Optional
 
 from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
-from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
+from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES, Config
 from freqtrade.enums import TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import IResolver
@@ -32,7 +32,7 @@ class StrategyResolver(IResolver):
     initial_search_path = None
 
     @staticmethod
-    def load_strategy(config: Dict[str, Any] = None) -> IStrategy:
+    def load_strategy(config: Config = None) -> IStrategy:
         """
         Load the custom class from config parameter
         :param config: configuration dictionary or None
@@ -91,8 +91,7 @@ class StrategyResolver(IResolver):
         return strategy
 
     @staticmethod
-    def _override_attribute_helper(strategy, config: Dict[str, Any],
+    def _override_attribute_helper(strategy, config: Config, attribute: str, default: Any):
-                                   attribute: str, default: Any):
         """
         Override attributes in the strategy.
         Prevalence:
@@ -215,7 +214,7 @@ class StrategyResolver(IResolver):
 
     @staticmethod
     def _load_strategy(strategy_name: str,
-                       config: dict, extra_dir: Optional[str] = None) -> IStrategy:
+                       config: Config, extra_dir: Optional[str] = None) -> IStrategy:
         """
         Search and loads the specified strategy.
         :param strategy_name: name of the module to import

freqtrade/rpc/api_server/webserver.py

@@ -8,6 +8,7 @@ from fastapi import Depends, FastAPI
 from fastapi.middleware.cors import CORSMiddleware
 from starlette.responses import JSONResponse
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
 from freqtrade.rpc.rpc import RPC, RPCException, RPCHandler
@@ -37,10 +38,10 @@ class ApiServer(RPCHandler):
     _bt = None
     _bt_data = None
     _bt_timerange = None
-    _bt_last_config: Dict[str, Any] = {}
+    _bt_last_config: Config = {}
     _has_rpc: bool = False
     _bgtask_running: bool = False
-    _config: Dict[str, Any] = {}
+    _config: Config = {}
     # Exchange - only available in webserver mode.
     _exchange = None
 
@@ -54,7 +55,7 @@ class ApiServer(RPCHandler):
             ApiServer.__initialized = False
         return ApiServer.__instance
 
-    def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
+    def __init__(self, config: Config, standalone: bool = False) -> None:
         ApiServer._config = config
         if self.__initialized and (standalone or self._standalone):
             return

freqtrade/rpc/discord.py

@@ -1,6 +1,6 @@
 import logging
-from typing import Any, Dict
 
+from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC
 from freqtrade.rpc.webhook import Webhook
@@ -10,7 +10,7 @@ logger = logging.getLogger(__name__)
 
 
 class Discord(Webhook):
-    def __init__(self, rpc: 'RPC', config: Dict[str, Any]):
+    def __init__(self, rpc: 'RPC', config: Config):
         # super().__init__(rpc, config)
         self.rpc = rpc
         self.config = config

freqtrade/rpc/rpc.py

@@ -16,7 +16,7 @@ from pandas import DataFrame, NaT
 
 from freqtrade import __version__
 from freqtrade.configuration.timerange import TimeRange
-from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
+from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT, Config
 from freqtrade.data.history import load_data
 from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
@@ -58,7 +58,7 @@ class RPCException(Exception):
 
 class RPCHandler:
 
-    def __init__(self, rpc: 'RPC', config: Dict[str, Any]) -> None:
+    def __init__(self, rpc: 'RPC', config: Config) -> None:
         """
         Initializes RPCHandlers
         :param rpc: instance of RPC Helper class
@@ -66,7 +66,7 @@ class RPCHandler:
         :return: None
         """
         self._rpc = rpc
-        self._config: Dict[str, Any] = config
+        self._config: Config = config
 
     @property
     def name(self) -> str:
@@ -96,7 +96,7 @@ class RPC:
         :return: None
         """
         self._freqtrade = freqtrade
-        self._config: Dict[str, Any] = freqtrade.config
+        self._config: Config = freqtrade.config
         if self._config.get('fiat_display_currency'):
             self._fiat_converter = CryptoToFiatConverter()
 

freqtrade/rpc/rpc_manager.py

@@ -5,6 +5,7 @@ import logging
 from collections import deque
 from typing import Any, Dict, List
 
+from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
 
@@ -77,6 +78,8 @@ class RPCManager:
                 mod.send_msg(msg)
             except NotImplementedError:
                 logger.error(f"Message type '{msg['type']}' not implemented by handler {mod.name}.")
+            except Exception:
+                logger.exception('Exception occurred within RPC module %s', mod.name)
 
     def process_msg_queue(self, queue: deque) -> None:
         """
@@ -89,7 +92,7 @@ class RPCManager:
                 'msg': msg,
             })
 
-    def startup_messages(self, config: Dict[str, Any], pairlist, protections) -> None:
+    def startup_messages(self, config: Config, pairlist, protections) -> None:
         if config['dry_run']:
             self.send_msg({
                 'type': RPCMessageType.WARNING,

freqtrade/rpc/telegram.py

@@ -24,7 +24,7 @@ from telegram.ext import CallbackContext, CallbackQueryHandler, CommandHandler,
 from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
-from freqtrade.constants import DUST_PER_COIN
+from freqtrade.constants import DUST_PER_COIN, Config
 from freqtrade.enums import RPCMessageType, SignalDirection, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
@@ -88,7 +88,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
 class Telegram(RPCHandler):
     """  This class handles all telegram communication """
 
-    def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
+    def __init__(self, rpc: RPC, config: Config) -> None:
         """
         Init the Telegram call, and init the super class RPCHandler
         :param rpc: instance of RPC Helper class
@@ -286,7 +286,7 @@ class Telegram(RPCHandler):
         if msg['type'] in [RPCMessageType.ENTRY_FILL]:
             message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n"
         elif msg['type'] in [RPCMessageType.ENTRY]:
-            message += f"*Open Rate:* `{msg['limit']:.8f}`\n"\
+            message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n"\
                        f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
 
         message += f"*Total:* `({round_coin_value(msg['stake_amount'], msg['stake_currency'])}"
@@ -353,8 +353,9 @@ class Telegram(RPCHandler):
             f"*Open Rate:* `{msg['open_rate']:.8f}`\n"
         )
         if msg['type'] == RPCMessageType.EXIT:
-            message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
+            message += f"*Current Rate:* `{msg['current_rate']:.8f}`\n"
-                        f"*Exit Rate:* `{msg['limit']:.8f}`")
+            if msg['order_rate']:
+                message += f"*Exit Rate:* `{msg['order_rate']:.8f}`"
 
         elif msg['type'] == RPCMessageType.EXIT_FILL:
             message += f"*Exit Rate:* `{msg['close_rate']:.8f}`"

freqtrade/rpc/webhook.py

@@ -7,6 +7,7 @@ from typing import Any, Dict
 
 from requests import RequestException, post
 
+from freqtrade.constants import Config
 from freqtrade.enums import RPCMessageType
 from freqtrade.rpc import RPC, RPCHandler
 
@@ -19,7 +20,7 @@ logger.debug('Included module rpc.webhook ...')
 class Webhook(RPCHandler):
     """  This class handles all webhook communication """
 
-    def __init__(self, rpc: RPC, config: Dict[str, Any]) -> None:
+    def __init__(self, rpc: RPC, config: Config) -> None:
         """
         Init the Webhook class, and init the super class RPCHandler
         :param rpc: instance of RPC Helper class

freqtrade/strategy/hyper.py

@@ -6,6 +6,7 @@ import logging
 from pathlib import Path
 from typing import Any, Dict, Iterator, List, Tuple, Type, Union
 
+from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, json_load
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -21,7 +22,7 @@ class HyperStrategyMixin:
      strategy logic.
     """
 
-    def __init__(self, config: Dict[str, Any], *args, **kwargs):
+    def __init__(self, config: Config, *args, **kwargs):
         """
         Initialize hyperoptable strategy mixin.
         """

freqtrade/strategy/interface.py

@@ -10,7 +10,7 @@ from typing import Dict, List, Optional, Tuple, Union
 import arrow
 from pandas import DataFrame
 
-from freqtrade.constants import ListPairsWithTimeframes
+from freqtrade.constants import Config, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
                              SignalTagType, SignalType, TradingMode)
@@ -118,7 +118,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: Dict = {}
 
-    def __init__(self, config: dict) -> None:
+    def __init__(self, config: Config) -> None:
         self.config = config
         # Dict to determine if analysis is necessary
         self._last_candle_seen_per_pair: Dict[str, datetime] = {}
@@ -613,6 +613,22 @@ class IStrategy(ABC, HyperStrategyMixin):
 # END - Intended to be overridden by strategy
 ###
 
+    def __informative_pairs_freqai(self) -> ListPairsWithTimeframes:
+        """
+        Create informative-pairs needed for FreqAI
+        """
+        if self.config.get('freqai', {}).get('enabled', False):
+            whitelist_pairs = self.dp.current_whitelist()
+            candle_type = self.config.get('candle_type_def', CandleType.SPOT)
+            corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
+            informative_pairs = []
+            for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
+                for pair in set(whitelist_pairs + corr_pairs):
+                    informative_pairs.append((pair, tf, candle_type))
+            return informative_pairs
+
+        return []
+
     def gather_informative_pairs(self) -> ListPairsWithTimeframes:
         """
         Internal method which gathers all informative pairs (user or automatically defined).
@@ -637,6 +653,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 for pair in self.dp.current_whitelist():
                     informative_pairs.append((pair, inf_data.timeframe, candle_type))
+        informative_pairs.extend(self.__informative_pairs_freqai())
         return list(set(informative_pairs))
 
     def get_strategy_name(self) -> str:

freqtrade/templates/FreqaiExampleStrategy.py

@@ -45,20 +45,7 @@ class FreqaiExampleStrategy(IStrategy):
     std_dev_multiplier_buy = CategoricalParameter(
         [0.75, 1, 1.25, 1.5, 1.75], default=1.25, space="buy", optimize=True)
     std_dev_multiplier_sell = CategoricalParameter(
-        [0.1, 0.25, 0.4], space="sell", default=0.2, optimize=True)
+        [0.75, 1, 1.25, 1.5, 1.75], space="sell", default=1.25, optimize=True)
-
-    def informative_pairs(self):
-        whitelist_pairs = self.dp.current_whitelist()
-        corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
-        informative_pairs = []
-        for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
-            for pair in whitelist_pairs:
-                informative_pairs.append((pair, tf))
-            for pair in corr_pairs:
-                if pair in whitelist_pairs:
-                    continue  # avoid duplication
-                informative_pairs.append((pair, tf))
-        return informative_pairs
 
     def populate_any_indicators(
         self, pair, df, tf, informative=None, set_generalized_indicators=False
@@ -183,25 +170,31 @@ class FreqaiExampleStrategy(IStrategy):
 
         dataframe = self.freqai.start(dataframe, metadata, self)
         for val in self.std_dev_multiplier_buy.range:
-            dataframe[f'target_roi_{val}'] = dataframe["&-s_close_mean"] + \
+            dataframe[f'target_roi_{val}'] = (
-                dataframe["&-s_close_std"] * val
+                dataframe["&-s_close_mean"] + dataframe["&-s_close_std"] * val
+                )
         for val in self.std_dev_multiplier_sell.range:
-            dataframe[f'sell_roi_{val}'] = dataframe["&-s_close_mean"] - \
+            dataframe[f'sell_roi_{val}'] = (
-                dataframe["&-s_close_std"] * val
+                dataframe["&-s_close_mean"] - dataframe["&-s_close_std"] * val
+                )
         return dataframe
 
     def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
 
-        enter_long_conditions = [df["do_predict"] == 1, df["&-s_close"]
+        enter_long_conditions = [
-                                 > df[f"target_roi_{self.std_dev_multiplier_buy.value}"]]
+            df["do_predict"] == 1,
+            df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"],
+            ]
 
         if enter_long_conditions:
             df.loc[
                 reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"]
             ] = (1, "long")
 
-        enter_short_conditions = [df["do_predict"] == 1, df["&-s_close"]
+        enter_short_conditions = [
-                                  < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"]]
+            df["do_predict"] == 1,
+            df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"],
+            ]
 
         if enter_short_conditions:
             df.loc[
@@ -211,13 +204,17 @@ class FreqaiExampleStrategy(IStrategy):
         return df
 
     def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
-        exit_long_conditions = [df["do_predict"] == 1, df["&-s_close"] <
+        exit_long_conditions = [
-                                df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25]
+            df["do_predict"] == 1,
+            df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25,
+            ]
         if exit_long_conditions:
             df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1
 
-        exit_short_conditions = [df["do_predict"] == 1, df["&-s_close"] >
+        exit_short_conditions = [
-                                 df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25]
+            df["do_predict"] == 1,
+            df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25,
+            ]
         if exit_short_conditions:
             df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1
 

freqtrade/templates/FreqaiHybridExampleStrategy.py

@@ -95,20 +95,6 @@ class FreqaiExampleHybridStrategy(IStrategy):
     short_rsi = IntParameter(low=51, high=100, default=70, space='sell', optimize=True, load=True)
     exit_short_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)
 
-    # FreqAI required function, leave as is or add additional informatives to existing structure.
-    def informative_pairs(self):
-        whitelist_pairs = self.dp.current_whitelist()
-        corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
-        informative_pairs = []
-        for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
-            for pair in whitelist_pairs:
-                informative_pairs.append((pair, tf))
-            for pair in corr_pairs:
-                if pair in whitelist_pairs:
-                    continue  # avoid duplication
-                informative_pairs.append((pair, tf))
-        return informative_pairs
-
     # FreqAI required function, user can add or remove indicators, but general structure
     # must stay the same.
     def populate_any_indicators(

freqtrade/templates/base_strategy.py.j2

@@ -1,21 +1,21 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 # flake8: noqa: F401
-
+# isort: skip_file
 # --- Do not remove these libs ---
-import numpy as np  # noqa
+import numpy as np
-import pandas as pd  # noqa
+import pandas as pd
-from pandas import DataFrame  # noqa
+from pandas import DataFrame
-from datetime import datetime  # noqa
+from datetime import datetime
-from typing import Optional, Union  # noqa
+from typing import Optional, Union
 
 from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,
-                                IStrategy, IntParameter)
+                                IntParameter, IStrategy, merge_informative_pair)
 
 # --------------------------------
 # Add your lib to import here
 import talib.abstract as ta
 import pandas_ta as pta
-import freqtrade.vendor.qtpylib.indicators as qtpylib
+from technical import qtpylib
 
 
 class {{ strategy }}(IStrategy):

freqtrade/templates/sample_hyperopt_loss.py

@@ -4,6 +4,7 @@ from typing import Dict
 
 from pandas import DataFrame
 
+from freqtrade.constants import Config
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 
@@ -36,7 +37,7 @@ class SampleHyperOptLoss(IHyperOptLoss):
     @staticmethod
     def hyperopt_loss_function(results: DataFrame, trade_count: int,
                                min_date: datetime, max_date: datetime,
-                               config: Dict, processed: Dict[str, DataFrame],
+                               config: Config, processed: Dict[str, DataFrame],
                                *args, **kwargs) -> float:
         """
         Objective function, returns smaller number for better results

freqtrade/wallets.py

@@ -7,7 +7,7 @@ from typing import Dict, NamedTuple, Optional
 
 import arrow
 
-from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.enums import RunMode, TradingMode
 from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
@@ -35,7 +35,7 @@ class PositionWallet(NamedTuple):
 
 class Wallets:
 
-    def __init__(self, config: dict, exchange: Exchange, log: bool = True) -> None:
+    def __init__(self, config: Config, exchange: Exchange, log: bool = True) -> None:
         self._config = config
         self._log = log
         self._exchange = exchange

freqtrade/worker.py

@@ -9,8 +9,9 @@ from typing import Any, Callable, Dict, Optional
 
 import sdnotify
 
-from freqtrade import __version__, constants
+from freqtrade import __version__
 from freqtrade.configuration import Configuration
+from freqtrade.constants import PROCESS_THROTTLE_SECS, RETRY_TIMEOUT, Config
 from freqtrade.enums import State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.freqtradebot import FreqtradeBot
@@ -24,7 +25,7 @@ class Worker:
     Freqtradebot worker class
     """
 
-    def __init__(self, args: Dict[str, Any], config: Dict[str, Any] = None) -> None:
+    def __init__(self, args: Dict[str, Any], config: Config = None) -> None:
         """
         Init all variables and objects the bot needs to work
         """
@@ -53,7 +54,7 @@ class Worker:
 
         internals_config = self._config.get('internals', {})
         self._throttle_secs = internals_config.get('process_throttle_secs',
-                                                   constants.PROCESS_THROTTLE_SECS)
+                                                   PROCESS_THROTTLE_SECS)
         self._heartbeat_interval = internals_config.get('heartbeat_interval', 60)
 
         self._sd_notify = sdnotify.SystemdNotifier() if \
@@ -151,8 +152,8 @@ class Worker:
         try:
             self.freqtrade.process()
         except TemporaryError as error:
-            logger.warning(f"Error: {error}, retrying in {constants.RETRY_TIMEOUT} seconds...")
+            logger.warning(f"Error: {error}, retrying in {RETRY_TIMEOUT} seconds...")
-            time.sleep(constants.RETRY_TIMEOUT)
+            time.sleep(RETRY_TIMEOUT)
         except OperationalException:
             tb = traceback.format_exc()
             hint = 'Issue `/start` if you think it is safe to restart.'

mkdocs.yml

@@ -57,6 +57,8 @@ theme:
   logo: "images/logo.png"
   favicon: "images/logo.png"
   custom_dir: "docs/overrides"
+  features:
+    - search.share
   palette:
     - scheme: default
       primary: "blue grey"