ruff format: more files

freqtrade/misc.py

@@ -1,6 +1,7 @@
 """
 Various tool function for Freqtrade and scripts
 """
+
 import gzip
 import logging
 from io import StringIO
@@ -27,17 +28,17 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
     """
 
     if is_zip:
-        if filename.suffix != '.gz':
-            filename = filename.with_suffix('.gz')
+        if filename.suffix != ".gz":
+            filename = filename.with_suffix(".gz")
         if log:
             logger.info(f'dumping json to "{filename}"')
 
-        with gzip.open(filename, 'w') as fpz:
+        with gzip.open(filename, "w") as fpz:
             rapidjson.dump(data, fpz, default=str, number_mode=rapidjson.NM_NATIVE)
     else:
         if log:
             logger.info(f'dumping json to "{filename}"')
-        with filename.open('w') as fp:
+        with filename.open("w") as fp:
             rapidjson.dump(data, fp, default=str, number_mode=rapidjson.NM_NATIVE)
 
     logger.debug(f'done json to "{filename}"')
@@ -54,7 +55,7 @@ def file_dump_joblib(filename: Path, data: Any, log: bool = True) -> None:
 
     if log:
         logger.info(f'dumping joblib to "{filename}"')
-    with filename.open('wb') as fp:
+    with filename.open("wb") as fp:
         joblib.dump(data, fp)
     logger.debug(f'done joblib dump to "{filename}"')
 
@@ -69,9 +70,8 @@ def json_load(datafile: Union[gzip.GzipFile, TextIO]) -> Any:
 
 
 def file_load_json(file: Path):
-
     if file.suffix != ".gz":
-        gzipfile = file.with_suffix(file.suffix + '.gz')
+        gzipfile = file.with_suffix(file.suffix + ".gz")
     else:
         gzipfile = file
     # Try gzip file first, otherwise regular json file.
@@ -96,8 +96,8 @@ def is_file_in_dir(file: Path, directory: Path) -> bool:
 
 
 def pair_to_filename(pair: str) -> str:
-    for ch in ['/', ' ', '.', '@', '$', '+', ':']:
-        pair = pair.replace(ch, '_')
+    for ch in ["/", " ", ".", "@", "$", "+", ":"]:
+        pair = pair.replace(ch, "_")
     return pair
 
 
@@ -161,7 +161,7 @@ def safe_value_fallback2(dict1: dictMap, dict2: dictMap, key1: str, key2: str, d
 
 
 def plural(num: float, singular: str, plural: Optional[str] = None) -> str:
-    return singular if (num == 1 or num == -1) else plural or singular + 's'
+    return singular if (num == 1 or num == -1) else plural or singular + "s"
 
 
 def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
@@ -172,7 +172,7 @@ def chunks(lst: List[Any], n: int) -> Iterator[List[Any]]:
     :return: None
     """
     for chunk in range(0, len(lst), n):
-        yield (lst[chunk:chunk + n])
+        yield (lst[chunk : chunk + n])
 
 
 def parse_db_uri_for_logging(uri: str):
@@ -184,8 +184,8 @@ def parse_db_uri_for_logging(uri: str):
     parsed_db_uri = urlparse(uri)
     if not parsed_db_uri.netloc:  # No need for censoring as no password was provided
         return uri
-    pwd = parsed_db_uri.netloc.split(':')[1].split('@')[0]
-    return parsed_db_uri.geturl().replace(f':{pwd}@', ':*****@')
+    pwd = parsed_db_uri.netloc.split(":")[1].split("@")[0]
+    return parsed_db_uri.geturl().replace(f":{pwd}@", ":*****@")
 
 
 def dataframe_to_json(dataframe: pd.DataFrame) -> str:
@@ -194,7 +194,7 @@ def dataframe_to_json(dataframe: pd.DataFrame) -> str:
     :param dataframe: A pandas DataFrame
     :returns: A JSON string of the pandas DataFrame
     """
-    return dataframe.to_json(orient='split')
+    return dataframe.to_json(orient="split")
 
 
 def json_to_dataframe(data: str) -> pd.DataFrame:
@@ -203,9 +203,9 @@ def json_to_dataframe(data: str) -> pd.DataFrame:
     :param data: A JSON string
     :returns: A pandas DataFrame from the JSON string
     """
-    dataframe = pd.read_json(StringIO(data), orient='split')
-    if 'date' in dataframe.columns:
-        dataframe['date'] = pd.to_datetime(dataframe['date'], unit='ms', utc=True)
+    dataframe = pd.read_json(StringIO(data), orient="split")
+    if "date" in dataframe.columns:
+        dataframe["date"] = pd.to_datetime(dataframe["date"], unit="ms", utc=True)
 
     return dataframe
 
@@ -234,7 +234,7 @@ def append_candles_to_dataframe(left: pd.DataFrame, right: pd.DataFrame) -> pd.D
     :param right: The new dataframe containing the data you want appended
     :returns: The dataframe with the right data in it
     """
-    if left.iloc[-1]['date'] != right.iloc[-1]['date']:
+    if left.iloc[-1]["date"] != right.iloc[-1]["date"]:
         left = pd.concat([left, right])
 
     # Only keep the last 1500 candles in memory

freqtrade/plot/plotting.py

@@ -50,55 +50,57 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
     """
 
     if "pairs" in config:
-        pairs = expand_pairlist(config['pairs'], markets)
+        pairs = expand_pairlist(config["pairs"], markets)
     else:
-        pairs = expand_pairlist(config['exchange']['pair_whitelist'], markets)
+        pairs = expand_pairlist(config["exchange"]["pair_whitelist"], markets)
 
     # Set timerange to use
-    timerange = TimeRange.parse_timerange(config.get('timerange'))
+    timerange = TimeRange.parse_timerange(config.get("timerange"))
 
     data = load_data(
-        datadir=config.get('datadir'),
+        datadir=config.get("datadir"),
         pairs=pairs,
-        timeframe=config['timeframe'],
+        timeframe=config["timeframe"],
         timerange=timerange,
         startup_candles=startup_candles,
-        data_format=config['dataformat_ohlcv'],
-        candle_type=config.get('candle_type_def', CandleType.SPOT)
+        data_format=config["dataformat_ohlcv"],
+        candle_type=config.get("candle_type_def", CandleType.SPOT),
     )
 
     if startup_candles and data:
         min_date, max_date = get_timerange(data)
         logger.info(f"Loading data from {min_date} to {max_date}")
-        timerange.adjust_start_if_necessary(timeframe_to_seconds(config['timeframe']),
-                                            startup_candles, min_date)
+        timerange.adjust_start_if_necessary(
+            timeframe_to_seconds(config["timeframe"]), startup_candles, min_date
+        )
 
     no_trades = False
     filename = config.get("exportfilename")
     if config.get("no_trades", False):
         no_trades = True
-    elif config['trade_source'] == 'file':
+    elif config["trade_source"] == "file":
         if not filename.is_dir() and not filename.is_file():
             logger.warning("Backtest file is missing skipping trades.")
             no_trades = True
     try:
         trades = load_trades(
-            config['trade_source'],
-            db_url=config.get('db_url'),
+            config["trade_source"],
+            db_url=config.get("db_url"),
             exportfilename=filename,
             no_trades=no_trades,
-            strategy=config.get('strategy'),
+            strategy=config.get("strategy"),
         )
     except ValueError as e:
         raise OperationalException(e) from e
     if not trades.empty:
-        trades = trim_dataframe(trades, timerange, df_date_col='open_date')
+        trades = trim_dataframe(trades, timerange, df_date_col="open_date")
 
-    return {"ohlcv": data,
-            "trades": trades,
-            "pairs": pairs,
-            "timerange": timerange,
-            }
+    return {
+        "ohlcv": data,
+        "trades": trades,
+        "pairs": pairs,
+        "timerange": timerange,
+    }
 
 
 def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) -> make_subplots:
@@ -111,38 +113,40 @@ def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) ->
     :param data: candlestick DataFrame
     """
     plot_kinds = {
-        'scatter': go.Scatter,
-        'bar': go.Bar,
+        "scatter": go.Scatter,
+        "bar": go.Bar,
     }
     for indicator, conf in indicators.items():
         logger.debug(f"indicator {indicator} with config {conf}")
         if indicator in data:
-            kwargs = {'x': data['date'],
-                      'y': data[indicator].values,
-                      'name': indicator
-                      }
+            kwargs = {"x": data["date"], "y": data[indicator].values, "name": indicator}
 
-            plot_type = conf.get('type', 'scatter')
-            color = conf.get('color')
-            if plot_type == 'bar':
-                kwargs.update({'marker_color': color or 'DarkSlateGrey',
-                               'marker_line_color': color or 'DarkSlateGrey'})
+            plot_type = conf.get("type", "scatter")
+            color = conf.get("color")
+            if plot_type == "bar":
+                kwargs.update(
+                    {
+                        "marker_color": color or "DarkSlateGrey",
+                        "marker_line_color": color or "DarkSlateGrey",
+                    }
+                )
             else:
                 if color:
-                    kwargs.update({'line': {'color': color}})
-                kwargs['mode'] = 'lines'
-                if plot_type != 'scatter':
-                    logger.warning(f'Indicator {indicator} has unknown plot trace kind {plot_type}'
-                                   f', assuming "scatter".')
+                    kwargs.update({"line": {"color": color}})
+                kwargs["mode"] = "lines"
+                if plot_type != "scatter":
+                    logger.warning(
+                        f"Indicator {indicator} has unknown plot trace kind {plot_type}"
+                        f', assuming "scatter".'
+                    )
 
-            kwargs.update(conf.get('plotly', {}))
+            kwargs.update(conf.get("plotly", {}))
             trace = plot_kinds[plot_type](**kwargs)
             fig.add_trace(trace, row, 1)
         else:
             logger.info(
-                'Indicator "%s" ignored. Reason: This indicator is not found '
-                'in your strategy.',
-                indicator
+                'Indicator "%s" ignored. Reason: This indicator is not found ' "in your strategy.",
+                indicator,
             )
 
     return fig
@@ -168,33 +172,27 @@ def add_profit(fig, row, data: pd.DataFrame, column: str, name: str) -> make_sub
     return fig
 
 
-def add_max_drawdown(fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame,
-                     timeframe: str, starting_balance: float) -> make_subplots:
+def add_max_drawdown(
+    fig, row, trades: pd.DataFrame, df_comb: pd.DataFrame, timeframe: str, starting_balance: float
+) -> make_subplots:
     """
     Add scatter points indicating max drawdown
     """
     try:
         _, highdate, lowdate, _, _, max_drawdown = calculate_max_drawdown(
-            trades,
-            starting_balance=starting_balance
+            trades, starting_balance=starting_balance
         )
 
         drawdown = go.Scatter(
             x=[highdate, lowdate],
             y=[
-                df_comb.loc[timeframe_to_prev_date(timeframe, highdate), 'cum_profit'],
-                df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), 'cum_profit'],
+                df_comb.loc[timeframe_to_prev_date(timeframe, highdate), "cum_profit"],
+                df_comb.loc[timeframe_to_prev_date(timeframe, lowdate), "cum_profit"],
             ],
-            mode='markers',
+            mode="markers",
             name=f"Max drawdown {max_drawdown:.2%}",
             text=f"Max drawdown {max_drawdown:.2%}",
-            marker=dict(
-                symbol='square-open',
-                size=9,
-                line=dict(width=2),
-                color='green'
-
-            )
+            marker=dict(symbol="square-open", size=9, line=dict(width=2), color="green"),
         )
         fig.add_trace(drawdown, row, 1)
     except ValueError:
@@ -208,27 +206,25 @@ def add_underwater(fig, row, trades: pd.DataFrame, starting_balance: float) -> m
     """
     try:
         underwater = calculate_underwater(
-            trades,
-            value_col="profit_abs",
-            starting_balance=starting_balance
+            trades, value_col="profit_abs", starting_balance=starting_balance
         )
 
         underwater_plot = go.Scatter(
-            x=underwater['date'],
-            y=underwater['drawdown'],
+            x=underwater["date"],
+            y=underwater["drawdown"],
             name="Underwater Plot",
-            fill='tozeroy',
-            fillcolor='#cc362b',
-            line={'color': '#cc362b'}
+            fill="tozeroy",
+            fillcolor="#cc362b",
+            line={"color": "#cc362b"},
         )
 
         underwater_plot_relative = go.Scatter(
-            x=underwater['date'],
-            y=(-underwater['drawdown_relative']),
+            x=underwater["date"],
+            y=(-underwater["drawdown_relative"]),
             name="Underwater Plot (%)",
-            fill='tozeroy',
-            fillcolor='green',
-            line={'color': 'green'}
+            fill="tozeroy",
+            fillcolor="green",
+            line={"color": "green"},
         )
 
         fig.add_trace(underwater_plot, row, 1)
@@ -247,11 +243,11 @@ def add_parallelism(fig, row, trades: pd.DataFrame, timeframe: str) -> make_subp
 
         drawdown = go.Scatter(
             x=result.index,
-            y=result['open_trades'],
+            y=result["open_trades"],
             name="Parallel trades",
-            fill='tozeroy',
-            fillcolor='#242222',
-            line={'color': '#242222'},
+            fill="tozeroy",
+            fillcolor="#242222",
+            line={"color": "#242222"},
         )
         fig.add_trace(drawdown, row, 1)
     except ValueError:
@@ -266,52 +262,37 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for exit summarizing the trade
-        trades['desc'] = trades.apply(
-            lambda row: f"{row['profit_ratio']:.2%}, " +
-            (f"{row['enter_tag']}, " if row['enter_tag'] is not None else "") +
-            f"{row['exit_reason']}, " +
-            f"{row['trade_duration']} min",
-            axis=1)
+        trades["desc"] = trades.apply(
+            lambda row: f"{row['profit_ratio']:.2%}, "
+            + (f"{row['enter_tag']}, " if row["enter_tag"] is not None else "")
+            + f"{row['exit_reason']}, "
+            + f"{row['trade_duration']} min",
+            axis=1,
+        )
         trade_entries = go.Scatter(
             x=trades["open_date"],
             y=trades["open_rate"],
-            mode='markers',
-            name='Trade entry',
+            mode="markers",
+            name="Trade entry",
             text=trades["desc"],
-            marker=dict(
-                symbol='circle-open',
-                size=11,
-                line=dict(width=2),
-                color='cyan'
-
-            )
+            marker=dict(symbol="circle-open", size=11, line=dict(width=2), color="cyan"),
         )
 
         trade_exits = go.Scatter(
-            x=trades.loc[trades['profit_ratio'] > 0, "close_date"],
-            y=trades.loc[trades['profit_ratio'] > 0, "close_rate"],
-            text=trades.loc[trades['profit_ratio'] > 0, "desc"],
-            mode='markers',
-            name='Exit - Profit',
-            marker=dict(
-                symbol='square-open',
-                size=11,
-                line=dict(width=2),
-                color='green'
-            )
+            x=trades.loc[trades["profit_ratio"] > 0, "close_date"],
+            y=trades.loc[trades["profit_ratio"] > 0, "close_rate"],
+            text=trades.loc[trades["profit_ratio"] > 0, "desc"],
+            mode="markers",
+            name="Exit - Profit",
+            marker=dict(symbol="square-open", size=11, line=dict(width=2), color="green"),
         )
         trade_exits_loss = go.Scatter(
-            x=trades.loc[trades['profit_ratio'] <= 0, "close_date"],
-            y=trades.loc[trades['profit_ratio'] <= 0, "close_rate"],
-            text=trades.loc[trades['profit_ratio'] <= 0, "desc"],
-            mode='markers',
-            name='Exit - Loss',
-            marker=dict(
-                symbol='square-open',
-                size=11,
-                line=dict(width=2),
-                color='red'
-            )
+            x=trades.loc[trades["profit_ratio"] <= 0, "close_date"],
+            y=trades.loc[trades["profit_ratio"] <= 0, "close_rate"],
+            text=trades.loc[trades["profit_ratio"] <= 0, "desc"],
+            mode="markers",
+            name="Exit - Loss",
+            marker=dict(symbol="square-open", size=11, line=dict(width=2), color="red"),
         )
         fig.add_trace(trade_entries, 1, 1)
         fig.add_trace(trade_exits, 1, 1)
@@ -321,8 +302,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     return fig
 
 
-def create_plotconfig(indicators1: List[str], indicators2: List[str],
-                      plot_config: Dict[str, Dict]) -> Dict[str, Dict]:
+def create_plotconfig(
+    indicators1: List[str], indicators2: List[str], plot_config: Dict[str, Dict]
+) -> Dict[str, Dict]:
     """
     Combines indicators 1 and indicators 2 into plot_config if necessary
     :param indicators1: List containing Main plot indicators
@@ -333,34 +315,40 @@ def create_plotconfig(indicators1: List[str], indicators2: List[str],
 
     if plot_config:
         if indicators1:
-            plot_config['main_plot'] = {ind: {} for ind in indicators1}
+            plot_config["main_plot"] = {ind: {} for ind in indicators1}
         if indicators2:
-            plot_config['subplots'] = {'Other': {ind: {} for ind in indicators2}}
+            plot_config["subplots"] = {"Other": {ind: {} for ind in indicators2}}
 
     if not plot_config:
         # If no indicators and no plot-config given, use defaults.
         if not indicators1:
-            indicators1 = ['sma', 'ema3', 'ema5']
+            indicators1 = ["sma", "ema3", "ema5"]
         if not indicators2:
-            indicators2 = ['macd', 'macdsignal']
+            indicators2 = ["macd", "macdsignal"]
 
         # Create subplot configuration if plot_config is not available.
         plot_config = {
-            'main_plot': {ind: {} for ind in indicators1},
-            'subplots': {'Other': {ind: {} for ind in indicators2}},
+            "main_plot": {ind: {} for ind in indicators1},
+            "subplots": {"Other": {ind: {} for ind in indicators2}},
         }
-    if 'main_plot' not in plot_config:
-        plot_config['main_plot'] = {}
+    if "main_plot" not in plot_config:
+        plot_config["main_plot"] = {}
 
-    if 'subplots' not in plot_config:
-        plot_config['subplots'] = {}
+    if "subplots" not in plot_config:
+        plot_config["subplots"] = {}
     return plot_config
 
 
-def plot_area(fig, row: int, data: pd.DataFrame, indicator_a: str,
-              indicator_b: str, label: str = "",
-              fill_color: str = "rgba(0,176,246,0.2)") -> make_subplots:
-    """ Creates a plot for the area between two traces and adds it to fig.
+def plot_area(
+    fig,
+    row: int,
+    data: pd.DataFrame,
+    indicator_a: str,
+    indicator_b: str,
+    label: str = "",
+    fill_color: str = "rgba(0,176,246,0.2)",
+) -> make_subplots:
+    """Creates a plot for the area between two traces and adds it to fig.
     :param fig: Plot figure to append to
     :param row: row number for this plot
     :param data: candlestick DataFrame
@@ -372,21 +360,24 @@ def plot_area(fig, row: int, data: pd.DataFrame, indicator_a: str,
     """
     if indicator_a in data and indicator_b in data:
         # make lines invisible to get the area plotted, only.
-        line = {'color': 'rgba(255,255,255,0)'}
+        line = {"color": "rgba(255,255,255,0)"}
         # TODO: Figure out why scattergl causes problems plotly/plotly.js#2284
-        trace_a = go.Scatter(x=data.date, y=data[indicator_a],
-                             showlegend=False,
-                             line=line)
-        trace_b = go.Scatter(x=data.date, y=data[indicator_b], name=label,
-                             fill="tonexty", fillcolor=fill_color,
-                             line=line)
+        trace_a = go.Scatter(x=data.date, y=data[indicator_a], showlegend=False, line=line)
+        trace_b = go.Scatter(
+            x=data.date,
+            y=data[indicator_b],
+            name=label,
+            fill="tonexty",
+            fillcolor=fill_color,
+            line=line,
+        )
         fig.add_trace(trace_a, row, 1)
         fig.add_trace(trace_b, row, 1)
     return fig
 
 
 def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
-    """ Adds all area plots (specified in plot_config) to fig.
+    """Adds all area plots (specified in plot_config) to fig.
     :param fig: Plot figure to append to
     :param row: row number for this plot
     :param data: candlestick DataFrame
@@ -395,48 +386,43 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
     :return: fig with added  filled_traces plot
     """
     for indicator, ind_conf in indicators.items():
-        if 'fill_to' in ind_conf:
-            indicator_b = ind_conf['fill_to']
+        if "fill_to" in ind_conf:
+            indicator_b = ind_conf["fill_to"]
             if indicator in data and indicator_b in data:
-                label = ind_conf.get('fill_label',
-                                     f'{indicator}<>{indicator_b}')
-                fill_color = ind_conf.get('fill_color', 'rgba(0,176,246,0.2)')
-                fig = plot_area(fig, row, data, indicator, indicator_b,
-                                label=label, fill_color=fill_color)
+                label = ind_conf.get("fill_label", f"{indicator}<>{indicator_b}")
+                fill_color = ind_conf.get("fill_color", "rgba(0,176,246,0.2)")
+                fig = plot_area(
+                    fig, row, data, indicator, indicator_b, label=label, fill_color=fill_color
+                )
             elif indicator not in data:
                 logger.info(
                     'Indicator "%s" ignored. Reason: This indicator is not '
-                    'found in your strategy.', indicator
+                    "found in your strategy.",
+                    indicator,
                 )
             elif indicator_b not in data:
                 logger.info(
-                    'fill_to: "%s" ignored. Reason: This indicator is not '
-                    'in your strategy.', indicator_b
+                    'fill_to: "%s" ignored. Reason: This indicator is not ' "in your strategy.",
+                    indicator_b,
                 )
     return fig
 
 
-def create_scatter(
-    data,
-    column_name,
-    color,
-    direction
-) -> Optional[go.Scatter]:
-
+def create_scatter(data, column_name, color, direction) -> Optional[go.Scatter]:
     if column_name in data.columns:
         df_short = data[data[column_name] == 1]
         if len(df_short) > 0:
             shorts = go.Scatter(
                 x=df_short.date,
                 y=df_short.close,
-                mode='markers',
+                mode="markers",
                 name=column_name,
                 marker=dict(
                     symbol=f"triangle-{direction}-dot",
                     size=9,
                     line=dict(width=1),
                     color=color,
-                )
+                ),
             )
             return shorts
         else:
@@ -446,10 +432,14 @@ def create_scatter(
 
 
 def generate_candlestick_graph(
-        pair: str, data: pd.DataFrame, trades: Optional[pd.DataFrame] = None, *,
-        indicators1: Optional[List[str]] = None, indicators2: Optional[List[str]] = None,
-        plot_config: Optional[Dict[str, Dict]] = None,
-        ) -> go.Figure:
+    pair: str,
+    data: pd.DataFrame,
+    trades: Optional[pd.DataFrame] = None,
+    *,
+    indicators1: Optional[List[str]] = None,
+    indicators2: Optional[List[str]] = None,
+    plot_config: Optional[Dict[str, Dict]] = None,
+) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB
     Volume will always be plotted in row2, so Row 1 and 3 are to our disposal for custom indicators
@@ -466,8 +456,8 @@ def generate_candlestick_graph(
         indicators2 or [],
         plot_config or {},
     )
-    rows = 2 + len(plot_config['subplots'])
-    row_widths = [1 for _ in plot_config['subplots']]
+    rows = 2 + len(plot_config["subplots"])
+    row_widths = [1 for _ in plot_config["subplots"]]
     # Define the graph
     fig = make_subplots(
         rows=rows,
@@ -476,127 +466,131 @@ def generate_candlestick_graph(
         row_width=row_widths + [1, 4],
         vertical_spacing=0.0001,
     )
-    fig['layout'].update(title=pair)
-    fig['layout']['yaxis1'].update(title='Price')
-    fig['layout']['yaxis2'].update(title='Volume')
-    for i, name in enumerate(plot_config['subplots']):
-        fig['layout'][f'yaxis{3 + i}'].update(title=name)
-    fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig["layout"].update(title=pair)
+    fig["layout"]["yaxis1"].update(title="Price")
+    fig["layout"]["yaxis2"].update(title="Volume")
+    for i, name in enumerate(plot_config["subplots"]):
+        fig["layout"][f"yaxis{3 + i}"].update(title=name)
+    fig["layout"]["xaxis"]["rangeslider"].update(visible=False)
     fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     # Common information
     candles = go.Candlestick(
-        x=data.date,
-        open=data.open,
-        high=data.high,
-        low=data.low,
-        close=data.close,
-        name='Price'
+        x=data.date, open=data.open, high=data.high, low=data.low, close=data.close, name="Price"
     )
     fig.add_trace(candles, 1, 1)
 
-    longs = create_scatter(data, 'enter_long', 'green', 'up')
-    exit_longs = create_scatter(data, 'exit_long', 'red', 'down')
-    shorts = create_scatter(data, 'enter_short', 'blue', 'down')
-    exit_shorts = create_scatter(data, 'exit_short', 'violet', 'up')
+    longs = create_scatter(data, "enter_long", "green", "up")
+    exit_longs = create_scatter(data, "exit_long", "red", "down")
+    shorts = create_scatter(data, "enter_short", "blue", "down")
+    exit_shorts = create_scatter(data, "exit_short", "violet", "up")
 
     for scatter in [longs, exit_longs, shorts, exit_shorts]:
         if scatter:
             fig.add_trace(scatter, 1, 1)
 
     # Add Bollinger Bands
-    fig = plot_area(fig, 1, data, 'bb_lowerband', 'bb_upperband',
-                    label="Bollinger Band")
+    fig = plot_area(fig, 1, data, "bb_lowerband", "bb_upperband", label="Bollinger Band")
     # prevent bb_lower and bb_upper from plotting
     try:
-        del plot_config['main_plot']['bb_lowerband']
-        del plot_config['main_plot']['bb_upperband']
+        del plot_config["main_plot"]["bb_lowerband"]
+        del plot_config["main_plot"]["bb_upperband"]
     except KeyError:
         pass
     # main plot goes to row 1
-    fig = add_indicators(fig=fig, row=1, indicators=plot_config['main_plot'], data=data)
-    fig = add_areas(fig, 1, data, plot_config['main_plot'])
+    fig = add_indicators(fig=fig, row=1, indicators=plot_config["main_plot"], data=data)
+    fig = add_areas(fig, 1, data, plot_config["main_plot"])
     fig = plot_trades(fig, trades)
     # sub plot: Volume goes to row 2
     volume = go.Bar(
-        x=data['date'],
-        y=data['volume'],
-        name='Volume',
-        marker_color='DarkSlateGrey',
-        marker_line_color='DarkSlateGrey'
+        x=data["date"],
+        y=data["volume"],
+        name="Volume",
+        marker_color="DarkSlateGrey",
+        marker_line_color="DarkSlateGrey",
     )
     fig.add_trace(volume, 2, 1)
     # add each sub plot to a separate row
-    for i, label in enumerate(plot_config['subplots']):
-        sub_config = plot_config['subplots'][label]
+    for i, label in enumerate(plot_config["subplots"]):
+        sub_config = plot_config["subplots"][label]
         row = 3 + i
-        fig = add_indicators(fig=fig, row=row, indicators=sub_config,
-                             data=data)
+        fig = add_indicators(fig=fig, row=row, indicators=sub_config, data=data)
         # fill area between indicators ( 'fill_to': 'other_indicator')
         fig = add_areas(fig, row, data, sub_config)
 
     return fig
 
 
-def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame],
-                          trades: pd.DataFrame, timeframe: str, stake_currency: str,
-                          starting_balance: float) -> go.Figure:
+def generate_profit_graph(
+    pairs: str,
+    data: Dict[str, pd.DataFrame],
+    trades: pd.DataFrame,
+    timeframe: str,
+    stake_currency: str,
+    starting_balance: float,
+) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
     try:
         df_comb = combine_dataframes_with_mean(data, "close")
     except ValueError:
         raise OperationalException(
             "No data found. Please make sure that data is available for "
-            "the timerange and pairs selected.")
+            "the timerange and pairs selected."
+        )
 
     # Trim trades to available OHLCV data
     trades = extract_trades_of_period(df_comb, trades, date_index=True)
     if len(trades) == 0:
-        raise OperationalException('No trades found in selected timerange.')
+        raise OperationalException("No trades found in selected timerange.")
 
     # Add combined cumulative profit
-    df_comb = create_cum_profit(df_comb, trades, 'cum_profit', timeframe)
+    df_comb = create_cum_profit(df_comb, trades, "cum_profit", timeframe)
 
     # Plot the pairs average close prices, and total profit growth
     avgclose = go.Scatter(
         x=df_comb.index,
-        y=df_comb['mean'],
-        name='Avg close price',
+        y=df_comb["mean"],
+        name="Avg close price",
     )
 
-    fig = make_subplots(rows=6, cols=1, shared_xaxes=True,
-                        row_heights=[1, 1, 1, 0.5, 0.75, 0.75],
-                        vertical_spacing=0.05,
-                        subplot_titles=[
-                            "AVG Close Price",
-                            "Combined Profit",
-                            "Profit per pair",
-                            "Parallelism",
-                            "Underwater",
-                            "Relative Drawdown",
-                        ])
-    fig['layout'].update(title="Freqtrade Profit plot")
-    fig['layout']['yaxis1'].update(title='Price')
-    fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}')
-    fig['layout']['yaxis3'].update(title=f'Profit {stake_currency}')
-    fig['layout']['yaxis4'].update(title='Trade count')
-    fig['layout']['yaxis5'].update(title='Underwater Plot')
-    fig['layout']['yaxis6'].update(title='Underwater Plot Relative (%)', tickformat=',.2%')
-    fig['layout']['xaxis']['rangeslider'].update(visible=False)
+    fig = make_subplots(
+        rows=6,
+        cols=1,
+        shared_xaxes=True,
+        row_heights=[1, 1, 1, 0.5, 0.75, 0.75],
+        vertical_spacing=0.05,
+        subplot_titles=[
+            "AVG Close Price",
+            "Combined Profit",
+            "Profit per pair",
+            "Parallelism",
+            "Underwater",
+            "Relative Drawdown",
+        ],
+    )
+    fig["layout"].update(title="Freqtrade Profit plot")
+    fig["layout"]["yaxis1"].update(title="Price")
+    fig["layout"]["yaxis2"].update(title=f"Profit {stake_currency}")
+    fig["layout"]["yaxis3"].update(title=f"Profit {stake_currency}")
+    fig["layout"]["yaxis4"].update(title="Trade count")
+    fig["layout"]["yaxis5"].update(title="Underwater Plot")
+    fig["layout"]["yaxis6"].update(title="Underwater Plot Relative (%)", tickformat=",.2%")
+    fig["layout"]["xaxis"]["rangeslider"].update(visible=False)
     fig.update_layout(modebar_add=["v1hovermode", "toggleSpikeLines"])
 
     fig.add_trace(avgclose, 1, 1)
-    fig = add_profit(fig, 2, df_comb, 'cum_profit', 'Profit')
+    fig = add_profit(fig, 2, df_comb, "cum_profit", "Profit")
     fig = add_max_drawdown(fig, 2, trades, df_comb, timeframe, starting_balance)
     fig = add_parallelism(fig, 4, trades, timeframe)
     # Two rows consumed
     fig = add_underwater(fig, 5, trades, starting_balance)
 
     for pair in pairs:
-        profit_col = f'cum_profit_{pair}'
+        profit_col = f"cum_profit_{pair}"
         try:
-            df_comb = create_cum_profit(df_comb, trades[trades['pair'] == pair], profit_col,
-                                        timeframe)
+            df_comb = create_cum_profit(
+                df_comb, trades[trades["pair"] == pair], profit_col, timeframe
+            )
             fig = add_profit(fig, 3, df_comb, profit_col, f"Profit {pair}")
         except ValueError:
             pass
@@ -608,9 +602,9 @@ def generate_plot_filename(pair: str, timeframe: str) -> str:
     Generate filenames per pair/timeframe to be used for storing plots
     """
     pair_s = pair_to_filename(pair)
-    file_name = 'freqtrade-plot-' + pair_s + '-' + timeframe + '.html'
+    file_name = "freqtrade-plot-" + pair_s + "-" + timeframe + ".html"
 
-    logger.info('Generate plot file for %s', pair)
+    logger.info("Generate plot file for %s", pair)
 
     return file_name
 
@@ -627,8 +621,7 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
     directory.mkdir(parents=True, exist_ok=True)
 
     _filename = directory.joinpath(filename)
-    plot(fig, filename=str(_filename),
-         auto_open=auto_open)
+    plot(fig, filename=str(_filename), auto_open=auto_open)
     logger.info(f"Stored plot as {_filename}")
 
 
@@ -650,17 +643,17 @@ def load_and_plot_trades(config: Config):
     strategy.ft_bot_start()
     strategy_safe_wrapper(strategy.bot_loop_start)(current_time=datetime.now(timezone.utc))
     plot_elements = init_plotscript(config, list(exchange.markets), strategy.startup_candle_count)
-    timerange = plot_elements['timerange']
-    trades = plot_elements['trades']
+    timerange = plot_elements["timerange"]
+    trades = plot_elements["trades"]
     pair_counter = 0
     for pair, data in plot_elements["ohlcv"].items():
         pair_counter += 1
         logger.info("analyse pair %s", pair)
 
-        df_analyzed = strategy.analyze_ticker(data, {'pair': pair})
+        df_analyzed = strategy.analyze_ticker(data, {"pair": pair})
         df_analyzed = trim_dataframe(df_analyzed, timerange)
         if not trades.empty:
-            trades_pair = trades.loc[trades['pair'] == pair]
+            trades_pair = trades.loc[trades["pair"] == pair]
             trades_pair = extract_trades_of_period(df_analyzed, trades_pair)
         else:
             trades_pair = trades
@@ -669,15 +662,18 @@ def load_and_plot_trades(config: Config):
             pair=pair,
             data=df_analyzed,
             trades=trades_pair,
-            indicators1=config.get('indicators1', []),
-            indicators2=config.get('indicators2', []),
-            plot_config=strategy.plot_config if hasattr(strategy, 'plot_config') else {}
+            indicators1=config.get("indicators1", []),
+            indicators2=config.get("indicators2", []),
+            plot_config=strategy.plot_config if hasattr(strategy, "plot_config") else {},
         )
 
-        store_plot_file(fig, filename=generate_plot_filename(pair, config['timeframe']),
-                        directory=config['user_data_dir'] / 'plot')
+        store_plot_file(
+            fig,
+            filename=generate_plot_filename(pair, config["timeframe"]),
+            directory=config["user_data_dir"] / "plot",
+        )
 
-    logger.info('End of plotting process. %s plots generated', pair_counter)
+    logger.info("End of plotting process. %s plots generated", pair_counter)
 
 
 def plot_profit(config: Config) -> None:
@@ -687,28 +683,37 @@ def plot_profit(config: Config) -> None:
     But should be somewhat proportional, and therefore useful
     in helping out to find a good algorithm.
     """
-    if 'timeframe' not in config:
-        raise OperationalException('Timeframe must be set in either config or via --timeframe.')
+    if "timeframe" not in config:
+        raise OperationalException("Timeframe must be set in either config or via --timeframe.")
 
     exchange = ExchangeResolver.load_exchange(config)
     plot_elements = init_plotscript(config, list(exchange.markets))
-    trades = plot_elements['trades']
+    trades = plot_elements["trades"]
     # Filter trades to relevant pairs
     # Remove open pairs - we don't know the profit yet so can't calculate profit for these.
     # Also, If only one open pair is left, then the profit-generation would fail.
-    trades = trades[(trades['pair'].isin(plot_elements['pairs']))
-                    & (~trades['close_date'].isnull())
-                    ]
+    trades = trades[
+        (trades["pair"].isin(plot_elements["pairs"])) & (~trades["close_date"].isnull())
+    ]
     if len(trades) == 0:
-        raise OperationalException("No trades found, cannot generate Profit-plot without "
-                                   "trades from either Backtest result or database.")
+        raise OperationalException(
+            "No trades found, cannot generate Profit-plot without "
+            "trades from either Backtest result or database."
+        )
 
     # Create an average close price of all the pairs that were involved.
     # this could be useful to gauge the overall market trend
-    fig = generate_profit_graph(plot_elements['pairs'], plot_elements['ohlcv'],
-                                trades, config['timeframe'],
-                                config.get('stake_currency', ''),
-                                config.get('available_capital', config['dry_run_wallet']))
-    store_plot_file(fig, filename='freqtrade-profit-plot.html',
-                    directory=config['user_data_dir'] / 'plot',
-                    auto_open=config.get('plot_auto_open', False))
+    fig = generate_profit_graph(
+        plot_elements["pairs"],
+        plot_elements["ohlcv"],
+        trades,
+        config["timeframe"],
+        config.get("stake_currency", ""),
+        config.get("available_capital", config["dry_run_wallet"]),
+    )
+    store_plot_file(
+        fig,
+        filename="freqtrade-profit-plot.html",
+        directory=config["user_data_dir"] / "plot",
+        auto_open=config.get("plot_auto_open", False),
+    )

freqtrade/wallets.py

@@ -1,5 +1,5 @@
 # pragma pylint: disable=W0603
-""" Wallet """
+"""Wallet"""
 
 import logging
 from copy import deepcopy
@@ -31,18 +31,17 @@ class PositionWallet(NamedTuple):
     position: float = 0
     leverage: float = 0
     collateral: float = 0
-    side: str = 'long'
+    side: str = "long"
 
 
 class Wallets:
-
     def __init__(self, config: Config, exchange: Exchange, is_backtest: bool = False) -> None:
         self._config = config
         self._is_backtest = is_backtest
         self._exchange = exchange
         self._wallets: Dict[str, Wallet] = {}
         self._positions: Dict[str, PositionWallet] = {}
-        self.start_cap = config['dry_run_wallet']
+        self.start_cap = config["dry_run_wallet"]
         self._last_wallet_refresh: Optional[datetime] = None
         self.update()
 
@@ -88,17 +87,12 @@ class Wallets:
         tot_in_trades = sum(trade.stake_amount for trade in open_trades)
         used_stake = 0.0
 
-        if self._config.get('trading_mode', 'spot') != TradingMode.FUTURES:
+        if self._config.get("trading_mode", "spot") != TradingMode.FUTURES:
             current_stake = self.start_cap + tot_profit - tot_in_trades
             total_stake = current_stake
             for trade in open_trades:
                 curr = self._exchange.get_pair_base_currency(trade.pair)
-                _wallets[curr] = Wallet(
-                    curr,
-                    trade.amount,
-                    0,
-                    trade.amount
-                )
+                _wallets[curr] = Wallet(curr, trade.amount, 0, trade.amount)
         else:
             tot_in_trades = 0
             for position in open_trades:
@@ -108,20 +102,21 @@ class Wallets:
                 leverage = position.leverage
                 tot_in_trades += collateral
                 _positions[position.pair] = PositionWallet(
-                    position.pair, position=size,
+                    position.pair,
+                    position=size,
                     leverage=leverage,
                     collateral=collateral,
-                    side=position.trade_direction
+                    side=position.trade_direction,
                 )
             current_stake = self.start_cap + tot_profit - tot_in_trades
             used_stake = tot_in_trades
             total_stake = current_stake + tot_in_trades
 
-        _wallets[self._config['stake_currency']] = Wallet(
-            currency=self._config['stake_currency'],
+        _wallets[self._config["stake_currency"]] = Wallet(
+            currency=self._config["stake_currency"],
             free=current_stake,
             used=used_stake,
-            total=total_stake
+            total=total_stake,
         )
         self._wallets = _wallets
         self._positions = _positions
@@ -133,9 +128,9 @@ class Wallets:
             if isinstance(balances[currency], dict):
                 self._wallets[currency] = Wallet(
                     currency,
-                    balances[currency].get('free'),
-                    balances[currency].get('used'),
-                    balances[currency].get('total')
+                    balances[currency].get("free"),
+                    balances[currency].get("used"),
+                    balances[currency].get("total"),
                 )
         # Remove currencies no longer in get_balances output
         for currency in deepcopy(self._wallets):
@@ -145,18 +140,19 @@ class Wallets:
         positions = self._exchange.fetch_positions()
         self._positions = {}
         for position in positions:
-            symbol = position['symbol']
-            if position['side'] is None or position['collateral'] == 0.0:
+            symbol = position["symbol"]
+            if position["side"] is None or position["collateral"] == 0.0:
                 # Position is not open ...
                 continue
-            size = self._exchange._contracts_to_amount(symbol, position['contracts'])
-            collateral = safe_value_fallback(position, 'collateral', 'initialMargin', 0.0)
-            leverage = position['leverage']
+            size = self._exchange._contracts_to_amount(symbol, position["contracts"])
+            collateral = safe_value_fallback(position, "collateral", "initialMargin", 0.0)
+            leverage = position["leverage"]
             self._positions[symbol] = PositionWallet(
-                symbol, position=size,
+                symbol,
+                position=size,
                 leverage=leverage,
                 collateral=collateral,
-                side=position['side']
+                side=position["side"],
             )
 
     def update(self, require_update: bool = True) -> None:
@@ -173,12 +169,12 @@ class Wallets:
             or self._last_wallet_refresh is None
             or (self._last_wallet_refresh + timedelta(seconds=3600) < now)
         ):
-            if (not self._config['dry_run'] or self._config.get('runmode') == RunMode.LIVE):
+            if not self._config["dry_run"] or self._config.get("runmode") == RunMode.LIVE:
                 self._update_live()
             else:
                 self._update_dry()
             if not self._is_backtest:
-                logger.info('Wallets synced.')
+                logger.info("Wallets synced.")
             self._last_wallet_refresh = dt_now()
 
     def get_all_balances(self) -> Dict[str, Wallet]:
@@ -222,11 +218,11 @@ class Wallets:
         or by using current balance subtracting
         """
         if "available_capital" in self._config:
-            return self._config['available_capital']
+            return self._config["available_capital"]
         else:
             tot_profit = Trade.get_total_closed_profit()
             open_stakes = Trade.total_open_trades_stakes()
-            available_balance = self.get_free(self._config['stake_currency'])
+            available_balance = self.get_free(self._config["stake_currency"])
             return available_balance - tot_profit + open_stakes
 
     def get_total_stake_amount(self):
@@ -238,7 +234,7 @@ class Wallets:
         """
         val_tied_up = Trade.total_open_trades_stakes()
         if "available_capital" in self._config:
-            starting_balance = self._config['available_capital']
+            starting_balance = self._config["available_capital"]
             tot_profit = Trade.get_total_closed_profit()
             available_amount = starting_balance + tot_profit
 
@@ -246,8 +242,9 @@ class Wallets:
             # Ensure <tradable_balance_ratio>% is used from the overall balance
             # Otherwise we'd risk lowering stakes with each open trade.
             # (tied up + current free) * ratio) - tied up
-            available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
-                                self._config['tradable_balance_ratio'])
+            available_amount = (
+                val_tied_up + self.get_free(self._config["stake_currency"])
+            ) * self._config["tradable_balance_ratio"]
         return available_amount
 
     def get_available_stake_amount(self) -> float:
@@ -258,11 +255,12 @@ class Wallets:
         (<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
         """
 
-        free = self.get_free(self._config['stake_currency'])
+        free = self.get_free(self._config["stake_currency"])
         return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
 
-    def _calculate_unlimited_stake_amount(self, available_amount: float,
-                                          val_tied_up: float, max_open_trades: IntOrInf) -> float:
+    def _calculate_unlimited_stake_amount(
+        self, available_amount: float, val_tied_up: float, max_open_trades: IntOrInf
+    ) -> float:
         """
         Calculate stake amount for "unlimited" stake amount
         :return: 0 if max number of trades reached, else stake_amount to use.
@@ -282,10 +280,10 @@ class Wallets:
         :raise: DependencyException if balance is lower than stake-amount
         """
 
-        if self._config['amend_last_stake_amount']:
+        if self._config["amend_last_stake_amount"]:
             # Remaining amount needs to be at least stake_amount * last_stake_amount_min_ratio
             # Otherwise the remaining amount is too low to trade.
-            if available_amount > (stake_amount * self._config['last_stake_amount_min_ratio']):
+            if available_amount > (stake_amount * self._config["last_stake_amount_min_ratio"]):
                 stake_amount = min(stake_amount, available_amount)
             else:
                 stake_amount = 0
@@ -299,7 +297,8 @@ class Wallets:
         return stake_amount
 
     def get_trade_stake_amount(
-            self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True) -> float:
+        self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True
+    ) -> float:
         """
         Calculate stake amount for the trade
         :return: float: Stake amount
@@ -315,21 +314,27 @@ class Wallets:
         if edge:
             stake_amount = edge.stake_amount(
                 pair,
-                self.get_free(self._config['stake_currency']),
-                self.get_total(self._config['stake_currency']),
-                val_tied_up
+                self.get_free(self._config["stake_currency"]),
+                self.get_total(self._config["stake_currency"]),
+                val_tied_up,
             )
         else:
-            stake_amount = self._config['stake_amount']
+            stake_amount = self._config["stake_amount"]
             if stake_amount == UNLIMITED_STAKE_AMOUNT:
                 stake_amount = self._calculate_unlimited_stake_amount(
-                    available_amount, val_tied_up, max_open_trades)
+                    available_amount, val_tied_up, max_open_trades
+                )
 
         return self._check_available_stake_amount(stake_amount, available_amount)
 
-    def validate_stake_amount(self, pair: str, stake_amount: Optional[float],
-                              min_stake_amount: Optional[float], max_stake_amount: float,
-                              trade_amount: Optional[float]):
+    def validate_stake_amount(
+        self,
+        pair: str,
+        stake_amount: Optional[float],
+        min_stake_amount: Optional[float],
+        max_stake_amount: float,
+        trade_amount: Optional[float],
+    ):
         if not stake_amount:
             logger.debug(f"Stake amount is {stake_amount}, ignoring possible trade for {pair}.")
             return 0
@@ -342,8 +347,10 @@ class Wallets:
 
         if min_stake_amount is not None and min_stake_amount > max_allowed_stake:
             if not self._is_backtest:
-                logger.warning("Minimum stake amount > available balance. "
-                               f"{min_stake_amount} > {max_allowed_stake}")
+                logger.warning(
+                    "Minimum stake amount > available balance. "
+                    f"{min_stake_amount} > {max_allowed_stake}"
+                )
             return 0
         if min_stake_amount is not None and stake_amount < min_stake_amount:
             if not self._is_backtest:

freqtrade/worker.py

@@ -1,6 +1,7 @@
 """
 Main Freqtrade worker class.
 """
+
 import logging
 import time
 import traceback
@@ -52,13 +53,15 @@ class Worker:
         # Init the instance of the bot
         self.freqtrade = FreqtradeBot(self._config)
 
-        internals_config = self._config.get('internals', {})
-        self._throttle_secs = internals_config.get('process_throttle_secs',
-                                                   PROCESS_THROTTLE_SECS)
-        self._heartbeat_interval = internals_config.get('heartbeat_interval', 60)
+        internals_config = self._config.get("internals", {})
+        self._throttle_secs = internals_config.get("process_throttle_secs", PROCESS_THROTTLE_SECS)
+        self._heartbeat_interval = internals_config.get("heartbeat_interval", 60)
 
-        self._sd_notify = sdnotify.SystemdNotifier() if \
-            self._config.get('internals', {}).get('sd_notify', False) else None
+        self._sd_notify = (
+            sdnotify.SystemdNotifier()
+            if self._config.get("internals", {}).get("sd_notify", False)
+            else None
+        )
 
     def _notify(self, message: str) -> None:
         """
@@ -86,12 +89,12 @@ class Worker:
 
         # Log state transition
         if state != old_state:
-
             if old_state != State.RELOAD_CONFIG:
-                self.freqtrade.notify_status(f'{state.name.lower()}')
+                self.freqtrade.notify_status(f"{state.name.lower()}")
 
             logger.info(
-                f"Changing state{f' from {old_state.name}' if old_state else ''} to: {state.name}")
+                f"Changing state{f' from {old_state.name}' if old_state else ''} to: {state.name}"
+            )
             if state == State.RUNNING:
                 self.freqtrade.startup()
 
@@ -113,26 +116,36 @@ class Worker:
             self._notify("WATCHDOG=1\nSTATUS=State: RUNNING.")
 
             # Use an offset of 1s to ensure a new candle has been issued
-            self._throttle(func=self._process_running, throttle_secs=self._throttle_secs,
-                           timeframe=self._config['timeframe'] if self._config else None,
-                           timeframe_offset=1)
+            self._throttle(
+                func=self._process_running,
+                throttle_secs=self._throttle_secs,
+                timeframe=self._config["timeframe"] if self._config else None,
+                timeframe_offset=1,
+            )
 
         if self._heartbeat_interval:
             now = time.time()
             if (now - self._heartbeat_msg) > self._heartbeat_interval:
                 version = __version__
                 strategy_version = self.freqtrade.strategy.version()
-                if (strategy_version is not None):
-                    version += ', strategy_version: ' + strategy_version
-                logger.info(f"Bot heartbeat. PID={getpid()}, "
-                            f"version='{version}', state='{state.name}'")
+                if strategy_version is not None:
+                    version += ", strategy_version: " + strategy_version
+                logger.info(
+                    f"Bot heartbeat. PID={getpid()}, " f"version='{version}', state='{state.name}'"
+                )
                 self._heartbeat_msg = now
 
         return state
 
-    def _throttle(self, func: Callable[..., Any], throttle_secs: float,
-                  timeframe: Optional[str] = None, timeframe_offset: float = 1.0,
-                  *args, **kwargs) -> Any:
+    def _throttle(
+        self,
+        func: Callable[..., Any],
+        throttle_secs: float,
+        timeframe: Optional[str] = None,
+        timeframe_offset: float = 1.0,
+        *args,
+        **kwargs,
+    ) -> Any:
         """
         Throttles the given callable that it
         takes at least `min_secs` to finish execution.
@@ -160,10 +173,11 @@ class Worker:
         sleep_duration = max(sleep_duration, 0.0)
         # next_iter = datetime.now(timezone.utc) + timedelta(seconds=sleep_duration)
 
-        logger.debug(f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
-                     f"last iteration took {time_passed:.2f} s."
-                     #  f"next: {next_iter}"
-                     )
+        logger.debug(
+            f"Throttling with '{func.__name__}()': sleep for {sleep_duration:.2f} s, "
+            f"last iteration took {time_passed:.2f} s."
+            #  f"next: {next_iter}"
+        )
         self._sleep(sleep_duration)
         return result
 
@@ -183,14 +197,13 @@ class Worker:
             time.sleep(RETRY_TIMEOUT)
         except OperationalException:
             tb = traceback.format_exc()
-            hint = 'Issue `/start` if you think it is safe to restart.'
+            hint = "Issue `/start` if you think it is safe to restart."
 
             self.freqtrade.notify_status(
-                f'*OperationalException:*\n```\n{tb}```\n {hint}',
-                msg_type=RPCMessageType.EXCEPTION
+                f"*OperationalException:*\n```\n{tb}```\n {hint}", msg_type=RPCMessageType.EXCEPTION
             )
 
-            logger.exception('OperationalException. Stopping trader ...')
+            logger.exception("OperationalException. Stopping trader ...")
             self.freqtrade.state = State.STOPPED
 
     def _reconfigure(self) -> None:
@@ -207,7 +220,7 @@ class Worker:
         # Load and validate config and create new instance of the bot
         self._init(True)
 
-        self.freqtrade.notify_status('config reloaded')
+        self.freqtrade.notify_status("config reloaded")
 
         # Tell systemd that we completed reconfiguration
         self._notify("READY=1")
@@ -217,5 +230,5 @@ class Worker:
         self._notify("STOPPING=1")
 
         if self.freqtrade:
-            self.freqtrade.notify_status('process died')
+            self.freqtrade.notify_status("process died")
             self.freqtrade.cleanup()