Merge branch 'develop' into pr/Axel-CH/10062

.github/workflows/ci.yml

@@ -25,7 +25,7 @@ jobs:
     strategy:
       matrix:
         os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v4
@@ -72,7 +72,7 @@ jobs:
         pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -139,10 +139,7 @@ jobs:
     strategy:
       matrix:
         os: [ "macos-12", "macos-13", "macos-14" ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
-        exclude:
-          - os: "macos-14"
-            python-version: "3.9"
 
     steps:
     - uses: actions/checkout@v4
@@ -263,7 +260,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v4

.pre-commit-config.yaml

@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.6.7'
+    rev: 'v0.6.8'
     hooks:
       - id: ruff
       - id: ruff-format

README.md

@@ -61,7 +61,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 
 ## Features
 
-- [x] **Based on Python 3.9+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.10+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
@@ -218,7 +218,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 - [TA-Lib](https://ta-lib.github.io/ta-lib-python/)

build_helpers/schema.json

@@ -579,57 +579,6 @@
         ]
       }
     },
-    "protections": {
-      "description": "Configuration for various protections.",
-      "type": "array",
-      "items": {
-        "type": "object",
-        "properties": {
-          "method": {
-            "description": "Method used for the protection.",
-            "type": "string",
-            "enum": [
-              "CooldownPeriod",
-              "LowProfitPairs",
-              "MaxDrawdown",
-              "StoplossGuard"
-            ]
-          },
-          "stop_duration": {
-            "description": "Duration to lock the pair after a protection is triggered, in minutes.",
-            "type": "number",
-            "minimum": 0.0
-          },
-          "stop_duration_candles": {
-            "description": "Duration to lock the pair after a protection is triggered, in number of candles.",
-            "type": "number",
-            "minimum": 0
-          },
-          "unlock_at": {
-            "description": "Time when trading will be unlocked regularly. Format: HH:MM",
-            "type": "string"
-          },
-          "trade_limit": {
-            "description": "Minimum number of trades required during lookback period.",
-            "type": "number",
-            "minimum": 1
-          },
-          "lookback_period": {
-            "description": "Period to look back for protection checks, in minutes.",
-            "type": "number",
-            "minimum": 1
-          },
-          "lookback_period_candles": {
-            "description": "Period to look back for protection checks, in number of candles.",
-            "type": "number",
-            "minimum": 1
-          }
-        },
-        "required": [
-          "method"
-        ]
-      }
-    },
     "telegram": {
       "description": "Telegram settings.",
       "type": "object",

docs/configuration.md

@@ -229,7 +229,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | | **Plugins**
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
-| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | | **Telegram**
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

docs/deprecated.md

@@ -75,7 +75,10 @@ Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", re
 * `webhooksellfill`, `webhookexitfill` -> `exit_fill`
 * `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
 
-
 ## Removal of `populate_any_indicators`
 
 version 2023.3 saw the removal of `populate_any_indicators` in favor of split methods for feature engineering and targets. Please read the [migration document](strategy_migration.md#freqai-strategy) for full details.
+
+## Removal of `protections` from configuration
+
+ Setting protections from the configuration via `"protections": [],` has been removed in 2024.10, after having raised deprecation warnings for over 3 years.

docs/developer.md

@@ -241,7 +241,6 @@ No protection should use datetime directly, but use the provided `date_now` vari
 
 !!! Tip "Writing a new Protection"
     Best copy one of the existing Protections to have a good example.
-    Don't forget to register your protection in `constants.py` under the variable `AVAILABLE_PROTECTIONS` - otherwise it will not be selectable.
 
 #### Implementation of a new protection
 

docs/hyperopt.md

@@ -445,7 +445,6 @@ While this strategy is most likely too simple to provide consistent profit, it s
 
     Whether you are using `.range` functionality or the alternatives above, you should try to use space ranges as small as possible since this will improve CPU/RAM usage.
 
-
 ## Optimizing protections
 
 Freqtrade can also optimize protections. How you optimize protections is up to you, and the following should be considered as example only.

docs/includes/pairlists.md

@@ -360,14 +360,21 @@ The optional `bearer_token` will be included in the requests Authorization Heade
         "method": "MarketCapPairList",
         "number_assets": 20,
         "max_rank": 50,
-        "refresh_period": 86400
+        "refresh_period": 86400,
+        "categories": ["layer-1"]
     }
 ]
 ```
 
 `number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.
 
-`refresh_period` setting defines the period (in seconds) at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (`refresh_period`) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).
+The `refresh_period` setting defines the interval (in seconds) at which the marketcap rank data will be refreshed. The default is 86,400 seconds (1 day). The pairlist cache (`refresh_period`) applies to both generating pairlists (when in the first position in the list) and filtering instances (when not in the first position in the list).
+
+The `categories` setting specifies the [coingecko categories](https://www.coingecko.com/en/categories) from which to select coins from. The default is an empty list `[]`, meaning no category filtering is applied.
+If an incorrect category string is chosen, the plugin will print the available categories from CoinGecko and fail. The category should be the ID of the category, for example, for `https://www.coingecko.com/en/categories/layer-1`, the category ID would be `layer-1`. You can pass multiple categories such as `["layer-1", "meme-token"]` to select from several categories.
+
+!!! Warning "Many categories"
+    Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
 
 #### AgeFilter
 

docs/includes/protections.md

@@ -1,24 +1,16 @@
 ## Protections
 
-!!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
-
 Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
 
-!!! Note
+!!! Tip "Usage tips"
     Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
 
-!!! Tip
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
 
 !!! Note "Backtesting"
     Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
-!!! Warning "Setting protections from the configuration"
-    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
-    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
-
 ### Available Protections
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.

docs/index.md

@@ -85,7 +85,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.9+
+- Python 3.10+
 - pip (pip3)
 - git
 - TA-Lib

docs/installation.md

@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
     The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
 
 !!! Note
-    Python3.9 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
+    Python3.10 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
     Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
 
 !!! Warning "Up-to-date clock"
@@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 
 ### Install guide
 
-* [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
+* [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
@@ -54,7 +54,7 @@ We've included/collected install instructions for Ubuntu, MacOS, and Windows. Th
 OS Specific steps are listed first, the common section below is necessary for all systems.
 
 !!! Note
-    Python3.9 or higher and the corresponding pip are assumed to be available.
+    Python3.10 or higher and the corresponding pip are assumed to be available.
 
 === "Debian/Ubuntu"
     #### Install necessary dependencies
@@ -69,7 +69,7 @@ OS Specific steps are listed first, the common section below is necessary for al
 
 === "RaspberryPi/Raspbian"
     The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/).
-    This image comes with python3.9 preinstalled, making it easy to get freqtrade up and running.
+    This image comes with python3.11 preinstalled, making it easy to get freqtrade up and running.
 
     Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
 
@@ -169,7 +169,7 @@ You can as well update, configure and reset the codebase of your bot with `./scr
 ** --install **
 
 With this option, the script will install the bot and most dependencies:
-You will need to have git and python3.9+ installed beforehand for this to work.
+You will need to have git and python3.10+ installed beforehand for this to work.
 
 * Mandatory software as: `ta-lib`
 * Setup your virtualenv under `.venv/`

docs/requirements-docs.txt

@@ -1,7 +1,7 @@
 markdown==3.7
 mkdocs==1.6.1
-mkdocs-material==9.5.36
+mkdocs-material==9.5.39
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.10.1
+pymdown-extensions==10.11.1
 jinja2==3.1.4
 mike==2.1.3

docs/windows_installation.md

@@ -5,7 +5,7 @@ We **strongly** recommend that Windows users use [Docker](docker_quickstart.md)
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
 Otherwise, please follow the instructions below.
 
-All instructions assume that python 3.9+ is installed and available.
+All instructions assume that python 3.10+ is installed and available.
 
 ## Clone the git repository
 
@@ -42,7 +42,7 @@ cd freqtrade
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10, 3.11 and 3.12) and for 64bit Windows.
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.10, 3.11 and 3.12) and for 64bit Windows.
 These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 
 Other versions must be downloaded from the above link.

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2024.9-dev"
+__version__ = "2024.10-dev"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/__main__.py

@@ -3,7 +3,7 @@
 __main__.py for Freqtrade
 To launch Freqtrade as a module
 
-> python -m freqtrade (with Python >= 3.9)
+> python -m freqtrade (with Python >= 3.10)
 """
 
 from freqtrade import main

freqtrade/commands/strategy_utils_commands.py

@@ -1,5 +1,4 @@
 import logging
-import sys
 import time
 from pathlib import Path
 from typing import Any, Dict
@@ -20,9 +19,6 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
     :return: None
     """
 
-    if sys.version_info == (3, 8):  # pragma: no cover
-        sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
-
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     strategy_objs = StrategyResolver.search_all_objects(

freqtrade/configuration/config_schema.py

@@ -4,7 +4,6 @@ from typing import Dict
 from freqtrade.constants import (
     AVAILABLE_DATAHANDLERS,
     AVAILABLE_PAIRLISTS,
-    AVAILABLE_PROTECTIONS,
     BACKTEST_BREAKDOWNS,
     DRY_RUN_WALLET,
     EXPORT_OPTIONS,
@@ -449,60 +448,6 @@ CONF_SCHEMA = {
                 "required": ["method"],
             },
         },
-        "protections": {
-            "description": "Configuration for various protections.",
-            "type": "array",
-            "items": {
-                "type": "object",
-                "properties": {
-                    "method": {
-                        "description": "Method used for the protection.",
-                        "type": "string",
-                        "enum": AVAILABLE_PROTECTIONS,
-                    },
-                    "stop_duration": {
-                        "description": (
-                            "Duration to lock the pair after a protection is triggered, "
-                            "in minutes."
-                        ),
-                        "type": "number",
-                        "minimum": 0.0,
-                    },
-                    "stop_duration_candles": {
-                        "description": (
-                            "Duration to lock the pair after a protection is triggered, in "
-                            "number of candles."
-                        ),
-                        "type": "number",
-                        "minimum": 0,
-                    },
-                    "unlock_at": {
-                        "description": (
-                            "Time when trading will be unlocked regularly. Format: HH:MM"
-                        ),
-                        "type": "string",
-                    },
-                    "trade_limit": {
-                        "description": "Minimum number of trades required during lookback period.",
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                    "lookback_period": {
-                        "description": "Period to look back for protection checks, in minutes.",
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                    "lookback_period_candles": {
-                        "description": (
-                            "Period to look back for protection checks, in number " "of candles."
-                        ),
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                },
-                "required": ["method"],
-            },
-        },
         # RPC section
         "telegram": {
             "description": "Telegram settings.",

freqtrade/configuration/config_validation.py

@@ -1,7 +1,6 @@
 import logging
 from collections import Counter
 from copy import deepcopy
-from datetime import datetime
 from typing import Any, Dict
 
 from jsonschema import Draft4Validator, validators
@@ -84,7 +83,6 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
     _validate_price_config(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
-    _validate_protections(conf)
     _validate_unlimited_amount(conf)
     _validate_ask_orderbook(conf)
     _validate_freqai_hyperopt(conf)
@@ -196,41 +194,6 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
             raise ConfigurationError("StaticPairList requires pair_whitelist to be set.")
 
 
-def _validate_protections(conf: Dict[str, Any]) -> None:
-    """
-    Validate protection configuration validity
-    """
-
-    for prot in conf.get("protections", []):
-        parsed_unlock_at = None
-        if (config_unlock_at := prot.get("unlock_at")) is not None:
-            try:
-                parsed_unlock_at = datetime.strptime(config_unlock_at, "%H:%M")
-            except ValueError:
-                raise ConfigurationError(f"Invalid date format for unlock_at: {config_unlock_at}.")
-
-        if "stop_duration" in prot and "stop_duration_candles" in prot:
-            raise ConfigurationError(
-                "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
-                f"Please fix the protection {prot.get('method')}."
-            )
-
-        if "lookback_period" in prot and "lookback_period_candles" in prot:
-            raise ConfigurationError(
-                "Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
-                f"Please fix the protection {prot.get('method')}."
-            )
-
-        if parsed_unlock_at is not None and (
-            "stop_duration" in prot or "stop_duration_candles" in prot
-        ):
-            raise ConfigurationError(
-                "Protections must specify either `unlock_at`, `stop_duration` or "
-                "`stop_duration_candles`.\n"
-                f"Please fix the protection {prot.get('method')}."
-            )
-
-
 def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
     ask_strategy = conf.get("exit_pricing", {})
     ob_min = ask_strategy.get("order_book_min")

freqtrade/configuration/deprecated_settings.py

@@ -177,4 +177,6 @@ def process_temporary_deprecated_settings(config: Config) -> None:
         )
 
     if "protections" in config:
-        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
+        raise ConfigurationError(
+            "DEPRECATED: Setting 'protections' in the configuration is deprecated."
+        )

freqtrade/configuration/directory_operations.py

@@ -82,6 +82,11 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     for f in sub_dirs:
         subfolder = folder / f
         if not subfolder.is_dir():
+            if subfolder.exists() or subfolder.is_symlink():
+                raise OperationalException(
+                    f"File `{subfolder}` exists already and is not a directory. "
+                    "Freqtrade requires this to be a directory."
+                )
             subfolder.mkdir(parents=False)
     return folder
 

freqtrade/constants.py

@@ -57,7 +57,6 @@ AVAILABLE_PAIRLISTS = [
     "SpreadFilter",
     "VolatilityFilter",
 ]
-AVAILABLE_PROTECTIONS = ["CooldownPeriod", "LowProfitPairs", "MaxDrawdown", "StoplossGuard"]
 AVAILABLE_DATAHANDLERS = ["json", "jsongz", "hdf5", "feather", "parquet"]
 BACKTEST_BREAKDOWNS = ["day", "week", "month"]
 BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]

freqtrade/exchange/bybit.py

@@ -238,7 +238,13 @@ class Bybit(Exchange):
         return orders
 
     def fetch_order(self, order_id: str, pair: str, params: Optional[Dict] = None) -> Dict:
+        if self.exchange_has("fetchOrder"):
+            # Set acknowledged to True to avoid ccxt exception
+            params = {"acknowledged": True}
+
         order = super().fetch_order(order_id, pair, params)
+        if not order:
+            order = self.fetch_order_emulated(order_id, pair, {})
         if (
             order.get("status") == "canceled"
             and order.get("filled") == 0.0

freqtrade/exchange/hyperliquid.py

@@ -3,8 +3,6 @@
 import logging
 from typing import Dict
 
-from ccxt import SIGNIFICANT_DIGITS
-
 from freqtrade.enums import TradingMode
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.exchange_types import FtHas
@@ -36,10 +34,3 @@ class Hyperliquid(Exchange):
             config.update({"options": {"defaultType": "spot"}})
         config.update(super()._ccxt_config)
         return config
-
-    @property
-    def precision_mode_price(self) -> int:
-        """
-        Override the default precision mode for price.
-        """
-        return SIGNIFICANT_DIGITS

freqtrade/exchange/okx.py

@@ -13,7 +13,7 @@ from freqtrade.exceptions import (
     TemporaryError,
 )
 from freqtrade.exchange import Exchange, date_minus_candles
-from freqtrade.exchange.common import retrier
+from freqtrade.exchange.common import API_RETRY_COUNT, retrier
 from freqtrade.exchange.exchange_types import FtHas
 from freqtrade.misc import safe_value_fallback2
 from freqtrade.util import dt_now, dt_ts
@@ -208,6 +208,7 @@ class Okx(Exchange):
         order["type"] = "stoploss"
         return order
 
+    @retrier(retries=API_RETRY_COUNT)
     def fetch_stoploss_order(self, order_id: str, pair: str, params: Optional[Dict] = None) -> Dict:
         if self._config["dry_run"]:
             return self.fetch_dry_run_order(order_id)
@@ -217,8 +218,20 @@ class Okx(Exchange):
             order_reg = self._api.fetch_order(order_id, pair, params=params1)
             self._log_exchange_response("fetch_stoploss_order", order_reg)
             return self._convert_stop_order(pair, order_id, order_reg)
-        except ccxt.OrderNotFound:
+        except (ccxt.OrderNotFound, ccxt.InvalidOrder):
             pass
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Could not get order due to {e.__class__.__name__}. Message: {e}"
+            ) from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+        return self._fetch_stop_order_fallback(order_id, pair)
+
+    def _fetch_stop_order_fallback(self, order_id: str, pair: str) -> Dict:
         params2 = {"stop": True, "ordType": "conditional"}
         for method in (
             self._api.fetch_open_orders,
@@ -231,8 +244,16 @@ class Okx(Exchange):
                 if orders_f:
                     order = orders_f[0]
                     return self._convert_stop_order(pair, order_id, order)
-            except ccxt.BaseError:
+            except (ccxt.OrderNotFound, ccxt.InvalidOrder):
                 pass
+            except ccxt.DDoSProtection as e:
+                raise DDosProtection(e) from e
+            except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+                raise TemporaryError(
+                    f"Could not get order due to {e.__class__.__name__}. Message: {e}"
+                ) from e
+            except ccxt.BaseError as e:
+                raise OperationalException(e) from e
         raise RetryableOrderError(f"StoplossOrder not found (pair: {pair} id: {order_id}).")
 
     def get_order_id_conditional(self, order: Dict[str, Any]) -> str:

freqtrade/freqai/base_models/BasePyTorchRegressor.py

@@ -86,9 +86,6 @@ class BasePyTorchRegressor(BasePyTorchModel):
         dk.feature_pipeline = self.define_data_pipeline(threads=dk.thread_count)
         dk.label_pipeline = self.define_label_pipeline(threads=dk.thread_count)
 
-        dd["train_labels"], _, _ = dk.label_pipeline.fit_transform(dd["train_labels"])
-        dd["test_labels"], _, _ = dk.label_pipeline.transform(dd["test_labels"])
-
         (dd["train_features"], dd["train_labels"], dd["train_weights"]) = (
             dk.feature_pipeline.fit_transform(
                 dd["train_features"], dd["train_labels"], dd["train_weights"]

freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py

@@ -141,7 +141,7 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
         pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list)
         pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)
 
-        if self.freqai_info.get("DI_threshold", 0) > 0:
+        if self.ft_params.get("DI_threshold", 0) > 0:
             dk.DI_values = dk.feature_pipeline["di"].di_values
         else:
             dk.DI_values = np.zeros(outliers.shape[0])

freqtrade/main.py

@@ -10,8 +10,8 @@ from typing import Any, List, Optional
 
 
 # check min. python version
-if sys.version_info < (3, 9):  # pragma: no cover
+if sys.version_info < (3, 10):  # pragma: no cover
-    sys.exit("Freqtrade requires Python version >= 3.9")
+    sys.exit("Freqtrade requires Python version >= 3.10")
 
 from freqtrade import __version__
 from freqtrade.commands import Arguments

freqtrade/optimize/backtesting.py

@@ -273,10 +273,6 @@ class Backtesting:
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get("enable_protections", False):
-            conf = self.config
-            if hasattr(strategy, "protections"):
-                conf = deepcopy(conf)
-                conf["protections"] = strategy.protections
             self.protections = ProtectionManager(self.config, strategy.protections)
 
     def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:

freqtrade/plugins/pairlist/IPairList.py

@@ -39,6 +39,11 @@ class __OptionPairlistParameter(__PairlistParameterBase):
     options: List[str]
 
 
+class __ListPairListParamenter(__PairlistParameterBase):
+    type: Literal["list"]
+    default: Union[List[str], None]
+
+
 class __BoolPairlistParameter(__PairlistParameterBase):
     type: Literal["boolean"]
     default: Union[bool, None]
@@ -49,6 +54,7 @@ PairlistParameter = Union[
     __StringPairlistParameter,
     __OptionPairlistParameter,
     __BoolPairlistParameter,
+    __ListPairListParamenter,
 ]
 
 

freqtrade/plugins/pairlist/MarketCapPairList.py

@@ -35,6 +35,7 @@ class MarketCapPairList(IPairList):
         self._number_assets = self._pairlistconfig["number_assets"]
         self._max_rank = self._pairlistconfig.get("max_rank", 30)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
+        self._categories = self._pairlistconfig.get("categories", [])
         self._marketcap_cache: TTLCache = TTLCache(maxsize=1, ttl=self._refresh_period)
         self._def_candletype = self._config["candle_type_def"]
 
@@ -45,6 +46,17 @@ class MarketCapPairList(IPairList):
             is_demo=_coingecko_config.get("is_demo", True),
         )
 
+        if self._categories:
+            categories = self._coingecko.get_coins_categories_list()
+            category_ids = [cat["category_id"] for cat in categories]
+
+            for category in self._categories:
+                if category not in category_ids:
+                    raise OperationalException(
+                        f"Category {category} not in coingecko category list. "
+                        f"You can choose from {category_ids}"
+                    )
+
         if self._max_rank > 250:
             raise OperationalException("This filter only support marketcap rank up to 250.")
 
@@ -85,6 +97,15 @@ class MarketCapPairList(IPairList):
                 "description": "Max rank of assets",
                 "help": "Maximum rank of assets to use from the pairlist",
             },
+            "categories": {
+                "type": "list",
+                "default": [],
+                "description": "Coin Categories",
+                "help": (
+                    "The Category of the coin e.g layer-1 default [] "
+                    "(https://www.coingecko.com/en/categories)"
+                ),
+            },
             "refresh_period": {
                 "type": "number",
                 "default": 86400,
@@ -132,15 +153,29 @@ class MarketCapPairList(IPairList):
         """
         marketcap_list = self._marketcap_cache.get("marketcap")
 
+        default_kwargs = {
+            "vs_currency": "usd",
+            "order": "market_cap_desc",
+            "per_page": "250",
+            "page": "1",
+            "sparkline": "false",
+            "locale": "en",
+        }
+
         if marketcap_list is None:
-            data = self._coingecko.get_coins_markets(
+            data = []
-                vs_currency="usd",
+
-                order="market_cap_desc",
+            if not self._categories:
-                per_page="250",
+                data = self._coingecko.get_coins_markets(**default_kwargs)
-                page="1",
+            else:
-                sparkline="false",
+                for category in self._categories:
-                locale="en",
+                    category_data = self._coingecko.get_coins_markets(
-            )
+                        **default_kwargs, **({"category": category} if category else {})
+                    )
+                    data += category_data
+
+            data.sort(key=lambda d: float(d.get("market_cap") or 0.0), reverse=True)
+
             if data:
                 marketcap_list = [row["symbol"] for row in data]
                 self._marketcap_cache["marketcap"] = marketcap_list
@@ -157,7 +192,7 @@ class MarketCapPairList(IPairList):
 
             for mc_pair in top_marketcap:
                 test_pair = f"{mc_pair.upper()}/{pair_format}"
-                if test_pair in pairlist:
+                if test_pair in pairlist and test_pair not in filtered_pairlist:
                     filtered_pairlist.append(test_pair)
                     if len(filtered_pairlist) == self._number_assets:
                         break
@@ -165,4 +200,5 @@ class MarketCapPairList(IPairList):
             if len(filtered_pairlist) > 0:
                 return filtered_pairlist
 
-        return pairlist
+        # If no pairs are found, return the original pairlist
+        return []

freqtrade/plugins/protectionmanager.py

@@ -4,9 +4,10 @@ Protection manager class
 
 import logging
 from datetime import datetime, timezone
-from typing import Dict, List, Optional
+from typing import Any, Dict, List, Optional
 
 from freqtrade.constants import Config, LongShort
+from freqtrade.exceptions import ConfigurationError
 from freqtrade.persistence import PairLocks
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.protections import IProtection
@@ -21,6 +22,7 @@ class ProtectionManager:
         self._config = config
 
         self._protection_handlers: List[IProtection] = []
+        self.validate_protections(protections)
         for protection_handler_config in protections:
             protection_handler = ProtectionResolver.load_protection(
                 protection_handler_config["method"],
@@ -76,3 +78,40 @@ class ProtectionManager:
                             pair, lock.until, lock.reason, now=now, side=lock.lock_side
                         )
         return result
+
+    @staticmethod
+    def validate_protections(protections: List[Dict[str, Any]]) -> None:
+        """
+        Validate protection setup validity
+        """
+
+        for prot in protections:
+            parsed_unlock_at = None
+            if (config_unlock_at := prot.get("unlock_at")) is not None:
+                try:
+                    parsed_unlock_at = datetime.strptime(config_unlock_at, "%H:%M")
+                except ValueError:
+                    raise ConfigurationError(
+                        f"Invalid date format for unlock_at: {config_unlock_at}."
+                    )
+
+            if "stop_duration" in prot and "stop_duration_candles" in prot:
+                raise ConfigurationError(
+                    "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
+                    f"Please fix the protection {prot.get('method')}."
+                )
+
+            if "lookback_period" in prot and "lookback_period_candles" in prot:
+                raise ConfigurationError(
+                    "Protections must specify either `lookback_period` or "
+                    f"`lookback_period_candles`.\n Please fix the protection {prot.get('method')}."
+                )
+
+            if parsed_unlock_at is not None and (
+                "stop_duration" in prot or "stop_duration_candles" in prot
+            ):
+                raise ConfigurationError(
+                    "Protections must specify either `unlock_at`, `stop_duration` or "
+                    "`stop_duration_candles`.\n"
+                    f"Please fix the protection {prot.get('method')}."
+                )

freqtrade/resolvers/strategy_resolver.py

@@ -69,7 +69,6 @@ class StrategyResolver(IResolver):
             ("order_time_in_force", None),
             ("stake_currency", None),
             ("stake_amount", None),
-            ("protections", None),
             ("startup_candle_count", None),
             ("unfilledtimeout", None),
             ("use_exit_signal", True),

freqtrade/rpc/api_server/api_backtest.py

@@ -77,7 +77,6 @@ def __run_backtest_bg(btconfig: Config):
 
         lastconfig["timerange"] = btconfig["timerange"]
         lastconfig["timeframe"] = strat.timeframe
-        lastconfig["protections"] = btconfig.get("protections", [])
         lastconfig["enable_protections"] = btconfig.get("enable_protections")
         lastconfig["dry_run_wallet"] = btconfig.get("dry_run_wallet")
 

freqtrade/rpc/api_server/web_ui.py

@@ -31,16 +31,6 @@ async def ui_version():
     }
 
 
-def is_relative_to(path: Path, base: Path) -> bool:
-    # Helper function simulating behaviour of is_relative_to, which was only added in python 3.9
-    try:
-        path.relative_to(base)
-        return True
-    except ValueError:
-        pass
-    return False
-
-
 @router_ui.get("/{rest_of_path:path}", include_in_schema=False)
 async def index_html(rest_of_path: str):
     """
@@ -56,7 +46,7 @@ async def index_html(rest_of_path: str):
     if filename.suffix == ".js":
         # Force text/javascript for .js files - Circumvent faulty system configuration
         media_type = "application/javascript"
-    if filename.is_file() and is_relative_to(filename, uibase):
+    if filename.is_file() and filename.is_relative_to(uibase):
         return FileResponse(str(filename), media_type=media_type)
 
     index_file = uibase / "index.html"

ft_client/freqtrade_client/__init__.py

@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
 
 
-__version__ = "2024.9-dev"
+__version__ = "2024.10-dev"
 
 if "dev" in __version__:
     from pathlib import Path

ft_client/pyproject.toml

@@ -13,14 +13,13 @@ authors = [
 
 description = "Freqtrade - Client scripts"
 readme = "README.md"
-requires-python = ">=3.9"
+requires-python = ">=3.10"
 license = {text = "GPLv3"}
 # license = "GPLv3"
 classifiers = [
     "Environment :: Console",
     "Intended Audience :: Science/Research",
     "License :: OSI Approved :: GNU General Public License v3 (GPLv3)",
-    "Programming Language :: Python :: 3.9",
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",

pyproject.toml

@@ -13,14 +13,12 @@ authors = [
 
 description = "Freqtrade - Crypto Trading Bot"
 readme = "README.md"
-requires-python = ">=3.9"
+requires-python = ">=3.10"
 license = {text = "GPLv3"}
-# license = "GPLv3"
 classifiers = [
     "Environment :: Console",
     "Intended Audience :: Science/Research",
     "License :: OSI Approved :: GNU General Public License v3 (GPLv3)",
-    "Programming Language :: Python :: 3.9",
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
@@ -125,7 +123,6 @@ extend-exclude = [".env", ".venv"]
 target-version = "py38"
 
 [tool.ruff.lint]
-# Exclude UP036 as it's causing the "exit if < 3.9" to fail.
 extend-select = [
   "C90",    # mccabe
   "B",      # bugbear

requirements-dev.txt

@@ -7,7 +7,7 @@
 -r docs/requirements-docs.txt
 
 coveralls==4.0.1
-ruff==0.6.7
+ruff==0.6.8
 mypy==1.11.2
 pre-commit==3.8.0
 pytest==8.3.3

requirements-freqai.txt

@@ -11,5 +11,5 @@ catboost==1.2.7; 'arm' not in platform_machine
 matplotlib==3.9.2
 lightgbm==4.5.0
 xgboost==2.0.3
-tensorboard==2.17.1
+tensorboard==2.18.0
 datasieve==0.1.7

requirements-hyperopt.txt

@@ -2,8 +2,7 @@
 -r requirements.txt
 
 # Required for hyperopt
-scipy==1.14.1; python_version >= "3.10"
+scipy==1.14.1
-scipy==1.13.1; python_version < "3.10"
 scikit-learn==1.5.2
 ft-scikit-optimize==0.9.2
 filelock==3.16.1

requirements.txt

@@ -4,10 +4,10 @@ bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
 
-ccxt==4.4.6
+ccxt==4.4.9
 cryptography==42.0.8; platform_machine == 'armv7l'
 cryptography==43.0.1; platform_machine != 'armv7l'
-aiohttp==3.10.5
+aiohttp==3.10.8
 SQLAlchemy==2.0.35
 python-telegram-bot==21.6
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
@@ -22,9 +22,7 @@ technical==1.4.4
 tabulate==0.9.0
 pycoingecko==3.1.0
 jinja2==3.1.4
-# Tables 3.10 dropped support for Python 3.9
+tables==3.10.1
-tables==3.9.1; python_version < "3.10"
-tables==3.10.1; python_version >= "3.10"
 joblib==1.4.2
 rich==13.8.1
 pyarrow==17.0.0; platform_machine != 'armv7l'
@@ -43,7 +41,7 @@ sdnotify==0.3.2
 # API Server
 fastapi==0.115.0
 pydantic==2.9.2
-uvicorn==0.30.6
+uvicorn==0.31.0
 pyjwt==2.9.0
 aiofiles==24.1.0
 psutil==6.0.0

setup.ps1

@@ -153,16 +153,13 @@ function Find-PythonExecutable {
     "python3.12",
     "python3.11",
     "python3.10",
-    "python3.9",
     "python3",
     "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python312\python.exe",
     "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python311\python.exe",
     "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python310\python.exe",
-    "C:\Users\$env:USERNAME\AppData\Local\Programs\Python\Python39\python.exe",
     "C:\Python312\python.exe",
     "C:\Python311\python.exe",
-    "C:\Python310\python.exe",
+    "C:\Python310\python.exe"
-    "C:\Python39\python.exe"
   )
 
 
@@ -178,10 +175,10 @@ function Main {
   "Starting the operations..." | Out-File $LogFilePath -Append
   "Current directory: $(Get-Location)" | Out-File $LogFilePath -Append
 
-  # Exit on lower versions than Python 3.9 or when Python executable not found
+  # Exit on lower versions than Python 3.10 or when Python executable not found
   $PythonExecutable = Find-PythonExecutable
   if ($null -eq $PythonExecutable) {
-    Write-Log "No suitable Python executable found. Please ensure that Python 3.9 or higher is installed and available in the system PATH." -Level 'ERROR'
+    Write-Log "No suitable Python executable found. Please ensure that Python 3.10 or higher is installed and available in the system PATH." -Level 'ERROR'
     Exit 1
   }
 

setup.sh

@@ -25,7 +25,7 @@ function check_installed_python() {
         exit 2
     fi
 
-    for v in 12 11 10 9
+    for v in 12 11 10
     do
         PYTHON="python3.${v}"
         which $PYTHON
@@ -36,7 +36,7 @@ function check_installed_python() {
         fi
     done
 
-    echo "No usable python found. Please make sure to have python3.9 or newer installed."
+    echo "No usable python found. Please make sure to have python3.10 or newer installed."
     exit 1
 }
 
@@ -166,7 +166,7 @@ function install_macos() {
     #Gets number after decimal in python version
     version=$(egrep -o 3.\[0-9\]+ <<< $PYTHON | sed 's/3.//g')
 
-    if [[ $version -ge 9 ]]; then               #Checks if python version >= 3.9
+    if [[ $version -ge 10 ]]; then               #Checks if python version >= 3.10
         install_mac_newer_python_dependencies
     fi
 }
@@ -277,7 +277,7 @@ function install() {
         install_redhat
     else
         echo "This script does not support your OS."
-        echo "If you have Python version 3.9 - 3.12, pip, virtualenv, ta-lib you can continue."
+        echo "If you have Python version 3.10 - 3.12, pip, virtualenv, ta-lib you can continue."
         echo "Wait 10 seconds to continue the next install steps or use ctrl+c to interrupt this shell."
         sleep 10
     fi
@@ -304,7 +304,7 @@ function help() {
     echo "	-p,--plot       Install dependencies for Plotting scripts."
 }
 
-# Verify if 3.9+ is installed
+# Verify if 3.10+ is installed
 check_installed_python
 
 case $* in

tests/conftest_trades.py

@@ -38,7 +38,7 @@ def mock_trade_1(fee, is_short: bool):
     trade = Trade(
         pair="ETH/BTC",
         stake_amount=0.001,
-        amount=123.0,
+        amount=50.0,
         amount_requested=123.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
@@ -201,7 +201,7 @@ def mock_trade_4(fee, is_short: bool):
     trade = Trade(
         pair="ETC/BTC",
         stake_amount=0.001,
-        amount=123.0,
+        amount=0.0,
         amount_requested=124.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,

tests/conftest_trades_usdt.py

@@ -224,7 +224,7 @@ def mock_trade_usdt_4(fee, is_short: bool):
     trade = Trade(
         pair="NEO/USDT",
         stake_amount=20.0,
-        amount=10.0,
+        amount=0.0,
         amount_requested=10.01,
         fee_open=fee.return_value,
         fee_close=fee.return_value,

tests/exchange/test_exchange.py

@@ -3569,7 +3569,7 @@ def test_cancel_order_with_result(
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value=corder)
-    api_mock.fetch_order = MagicMock(return_value={})
+    api_mock.fetch_order = MagicMock(return_value={"id": "1234"})
     exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     res = exchange.cancel_order_with_result("1234", "ETH/BTC", 1234)
     assert isinstance(res, dict)

tests/exchange/test_okx.py

@@ -6,6 +6,7 @@ import pytest
 
 from freqtrade.enums import CandleType, MarginMode, TradingMode
 from freqtrade.exceptions import RetryableOrderError, TemporaryError
+from freqtrade.exchange.common import API_RETRY_COUNT
 from freqtrade.exchange.exchange import timeframe_to_minutes
 from tests.conftest import EXMS, get_patched_exchange, log_has
 from tests.exchange.test_exchange import ccxt_exceptionhandlers
@@ -551,6 +552,7 @@ def test__set_leverage_okx(mocker, default_conf):
 @pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_okx(default_conf, mocker):
     default_conf["dry_run"] = False
+    mocker.patch("freqtrade.exchange.common.time.sleep")
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock()
 
@@ -569,10 +571,10 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
 
     with pytest.raises(RetryableOrderError):
         exchange.fetch_stoploss_order("1234", "ETH/BTC")
-    assert api_mock.fetch_order.call_count == 1
+    assert api_mock.fetch_order.call_count == API_RETRY_COUNT + 1
-    assert api_mock.fetch_open_orders.call_count == 1
+    assert api_mock.fetch_open_orders.call_count == API_RETRY_COUNT + 1
-    assert api_mock.fetch_closed_orders.call_count == 1
+    assert api_mock.fetch_closed_orders.call_count == API_RETRY_COUNT + 1
-    assert api_mock.fetch_canceled_orders.call_count == 1
+    assert api_mock.fetch_canceled_orders.call_count == API_RETRY_COUNT + 1
 
     api_mock.fetch_order.reset_mock()
     api_mock.fetch_open_orders.reset_mock()
@@ -610,6 +612,39 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
     assert dro_mock.call_count == 1
 
 
+def test_fetch_stoploss_order_okx_exceptions(default_conf_usdt, mocker):
+    default_conf_usdt["dry_run"] = False
+    api_mock = MagicMock()
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf_usdt,
+        api_mock,
+        "okx",
+        "fetch_stoploss_order",
+        "fetch_order",
+        retries=API_RETRY_COUNT + 1,
+        order_id="12345",
+        pair="ETH/USDT",
+    )
+
+    # Test 2nd part of the function
+    api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound())
+    api_mock.fetch_closed_orders = MagicMock(return_value=[])
+    api_mock.fetch_canceled_orders = MagicMock(return_value=[])
+
+    ccxt_exceptionhandlers(
+        mocker,
+        default_conf_usdt,
+        api_mock,
+        "okx",
+        "fetch_stoploss_order",
+        "fetch_open_orders",
+        retries=API_RETRY_COUNT + 1,
+        order_id="12345",
+        pair="ETH/USDT",
+    )
+
+
 @pytest.mark.parametrize(
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )

tests/freqtradebot/test_freqtradebot.py

@@ -553,7 +553,7 @@ def test_enter_positions_global_pairlock(
 
 @pytest.mark.parametrize("is_short", [False, True])
 def test_handle_protections(mocker, default_conf_usdt, fee, is_short):
-    default_conf_usdt["protections"] = [
+    default_conf_usdt["_strategy_protections"] = [
         {"method": "CooldownPeriod", "stop_duration": 60},
         {
             "method": "StoplossGuard",

tests/optimize/test_backtesting.py

@@ -1299,7 +1299,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
     # While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
     # results do not carry-over to the next run, which is not given by using parametrize.
     patch_exchange(mocker)
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "CooldownPeriod",
             "stop_duration": 3,
@@ -1358,7 +1358,7 @@ def test_backtest_pricecontours(
     default_conf, mocker, testdatadir, protections, contour, expected
 ) -> None:
     if protections:
-        default_conf["protections"] = protections
+        default_conf["_strategy_protections"] = protections
         default_conf["enable_protections"] = True
 
     patch_exchange(mocker)

tests/plugins/test_pairlist.py

@@ -2212,7 +2212,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
 
 
 @pytest.mark.parametrize(
-    "pairlists,trade_mode,result",
+    "pairlists,trade_mode,result,coin_market_calls",
     [
         (
             [
@@ -2222,6 +2222,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT"],
+            1,
         ),
         (
             [
@@ -2231,6 +2232,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT", "XRP/USDT", "ADA/USDT"],
+            1,
         ),
         (
             [
@@ -2240,6 +2242,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT", "XRP/USDT"],
+            1,
         ),
         (
             [
@@ -2249,6 +2252,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT", "XRP/USDT"],
+            1,
         ),
         (
             [
@@ -2257,6 +2261,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT", "XRP/USDT"],
+            1,
         ),
         (
             [
@@ -2265,6 +2270,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "spot",
             ["BTC/USDT", "ETH/USDT"],
+            1,
         ),
         (
             [
@@ -2273,6 +2279,7 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "futures",
             ["ETH/USDT:USDT"],
+            1,
         ),
         (
             [
@@ -2281,11 +2288,34 @@ def test_FullTradesFilter(mocker, default_conf_usdt, fee, caplog) -> None:
             ],
             "futures",
             ["ETH/USDT:USDT", "ADA/USDT:USDT"],
+            1,
+        ),
+        (
+            [
+                # MarketCapPairList as generator - futures, 1 category
+                {"method": "MarketCapPairList", "number_assets": 2, "categories": ["layer-1"]}
+            ],
+            "futures",
+            ["ETH/USDT:USDT", "ADA/USDT:USDT"],
+            ["layer-1"],
+        ),
+        (
+            [
+                # MarketCapPairList as generator - futures, 1 category
+                {
+                    "method": "MarketCapPairList",
+                    "number_assets": 2,
+                    "categories": ["layer-1", "protocol"],
+                }
+            ],
+            "futures",
+            ["ETH/USDT:USDT", "ADA/USDT:USDT"],
+            ["layer-1", "protocol"],
         ),
     ],
 )
 def test_MarketCapPairList_filter(
-    mocker, default_conf_usdt, trade_mode, markets, pairlists, result
+    mocker, default_conf_usdt, trade_mode, markets, pairlists, result, coin_market_calls
 ):
     test_value = [
         {"symbol": "btc"},
@@ -2309,8 +2339,16 @@ def test_MarketCapPairList_filter(
         markets=PropertyMock(return_value=markets),
         exchange_has=MagicMock(return_value=True),
     )
-
     mocker.patch(
+        "freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_categories_list",
+        return_value=[
+            {"category_id": "layer-1"},
+            {"category_id": "protocol"},
+            {"category_id": "defi"},
+        ],
+    )
+
+    gcm_mock = mocker.patch(
         "freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_markets",
         return_value=test_value,
     )
@@ -2319,6 +2357,15 @@ def test_MarketCapPairList_filter(
 
     pm = PairListManager(exchange, default_conf_usdt)
     pm.refresh_pairlist()
+    if isinstance(coin_market_calls, int):
+        assert gcm_mock.call_count == coin_market_calls
+    else:
+        assert gcm_mock.call_count == len(coin_market_calls)
+        for call in coin_market_calls:
+            assert any(
+                "category" in c.kwargs and c.kwargs["category"] == call
+                for c in gcm_mock.call_args_list
+            )
 
     assert pm.whitelist == result
 
@@ -2376,6 +2423,33 @@ def test_MarketCapPairList_timing(mocker, default_conf_usdt, markets, time_machi
     assert markets_mock.call_count == 3
 
 
+def test_MarketCapPairList_filter_special_no_pair_from_coingecko(
+    mocker,
+    default_conf_usdt,
+    markets,
+):
+    default_conf_usdt["pairlists"] = [{"method": "MarketCapPairList", "number_assets": 2}]
+
+    mocker.patch.multiple(
+        EXMS,
+        markets=PropertyMock(return_value=markets),
+        exchange_has=MagicMock(return_value=True),
+    )
+
+    # Simulate no pair returned from coingecko
+    gcm_mock = mocker.patch(
+        "freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_markets",
+        return_value=[],
+    )
+
+    exchange = get_patched_exchange(mocker, default_conf_usdt)
+
+    pm = PairListManager(exchange, default_conf_usdt)
+    pm.refresh_pairlist()
+    assert gcm_mock.call_count == 1
+    assert pm.whitelist == []
+
+
 def test_MarketCapPairList_exceptions(mocker, default_conf_usdt):
     exchange = get_patched_exchange(mocker, default_conf_usdt)
     default_conf_usdt["pairlists"] = [{"method": "MarketCapPairList"}]
@@ -2391,6 +2465,27 @@ def test_MarketCapPairList_exceptions(mocker, default_conf_usdt):
     ):
         PairListManager(exchange, default_conf_usdt)
 
+    # Test invalid coinmarkets list
+    mocker.patch(
+        "freqtrade.plugins.pairlist.MarketCapPairList.FtCoinGeckoApi.get_coins_categories_list",
+        return_value=[
+            {"category_id": "layer-1"},
+            {"category_id": "protocol"},
+            {"category_id": "defi"},
+        ],
+    )
+    default_conf_usdt["pairlists"] = [
+        {
+            "method": "MarketCapPairList",
+            "number_assets": 20,
+            "categories": ["layer-1", "defi", "layer250"],
+        }
+    ]
+    with pytest.raises(
+        OperationalException, match="Category layer250 not in coingecko category list."
+    ):
+        PairListManager(exchange, default_conf_usdt)
+
 
 @pytest.mark.parametrize(
     "pairlists,expected_error,expected_warning",

tests/plugins/test_protections.py

@@ -3,14 +3,17 @@ from datetime import datetime, timedelta, timezone
 
 import pytest
 
-from freqtrade import constants
 from freqtrade.enums import ExitType
+from freqtrade.exceptions import OperationalException
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.trade_model import Order
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from tests.conftest import get_patched_freqtradebot, log_has_re
 
 
+AVAILABLE_PROTECTIONS = ["CooldownPeriod", "LowProfitPairs", "MaxDrawdown", "StoplossGuard"]
+
+
 def generate_mock_trade(
     pair: str,
     fee: float,
@@ -88,19 +91,76 @@ def generate_mock_trade(
 
 
 def test_protectionmanager(mocker, default_conf):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
-        {"method": protection} for protection in constants.AVAILABLE_PROTECTIONS
+        {"method": protection} for protection in AVAILABLE_PROTECTIONS
     ]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     for handler in freqtrade.protections._protection_handlers:
-        assert handler.name in constants.AVAILABLE_PROTECTIONS
+        assert handler.name in AVAILABLE_PROTECTIONS
         if not handler.has_global_stop:
             assert handler.global_stop(datetime.now(timezone.utc), "*") is None
         if not handler.has_local_stop:
             assert handler.stop_per_pair("XRP/BTC", datetime.now(timezone.utc), "*") is None
 
 
+@pytest.mark.parametrize(
+    "protconf,expected",
+    [
+        ([], None),
+        ([{"method": "StoplossGuard", "lookback_period": 2000, "stop_duration_candles": 10}], None),
+        ([{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}], None),
+        (
+            [
+                {
+                    "method": "StoplossGuard",
+                    "lookback_period_candles": 20,
+                    "lookback_period": 2000,
+                    "stop_duration": 10,
+                }
+            ],
+            r"Protections must specify either `lookback_period`.*",
+        ),
+        (
+            [
+                {
+                    "method": "StoplossGuard",
+                    "lookback_period": 20,
+                    "stop_duration": 10,
+                    "stop_duration_candles": 10,
+                }
+            ],
+            r"Protections must specify either `stop_duration`.*",
+        ),
+        (
+            [
+                {
+                    "method": "StoplossGuard",
+                    "lookback_period": 20,
+                    "stop_duration": 10,
+                    "unlock_at": "20:02",
+                }
+            ],
+            r"Protections must specify either `unlock_at`, `stop_duration` or.*",
+        ),
+        (
+            [{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "20:02"}],
+            None,
+        ),
+        (
+            [{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "55:102"}],
+            "Invalid date format for unlock_at: 55:102.",
+        ),
+    ],
+)
+def test_validate_protections(protconf, expected):
+    if expected:
+        with pytest.raises(OperationalException, match=expected):
+            ProtectionManager.validate_protections(protconf)
+    else:
+        ProtectionManager.validate_protections(protconf)
+
+
 @pytest.mark.parametrize(
     "timeframe,expected_lookback,expected_stop,protconf",
     [
@@ -196,7 +256,7 @@ def test_protections_init(default_conf, timeframe, expected_lookback, expected_s
 @pytest.mark.usefixtures("init_persistence")
 def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short):
     # Active for both sides (long and short)
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {"method": "StoplossGuard", "lookback_period": 60, "stop_duration": 40, "trade_limit": 3}
     ]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
@@ -268,7 +328,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog, is_short):
 @pytest.mark.parametrize("only_per_side", [False, True])
 @pytest.mark.usefixtures("init_persistence")
 def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair, only_per_side):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "StoplossGuard",
             "lookback_period": 60,
@@ -379,7 +439,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
 
 @pytest.mark.usefixtures("init_persistence")
 def test_CooldownPeriod(mocker, default_conf, fee, caplog):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "CooldownPeriod",
             "stop_duration": 60,
@@ -425,7 +485,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_CooldownPeriod_unlock_at(mocker, default_conf, fee, caplog, time_machine):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "CooldownPeriod",
             "unlock_at": "05:00",
@@ -509,7 +569,7 @@ def test_CooldownPeriod_unlock_at(mocker, default_conf, fee, caplog, time_machin
 @pytest.mark.parametrize("only_per_side", [False, True])
 @pytest.mark.usefixtures("init_persistence")
 def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "LowProfitPairs",
             "lookback_period": 400,
@@ -599,7 +659,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
 
 @pytest.mark.usefixtures("init_persistence")
 def test_MaxDrawdown(mocker, default_conf, fee, caplog):
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {
             "method": "MaxDrawdown",
             "lookback_period": 1000,
@@ -812,7 +872,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
 def test_protection_manager_desc(
     mocker, default_conf, protectionconf, desc_expected, exception_expected
 ):
-    default_conf["protections"] = [protectionconf]
+    default_conf["_strategy_protections"] = [protectionconf]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
     short_desc = str(freqtrade.protections.short_desc())

tests/rpc/test_rpc_apiserver.py

@@ -1269,7 +1269,7 @@ def test_api_mix_tag(botclient, fee):
 
 @pytest.mark.parametrize(
     "is_short,current_rate,open_trade_value",
-    [(True, 1.098e-05, 15.0911775), (False, 1.099e-05, 15.1668225)],
+    [(True, 1.098e-05, 6.134625), (False, 1.099e-05, 6.165375)],
 )
 def test_api_status(
     botclient, mocker, ticker, fee, markets, is_short, current_rate, open_trade_value
@@ -1294,7 +1294,7 @@ def test_api_status(
     assert_response(rc)
     assert len(rc.json()) == 4
     assert rc.json()[0] == {
-        "amount": 123.0,
+        "amount": 50.0,
         "amount_requested": 123.0,
         "close_date": None,
         "close_timestamp": None,

tests/rpc/test_rpc_manager.py

@@ -173,7 +173,7 @@ def test_startupmessages_telegram_enabled(mocker, default_conf) -> None:
     telegram_mock.reset_mock()
     default_conf["dry_run"] = True
     default_conf["whitelist"] = {"method": "VolumePairList", "config": {"number_assets": 20}}
-    default_conf["protections"] = [
+    default_conf["_strategy_protections"] = [
         {"method": "StoplossGuard", "lookback_period": 60, "trade_limit": 2, "stop_duration": 60}
     ]
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)

tests/strategy/strats/strategy_test_v3.py

@@ -75,15 +75,13 @@ class StrategyTestV3(IStrategy):
     protection_cooldown_lookback = IntParameter([0, 50], default=30)
 
     # TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
-    # @property
+    @property
-    # def protections(self):
+    def protections(self):
-    #     prot = []
+        prot = []
-    #     if self.protection_enabled.value:
+        if self.protection_enabled.value:
-    #         prot.append({
+            # Workaround to simplify tests. This will not work in real scenarios.
-    #             "method": "CooldownPeriod",
+            prot = self.config.get("_strategy_protections", {})
-    #             "stop_duration_candles": self.protection_cooldown_lookback.value
+        return prot
-    #         })
-    #     return prot
 
     bot_started = False
 

tests/test_configuration.py

@@ -812,65 +812,6 @@ def test_validate_whitelist(default_conf):
     validate_config_consistency(conf)
 
 
-@pytest.mark.parametrize(
-    "protconf,expected",
-    [
-        ([], None),
-        ([{"method": "StoplossGuard", "lookback_period": 2000, "stop_duration_candles": 10}], None),
-        ([{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}], None),
-        (
-            [
-                {
-                    "method": "StoplossGuard",
-                    "lookback_period_candles": 20,
-                    "lookback_period": 2000,
-                    "stop_duration": 10,
-                }
-            ],
-            r"Protections must specify either `lookback_period`.*",
-        ),
-        (
-            [
-                {
-                    "method": "StoplossGuard",
-                    "lookback_period": 20,
-                    "stop_duration": 10,
-                    "stop_duration_candles": 10,
-                }
-            ],
-            r"Protections must specify either `stop_duration`.*",
-        ),
-        (
-            [
-                {
-                    "method": "StoplossGuard",
-                    "lookback_period": 20,
-                    "stop_duration": 10,
-                    "unlock_at": "20:02",
-                }
-            ],
-            r"Protections must specify either `unlock_at`, `stop_duration` or.*",
-        ),
-        (
-            [{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "20:02"}],
-            None,
-        ),
-        (
-            [{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "55:102"}],
-            "Invalid date format for unlock_at: 55:102.",
-        ),
-    ],
-)
-def test_validate_protections(default_conf, protconf, expected):
-    conf = deepcopy(default_conf)
-    conf["protections"] = protconf
-    if expected:
-        with pytest.raises(OperationalException, match=expected):
-            validate_config_consistency(conf)
-    else:
-        validate_config_consistency(conf)
-
-
 def test_validate_ask_orderbook(default_conf, caplog) -> None:
     conf = deepcopy(default_conf)
     conf["exit_pricing"]["use_order_book"] = True
@@ -1533,8 +1474,8 @@ def test_process_deprecated_protections(default_conf, caplog):
     assert not log_has(message, caplog)
 
     config["protections"] = []
-    process_temporary_deprecated_settings(config)
+    with pytest.raises(ConfigurationError, match=message):
-    assert log_has(message, caplog)
+        process_temporary_deprecated_settings(config)
 
 
 def test_flat_vars_to_nested_dict(caplog):

tests/test_wallets.py

@@ -362,7 +362,8 @@ def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
     assert len(freqtrade.wallets._wallets) == 5
     assert len(freqtrade.wallets._positions) == 0
     bal = freqtrade.wallets.get_all_balances()
-    assert bal["NEO"].total == 10
+    # NEO trade is not filled yet.
+    assert bal["NEO"].total == 0
     assert bal["XRP"].total == 10
     assert bal["LTC"].total == 2
     usdt_bal = bal["USDT"]
@@ -410,11 +411,11 @@ def test_sync_wallet_futures_dry(mocker, default_conf, fee):
 def test_check_exit_amount(mocker, default_conf, fee):
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     update_mock = mocker.patch("freqtrade.wallets.Wallets.update")
-    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
+    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=50.0)
 
     create_mock_trades(fee, is_short=None)
     trade = Trade.session.scalars(select(Trade)).first()
-    assert trade.amount == 123
+    assert trade.amount == 50.0
 
     assert freqtrade.wallets.check_exit_amount(trade) is True
     assert update_mock.call_count == 0
@@ -423,7 +424,7 @@ def test_check_exit_amount(mocker, default_conf, fee):
     update_mock.reset_mock()
     # Reduce returned amount to below the trade amount - which should
     # trigger a wallet update and return False, triggering "order refinding"
-    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=100)
+    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=40)
     assert freqtrade.wallets.check_exit_amount(trade) is False
     assert update_mock.call_count == 1
     assert total_mock.call_count == 2
@@ -433,12 +434,12 @@ def test_check_exit_amount_futures(mocker, default_conf, fee):
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
-    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=123)
+    total_mock = mocker.patch("freqtrade.wallets.Wallets.get_total", return_value=50)
 
     create_mock_trades(fee, is_short=None)
     trade = Trade.session.scalars(select(Trade)).first()
     trade.trading_mode = "futures"
-    assert trade.amount == 123
+    assert trade.amount == 50
 
     assert freqtrade.wallets.check_exit_amount(trade) is True
     assert total_mock.call_count == 0