Merge branch 'freqtrade-develop' into hyperopt-show-include-non-optimized-in-json

🔀 Merged upstream branches and fixed merge conflicts

.devcontainer/Dockerfile

@@ -1,20 +1,21 @@
 FROM freqtradeorg/freqtrade:develop
 
+USER root
 # Install dependencies
 COPY requirements-dev.txt /freqtrade/
+
 RUN apt-get update \
-    && apt-get -y install git mercurial sudo vim \
+    && apt-get -y install git mercurial sudo vim build-essential \
     && apt-get clean \
-    && pip install autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir \
-    && useradd -u 1000 -U -m ftuser \
     && mkdir -p /home/ftuser/.vscode-server /home/ftuser/.vscode-server-insiders /home/ftuser/commandhistory \
     && echo "export PROMPT_COMMAND='history -a'" >> /home/ftuser/.bashrc \
     && echo "export HISTFILE=~/commandhistory/.bash_history" >> /home/ftuser/.bashrc \
-    && mv /root/.local /home/ftuser/.local/ \
     && chown ftuser:ftuser -R /home/ftuser/.local/ \
     && chown ftuser: -R /home/ftuser/
 
 USER ftuser
 
+RUN pip install --user autopep8 -r docs/requirements-docs.txt -r requirements-dev.txt --no-cache-dir
+
 # Empty the ENTRYPOINT to allow all commands
 ENTRYPOINT []

.dockerignore

@@ -3,6 +3,7 @@
 Dockerfile
 Dockerfile.armhf
 .dockerignore
+docker/
 .coveragerc
 .eggs
 .github

.gitattributes

@@ -1,3 +1,3 @@
-*.py eol=lf
-*.sh eol=lf
-*.ps1 eol=crlf
+*.py    eol=lf
+*.sh    eol=lf
+*.ps1   eol=crlf

.github/ISSUE_TEMPLATE/config.yml

@@ -2,5 +2,5 @@
 blank_issues_enabled: false
 contact_links:
   - name: Discord Server
-    url: https://discord.gg/MA9v74M
+    url: https://discord.gg/p7nuUNVfP7
     about: Ask a question or get community support from our Discord server

.github/workflows/ci.yml

@@ -75,7 +75,7 @@ jobs:
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
       run: |
         # Allow failure for coveralls
-        coveralls -v  || true
+        coveralls || true
 
     - name: Backtesting
       run: |
@@ -374,13 +374,6 @@ jobs:
       run: |
         echo "${DOCKER_PASSWORD}" | docker login --username ${DOCKER_USERNAME} --password-stdin
 
-    - name: Build and test and push docker image
-      env:
-        IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
-      run: |
-        build_helpers/publish_docker.sh
-
     # We need docker experimental to pull the ARM image.
     - name: Switch docker to experimental
       run: |
@@ -399,12 +392,12 @@ jobs:
     - name: Available platforms
       run: echo ${{ steps.buildx.outputs.platforms }}
 
-    - name: Build Raspberry docker image
+    - name: Build and test and push docker images
       env:
         IMAGE_NAME: freqtradeorg/freqtrade
-        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}_pi
+        BRANCH_NAME: ${{ steps.extract_branch.outputs.branch }}
       run: |
-        build_helpers/publish_docker_pi.sh
+        build_helpers/publish_docker_multi.sh
 
 
     - name: Slack Notification

.travis.yml

@@ -46,12 +46,6 @@ jobs:
     - script: mypy freqtrade scripts
       name: mypy
 
-    # - stage: docker
-    #   if: branch in (master, develop, feat/improve_travis) AND (type in (push, cron))
-    #   script:
-    #     - build_helpers/publish_docker.sh
-    #   name: "Build and test and push docker image"
-
 notifications:
   slack:
     secure: 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

CONTRIBUTING.md

@@ -12,7 +12,7 @@ Few pointers for contributions:
 - New features need to contain unit tests, must conform to PEP8 (max-line-length = 100) and should be documented with the introduction PR.
 - PR's can be declared as `[WIP]` - which signify Work in Progress Pull Requests (which are not finished).
 
-If you are unsure, discuss the feature on our [discord server](https://discord.gg/MA9v74M), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
+If you are unsure, discuss the feature on our [discord server](https://discord.gg/p7nuUNVfP7), on [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) or in a [issue](https://github.com/freqtrade/freqtrade/issues) before a PR.
 
 ## Getting started
 

Dockerfile

@@ -10,8 +10,8 @@ ENV FT_APP_ENV="docker"
 
 # Prepare environment
 RUN mkdir /freqtrade \
-  && apt update \
-  && apt install -y sudo \
+  && apt-get update \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,10 +22,10 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN apt-get update \
-    && apt-get -y install curl build-essential libssl-dev git \
-    && apt-get clean \
-    && pip install --upgrade pip
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+  && apt-get clean \
+  && pip install --upgrade pip
 
 # Install TA-lib
 COPY build_helpers/* /tmp/
@@ -49,7 +49,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation \
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 

README.md

@@ -123,7 +123,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor
 - `/stop`: Stops the trader.
 - `/stopbuy`: Stop entering new trades.
 - `/status <trade_id>|[table]`: Lists all or specific open trades.
-- `/profit`: Lists cumulative profit from all finished trades
+- `/profit [<n>]`: Lists cumulative profit from all finished trades, over the last n days.
 - `/forcesell <trade_id>|all`: Instantly sells the given trade (Ignoring `minimum_roi`).
 - `/performance`: Show performance of each finished trade grouped by pair
 - `/balance`: Show account balance per currency.
@@ -145,7 +145,7 @@ The project is currently setup in two main branches:
 
 For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
 
-Please check out our [discord server](https://discord.gg/MA9v74M).
+Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
 
 You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 
@@ -178,7 +178,7 @@ to understand the requirements before sending your pull-requests.
 Coding is not a necessity to contribute - maybe start with improving our documentation?
 Issues labeled [good first issue](https://github.com/freqtrade/freqtrade/labels/good%20first%20issue) can be good first contributions, and will help get you familiar with the codebase.
 
-**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/MA9v74M) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
+**Note** before starting any major new feature work, *please open an issue describing what you are planning to do* or talk to us on [discord](https://discord.gg/p7nuUNVfP7) or [Slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw). This will ensure that interested parties can give valuable feedback on the feature, and let others know that you are working on it.
 
 **Important:** Always create your PR against the `develop` branch, not `stable`.
 

build_helpers/publish_docker_multi.sh

@@ -1,21 +1,48 @@
 #!/bin/sh
 
+# The below assumes a correctly setup docker buildx environment
+
 # Replace / with _ to create a valid tag
 TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
 TAG_PLOT=${TAG}_plot
+TAG_PI="${TAG}_pi"
+
+PI_PLATFORM="linux/arm/v7"
 echo "Running for ${TAG}"
+CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
 
 # Add commit and commit_message to docker container
 echo "${GITHUB_SHA}" > freqtrade_commit
 
 if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
     echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
+    # Build regular image
     docker build -t freqtrade:${TAG} .
+    # Build PI image
+    docker buildx build \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
 else
     echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
+    # Build regular image
     docker pull ${IMAGE_NAME}:${TAG}
     docker build --cache-from ${IMAGE_NAME}:${TAG} -t freqtrade:${TAG} .
+
+    # Pull last build to avoid rebuilding the whole image
+    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
+    docker buildx build \
+        --cache-from=type=registry,ref=${CACHE_TAG} \
+        --cache-to=type=registry,ref=${CACHE_TAG} \
+        -f docker/Dockerfile.armhf \
+        --platform ${PI_PLATFORM} \
+        -t ${IMAGE_NAME}:${TAG_PI} --push .
+fi
+
+if [ $? -ne 0 ]; then
+    echo "failed building multiarch images"
+    return 1
 fi
 # Tag image for upload and next build step
 docker tag freqtrade:$TAG ${IMAGE_NAME}:$TAG
@@ -24,11 +51,6 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${TAG} -t fre
 
 docker tag freqtrade:$TAG_PLOT ${IMAGE_NAME}:$TAG_PLOT
 
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi
-
 # Run backtest
 docker run --rm -v $(pwd)/config_bittrex.json.example:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
 
@@ -37,23 +59,29 @@ if [ $? -ne 0 ]; then
     return 1
 fi
 
-if [ $? -ne 0 ]; then
-    echo "failed tagging image"
-    return 1
-fi
-
-# Tag as latest for develop builds
-if [ "${TAG}" = "develop" ]; then
-    docker tag freqtrade:$TAG ${IMAGE_NAME}:latest
-fi
-
-# Show all available images
 docker images
 
 docker push ${IMAGE_NAME}
 docker push ${IMAGE_NAME}:$TAG_PLOT
 docker push ${IMAGE_NAME}:$TAG
+
+# Create multiarch image
+# Make sure that all images contained here are pushed to github first.
+# Otherwise installation might fail.
+
+docker manifest create freqtradeorg/freqtrade:${TAG} ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
+docker manifest push freqtradeorg/freqtrade:${TAG}
+
+# Tag as latest for develop builds
+if [ "${TAG}" = "develop" ]; then
+    docker manifest create freqtradeorg/freqtrade:latest ${IMAGE_NAME}:${TAG} ${IMAGE_NAME}:${TAG_PI}
+    docker manifest push freqtradeorg/freqtrade:latest
+fi
+
+
+docker images
+
 if [ $? -ne 0 ]; then
-    echo "failed pushing repo"
+    echo "failed building image"
     return 1
 fi

build_helpers/publish_docker_pi.sh

@@ -1,36 +0,0 @@
-#!/bin/sh
-
-# The below assumes a correctly setup docker buildx environment
-
-# Replace / with _ to create a valid tag
-TAG=$(echo "${BRANCH_NAME}" | sed -e "s/\//_/g")
-PI_PLATFORM="linux/arm/v7"
-echo "Running for ${TAG}"
-CACHE_TAG=freqtradeorg/freqtrade_cache:${TAG}_cache
-
-# Add commit and commit_message to docker container
-echo "${GITHUB_SHA}" > freqtrade_commit
-
-if [ "${GITHUB_EVENT_NAME}" = "schedule" ]; then
-    echo "event ${GITHUB_EVENT_NAME}: full rebuild - skipping cache"
-    docker buildx build \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-else
-    echo "event ${GITHUB_EVENT_NAME}: building with cache"
-    # Pull last build to avoid rebuilding the whole image
-    # docker pull --platform ${PI_PLATFORM} ${IMAGE_NAME}:${TAG}
-    docker buildx build \
-        --cache-from=type=registry,ref=${CACHE_TAG} \
-        --cache-to=type=registry,ref=${CACHE_TAG} \
-        -f Dockerfile.armhf \
-        --platform ${PI_PLATFORM} \
-        -t ${IMAGE_NAME}:${TAG} --push .
-fi
-
-if [ $? -ne 0 ]; then
-    echo "failed building image"
-    return 1
-fi

config_full.json.example

@@ -165,7 +165,16 @@
             "startup": "on",
             "buy": "on",
             "buy_fill": "on",
-            "sell": "on",
+            "sell": {
+                "roi": "off",
+                "emergency_sell": "off",
+                "force_sell": "off",
+                "sell_signal": "off",
+                "trailing_stop_loss": "off",
+                "stop_loss": "off",
+                "stoploss_on_exchange": "off",
+                "custom_sell": "off"
+            },
             "sell_fill": "on",
             "buy_cancel": "on",
             "sell_cancel": "on"

docker/Dockerfile.aarch64

@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-serial-dev  \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,8 +22,8 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN apt-get update \
-  && apt-get -y install curl build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
   && pip install --upgrade pip
 
@@ -49,7 +49,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation\
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM --platform=linux/arm/v7 python:3.7.10-slim-buster as base
+FROM python:3.7.10-slim-buster as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -11,7 +11,7 @@ ENV FT_APP_ENV="docker"
 # Prepare environment
 RUN mkdir /freqtrade \
   && apt-get update \
-  && apt-get -y install libatlas3-base curl sqlite3 libhdf5-serial-dev sudo \
+  && apt-get -y install sudo libatlas3-base curl sqlite3 libhdf5-dev \
   && apt-get clean \
   && useradd -u 1000 -G sudo -U -m ftuser \
   && chown ftuser:ftuser /freqtrade \
@@ -22,7 +22,8 @@ WORKDIR /freqtrade
 
 # Install dependencies
 FROM base as python-deps
-RUN  apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 \
+RUN  apt-get update \
+  && apt-get -y install build-essential libssl-dev libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
   && pip install --upgrade pip \
   && echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > /etc/pip.conf
@@ -49,7 +50,7 @@ USER ftuser
 # Install and execute
 COPY --chown=ftuser:ftuser . /freqtrade/
 
-RUN pip install -e . --user --no-cache-dir \
+RUN pip install -e . --user --no-cache-dir --no-build-isolation\
   && mkdir /freqtrade/user_data/ \
   && freqtrade install-ui
 

docs/advanced-hyperopt.md

@@ -289,7 +289,7 @@ Given the following result from hyperopt:
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
 Buy hyperspace params:
 {    'adx-value': 44,

docs/backtesting.md

@@ -19,7 +19,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export EXPORT] [--export-filename PATH]
+                             [--export {none,trades}] [--export-filename PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -63,8 +63,8 @@ optional arguments:
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
                         DefaultStrategy.json`
-  --export EXPORT       Export backtest results, argument are: trades.
-                        Example: `--export=trades`
+  --export {none,trades}
+                        Export backtest results (default: trades).
   --export-filename PATH
                         Save backtest results to the file with this filename.
                         Requires `--export` to be set as well. Example:
@@ -100,7 +100,7 @@ Strategy arguments:
 Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
 If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
@@ -110,11 +110,16 @@ All profit calculations include fees, and freqtrade will use the exchange's defa
 
 !!! Warning "Using dynamic pairlists for backtesting"
     Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
-    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
     Please read the [pairlists documentation](plugins.md#pairlists) for more information.
 
     To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
+!!! Note
+    By default, Freqtrade will export backtesting results to `user_data/backtest_results`.
+    The exported trades can be used for [further analysis](#further-backtest-result-analysis) or can be used by the [plotting sub-command](plotting.md#plot-price-and-indicators) (`freqtrade plot-dataframe`) in the scripts directory.
+
+
 ### Starting balance
 
 Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
@@ -174,13 +179,13 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 
 ---
 
-Exporting trades to file
+Prevent exporting trades to file
 
 ```bash
-freqtrade backtesting --strategy backtesting --export trades --config config.json 
+freqtrade backtesting --strategy backtesting --export none --config config.json 
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
+Only use this if you're sure you'll not want to plot or analyze your results further.
 
 ---
 
@@ -279,7 +284,7 @@ A backtesting result will look like that:
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
@@ -368,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
 | Total profit %        | 76.2%               |
-| Trades per day        | 3.575               |
 | Avg. stake amount     | 0.001      BTC      |
 | Total trade volume    | 0.429      BTC      |
 |                       |                     |
@@ -404,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
-- `Total trades`: Identical to the total trades of the backtest output table.
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
-- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
@@ -441,6 +444,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies

docs/configuration.md

@@ -304,6 +304,9 @@ For example, if your strategy is using a 1h timeframe, and you only want to buy
   },
 ```
 
+!!! Note
+    This setting resets with each new candle, so it will not prevent sticking-signals from executing on the 2nd or 3rd candle they're active. Best use a "trigger" selector for buy signals, which are only active for one candle.
+
 ### Understand order_types
 
 The `order_types` configuration parameter maps actions (`buy`, `sell`, `stoploss`, `emergencysell`, `forcesell`, `forcebuy`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds.
@@ -403,8 +406,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 ```
 
 !!! Warning
-    This is an ongoing work. For now it is supported only for binance and only for buy orders.
-    Please don't change the default value unless you know what you are doing.
+    This is an ongoing work. For now it is supported only for binance.
+    Please don't change the default value unless you know what you are doing and have researched the impact of using different values.
 
 ### Exchange configuration
 

docs/developer.md

@@ -2,7 +2,7 @@
 
 This page is intended for developers of Freqtrade, people who want to contribute to the Freqtrade codebase or documentation, or people who want to understand the source code of the application they're running.
 
-All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/MA9v74M) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
+All contributions, bug reports, bug fixes, documentation improvements, enhancements and ideas are welcome. We [track issues](https://github.com/freqtrade/freqtrade/issues) on [GitHub](https://github.com) and also have a dev channel on [discord](https://discord.gg/p7nuUNVfP7) or [slack](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) where you can ask questions.
 
 ## Documentation
 

docs/exchanges.md

@@ -14,11 +14,10 @@ Accounts having BNB accounts use this to pay for fees - if your first trade happ
 
 ### Binance sites
 
-Binance has been split into 3, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
+Binance has been split into 2, and users must use the correct ccxt exchange ID for their exchange, otherwise API keys are not recognized.
 
 * [binance.com](https://www.binance.com/) - International users. Use exchange id: `binance`.
 * [binance.us](https://www.binance.us/) - US based users. Use exchange id: `binanceus`.
-* [binance.je](https://www.binance.je/) - Binance Jersey, trading fiat currencies. Use exchange id: `binanceje`.
 
 ## Kraken
 
@@ -54,6 +53,9 @@ Due to the heavy rate-limiting applied by Kraken, the following configuration se
 
 Bittrex does not support market orders. If you have a message at the bot startup about this, you should change order type values set in your configuration and/or in the strategy from `"market"` to `"limit"`. See some more details on this [here in the FAQ](faq.md#im-getting-the-exchange-bittrex-does-not-support-market-orders-message-and-cannot-run-my-strategy).
 
+Bittrex also does not support `VolumePairlist` due to limited / split API constellation at the moment.
+Please use `StaticPairlist`. Other pairlists (other than `VolumePairlist`) should not be affected.
+
 ### Restricted markets
 
 Bittrex split its exchange into US and International versions.

docs/faq.md

@@ -156,7 +156,7 @@ freqtrade hyperopt --hyperopt SampleHyperopt --hyperopt-loss SharpeHyperOptLossD
 
 ### Why does it take a long time to run hyperopt?
 
-* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/MA9v74M). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
+* Discovering a great strategy with Hyperopt takes time. Study www.freqtrade.io, the Freqtrade Documentation page, join the Freqtrade [Slack community](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw) - or the Freqtrade [discord community](https://discord.gg/p7nuUNVfP7). While you patiently wait for the most advanced, free crypto bot in the world, to hand you a possible golden strategy specially designed just for you.
 
 * If you wonder why it can take from 20 minutes to days to do 1000 epochs here are some answers:
 

docs/hyperopt.md

@@ -237,9 +237,9 @@ class MyAwesomeStrategy(IStrategy):
         dataframe['macdhist'] = macd['macdhist']
 
         bollinger = ta.BBANDS(dataframe, timeperiod=20, nbdevup=2.0, nbdevdn=2.0)
-        dataframe['bb_lowerband'] = boll['lowerband']
-        dataframe['bb_middleband'] = boll['middleband']
-        dataframe['bb_upperband'] = boll['upperband']
+        dataframe['bb_lowerband'] = bollinger['lowerband']
+        dataframe['bb_middleband'] = bollinger['middleband']
+        dataframe['bb_upperband'] = bollinger['upperband']
         return dataframe
 ```
 
@@ -249,15 +249,16 @@ We continue to define hyperoptable parameters:
 
 ```python
 class MyAwesomeStrategy(IStrategy):
-    buy_adx = IntParameter(20, 40, default=30, space="buy")
+    buy_adx = DecimalParameter(20, 40, decimals=1, default=30.1, space="buy")
     buy_rsi = IntParameter(20, 40, default=30, space="buy")
-    buy_adx_enabled = CategoricalParameter([True, False], space="buy")
-    buy_rsi_enabled = CategoricalParameter([True, False], space="buy")
-    buy_trigger = CategoricalParameter(['bb_lower', 'macd_cross_signal'], space="buy")
+    buy_adx_enabled = CategoricalParameter([True, False], default=True, space="buy")
+    buy_rsi_enabled = CategoricalParameter([True, False], default=False, space="buy")
+    buy_trigger = CategoricalParameter(["bb_lower", "macd_cross_signal"], default="bb_lower", space="buy")
 ```
 
-Above definition says: I have five parameters I want to randomly combine to find the best combination.
-Two of them are integer values (`buy_adx` and `buy_rsi`) and I want you test in the range of values 20 to 40.  
+The above definition says: I have five parameters I want to randomly combine to find the best combination.  
+`buy_rsi` is an integer parameter, which will be tested between 20 and 40. This space has a size of 20.  
+`buy_adx` is a decimal parameter, which will be evaluated between 20 and 40 with 1 decimal place (so values are 20.1, 20.2, ...). This space has a size of 200.  
 Then we have three category variables. First two are either `True` or `False`.
 We use these to either enable or disable the ADX and RSI guards.
 The last one we call `trigger` and use it to decide which buy trigger we want to use.
@@ -490,7 +491,7 @@ Given the following result from hyperopt:
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # Buy hyperspace params:
     buy_params = {
@@ -531,7 +532,7 @@ If you are optimizing ROI (i.e. if optimization search-space contains 'all', 'de
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # ROI table:
     minimal_roi = {
@@ -586,7 +587,7 @@ If you are optimizing stoploss values (i.e. if optimization search-space contain
 ```
 Best result:
 
-    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722Σ%). Avg duration 180.4 mins. Objective: 1.94367
+    44/100:    135 trades. Avg profit  0.57%. Total profit  0.03871918 BTC (0.7722%). Avg duration 180.4 mins. Objective: 1.94367
 
     # Buy hyperspace params:
     buy_params = {
@@ -628,7 +629,7 @@ If you are optimizing trailing stop values (i.e. if optimization search-space co
 ```
 Best result:
 
-    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48Σ%). Avg duration 150.3 mins. Objective: -1.10161
+    45/100:    606 trades. Avg profit  1.04%. Total profit  0.31555614 BTC ( 630.48%). Avg duration 150.3 mins. Objective: -1.10161
 
     # Trailing stop:
     trailing_stop = True

docs/includes/pairlists.md

@@ -122,8 +122,8 @@ The `max_price` setting removes pairs where the price is above the specified pri
 This option is disabled by default, and will only apply if set to > 0.
 
 The `max_value` setting removes pairs where the minimum value change is above a specified value.
-This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20$) as the coin has risen sharply since the last limit adaption.
-As a result of the above, you can only buy for 20$, or 40$ - but not for 25$.
+This is useful when an exchange has unbalanced limits. For example, if step-size = 1 (so you can only buy 1, or 2, or 3, but not 1.1 Coins) - and the price is pretty high (like 20\$) as the coin has risen sharply since the last limit adaption.
+As a result of the above, you can only buy for 20\$, or 40\$ - but not for 25\$.
 On exchanges that deduct fees from the receiving currency (e.g. FTX) - this can result in high value coins / amounts that are unsellable as the amount is slightly below the limit.
 
 The `low_price_ratio` setting removes pairs where a raise of 1 price unit (pip) is above the `low_price_ratio` ratio.

docs/index.md

@@ -76,7 +76,7 @@ Alternatively
 
 For any questions not covered by the documentation or for further information about the bot, or to simply engage with like-minded individuals, we encourage you to join our slack channel.
 
-Please check out our [discord server](https://discord.gg/MA9v74M).
+Please check out our [discord server](https://discord.gg/p7nuUNVfP7).
 
 You can also join our [Slack channel](https://join.slack.com/t/highfrequencybot/shared_invite/zt-mm786y93-Fxo37glxMY9g8OQC5AoOIw).
 

docs/plotting.md

@@ -170,9 +170,15 @@ Additional features when using plot_config include:
 * Specify additional subplots
 * Specify indicator pairs to fill area in between 
 
-The sample plot configuration below specifies fixed colors for the indicators. Otherwise consecutive plots may produce different colorschemes each time, making comparisons difficult.
+The sample plot configuration below specifies fixed colors for the indicators. Otherwise, consecutive plots may produce different color schemes each time, making comparisons difficult.
 It also allows multiple subplots to display both MACD and RSI at the same time.
 
+Plot type can be configured using `type` key. Possible types are:
+* `scatter` corresponding to `plotly.graph_objects.Scatter` class (default).
+* `bar` corresponding to `plotly.graph_objects.Bar` class.
+
+Extra parameters to `plotly.graph_objects.*` constructor can be specified in `plotly` dict.
+
 Sample configuration with inline comments explaining the process:
 
 ``` python
@@ -198,7 +204,8 @@ Sample configuration with inline comments explaining the process:
             # Create subplot MACD
             "MACD": {
                 'macd': {'color': 'blue', 'fill_to': 'macdhist'},
-                'macdsignal': {'color': 'orange'}
+                'macdsignal': {'color': 'orange'},
+                'macdhist': {'type': 'bar', 'plotly': {'opacity': 0.9}}
             },
             # Additional subplot RSI
             "RSI": {
@@ -213,6 +220,9 @@ Sample configuration with inline comments explaining the process:
     The above configuration assumes that `ema10`, `ema50`, `senkou_a`, `senkou_b`,
     `macd`, `macdsignal`, `macdhist` and `rsi` are columns in the DataFrame created by the strategy.
 
+!!! Warning
+    `plotly` arguments are only supported with plotly library and will not work with freq-ui.
+
 ## Plot profit
 
 ![plot-profit](assets/plot-profit.png)
@@ -265,6 +275,7 @@ optional arguments:
                         (backtest file)) Default: file
   -i TIMEFRAME, --timeframe TIMEFRAME, --ticker-interval TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
+  --auto-open           Automatically open generated plot.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).

docs/requirements-docs.txt

@@ -1,3 +1,4 @@
-mkdocs-material==7.1.5
+mkdocs==1.2.1
+mkdocs-material==7.1.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

docs/strategy-advanced.md

@@ -331,7 +331,7 @@ See [Dataframe access](#dataframe-access) for more information about dataframe u
 
 Simple, time-based order-timeouts can be configured either via strategy or in the configuration in the `unfilledtimeout` section.
 
-However, freqtrade also offers a custom callback for both order types, which allows you to decide based on custom criteria if a order did time out or not.
+However, freqtrade also offers a custom callback for both order types, which allows you to decide based on custom criteria if an order did time out or not.
 
 !!! Note
     Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
@@ -557,7 +557,7 @@ Both attributes and methods may be overridden, altering behavior of the original
 
 ## Embedding Strategies
 
-Freqtrade provides you with with an easy way to embed the strategy into your configuration file.
+Freqtrade provides you with an easy way to embed the strategy into your configuration file.
 This is done by utilizing BASE64 encoding and providing this string at the strategy configuration field,
 in your chosen config file.
 

docs/telegram-usage.md

@@ -72,22 +72,31 @@ Example configuration showing the different settings:
 
 ``` json
 "telegram": {
-      "enabled": true,
-      "token": "your_telegram_token",
-      "chat_id": "your_telegram_chat_id",
-      "notification_settings": {
-         "status": "silent",
-         "warning": "on",
-         "startup": "off",
-         "buy": "silent",
-         "sell": "on",
-         "buy_cancel": "silent",
-         "sell_cancel": "on",
-         "buy_fill": "off",
-         "sell_fill": "off"
-      },
-      "balance_dust_level": 0.01
-   },
+    "enabled": true,
+    "token": "your_telegram_token",
+    "chat_id": "your_telegram_chat_id",
+    "notification_settings": {
+        "status": "silent",
+        "warning": "on",
+        "startup": "off",
+        "buy": "silent",
+        "sell": {
+            "roi": "silent",
+            "emergency_sell": "on",
+            "force_sell": "on",
+            "sell_signal": "silent",
+            "trailing_stop_loss": "on",
+            "stop_loss": "on",
+            "stoploss_on_exchange": "on",
+            "custom_sell": "silent"
+        },
+        "buy_cancel": "silent",
+        "sell_cancel": "on",
+        "buy_fill": "off",
+        "sell_fill": "off"
+    },
+    "balance_dust_level": 0.01
+},
 ```
 
 `buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange.
@@ -154,7 +163,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
-| `/profit` | Display a summary of your profit/loss from close trades and some stats about your performance
+| `/profit [<n>]` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default)
 | `/forcesell <trade_id>` | Instantly sells the given trade  (Ignoring `minimum_roi`).
 | `/forcesell all` | Instantly sells all open trades (Ignoring `minimum_roi`).
 | `/forcebuy <pair> [rate]` | Instantly buys the given pair. Rate is optional. (`forcebuy_enable` must be set to True)

freqtrade/commands/arguments.py

@@ -69,7 +69,7 @@ ARGS_PLOT_DATAFRAME = ["pairs", "indicators1", "indicators2", "plot_limit",
                        "timerange", "timeframe", "no_trades"]
 
 ARGS_PLOT_PROFIT = ["pairs", "timerange", "export", "exportfilename", "db_url",
-                    "trade_source", "timeframe"]
+                    "trade_source", "timeframe", "plot_auto_open"]
 
 ARGS_INSTALL_UI = ["erase_ui_only"]
 

freqtrade/commands/cli_options.py

@@ -167,8 +167,9 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "export": Arg(
         '--export',
-        help='Export backtest results, argument are: trades. '
-        'Example: `--export=trades`',
+        help='Export backtest results (default: trades).',
+        choices=constants.EXPORT_OPTIONS,
+
     ),
     "exportfilename": Arg(
         '--export-filename',
@@ -433,6 +434,11 @@ AVAILABLE_CLI_OPTIONS = {
         metavar='INT',
         default=750,
     ),
+    "plot_auto_open": Arg(
+        '--auto-open',
+        help='Automatically open generated plot.',
+        action='store_true',
+    ),
     "no_trades": Arg(
         '--no-trades',
         help='Skip using trades from backtesting file and DB.',

freqtrade/commands/data_commands.py

@@ -8,11 +8,11 @@ from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
 from freqtrade.data.history import (convert_trades_to_ohlcv, refresh_backtest_ohlcv_data,
                                     refresh_backtest_trades_data)
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/commands/deploy_commands.py

@@ -8,9 +8,9 @@ import requests
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import render_template, render_template_with_fallback
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/commands/hyperopt_commands.py

@@ -6,9 +6,9 @@ from colorama import init as colorama_init
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.optimize_reports import show_backtest_result
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -67,7 +67,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     if epochs and not no_details:
         sorted_epochs = sorted(epochs, key=itemgetter('loss'))
         results = sorted_epochs[0]
-        HyperoptTools.print_epoch_details(results, total_epochs, print_json, no_header)
+        HyperoptTools.show_epoch_details(results, total_epochs, print_json, no_header)
 
     if epochs and export_csv:
         HyperoptTools.export_csv_file(
@@ -132,8 +132,8 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
             show_backtest_result(metrics['strategy_name'], metrics,
                                  metrics['stake_currency'])
 
-        HyperoptTools.print_epoch_details(val, total_epochs, print_json, no_header,
-                                          header_str="Epoch details")
+        HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
+                                         header_str="Epoch details")
 
 
 def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
@@ -197,8 +197,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
             return x['results_metrics']['duration']
         else:
             # New mode
-            avg = x['results_metrics']['holding_avg']
-            return avg.total_seconds() // 60
+            if 'holding_avg_s' in x['results_metrics']:
+                avg = x['results_metrics']['holding_avg_s']
+                return avg // 60
+            raise OperationalException(
+                "Holding-average not available. Please omit the filter on average time, "
+                "or rerun hyperopt with this version")
 
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)

freqtrade/commands/list_commands.py

@@ -1,7 +1,6 @@
 import csv
 import logging
 import sys
-from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -12,11 +11,11 @@ from tabulate import tabulate
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.constants import USERPATH_HYPEROPTS, USERPATH_STRATEGIES
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import market_is_active, validate_exchanges
 from freqtrade.misc import plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -54,15 +53,21 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
         reset = ''
 
     names = [s['name'] for s in objs]
-    objss_to_print = [{
+    objs_to_print = [{
         'name': s['name'] if s['name'] else "--",
         'location': s['location'].name,
         'status': (red + "LOAD FAILED" + reset if s['class'] is None
                    else "OK" if names.count(s['name']) == 1
                    else yellow + "DUPLICATE NAME" + reset)
     } for s in objs]
-
-    print(tabulate(objss_to_print, headers='keys', tablefmt='psql', stralign='right'))
+    for idx, s in enumerate(objs):
+        if 'hyperoptable' in s:
+            objs_to_print[idx].update({
+                'hyperoptable': "Yes" if s['hyperoptable']['count'] > 0 else "No",
+                'buy-Params': len(s['hyperoptable'].get('buy', [])),
+                'sell-Params': len(s['hyperoptable'].get('sell', [])),
+            })
+    print(tabulate(objs_to_print, headers='keys', tablefmt='psql', stralign='right'))
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -75,6 +80,11 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
     strategy_objs = StrategyResolver.search_all_objects(directory, not args['print_one_column'])
     # Sort alphabetically
     strategy_objs = sorted(strategy_objs, key=lambda x: x['name'])
+    for obj in strategy_objs:
+        if obj['class']:
+            obj['hyperoptable'] = obj['class'].detect_all_parameters()
+        else:
+            obj['hyperoptable'] = {'count': 0}
 
     if args['print_one_column']:
         print('\n'.join([s['name'] for s in strategy_objs]))
@@ -143,7 +153,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                                      pairs_only=pairs_only,
                                      active_only=active_only)
         # Sort the pairs/markets by symbol
-        pairs = OrderedDict(sorted(pairs.items()))
+        pairs = dict(sorted(pairs.items()))
     except Exception as e:
         raise OperationalException(f"Cannot get markets. Reason: {e}") from e
 

freqtrade/commands/optimize_commands.py

@@ -3,9 +3,9 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import round_coin_value
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/commands/pairlist_commands.py

@@ -4,8 +4,8 @@ from typing import Any, Dict
 import rapidjson
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -31,7 +31,7 @@ def start_test_pairlist(args: Dict[str, Any]) -> None:
         results[curr] = pairlists.whitelist
 
     for curr, pairlist in results.items():
-        if not args.get('print_one_column', False):
+        if not args.get('print_one_column', False) and not args.get('list_pairs_print_json', False):
             print(f"Pairs for {curr}: ")
 
         if args.get('print_one_column', False):

freqtrade/commands/plot_commands.py

@@ -1,8 +1,8 @@
 from typing import Any, Dict
 
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 def validate_plot_args(args: Dict[str, Any]) -> None:

freqtrade/configuration/check_exchange.py

@@ -1,10 +1,10 @@
 import logging
 from typing import Any, Dict
 
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import (available_exchanges, is_exchange_known_ccxt,
                                 is_exchange_officially_supported, validate_exchange)
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/configuration/config_setup.py

@@ -1,7 +1,7 @@
 import logging
 from typing import Any, Dict
 
-from freqtrade.state import RunMode
+from freqtrade.enums import RunMode
 
 from .check_exchange import remove_credentials
 from .config_validation import validate_config_consistency

freqtrade/configuration/config_validation.py

@@ -6,8 +6,8 @@ from jsonschema import Draft4Validator, validators
 from jsonschema.exceptions import ValidationError, best_match
 
 from freqtrade import constants
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/configuration/configuration.py

@@ -12,10 +12,10 @@ from freqtrade.configuration.check_exchange import check_exchange
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
 from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir
 from freqtrade.configuration.load_config import load_config_file, load_file
+from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts
-from freqtrade.state import NON_UTIL_MODES, TRADING_MODES, RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -375,6 +375,9 @@ class Configuration:
         self._args_to_config(config, argname='plot_limit',
                              logstring='Limiting plot to: {}')
 
+        self._args_to_config(config, argname='plot_auto_open',
+                             logstring='Parameter --auto-open detected.')
+
         self._args_to_config(config, argname='trade_source',
                              logstring='Using trades from: {}')
 

freqtrade/configuration/load_config.py

@@ -43,7 +43,7 @@ def load_file(path: Path) -> Dict[str, Any]:
         with path.open('r') as file:
             config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
     except FileNotFoundError:
-        raise OperationalException(f'File file "{path}" not found!')
+        raise OperationalException(f'File "{path}" not found!')
     return config
 
 

freqtrade/constants.py

@@ -12,6 +12,7 @@ PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 TIMEOUT_UNITS = ['minutes', 'seconds']
+EXPORT_OPTIONS = ['none', 'trades']
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -260,7 +261,13 @@ CONF_SCHEMA = {
                                      'enum': TELEGRAM_SETTING_OPTIONS,
                                      'default': 'off'
                                      },
-                        'sell': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
+                        'sell': {
+                            'type': ['string', 'object'],
+                            'additionalProperties': {
+                                'type': 'string',
+                                'enum': TELEGRAM_SETTING_OPTIONS
+                            }
+                        },
                         'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS},
                         'sell_fill': {
                             'type': 'string',
@@ -302,6 +309,7 @@ CONF_SCHEMA = {
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
+        'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},

freqtrade/data/dataprovider.py

@@ -12,9 +12,9 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes, PairWithTimeframe
 from freqtrade.data.history import load_pair_history
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/edge/edge_positioning.py

@@ -13,11 +13,11 @@ from pandas import DataFrame
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.history import get_timerange, load_data, refresh_data
+from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange import timeframe_to_seconds
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
-from freqtrade.state import RunMode
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy
 
 
 logger = logging.getLogger(__name__)

freqtrade/enums/__init__.py

@@ -0,0 +1,6 @@
+# flake8: noqa: F401
+from freqtrade.enums.rpcmessagetype import RPCMessageType
+from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
+from freqtrade.enums.selltype import SellType
+from freqtrade.enums.signaltype import SignalType
+from freqtrade.enums.state import State

freqtrade/enums/rpcmessagetype.py

@@ -0,0 +1,19 @@
+from enum import Enum
+
+
+class RPCMessageType(Enum):
+    STATUS = 'status'
+    WARNING = 'warning'
+    STARTUP = 'startup'
+    BUY = 'buy'
+    BUY_FILL = 'buy_fill'
+    BUY_CANCEL = 'buy_cancel'
+    SELL = 'sell'
+    SELL_FILL = 'sell_fill'
+    SELL_CANCEL = 'sell_cancel'
+
+    def __repr__(self):
+        return self.value
+
+    def __str__(self):
+        return self.value

freqtrade/enums/runmode.py

@@ -1,23 +1,6 @@
-# pragma pylint: disable=too-few-public-methods
-
-"""
-Bot state constant
-"""
 from enum import Enum
 
 
-class State(Enum):
-    """
-    Bot application states
-    """
-    RUNNING = 1
-    STOPPED = 2
-    RELOAD_CONFIG = 3
-
-    def __str__(self):
-        return f"{self.name.lower()}"
-
-
 class RunMode(Enum):
     """
     Bot running mode (backtest, hyperopt, ...)

freqtrade/enums/selltype.py

@@ -0,0 +1,20 @@
+from enum import Enum
+
+
+class SellType(Enum):
+    """
+    Enum to distinguish between sell reasons
+    """
+    ROI = "roi"
+    STOP_LOSS = "stop_loss"
+    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
+    TRAILING_STOP_LOSS = "trailing_stop_loss"
+    SELL_SIGNAL = "sell_signal"
+    FORCE_SELL = "force_sell"
+    EMERGENCY_SELL = "emergency_sell"
+    CUSTOM_SELL = "custom_sell"
+    NONE = ""
+
+    def __str__(self):
+        # explicitly convert to String to help with exporting data.
+        return self.value

freqtrade/enums/signaltype.py

@@ -0,0 +1,9 @@
+from enum import Enum
+
+
+class SignalType(Enum):
+    """
+    Enum to distinguish between buy and sell signals
+    """
+    BUY = "buy"
+    SELL = "sell"

freqtrade/enums/state.py

@@ -0,0 +1,13 @@
+from enum import Enum
+
+
+class State(Enum):
+    """
+    Bot application states
+    """
+    RUNNING = 1
+    STOPPED = 2
+    RELOAD_CONFIG = 3
+
+    def __str__(self):
+        return f"{self.name.lower()}"

freqtrade/exchange/__init__.py

@@ -7,6 +7,7 @@ from freqtrade.exchange.bibox import Bibox
 from freqtrade.exchange.binance import Binance
 from freqtrade.exchange.bittrex import Bittrex
 from freqtrade.exchange.bybit import Bybit
+from freqtrade.exchange.coinbasepro import Coinbasepro
 from freqtrade.exchange.exchange import (available_exchanges, ccxt_exchanges,
                                          is_exchange_known_ccxt, is_exchange_officially_supported,
                                          market_is_active, timeframe_to_minutes, timeframe_to_msecs,

freqtrade/exchange/bybit.py

@@ -18,7 +18,6 @@ class Bybit(Exchange):
     may still not work as expected.
     """
 
-    # fetchCurrencies API point requires authentication for Bybit,
     _ft_has: Dict = {
         "ohlcv_candle_limit": 200,
     }

freqtrade/exchange/coinbasepro.py

@@ -0,0 +1,23 @@
+""" CoinbasePro exchange subclass """
+import logging
+from typing import Dict
+
+from freqtrade.exchange import Exchange
+
+
+logger = logging.getLogger(__name__)
+
+
+class Coinbasepro(Exchange):
+    """
+    CoinbasePro exchange class. Contains adjustments needed for Freqtrade to work
+    with this exchange.
+
+    Please note that this exchange is not included in the list of exchanges
+    officially supported by the Freqtrade development team. So some features
+    may still not work as expected.
+    """
+
+    _ft_has: Dict = {
+        "ohlcv_candle_limit": 300,
+    }

freqtrade/exchange/exchange.py

@@ -22,8 +22,8 @@ from pandas import DataFrame
 from freqtrade.constants import DEFAULT_AMOUNT_RESERVE_PERCENT, ListPairsWithTimeframes
 from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list
 from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError,
-                                  InvalidOrderException, OperationalException, RetryableOrderError,
-                                  TemporaryError)
+                                  InvalidOrderException, OperationalException, PricingError,
+                                  RetryableOrderError, TemporaryError)
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, BAD_EXCHANGES,
                                        EXCHANGE_HAS_OPTIONAL, EXCHANGE_HAS_REQUIRED, retrier,
                                        retrier_async)
@@ -88,6 +88,11 @@ class Exchange:
 
         # Cache for 10 minutes ...
         self._fetch_tickers_cache: TTLCache = TTLCache(maxsize=1, ttl=60 * 10)
+        # Cache values for 1800 to avoid frequent polling of the exchange for prices
+        # Caching only applies to RPC methods, so prices for open trades are still
+        # refreshed once every iteration.
+        self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
+        self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
 
         # Holds candles
         self._klines: Dict[Tuple[str, str], DataFrame] = {}
@@ -550,6 +555,8 @@ class Exchange:
         # See also #2575 at github.
         return max(min_stake_amounts) * amount_reserve_percent
 
+    # Dry-run methods
+
     def create_dry_run_order(self, pair: str, ordertype: str, side: str, amount: float,
                              rate: float, params: Dict = {}) -> Dict[str, Any]:
         order_id = f'dry_run_{side}_{datetime.now().timestamp()}'
@@ -591,6 +598,21 @@ class Exchange:
             closed_order["info"].update({"stopPrice": closed_order["price"]})
         self._dry_run_open_orders[closed_order["id"]] = closed_order
 
+    def fetch_dry_run_order(self, order_id) -> Dict[str, Any]:
+        """
+        Return dry-run order
+        Only call if running in dry-run mode.
+        """
+        try:
+            order = self._dry_run_open_orders[order_id]
+            return order
+        except KeyError as e:
+            # Gracefully handle errors with dry-run orders.
+            raise InvalidOrderException(
+                f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+
+    # Order handling
+
     def create_order(self, pair: str, ordertype: str, side: str, amount: float,
                      rate: float, params: Dict = {}) -> Dict:
         try:
@@ -667,6 +689,128 @@ class Exchange:
 
         raise OperationalException(f"stoploss is not implemented for {self.name}.")
 
+    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
+    def fetch_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            return self.fetch_dry_run_order(order_id)
+        try:
+            return self._api.fetch_order(order_id, pair)
+        except ccxt.OrderNotFound as e:
+            raise RetryableOrderError(
+                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, 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
+
+    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
+    fetch_stoploss_order = fetch_order
+
+    def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
+                                      stoploss_order: bool = False) -> Dict:
+        """
+        Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
+        the stoploss_order parameter
+        :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
+        """
+        if stoploss_order:
+            return self.fetch_stoploss_order(order_id, pair)
+        return self.fetch_order(order_id, pair)
+
+    def check_order_canceled_empty(self, order: Dict) -> bool:
+        """
+        Verify if an order has been cancelled without being partially filled
+        :param order: Order dict as returned from fetch_order()
+        :return: True if order has been cancelled without being filled, False otherwise.
+        """
+        return (order.get('status') in ('closed', 'canceled', 'cancelled')
+                and order.get('filled') == 0.0)
+
+    @retrier
+    def cancel_order(self, order_id: str, pair: str) -> Dict:
+        if self._config['dry_run']:
+            try:
+                order = self.fetch_dry_run_order(order_id)
+
+                order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
+                return order
+            except InvalidOrderException:
+                return {}
+
+        try:
+            return self._api.cancel_order(order_id, pair)
+        except ccxt.InvalidOrder as e:
+            raise InvalidOrderException(
+                f'Could not cancel order. Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
+    cancel_stoploss_order = cancel_order
+
+    def is_cancel_order_result_suitable(self, corder) -> bool:
+        if not isinstance(corder, dict):
+            return False
+
+        required = ('fee', 'status', 'amount')
+        return all(k in corder for k in required)
+
+    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
+        """
+        Cancel order returning a result.
+        Creates a fake result if cancel order returns a non-usable result
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
+        :param order_id: Orderid to cancel
+        :param pair: Pair corresponding to order_id
+        :param amount: Amount to use for fake response
+        :return: Result from either cancel_order if usable, or fetch_order
+        """
+        try:
+            corder = self.cancel_order(order_id, pair)
+            if self.is_cancel_order_result_suitable(corder):
+                return corder
+        except InvalidOrderException:
+            logger.warning(f"Could not cancel order {order_id} for {pair}.")
+        try:
+            order = self.fetch_order(order_id, pair)
+        except InvalidOrderException:
+            logger.warning(f"Could not fetch cancelled order {order_id}.")
+            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
+
+        return order
+
+    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
+        """
+        Cancel stoploss order returning a result.
+        Creates a fake result if cancel order returns a non-usable result
+        and fetch_order does not work (certain exchanges don't return cancelled orders)
+        :param order_id: stoploss-order-id to cancel
+        :param pair: Pair corresponding to order_id
+        :param amount: Amount to use for fake response
+        :return: Result from either cancel_order if usable, or fetch_order
+        """
+        corder = self.cancel_stoploss_order(order_id, pair)
+        if self.is_cancel_order_result_suitable(corder):
+            return corder
+        try:
+            order = self.fetch_stoploss_order(order_id, pair)
+        except InvalidOrderException:
+            logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
+            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
+
+        return order
+
     @retrier
     def get_balances(self) -> dict:
 
@@ -713,6 +857,8 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    # Pricing info
+
     @retrier
     def fetch_ticker(self, pair: str) -> dict:
         try:
@@ -729,6 +875,264 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
+    @staticmethod
+    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
+                               range_required: bool = True):
+        """
+        Get next greater value in the list.
+        Used by fetch_l2_order_book if the api only supports a limited range
+        """
+        if not limit_range:
+            return limit
+
+        result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
+        if not range_required and limit > result:
+            # Range is not required - we can use None as parameter.
+            return None
+        return result
+
+    @retrier
+    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
+        """
+        Get L2 order book from exchange.
+        Can be limited to a certain amount (if supported).
+        Returns a dict in the format
+        {'asks': [price, volume], 'bids': [price, volume]}
+        """
+        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
+                                             self._ft_has['l2_limit_range_required'])
+        try:
+
+            return self._api.fetch_l2_order_book(pair, limit1)
+        except ccxt.NotSupported as e:
+            raise OperationalException(
+                f'Exchange {self._api.name} does not support fetching order book.'
+                f'Message: {e}') from e
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
+                        order_book_min: int = 1):
+        """
+        Helper generator to query orderbook in loop (used for early sell-order placing)
+        """
+        order_book = self.fetch_l2_order_book(pair, order_book_max)
+        for i in range(order_book_min, order_book_max + 1):
+            yield order_book[side][i - 1][0]
+
+    def get_buy_rate(self, pair: str, refresh: bool) -> float:
+        """
+        Calculates bid target between current ask price and last price
+        :param pair: Pair to get rate for
+        :param refresh: allow cached data
+        :return: float: Price
+        :raises PricingError if orderbook price could not be determined.
+        """
+        if not refresh:
+            rate = self._buy_rate_cache.get(pair)
+            # Check if cache has been invalidated
+            if rate:
+                logger.debug(f"Using cached buy rate for {pair}.")
+                return rate
+
+        bid_strategy = self._config.get('bid_strategy', {})
+        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
+
+            order_book_top = bid_strategy.get('order_book_top', 1)
+            order_book = self.fetch_l2_order_book(pair, order_book_top)
+            logger.debug('order_book %s', order_book)
+            # top 1 = index 0
+            try:
+                rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
+            except (IndexError, KeyError) as e:
+                logger.warning(
+                    "Buy Price from orderbook could not be determined."
+                    f"Orderbook: {order_book}"
+                 )
+                raise PricingError from e
+            logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
+                        f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
+            used_rate = rate_from_l2
+        else:
+            logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
+            ticker = self.fetch_ticker(pair)
+            ticker_rate = ticker[bid_strategy['price_side']]
+            if ticker['last'] and ticker_rate > ticker['last']:
+                balance = bid_strategy['ask_last_balance']
+                ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
+            used_rate = ticker_rate
+
+        self._buy_rate_cache[pair] = used_rate
+
+        return used_rate
+
+    def get_sell_rate(self, pair: str, refresh: bool) -> float:
+        """
+        Get sell rate - either using ticker bid or first bid based on orderbook
+        or remain static in any other case since it's not updating.
+        :param pair: Pair to get rate for
+        :param refresh: allow cached data
+        :return: Bid rate
+        :raises PricingError if price could not be determined.
+        """
+        if not refresh:
+            rate = self._sell_rate_cache.get(pair)
+            # Check if cache has been invalidated
+            if rate:
+                logger.debug(f"Using cached sell rate for {pair}.")
+                return rate
+
+        ask_strategy = self._config.get('ask_strategy', {})
+        if ask_strategy.get('use_order_book', False):
+            # This code is only used for notifications, selling uses the generator directly
+            logger.info(
+                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
+            )
+            try:
+                rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
+            except (IndexError, KeyError) as e:
+                logger.warning("Sell Price at location from orderbook could not be determined.")
+                raise PricingError from e
+        else:
+            ticker = self.fetch_ticker(pair)
+            ticker_rate = ticker[ask_strategy['price_side']]
+            if ticker['last'] and ticker_rate < ticker['last']:
+                balance = ask_strategy.get('bid_last_balance', 0.0)
+                ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
+            rate = ticker_rate
+
+        if rate is None:
+            raise PricingError(f"Sell-Rate for {pair} was empty.")
+        self._sell_rate_cache[pair] = rate
+        return rate
+
+    # Fee handling
+
+    @retrier
+    def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
+        """
+        Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
+        The "since" argument passed in is coming from the database and is in UTC,
+        as timezone-native datetime object.
+        From the python documentation:
+            > Naive datetime instances are assumed to represent local time
+        Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
+        transformation from local timezone to UTC.
+        This works for timezones UTC+ since then the result will contain trades from a few hours
+        instead of from the last 5 seconds, however fails for UTC- timezones,
+        since we're then asking for trades with a "since" argument in the future.
+
+        :param order_id order_id: Order-id as given when creating the order
+        :param pair: Pair the order is for
+        :param since: datetime object of the order creation time. Assumes object is in UTC.
+        """
+        if self._config['dry_run']:
+            return []
+        if not self.exchange_has('fetchMyTrades'):
+            return []
+        try:
+            # Allow 5s offset to catch slight time offsets (discovered in #1185)
+            # since needs to be int in milliseconds
+            my_trades = self._api.fetch_my_trades(
+                pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
+            matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
+
+            return matched_trades
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
+        return order['id']
+
+    @retrier
+    def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
+                price: float = 1, taker_or_maker: str = 'maker') -> float:
+        try:
+            if self._config['dry_run'] and self._config.get('fee', None) is not None:
+                return self._config['fee']
+            # validate that markets are loaded before trying to get fee
+            if self._api.markets is None or len(self._api.markets) == 0:
+                self._api.load_markets()
+
+            return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
+                                           price=price, takerOrMaker=taker_or_maker)['rate']
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
+    @staticmethod
+    def order_has_fee(order: Dict) -> bool:
+        """
+        Verifies if the passed in order dict has the needed keys to extract fees,
+        and that these keys (currency, cost) are not empty.
+        :param order: Order or trade (one trade) dict
+        :return: True if the fee substructure contains currency and cost, false otherwise
+        """
+        if not isinstance(order, dict):
+            return False
+        return ('fee' in order and order['fee'] is not None
+                and (order['fee'].keys() >= {'currency', 'cost'})
+                and order['fee']['currency'] is not None
+                and order['fee']['cost'] is not None
+                )
+
+    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
+        """
+        Calculate fee rate if it's not given by the exchange.
+        :param order: Order or trade (one trade) dict
+        """
+        if order['fee'].get('rate') is not None:
+            return order['fee'].get('rate')
+        fee_curr = order['fee']['currency']
+        # Calculate fee based on order details
+        if fee_curr in self.get_pair_base_currency(order['symbol']):
+            # Base currency - divide by amount
+            return round(
+                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
+        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
+            # Quote currency - divide by cost
+            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
+        else:
+            # If Fee currency is a different currency
+            if not order['cost']:
+                # If cost is None or 0.0 -> falsy, return None
+                return None
+            try:
+                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
+                tick = self.fetch_ticker(comb)
+
+                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
+                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
+            except ExchangeError:
+                return None
+
+    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
+        """
+        Extract tuple of cost, currency, rate.
+        Requires order_has_fee to run first!
+        :param order: Order or trade (one trade) dict
+        :return: Tuple with cost, currency, rate of the given fee dict
+        """
+        return (order['fee']['cost'],
+                order['fee']['currency'],
+                self.calculate_fee_rate(order))
+
+    # Historic data
+
     def get_historic_ohlcv(self, pair: str, timeframe: str,
                            since_ms: int) -> List:
         """
@@ -896,6 +1300,8 @@ class Exchange:
             raise OperationalException(f'Could not fetch historical candle (OHLCV) data '
                                        f'for pair {pair}. Message: {e}') from e
 
+    # Fetch historic trades
+
     @retrier_async
     async def _async_fetch_trades(self, pair: str,
                                   since: Optional[int] = None,
@@ -1054,292 +1460,6 @@ class Exchange:
             self._async_get_trade_history(pair=pair, since=since,
                                           until=until, from_id=from_id))
 
-    def check_order_canceled_empty(self, order: Dict) -> bool:
-        """
-        Verify if an order has been cancelled without being partially filled
-        :param order: Order dict as returned from fetch_order()
-        :return: True if order has been cancelled without being filled, False otherwise.
-        """
-        return (order.get('status') in ('closed', 'canceled', 'cancelled')
-                and order.get('filled') == 0.0)
-
-    @retrier
-    def cancel_order(self, order_id: str, pair: str) -> Dict:
-        if self._config['dry_run']:
-            order = self._dry_run_open_orders.get(order_id)
-            if order:
-                order.update({'status': 'canceled', 'filled': 0.0, 'remaining': order['amount']})
-                return order
-            else:
-                return {}
-
-        try:
-            return self._api.cancel_order(order_id, pair)
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Could not cancel order. Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not cancel order due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    # Assign method to cancel_stoploss_order to allow easy overriding in other classes
-    cancel_stoploss_order = cancel_order
-
-    def is_cancel_order_result_suitable(self, corder) -> bool:
-        if not isinstance(corder, dict):
-            return False
-
-        required = ('fee', 'status', 'amount')
-        return all(k in corder for k in required)
-
-    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
-        """
-        Cancel order returning a result.
-        Creates a fake result if cancel order returns a non-usable result
-        and fetch_order does not work (certain exchanges don't return cancelled orders)
-        :param order_id: Orderid to cancel
-        :param pair: Pair corresponding to order_id
-        :param amount: Amount to use for fake response
-        :return: Result from either cancel_order if usable, or fetch_order
-        """
-        try:
-            corder = self.cancel_order(order_id, pair)
-            if self.is_cancel_order_result_suitable(corder):
-                return corder
-        except InvalidOrderException:
-            logger.warning(f"Could not cancel order {order_id} for {pair}.")
-        try:
-            order = self.fetch_order(order_id, pair)
-        except InvalidOrderException:
-            logger.warning(f"Could not fetch cancelled order {order_id}.")
-            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
-
-        return order
-
-    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> Dict:
-        """
-        Cancel stoploss order returning a result.
-        Creates a fake result if cancel order returns a non-usable result
-        and fetch_order does not work (certain exchanges don't return cancelled orders)
-        :param order_id: stoploss-order-id to cancel
-        :param pair: Pair corresponding to order_id
-        :param amount: Amount to use for fake response
-        :return: Result from either cancel_order if usable, or fetch_order
-        """
-        corder = self.cancel_stoploss_order(order_id, pair)
-        if self.is_cancel_order_result_suitable(corder):
-            return corder
-        try:
-            order = self.fetch_stoploss_order(order_id, pair)
-        except InvalidOrderException:
-            logger.warning(f"Could not fetch cancelled stoploss order {order_id}.")
-            order = {'fee': {}, 'status': 'canceled', 'amount': amount, 'info': {}}
-
-        return order
-
-    @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str) -> Dict:
-        if self._config['dry_run']:
-            try:
-                order = self._dry_run_open_orders[order_id]
-                return order
-            except KeyError as e:
-                # Gracefully handle errors with dry-run orders.
-                raise InvalidOrderException(
-                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
-        try:
-            return self._api.fetch_order(order_id, pair)
-        except ccxt.OrderNotFound as e:
-            raise RetryableOrderError(
-                f'Order not found (pair: {pair} id: {order_id}). Message: {e}') from e
-        except ccxt.InvalidOrder as e:
-            raise InvalidOrderException(
-                f'Tried to get an invalid order (pair: {pair} id: {order_id}). Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, 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
-
-    # Assign method to fetch_stoploss_order to allow easy overriding in other classes
-    fetch_stoploss_order = fetch_order
-
-    def fetch_order_or_stoploss_order(self, order_id: str, pair: str,
-                                      stoploss_order: bool = False) -> Dict:
-        """
-        Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
-        the stoploss_order parameter
-        :param stoploss_order: If true, uses fetch_stoploss_order, otherwise fetch_order.
-        """
-        if stoploss_order:
-            return self.fetch_stoploss_order(order_id, pair)
-        return self.fetch_order(order_id, pair)
-
-    @staticmethod
-    def get_next_limit_in_list(limit: int, limit_range: Optional[List[int]],
-                               range_required: bool = True):
-        """
-        Get next greater value in the list.
-        Used by fetch_l2_order_book if the api only supports a limited range
-        """
-        if not limit_range:
-            return limit
-
-        result = min([x for x in limit_range if limit <= x] + [max(limit_range)])
-        if not range_required and limit > result:
-            # Range is not required - we can use None as parameter.
-            return None
-        return result
-
-    @retrier
-    def fetch_l2_order_book(self, pair: str, limit: int = 100) -> dict:
-        """
-        Get L2 order book from exchange.
-        Can be limited to a certain amount (if supported).
-        Returns a dict in the format
-        {'asks': [price, volume], 'bids': [price, volume]}
-        """
-        limit1 = self.get_next_limit_in_list(limit, self._ft_has['l2_limit_range'],
-                                             self._ft_has['l2_limit_range_required'])
-        try:
-
-            return self._api.fetch_l2_order_book(pair, limit1)
-        except ccxt.NotSupported as e:
-            raise OperationalException(
-                f'Exchange {self._api.name} does not support fetching order book.'
-                f'Message: {e}') from e
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get order book due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    @retrier
-    def get_trades_for_order(self, order_id: str, pair: str, since: datetime) -> List:
-        """
-        Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
-        The "since" argument passed in is coming from the database and is in UTC,
-        as timezone-native datetime object.
-        From the python documentation:
-            > Naive datetime instances are assumed to represent local time
-        Therefore, calling "since.timestamp()" will get the UTC timestamp, after applying the
-        transformation from local timezone to UTC.
-        This works for timezones UTC+ since then the result will contain trades from a few hours
-        instead of from the last 5 seconds, however fails for UTC- timezones,
-        since we're then asking for trades with a "since" argument in the future.
-
-        :param order_id order_id: Order-id as given when creating the order
-        :param pair: Pair the order is for
-        :param since: datetime object of the order creation time. Assumes object is in UTC.
-        """
-        if self._config['dry_run']:
-            return []
-        if not self.exchange_has('fetchMyTrades'):
-            return []
-        try:
-            # Allow 5s offset to catch slight time offsets (discovered in #1185)
-            # since needs to be int in milliseconds
-            my_trades = self._api.fetch_my_trades(
-                pair, int((since.replace(tzinfo=timezone.utc).timestamp() - 5) * 1000))
-            matched_trades = [trade for trade in my_trades if trade['order'] == order_id]
-
-            return matched_trades
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get trades due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
-        return order['id']
-
-    @retrier
-    def get_fee(self, symbol: str, type: str = '', side: str = '', amount: float = 1,
-                price: float = 1, taker_or_maker: str = 'maker') -> float:
-        try:
-            if self._config['dry_run'] and self._config.get('fee', None) is not None:
-                return self._config['fee']
-            # validate that markets are loaded before trying to get fee
-            if self._api.markets is None or len(self._api.markets) == 0:
-                self._api.load_markets()
-
-            return self._api.calculate_fee(symbol=symbol, type=type, side=side, amount=amount,
-                                           price=price, takerOrMaker=taker_or_maker)['rate']
-        except ccxt.DDoSProtection as e:
-            raise DDosProtection(e) from e
-        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
-            raise TemporaryError(
-                f'Could not get fee info due to {e.__class__.__name__}. Message: {e}') from e
-        except ccxt.BaseError as e:
-            raise OperationalException(e) from e
-
-    @staticmethod
-    def order_has_fee(order: Dict) -> bool:
-        """
-        Verifies if the passed in order dict has the needed keys to extract fees,
-        and that these keys (currency, cost) are not empty.
-        :param order: Order or trade (one trade) dict
-        :return: True if the fee substructure contains currency and cost, false otherwise
-        """
-        if not isinstance(order, dict):
-            return False
-        return ('fee' in order and order['fee'] is not None
-                and (order['fee'].keys() >= {'currency', 'cost'})
-                and order['fee']['currency'] is not None
-                and order['fee']['cost'] is not None
-                )
-
-    def calculate_fee_rate(self, order: Dict) -> Optional[float]:
-        """
-        Calculate fee rate if it's not given by the exchange.
-        :param order: Order or trade (one trade) dict
-        """
-        if order['fee'].get('rate') is not None:
-            return order['fee'].get('rate')
-        fee_curr = order['fee']['currency']
-        # Calculate fee based on order details
-        if fee_curr in self.get_pair_base_currency(order['symbol']):
-            # Base currency - divide by amount
-            return round(
-                order['fee']['cost'] / safe_value_fallback2(order, order, 'filled', 'amount'), 8)
-        elif fee_curr in self.get_pair_quote_currency(order['symbol']):
-            # Quote currency - divide by cost
-            return round(order['fee']['cost'] / order['cost'], 8) if order['cost'] else None
-        else:
-            # If Fee currency is a different currency
-            if not order['cost']:
-                # If cost is None or 0.0 -> falsy, return None
-                return None
-            try:
-                comb = self.get_valid_pair_combination(fee_curr, self._config['stake_currency'])
-                tick = self.fetch_ticker(comb)
-
-                fee_to_quote_rate = safe_value_fallback2(tick, tick, 'last', 'ask')
-                return round((order['fee']['cost'] * fee_to_quote_rate) / order['cost'], 8)
-            except ExchangeError:
-                return None
-
-    def extract_cost_curr_rate(self, order: Dict) -> Tuple[float, str, Optional[float]]:
-        """
-        Extract tuple of cost, currency, rate.
-        Requires order_has_fee to run first!
-        :param order: Order or trade (one trade) dict
-        :return: Tuple with cost, currency, rate of the given fee dict
-        """
-        return (order['fee']['cost'],
-                order['fee']['currency'],
-                self.calculate_fee_rate(order))
-
 
 def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType = None) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)

freqtrade/exchange/ftx.py

@@ -93,18 +93,24 @@ class Ftx(Exchange):
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
     def fetch_stoploss_order(self, order_id: str, pair: str) -> Dict:
         if self._config['dry_run']:
-            try:
-                order = self._dry_run_open_orders[order_id]
-                return order
-            except KeyError as e:
-                # Gracefully handle errors with dry-run orders.
-                raise InvalidOrderException(
-                    f'Tried to get an invalid dry-run-order (id: {order_id}). Message: {e}') from e
+            return self.fetch_dry_run_order(order_id)
+
         try:
             orders = self._api.fetch_orders(pair, None, params={'type': 'stop'})
 
             order = [order for order in orders if order['id'] == order_id]
             if len(order) == 1:
+                if order[0].get('status') == 'closed':
+                    # Trigger order was triggered ...
+                    real_order_id = order[0].get('info', {}).get('orderId')
+
+                    order1 = self._api.fetch_order(real_order_id, pair)
+                    # Fake type to stop - as this was really a stop order.
+                    order1['id_stop'] = order1['id']
+                    order1['id'] = order_id
+                    order1['type'] = 'stop'
+                    order1['status_stop'] = 'triggered'
+                    return order1
                 return order[0]
             else:
                 raise InvalidOrderException(f"Could not get stoploss order for id {order_id}")
@@ -139,5 +145,5 @@ class Ftx(Exchange):
 
     def get_order_id_conditional(self, order: Dict[str, Any]) -> str:
         if order['type'] == 'stop':
-            return safe_value_fallback2(order['info'], order, 'orderId', 'id')
+            return safe_value_fallback2(order, order, 'id_stop', 'id')
         return order['id']

freqtrade/exchange/hitbtc.py

@@ -17,7 +17,6 @@ class Hitbtc(Exchange):
     may still not work as expected.
     """
 
-    # fetchCurrencies API point requires authentication for Hitbtc,
     _ft_has: Dict = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_params": {"sort": "DESC"}

freqtrade/freqtradebot.py

@@ -10,13 +10,13 @@ from threading import Lock
 from typing import Any, Dict, List, Optional
 
 import arrow
-from cachetools import TTLCache
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import validate_config_consistency
 from freqtrade.data.converter import order_book_to_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
+from freqtrade.enums import RPCMessageType, SellType, State
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -26,9 +26,8 @@ from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.rpc import RPCManager, RPCMessageType
-from freqtrade.state import State
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
+from freqtrade.rpc import RPCManager
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -48,6 +47,7 @@ class FreqtradeBot(LoggingMixin):
         :param config: configuration dict, you can use Configuration.get_config()
         to get the config dict.
         """
+        self.active_pair_whitelist: List[str] = []
 
         logger.info('Starting freqtrade %s', __version__)
 
@@ -57,12 +57,6 @@ class FreqtradeBot(LoggingMixin):
         # Init objects
         self.config = config
 
-        # Cache values for 1800 to avoid frequent polling of the exchange for prices
-        # Caching only applies to RPC methods, so prices for open trades are still
-        # refreshed once every iteration.
-        self._sell_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
-        self._buy_rate_cache: TTLCache = TTLCache(maxsize=100, ttl=1800)
-
         self.strategy: IStrategy = StrategyResolver.load_strategy(self.config)
 
         # Check config consistency here since strategies can set certain options
@@ -76,12 +70,19 @@ class FreqtradeBot(LoggingMixin):
 
         PairLocks.timeframe = self.config['timeframe']
 
+        self.protections = ProtectionManager(self.config)
+
+        # RPC runs in separate threads, can start handling external commands just after
+        # initialization, even before Freqtradebot has a chance to start its throttling,
+        # so anything in the Freqtradebot instance should be ready (initialized), including
+        # the initial state of the bot.
+        # Keep this at the end of this initialization method.
+        self.rpc: RPCManager = RPCManager(self)
+
         self.pairlists = PairListManager(self.exchange, self.config)
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
 
-        self.protections = ProtectionManager(self.config)
-
         # Attach Dataprovider to Strategy baseclass
         IStrategy.dp = self.dataprovider
         # Attach Wallets to Strategy baseclass
@@ -97,12 +98,6 @@ class FreqtradeBot(LoggingMixin):
         initial_state = self.config.get('initial_state')
         self.state = State[initial_state.upper()] if initial_state else State.STOPPED
 
-        # RPC runs in separate threads, can start handling external commands just after
-        # initialization, even before Freqtradebot has a chance to start its throttling,
-        # so anything in the Freqtradebot instance should be ready (initialized), including
-        # the initial state of the bot.
-        # Keep this at the end of this initialization method.
-        self.rpc: RPCManager = RPCManager(self)
         # Protect sell-logic from forcesell and viceversa
         self._sell_lock = Lock()
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
@@ -187,7 +182,7 @@ class FreqtradeBot(LoggingMixin):
         if self.get_free_open_trades():
             self.enter_positions()
 
-        Trade.query.session.flush()
+        Trade.commit()
 
     def process_stopped(self) -> None:
         """
@@ -342,7 +337,7 @@ class FreqtradeBot(LoggingMixin):
                         # Assume this as the open order
                         trade.open_order_id = order.order_id
                 if fo:
-                    logger.info(f"Found {order} for trade {trade}.jj")
+                    logger.info(f"Found {order} for trade {trade}.")
                     self.update_trade_state(trade, order.order_id, fo,
                                             stoploss_order=order.ft_order_side == 'stoploss')
 
@@ -394,51 +389,6 @@ class FreqtradeBot(LoggingMixin):
 
         return trades_created
 
-    def get_buy_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Calculates bid target between current ask price and last price
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :return: float: Price
-        """
-        if not refresh:
-            rate = self._buy_rate_cache.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached buy rate for {pair}.")
-                return rate
-
-        bid_strategy = self.config.get('bid_strategy', {})
-        if 'use_order_book' in bid_strategy and bid_strategy.get('use_order_book', False):
-
-            order_book_top = bid_strategy.get('order_book_top', 1)
-            order_book = self.exchange.fetch_l2_order_book(pair, order_book_top)
-            logger.debug('order_book %s', order_book)
-            # top 1 = index 0
-            try:
-                rate_from_l2 = order_book[f"{bid_strategy['price_side']}s"][order_book_top - 1][0]
-            except (IndexError, KeyError) as e:
-                logger.warning(
-                    "Buy Price from orderbook could not be determined."
-                    f"Orderbook: {order_book}"
-                 )
-                raise PricingError from e
-            logger.info(f"Buy price from orderbook {bid_strategy['price_side'].capitalize()} side "
-                        f"- top {order_book_top} order book buy rate {rate_from_l2:.8f}")
-            used_rate = rate_from_l2
-        else:
-            logger.info(f"Using Last {bid_strategy['price_side'].capitalize()} / Last Price")
-            ticker = self.exchange.fetch_ticker(pair)
-            ticker_rate = ticker[bid_strategy['price_side']]
-            if ticker['last'] and ticker_rate > ticker['last']:
-                balance = bid_strategy['ask_last_balance']
-                ticker_rate = ticker_rate + balance * (ticker['last'] - ticker_rate)
-            used_rate = ticker_rate
-
-        self._buy_rate_cache[pair] = used_rate
-
-        return used_rate
-
     def create_trade(self, pair: str) -> bool:
         """
         Check the implemented trading strategy for buy signals.
@@ -530,7 +480,7 @@ class FreqtradeBot(LoggingMixin):
             buy_limit_requested = price
         else:
             # Calculate price
-            buy_limit_requested = self.get_buy_rate(pair, True)
+            buy_limit_requested = self.exchange.get_buy_rate(pair, True)
 
         if not buy_limit_requested:
             raise PricingError('Could not determine buy price.')
@@ -601,6 +551,7 @@ class FreqtradeBot(LoggingMixin):
             pair=pair,
             stake_amount=stake_amount,
             amount=amount,
+            is_open=True,
             amount_requested=amount_requested,
             fee_open=fee,
             fee_close=fee,
@@ -619,7 +570,7 @@ class FreqtradeBot(LoggingMixin):
             self.update_trade_state(trade, order_id, order)
 
         Trade.query.session.add(trade)
-        Trade.query.session.flush()
+        Trade.commit()
 
         # Updating wallets
         self.wallets.update()
@@ -654,7 +605,7 @@ class FreqtradeBot(LoggingMixin):
         """
         Sends rpc notification when a buy cancel occurred.
         """
-        current_rate = self.get_buy_rate(trade.pair, False)
+        current_rate = self.exchange.get_buy_rate(trade.pair, False)
 
         msg = {
             'trade_id': trade.id,
@@ -705,6 +656,7 @@ class FreqtradeBot(LoggingMixin):
                 if (self.strategy.order_types.get('stoploss_on_exchange') and
                         self.handle_stoploss_on_exchange(trade)):
                     trades_closed += 1
+                    Trade.commit()
                     continue
                 # Check if we can sell our current pair
                 if trade.open_order_id is None and trade.is_open and self.handle_trade(trade):
@@ -719,56 +671,6 @@ class FreqtradeBot(LoggingMixin):
 
         return trades_closed
 
-    def _order_book_gen(self, pair: str, side: str, order_book_max: int = 1,
-                        order_book_min: int = 1):
-        """
-        Helper generator to query orderbook in loop (used for early sell-order placing)
-        """
-        order_book = self.exchange.fetch_l2_order_book(pair, order_book_max)
-        for i in range(order_book_min, order_book_max + 1):
-            yield order_book[side][i - 1][0]
-
-    def get_sell_rate(self, pair: str, refresh: bool) -> float:
-        """
-        Get sell rate - either using ticker bid or first bid based on orderbook
-        The orderbook portion is only used for rpc messaging, which would otherwise fail
-        for BitMex (has no bid/ask in fetch_ticker)
-        or remain static in any other case since it's not updating.
-        :param pair: Pair to get rate for
-        :param refresh: allow cached data
-        :return: Bid rate
-        """
-        if not refresh:
-            rate = self._sell_rate_cache.get(pair)
-            # Check if cache has been invalidated
-            if rate:
-                logger.debug(f"Using cached sell rate for {pair}.")
-                return rate
-
-        ask_strategy = self.config.get('ask_strategy', {})
-        if ask_strategy.get('use_order_book', False):
-            # This code is only used for notifications, selling uses the generator directly
-            logger.info(
-                f"Getting price from order book {ask_strategy['price_side'].capitalize()} side."
-            )
-            try:
-                rate = next(self._order_book_gen(pair, f"{ask_strategy['price_side']}s"))
-            except (IndexError, KeyError) as e:
-                logger.warning("Sell Price at location from orderbook could not be determined.")
-                raise PricingError from e
-        else:
-            ticker = self.exchange.fetch_ticker(pair)
-            ticker_rate = ticker[ask_strategy['price_side']]
-            if ticker['last'] and ticker_rate < ticker['last']:
-                balance = ask_strategy.get('bid_last_balance', 0.0)
-                ticker_rate = ticker_rate - balance * (ticker_rate - ticker['last'])
-            rate = ticker_rate
-
-        if rate is None:
-            raise PricingError(f"Sell-Rate for {pair} was empty.")
-        self._sell_rate_cache[pair] = rate
-        return rate
-
     def handle_trade(self, trade: Trade) -> bool:
         """
         Sells the current pair if the threshold is reached and updates the trade record.
@@ -796,9 +698,9 @@ class FreqtradeBot(LoggingMixin):
             logger.debug(f'Using order book between {order_book_min} and {order_book_max} '
                          f'for selling {trade.pair}...')
 
-            order_book = self._order_book_gen(trade.pair, f"{config_ask_strategy['price_side']}s",
-                                              order_book_min=order_book_min,
-                                              order_book_max=order_book_max)
+            order_book = self.exchange._order_book_gen(
+                trade.pair, f"{config_ask_strategy['price_side']}s",
+                order_book_min=order_book_min, order_book_max=order_book_max)
             for i in range(order_book_min, order_book_max + 1):
                 try:
                     sell_rate = next(order_book)
@@ -811,14 +713,14 @@ class FreqtradeBot(LoggingMixin):
                              f"{sell_rate:0.8f}")
                 # Assign sell-rate to cache - otherwise sell-rate is never updated in the cache,
                 # resulting in outdated RPC messages
-                self._sell_rate_cache[trade.pair] = sell_rate
+                self.exchange._sell_rate_cache[trade.pair] = sell_rate
 
                 if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                     return True
 
         else:
             logger.debug('checking sell')
-            sell_rate = self.get_sell_rate(trade.pair, True)
+            sell_rate = self.exchange.get_sell_rate(trade.pair, True)
             if self._check_and_execute_sell(trade, sell_rate, buy, sell):
                 return True
 
@@ -914,8 +816,13 @@ class FreqtradeBot(LoggingMixin):
                 logger.warning('Stoploss order was cancelled, but unable to recreate one.')
 
         # Finally we check if stoploss on exchange should be moved up because of trailing.
-        if stoploss_order and (self.config.get('trailing_stop', False)
-                               or self.config.get('use_custom_stoploss', False)):
+        # Triggered Orders are now real orders - so don't replace stoploss anymore
+        if (
+            stoploss_order
+            and stoploss_order.get('status_stop') != 'triggered'
+            and (self.config.get('trailing_stop', False)
+                 or self.config.get('use_custom_stoploss', False))
+        ):
             # if trailing stoploss is enabled we check if stoploss value has changed
             # in which case we cancel stoploss order and put another one with new
             # value immediately
@@ -1035,6 +942,7 @@ class FreqtradeBot(LoggingMixin):
 
             elif order['side'] == 'sell':
                 self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['ALL_CANCELLED'])
+        Trade.commit()
 
     def handle_cancel_buy(self, trade: Trade, order: Dict, reason: str) -> bool:
         """
@@ -1232,7 +1140,7 @@ class FreqtradeBot(LoggingMixin):
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)
-        Trade.query.session.flush()
+        Trade.commit()
 
         # Lock pair for one candle to prevent immediate re-buys
         self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
@@ -1249,7 +1157,7 @@ class FreqtradeBot(LoggingMixin):
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached rates here - it was updated seconds ago.
-        current_rate = self.get_sell_rate(trade.pair, False) if not fill else None
+        current_rate = self.exchange.get_sell_rate(trade.pair, False) if not fill else None
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1294,7 +1202,7 @@ class FreqtradeBot(LoggingMixin):
 
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
-        current_rate = self.get_sell_rate(trade.pair, False)
+        current_rate = self.exchange.get_sell_rate(trade.pair, False)
         profit_ratio = trade.calc_profit_ratio(profit_rate)
         gain = "profit" if profit_ratio > 0 else "loss"
 
@@ -1373,6 +1281,7 @@ class FreqtradeBot(LoggingMixin):
             # Handling of this will happen in check_handle_timeout.
             return True
         trade.update(order)
+        Trade.commit()
 
         # Updating wallets when order is closed
         if not trade.is_open:

freqtrade/optimize/backtesting.py

@@ -17,6 +17,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframes
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.mixins import LoggingMixin
@@ -26,7 +27,7 @@ from freqtrade.persistence import LocalTrade, PairLocks, Trade
 from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -224,6 +225,22 @@ class Backtesting:
                 # sell at open price.
                 return sell_row[OPEN_IDX]
 
+            # Special case: trailing triggers within same candle as trade opened. Assume most
+            # pessimistic price movement, which is moving just enough to arm stoploss and
+            # immediately going down to stop price.
+            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
+                    and self.strategy.trailing_stop_positive):
+                if self.strategy.trailing_only_offset_is_reached:
+                    # Worst case: price reaches stop_positive_offset and dives down.
+                    stop_rate = (sell_row[OPEN_IDX] *
+                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive)))
+                else:
+                    # Worst case: price ticks tiny bit above open and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    assert stop_rate < sell_row[HIGH_IDX]
+                return stop_rate
+
             # Set close_rate to stoploss
             return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
@@ -519,7 +536,7 @@ class Backtesting:
             stats = generate_backtest_stats(data, self.all_results,
                                             min_date=min_date, max_date=max_date)
 
-            if self.config.get('export', False):
+            if self.config.get('export', 'none') == 'trades':
                 store_backtest_stats(self.config['exportfilename'], stats)
 
             # Show backtest results

freqtrade/optimize/hyperopt.py

@@ -12,6 +12,7 @@ from math import ceil
 from pathlib import Path
 from typing import Any, Dict, List, Optional
 
+import numpy as np
 import progressbar
 import rapidjson
 from colorama import Fore, Style
@@ -162,8 +163,13 @@ class Hyperopt:
         While not a valid json object - this allows appending easily.
         :param epoch: result dictionary for this epoch.
         """
+        def default_parser(x):
+            if isinstance(x, np.integer):
+                return int(x)
+            return str(x)
+
         with self.results_file.open('a') as f:
-            rapidjson.dump(epoch, f, default=str,
+            rapidjson.dump(epoch, f, default=default_parser,
                            number_mode=rapidjson.NM_NATIVE | rapidjson.NM_NAN)
             f.write("\n")
 
@@ -463,8 +469,8 @@ class Hyperopt:
                     f"saved to '{self.results_file}'.")
 
         if self.current_best_epoch:
-            HyperoptTools.print_epoch_details(self.current_best_epoch, self.total_epochs,
-                                              self.print_json)
+            HyperoptTools.show_epoch_details(self.current_best_epoch, self.total_epochs,
+                                             self.print_json)
         else:
             # This is printed when Ctrl+C is pressed quickly, before first epochs have
             # a chance to be evaluated.

freqtrade/optimize/hyperopt_loss_onlyprofit.py

@@ -9,23 +9,11 @@ from pandas import DataFrame
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 
-# This is assumed to be expected avg profit * expected trade count.
-# For example, for 0.35% avg per trade (or 0.0035 as ratio) and 1100 trades,
-# expected max profit = 3.85
-#
-# Note, this is ratio. 3.85 stated above means 385Σ%, 3.0 means 300Σ%.
-#
-# In this implementation it's only used in calculation of the resulting value
-# of the objective function as a normalization coefficient and does not
-# represent any limit for profits as in the Freqtrade legacy default loss function.
-EXPECTED_MAX_PROFIT = 3.0
-
-
 class OnlyProfitHyperOptLoss(IHyperOptLoss):
     """
     Defines the loss function for hyperopt.
 
-    This implementation takes only profit into account.
+    This implementation takes only absolute profit into account, not looking at any other indicator.
     """
 
     @staticmethod
@@ -34,5 +22,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results['profit_ratio'].sum()
-        return 1 - total_profit / EXPECTED_MAX_PROFIT
+        total_profit = results['profit_abs'].sum()
+        return -1 * total_profit

freqtrade/optimize/hyperopt_tools.py

@@ -1,8 +1,6 @@
 
 import io
-import locale
 import logging
-from collections import OrderedDict
 from pathlib import Path
 from typing import Any, Dict, List
 
@@ -74,8 +72,8 @@ class HyperoptTools():
         return epochs
 
     @staticmethod
-    def print_epoch_details(results, total_epochs: int, print_json: bool,
-                            no_header: bool = False, header_str: str = None) -> None:
+    def show_epoch_details(results, total_epochs: int, print_json: bool,
+                           no_header: bool = False, header_str: str = None) -> None:
         """
         Display details of the hyperopt result
         """
@@ -121,16 +119,9 @@ class HyperoptTools():
             if space in ['buy', 'sell']:
                 result_dict.setdefault('params', {}).update(all_space_params)
             elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-
                 # Convert keys in min_roi dict to strings because
                 # rapidjson cannot dump dicts with integer keys...
-                # OrderedDict is used to keep the numeric order of the items
-                # in the dict.
-                result_dict['minimal_roi'] = OrderedDict(
-                    (str(k), v) for k, v in all_space_params.items()
-                )
+                result_dict['minimal_roi'] = {str(k): v for k, v in all_space_params.items()}
             else:  # 'stoploss', 'trailing'
                 result_dict.update(all_space_params)
 
@@ -142,13 +133,9 @@ class HyperoptTools():
             if space == 'stoploss':
                 result += f"stoploss = {space_params.get('stoploss')}"
             elif space == 'roi':
-                # TODO: get rid of OrderedDict when support for python 3.6 will be
-                # dropped (dicts keep the order as the language feature)
-                minimal_roi_result = rapidjson.dumps(
-                    OrderedDict(
-                        (str(k), v) for k, v in space_params.items()
-                    ),
-                    default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
+                minimal_roi_result = rapidjson.dumps({
+                        str(k): v for k, v in space_params.items()
+                }, default=str, indent=4, number_mode=rapidjson.NM_NATIVE)
                 result += f"minimal_roi = {minimal_roi_result}"
             elif space == 'trailing':
 
@@ -204,9 +191,9 @@ class HyperoptTools():
                 f"Avg profit {results_metrics['profit_mean'] * 100: 6.2f}%. "
                 f"Median profit {results_metrics['profit_median'] * 100: 6.2f}%. "
                 f"Total profit {results_metrics['profit_total_abs']: 11.8f} {stake_currency} "
-                f"({results_metrics['profit_total'] * 100: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
+                f"({results_metrics['profit_total'] * 100: 7.2f}%). "
                 f"Avg duration {results_metrics['holding_avg']} min."
-                ).encode(locale.getpreferredencoding(), 'replace').decode('utf-8')
+                )
 
     @staticmethod
     def _format_explanation_string(results, total_epochs) -> str:
@@ -215,6 +202,47 @@ class HyperoptTools():
                 f"{results['results_explanation']} " +
                 f"Objective: {results['loss']:.5f}")
 
+    @staticmethod
+    def prepare_trials_columns(trials, legacy_mode: bool, has_drawdown: bool) -> str:
+
+        trials['Best'] = ''
+
+        if 'results_metrics.winsdrawslosses' not in trials.columns:
+            # Ensure compatibility with older versions of hyperopt results
+            trials['results_metrics.winsdrawslosses'] = 'N/A'
+
+        if not has_drawdown:
+            # Ensure compatibility with older versions of hyperopt results
+            trials['results_metrics.max_drawdown_abs'] = None
+            trials['results_metrics.max_drawdown'] = None
+
+        if not legacy_mode:
+            # New mode, using backtest result for metrics
+            trials['results_metrics.winsdrawslosses'] = trials.apply(
+                lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
+                          f"{x['results_metrics.losses']:>4}", axis=1)
+            trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
+                             'results_metrics.winsdrawslosses',
+                             'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
+                             'results_metrics.profit_total', 'results_metrics.holding_avg',
+                             'results_metrics.max_drawdown', 'results_metrics.max_drawdown_abs',
+                             'loss', 'is_initial_point', 'is_best']]
+
+        else:
+            # Legacy mode
+            trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
+                             'results_metrics.winsdrawslosses', 'results_metrics.avg_profit',
+                             'results_metrics.total_profit', 'results_metrics.profit',
+                             'results_metrics.duration', 'results_metrics.max_drawdown',
+                             'results_metrics.max_drawdown_abs', 'loss', 'is_initial_point',
+                             'is_best']]
+
+        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+                          'Total profit', 'Profit', 'Avg duration', 'Max Drawdown',
+                          'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_best']
+
+        return trials
+
     @staticmethod
     def get_result_table(config: dict, results: list, total_epochs: int, highlight_best: bool,
                          print_colorized: bool, remove_header: int) -> str:
@@ -225,36 +253,13 @@ class HyperoptTools():
             return ''
 
         tabulate.PRESERVE_WHITESPACE = True
-
         trials = json_normalize(results, max_level=1)
-        trials['Best'] = ''
-        if 'results_metrics.winsdrawslosses' not in trials.columns:
-            # Ensure compatibility with older versions of hyperopt results
-            trials['results_metrics.winsdrawslosses'] = 'N/A'
-        legacy_mode = True
 
-        if 'results_metrics.total_trades' in trials:
-            legacy_mode = False
-            # New mode, using backtest result for metrics
-            trials['results_metrics.winsdrawslosses'] = trials.apply(
-                lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
-                          f"{x['results_metrics.losses']:>4}", axis=1)
-            trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
-                             'results_metrics.winsdrawslosses',
-                             'results_metrics.profit_mean', 'results_metrics.profit_total_abs',
-                             'results_metrics.profit_total', 'results_metrics.holding_avg',
-                             'loss', 'is_initial_point', 'is_best']]
-        else:
-            # Legacy mode
-            trials = trials[['Best', 'current_epoch', 'results_metrics.trade_count',
-                             'results_metrics.winsdrawslosses',
-                             'results_metrics.avg_profit', 'results_metrics.total_profit',
-                             'results_metrics.profit', 'results_metrics.duration',
-                             'loss', 'is_initial_point', 'is_best']]
+        legacy_mode = 'results_metrics.total_trades' not in trials
+        has_drawdown = 'results_metrics.max_drawdown_abs' in trials.columns
+
+        trials = HyperoptTools.prepare_trials_columns(trials, legacy_mode, has_drawdown)
 
-        trials.columns = ['Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
-                          'Total profit', 'Profit', 'Avg duration', 'Objective',
-                          'is_initial_point', 'is_best']
         trials['is_profit'] = False
         trials.loc[trials['is_initial_point'], 'Best'] = '*     '
         trials.loc[trials['is_best'], 'Best'] = 'Best'
@@ -277,6 +282,21 @@ class HyperoptTools():
         )
 
         stake_currency = config['stake_currency']
+
+        if has_drawdown:
+            trials['Max Drawdown'] = trials.apply(
+                lambda x: '{} {}'.format(
+                    round_coin_value(x['max_drawdown_abs'], stake_currency),
+                    '({:,.2f}%)'.format(x['Max Drawdown'] * perc_multi).rjust(10, ' ')
+                ).rjust(25 + len(stake_currency))
+                if x['Max Drawdown'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
+                axis=1
+            )
+        else:
+            trials = trials.drop(columns=['Max Drawdown'])
+
+        trials = trials.drop(columns=['max_drawdown_abs'])
+
         trials['Profit'] = trials.apply(
             lambda x: '{} {}'.format(
                 round_coin_value(x['Total profit'], stake_currency),
@@ -385,10 +405,11 @@ class HyperoptTools():
         trials['Avg profit'] = trials['Avg profit'].apply(
             lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
         )
-        trials['Avg duration'] = trials['Avg duration'].apply(
-            lambda x: f'{x:,.1f} m' if isinstance(
-                x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
-        )
+        if perc_multi == 1:
+            trials['Avg duration'] = trials['Avg duration'].apply(
+                lambda x: f'{x:,.1f} m' if isinstance(
+                    x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
+            )
         trials['Objective'] = trials['Objective'].apply(
             lambda x: f'{x:,.5f}' if x != 100000 else ""
         )

freqtrade/optimize/optimize_reports.py

@@ -232,16 +232,23 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
                                            (results['sell_reason'] == 'trailing_stop_loss')])
 
+    holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
+                   if not results.empty else timedelta())
+    winner_holding_avg = (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
+                          if not winning_trades.empty else timedelta())
+    loser_holding_avg = (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
+                         if not losing_trades.empty else timedelta())
+
     return {
         'wins': len(winning_trades),
         'losses': len(losing_trades),
         'draws': len(draw_trades),
-        'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
-                        if not results.empty else timedelta()),
-        'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
-                               if not winning_trades.empty else timedelta()),
-        'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
-                              if not losing_trades.empty else timedelta()),
+        'holding_avg': holding_avg,
+        'holding_avg_s': holding_avg.total_seconds(),
+        'winner_holding_avg': winner_holding_avg,
+        'winner_holding_avg_s': winner_holding_avg.total_seconds(),
+        'loser_holding_avg': loser_holding_avg,
+        'loser_holding_avg_s': loser_holding_avg.total_seconds(),
         'zero_duration_trades': zero_duration_trades,
     }
 
@@ -549,7 +556,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total trades', strat_results['total_trades']),
+            ('Total/Daily Avg Trades',
+                f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),
             ('Final balance', round_coin_value(strat_results['final_balance'],
@@ -557,7 +565,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
-            ('Trades per day', strat_results['trades_per_day']),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],

freqtrade/persistence/migrations.py

@@ -1,7 +1,7 @@
 import logging
 from typing import List
 
-from sqlalchemy import inspect
+from sqlalchemy import inspect, text
 
 
 logger = logging.getLogger(__name__)
@@ -62,15 +62,17 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     amount_requested = get_column_def(cols, 'amount_requested', 'amount')
 
     # Schema migration necessary
-    engine.execute(f"alter table trades rename to {table_back_name}")
-    # drop indexes on backup table
-    for index in inspector.get_indexes(table_back_name):
-        engine.execute(f"drop index {index['name']}")
+    with engine.begin() as connection:
+        connection.execute(text(f"alter table trades rename to {table_back_name}"))
+        # drop indexes on backup table
+        for index in inspector.get_indexes(table_back_name):
+            connection.execute(text(f"drop index {index['name']}"))
     # let SQLAlchemy create the schema as required
     decl_base.metadata.create_all(engine)
 
     # Copy data back - following the correct schema
-    engine.execute(f"""insert into trades
+    with engine.begin() as connection:
+        connection.execute(text(f"""insert into trades
             (id, exchange, pair, is_open,
             fee_open, fee_open_cost, fee_open_currency,
             fee_close, fee_close_cost, fee_open_currency, open_rate,
@@ -104,11 +106,12 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {strategy} strategy, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs
             from {table_back_name}
-            """)
+            """))
 
 
 def migrate_open_orders_to_trades(engine):
-    engine.execute("""
+    with engine.begin() as connection:
+        connection.execute(text("""
         insert into orders (ft_trade_id, ft_pair, order_id, ft_order_side, ft_is_open)
         select id ft_trade_id, pair ft_pair, open_order_id,
             case when close_rate_requested is null then 'buy'
@@ -120,28 +123,30 @@ def migrate_open_orders_to_trades(engine):
             'stoploss' ft_order_side, 1 ft_is_open
         from trades
         where stoploss_order_id is not null
-        """)
+        """))
 
 
 def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
     # Schema migration necessary
-    engine.execute(f"alter table orders rename to {table_back_name}")
-    # drop indexes on backup table
-    for index in inspector.get_indexes(table_back_name):
-        engine.execute(f"drop index {index['name']}")
+
+    with engine.begin() as connection:
+        connection.execute(text(f"alter table orders rename to {table_back_name}"))
+        # drop indexes on backup table
+        for index in inspector.get_indexes(table_back_name):
+            connection.execute(text(f"drop index {index['name']}"))
 
     # let SQLAlchemy create the schema as required
     decl_base.metadata.create_all(engine)
-
-    engine.execute(f"""
-        insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, average, remaining, cost, order_date,
-        order_filled_date, order_update_date)
-        select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
-        symbol, order_type, side, price, amount, filled, null average, remaining, cost, order_date,
-        order_filled_date, order_update_date
-        from {table_back_name}
-        """)
+    with engine.begin() as connection:
+        connection.execute(text(f"""
+            insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
+            status, symbol, order_type, side, price, amount, filled, average, remaining, cost,
+            order_date, order_filled_date, order_update_date)
+            select id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id,
+            status, symbol, order_type, side, price, amount, filled, null average, remaining, cost,
+            order_date, order_filled_date, order_update_date
+            from {table_back_name}
+            """))
 
 
 def check_migrate(engine, decl_base, previous_tables) -> None:

freqtrade/persistence/models.py

@@ -9,14 +9,12 @@ from typing import Any, Dict, List, Optional
 from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
-from sqlalchemy.ext.declarative import declarative_base
-from sqlalchemy.orm import Query, relationship
-from sqlalchemy.orm.scoping import scoped_session
-from sqlalchemy.orm.session import sessionmaker
+from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
 from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
@@ -41,16 +39,18 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     """
     kwargs = {}
 
-    # Take care of thread ownership if in-memory db
     if db_url == 'sqlite://':
         kwargs.update({
-            'connect_args': {'check_same_thread': False},
             'poolclass': StaticPool,
-            'echo': False,
+        })
+    # Take care of thread ownership
+    if db_url.startswith('sqlite://'):
+        kwargs.update({
+            'connect_args': {'check_same_thread': False},
         })
 
     try:
-        engine = create_engine(db_url, **kwargs)
+        engine = create_engine(db_url, future=True, **kwargs)
     except NoSuchModuleError:
         raise OperationalException(f"Given value for db_url: '{db_url}' "
                                    f"is no valid database URL! (See {_SQL_DOCS_URL})")
@@ -58,7 +58,7 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
     # https://docs.sqlalchemy.org/en/13/orm/contextual.html#thread-local-scope
     # Scoped sessions proxy requests to the appropriate thread-local session.
     # We should use the scoped_session object - not a seperately initialized version
-    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
+    Trade._session = scoped_session(sessionmaker(bind=engine, autoflush=True))
     Trade.query = Trade._session.query_property()
     Order.query = Trade._session.query_property()
     PairLock.query = Trade._session.query_property()
@@ -77,7 +77,7 @@ def cleanup_db() -> None:
     Flushes all pending operations to disk.
     :return: None
     """
-    Trade.query.session.flush()
+    Trade.commit()
 
 
 def clean_dry_run_db() -> None:
@@ -89,6 +89,7 @@ def clean_dry_run_db() -> None:
         # Check we are updating only a dry_run order not a prod one
         if 'dry_run' in trade.open_order_id:
             trade.open_order_id = None
+    Trade.commit()
 
 
 class Order(_DECL_BASE):
@@ -177,6 +178,7 @@ class Order(_DECL_BASE):
         if filtered_orders:
             oobj = filtered_orders[0]
             oobj.update_from_ccxt_object(order)
+            Order.query.session.commit()
         else:
             logger.warning(f"Did not find order for {order}.")
 
@@ -429,12 +431,13 @@ class LocalTrade():
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
+            self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
             if self.is_open:
                 logger.info(f'{order_type.upper()} is hit for {self}.')
             self.close(safe_value_fallback(order, 'average', 'price'))
         else:
             raise ValueError(f'Unknown order type: {order_type}')
-        cleanup_db()
+        Trade.commit()
 
     def close(self, rate: float, *, show_msg: bool = True) -> None:
         """
@@ -712,7 +715,11 @@ class Trade(_DECL_BASE, LocalTrade):
             Order.query.session.delete(order)
 
         Trade.query.session.delete(self)
-        Trade.query.session.flush()
+        Trade.commit()
+
+    @staticmethod
+    def commit():
+        Trade.query.session.commit()
 
     @staticmethod
     def get_trades_proxy(*, pair: str = None, is_open: bool = None,

freqtrade/persistence/pairlock_middleware.py

@@ -49,7 +49,7 @@ class PairLocks():
         )
         if PairLocks.use_db:
             PairLock.query.session.add(lock)
-            PairLock.query.session.flush()
+            PairLock.query.session.commit()
         else:
             PairLocks.locks.append(lock)
 
@@ -99,7 +99,7 @@ class PairLocks():
         for lock in locks:
             lock.active = False
         if PairLocks.use_db:
-            PairLock.query.session.flush()
+            PairLock.query.session.commit()
 
     @staticmethod
     def is_global_lock(now: Optional[datetime] = None) -> bool:

freqtrade/plot/plotting.py

@@ -47,7 +47,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
     data = load_data(
         datadir=config.get('datadir'),
         pairs=pairs,
-        timeframe=config.get('timeframe', '5m'),
+        timeframe=config['timeframe'],
         timerange=timerange,
         startup_candles=startup_candles,
         data_format=config.get('dataformat_ohlcv', 'json'),
@@ -56,7 +56,7 @@ def init_plotscript(config, markets: List, startup_candles: int = 0):
     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.get('timeframe', '5m')),
+        timerange.adjust_start_if_necessary(timeframe_to_seconds(config['timeframe']),
                                             startup_candles, min_date)
 
     no_trades = False
@@ -96,20 +96,34 @@ def add_indicators(fig, row, indicators: Dict[str, Dict], data: pd.DataFrame) ->
                        Dict key must correspond to dataframe column.
     :param data: candlestick DataFrame
     """
+    plot_kinds = {
+        '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,
-                      'mode': 'lines',
                       'name': indicator
                       }
-            if 'color' in conf:
-                kwargs.update({'line': {'color': conf['color']}})
-            scatter = go.Scatter(
-                **kwargs
-            )
-            fig.add_trace(scatter, row, 1)
+
+            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(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 '
@@ -569,6 +583,9 @@ def plot_profit(config: Dict[str, Any]) -> None:
     But should be somewhat proportional, and therefor 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.')
+
     exchange = ExchangeResolver.load_exchange(config['exchange']['name'], config)
     plot_elements = init_plotscript(config, list(exchange.markets))
     trades = plot_elements['trades']
@@ -585,7 +602,8 @@ def plot_profit(config: Dict[str, Any]) -> None:
     # 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.get('timeframe', '5m'),
+                                trades, config['timeframe'],
                                 config.get('stake_currency', ''))
     store_plot_file(fig, filename='freqtrade-profit-plot.html',
-                    directory=config['user_data_dir'] / 'plot', auto_open=True)
+                    directory=config['user_data_dir'] / 'plot',
+                    auto_open=config.get('plot_auto_open', False))

freqtrade/plugins/protections/stoploss_guard.py

@@ -3,9 +3,9 @@ import logging
 from datetime import datetime, timedelta
 from typing import Any, Dict
 
+from freqtrade.enums import SellType
 from freqtrade.persistence import Trade
 from freqtrade.plugins.protections import IProtection, ProtectionReturn
-from freqtrade.strategy.interface import SellType
 
 
 logger = logging.getLogger(__name__)

freqtrade/resolvers/iresolver.py

@@ -58,6 +58,9 @@ class IResolver:
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
         spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
+        if not spec:
+            return iter([None])
+
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
@@ -91,6 +94,9 @@ class IResolver:
             if not str(entry).endswith('.py'):
                 logger.debug('Ignoring %s', entry)
                 continue
+            if entry.is_symlink() and not entry.is_file():
+                logger.debug('Ignoring broken symlink %s', entry)
+                continue
             module_path = entry.resolve()
 
             obj = next(cls._get_valid_object(module_path, object_name), None)

freqtrade/resolvers/strategy_resolver.py

@@ -6,7 +6,6 @@ This module load custom strategies
 import logging
 import tempfile
 from base64 import urlsafe_b64decode
-from collections import OrderedDict
 from inspect import getfullargspec
 from pathlib import Path
 from typing import Any, Dict, Optional
@@ -139,7 +138,7 @@ class StrategyResolver(IResolver):
 
         # Sort and apply type conversions
         if hasattr(strategy, 'minimal_roi'):
-            strategy.minimal_roi = OrderedDict(sorted(
+            strategy.minimal_roi = dict(sorted(
                 {int(key): value for (key, value) in strategy.minimal_roi.items()}.items(),
                 key=lambda t: t[0]))
         if hasattr(strategy, 'stoploss'):

freqtrade/rpc/__init__.py

@@ -1,3 +1,3 @@
 # flake8: noqa: F401
-from .rpc import RPC, RPCException, RPCHandler, RPCMessageType
+from .rpc import RPC, RPCException, RPCHandler
 from .rpc_manager import RPCManager

freqtrade/rpc/rpc.py

@@ -4,7 +4,6 @@ This module contains class to define a RPC communications
 import logging
 from abc import abstractmethod
 from datetime import date, datetime, timedelta, timezone
-from enum import Enum
 from math import isnan
 from typing import Any, Dict, List, Optional, Tuple, Union
 
@@ -15,6 +14,7 @@ from pandas import DataFrame
 from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
 from freqtrade.data.history import load_data
+from freqtrade.enums import SellType, State
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -23,31 +23,12 @@ from freqtrade.persistence import PairLocks, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from freqtrade.state import State
-from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.strategy.interface import SellCheckTuple
 
 
 logger = logging.getLogger(__name__)
 
 
-class RPCMessageType(Enum):
-    STATUS = 'status'
-    WARNING = 'warning'
-    STARTUP = 'startup'
-    BUY = 'buy'
-    BUY_FILL = 'buy_fill'
-    BUY_CANCEL = 'buy_cancel'
-    SELL = 'sell'
-    SELL_FILL = 'sell_fill'
-    SELL_CANCEL = 'sell_cancel'
-
-    def __repr__(self):
-        return self.value
-
-    def __str__(self):
-        return self.value
-
-
 class RPCException(Exception):
     """
     Should be raised with a rpc-formatted message in an _rpc_* method
@@ -171,7 +152,7 @@ class RPC:
                 # calculate profit and send message to user
                 if trade.is_open:
                     try:
-                        current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                        current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                     except (ExchangeError, PricingError):
                         current_rate = NAN
                 else:
@@ -230,7 +211,7 @@ class RPC:
             for trade in trades:
                 # calculate profit and send message to user
                 try:
-                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 trade_percent = (100 * trade.calc_profit_ratio(current_rate))
@@ -355,9 +336,10 @@ class RPC:
         return {'sell_reasons': sell_reasons, 'durations': durations}
 
     def _rpc_trade_statistics(
-            self, stake_currency: str, fiat_display_currency: str) -> Dict[str, Any]:
+            self, stake_currency: str, fiat_display_currency: str,
+            start_date: datetime = datetime.fromtimestamp(0)) -> Dict[str, Any]:
         """ Returns cumulative profit statistics """
-        trades = Trade.get_trades().order_by(Trade.id).all()
+        trades = Trade.get_trades([Trade.open_date >= start_date]).order_by(Trade.id).all()
 
         profit_all_coin = []
         profit_all_ratio = []
@@ -386,7 +368,7 @@ class RPC:
             else:
                 # Get current rate
                 try:
-                    current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                    current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 except (PricingError, ExchangeError):
                     current_rate = NAN
                 profit_ratio = trade.calc_profit_ratio(rate=current_rate)
@@ -556,7 +538,7 @@ class RPC:
 
             if not fully_canceled:
                 # Get current rate and execute sell
-                current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
+                current_rate = self._freqtrade.exchange.get_sell_rate(trade.pair, False)
                 sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
                 self._freqtrade.execute_sell(trade, current_rate, sell_reason)
         # ---- EOF def _exec_forcesell ----
@@ -569,7 +551,7 @@ class RPC:
                 # Execute sell for all open orders
                 for trade in Trade.get_open_trades():
                     _exec_forcesell(trade)
-                Trade.query.session.flush()
+                Trade.commit()
                 self._freqtrade.wallets.update()
                 return {'result': 'Created sell orders for all open trades.'}
 
@@ -582,7 +564,7 @@ class RPC:
                 raise RPCException('invalid argument')
 
             _exec_forcesell(trade)
-            Trade.query.session.flush()
+            Trade.commit()
             self._freqtrade.wallets.update()
             return {'result': f'Created sell order for trade {trade_id}.'}
 
@@ -615,6 +597,7 @@ class RPC:
 
         # execute buy
         if self._freqtrade.execute_buy(pair, stakeamount, price, forcebuy=True):
+            Trade.commit()
             trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
             return trade
         else:
@@ -705,8 +688,7 @@ class RPC:
             lock.active = False
             lock.lock_end_time = datetime.now(timezone.utc)
 
-        # session is always the same
-        PairLock.query.session.flush()
+        PairLock.query.session.commit()
 
         return self._rpc_locks()
 

freqtrade/rpc/rpc_manager.py

@@ -4,7 +4,8 @@ This module contains class to manage RPC communications (Telegram, Slack, ...)
 import logging
 from typing import Any, Dict, List
 
-from freqtrade.rpc import RPC, RPCHandler, RPCMessageType
+from freqtrade.enums import RPCMessageType
+from freqtrade.rpc import RPC, RPCHandler
 
 
 logger = logging.getLogger(__name__)

freqtrade/rpc/telegram.py

@@ -5,7 +5,8 @@ This module manage Telegram communication
 """
 import json
 import logging
-from datetime import timedelta
+import re
+from datetime import date, datetime, timedelta
 from html import escape
 from itertools import chain
 from math import isnan
@@ -21,9 +22,10 @@ from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN
+from freqtrade.enums import RPCMessageType
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, round_coin_value
-from freqtrade.rpc import RPC, RPCException, RPCHandler, RPCMessageType
+from freqtrade.rpc import RPC, RPCException, RPCHandler
 
 
 logger = logging.getLogger(__name__)
@@ -54,7 +56,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             )
             return wrapper
 
-        logger.info(
+        logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,
             chat_id
@@ -99,23 +101,27 @@ class Telegram(RPCHandler):
         # TODO: DRY! - its not good to list all valid cmds here. But otherwise
         #       this needs refacoring of the whole telegram module (same
         #       problem in _help()).
-        valid_keys: List[str] = ['/start', '/stop', '/status', '/status table',
-                                 '/trades', '/profit', '/performance', '/daily',
-                                 '/stats', '/count', '/locks', '/balance',
-                                 '/stopbuy', '/reload_config', '/show_config',
-                                 '/logs', '/whitelist', '/blacklist', '/edge',
-                                 '/help', '/version']
+        valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$',
+                                 r'/trades$', r'/performance$', r'/daily$', r'/daily \d+$',
+                                 r'/profit$', r'/profit \d+',
+                                 r'/stats$', r'/count$', r'/locks$', r'/balance$',
+                                 r'/stopbuy$', r'/reload_config$', r'/show_config$',
+                                 r'/logs$', r'/whitelist$', r'/blacklist$', r'/edge$',
+                                 r'/forcebuy$', r'/help$', r'/version$']
+        # Create keys for generation
+        valid_keys_print = [k.replace('$', '') for k in valid_keys]
 
         # custom keyboard specified in config.json
         cust_keyboard = self._config['telegram'].get('keyboard', [])
         if cust_keyboard:
+            combined = "(" + ")|(".join(valid_keys) + ")"
             # check for valid shortcuts
             invalid_keys = [b for b in chain.from_iterable(cust_keyboard)
-                            if b not in valid_keys]
+                            if not re.match(combined, b)]
             if len(invalid_keys):
                 err_msg = ('config.telegram.keyboard: Invalid commands for '
                            f'custom Telegram keyboard: {invalid_keys}'
-                           f'\nvalid commands are: {valid_keys}')
+                           f'\nvalid commands are: {valid_keys_print}')
                 raise OperationalException(err_msg)
             else:
                 self._keyboard = cust_keyboard
@@ -211,66 +217,83 @@ class Telegram(RPCHandler):
 
         msg['emoji'] = self._get_sell_emoji(msg)
 
-        message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
-                   "*Amount:* `{amount:.8f}`\n"
-                   "*Open Rate:* `{open_rate:.8f}`\n"
-                   "*Current Rate:* `{current_rate:.8f}`\n"
-                   "*Close Rate:* `{limit:.8f}`\n"
-                   "*Sell Reason:* `{sell_reason}`\n"
-                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
-                   "*Profit:* `{profit_percent:.2f}%`").format(**msg)
-
         # Check if all sell properties are available.
         # This might not be the case if the message origin is triggered by /forcesell
         if (all(prop in msg for prop in ['gain', 'fiat_currency', 'stake_currency'])
                 and self._rpc._fiat_converter):
             msg['profit_fiat'] = self._rpc._fiat_converter.convert_amount(
                 msg['profit_amount'], msg['stake_currency'], msg['fiat_currency'])
-            message += (' `({gain}: {profit_amount:.8f} {stake_currency}'
-                        ' / {profit_fiat:.3f} {fiat_currency})`').format(**msg)
+            msg['profit_extra'] = (' ({gain}: {profit_amount:.8f} {stake_currency}'
+                                   ' / {profit_fiat:.3f} {fiat_currency})').format(**msg)
+        else:
+            msg['profit_extra'] = ''
+
+        message = ("{emoji} *{exchange}:* Selling {pair} (#{trade_id})\n"
+                   "*Profit:* `{profit_percent:.2f}%{profit_extra}`\n"
+                   "*Sell Reason:* `{sell_reason}`\n"
+                   "*Duration:* `{duration} ({duration_min:.1f} min)`\n"
+                   "*Amount:* `{amount:.8f}`\n"
+                   "*Open Rate:* `{open_rate:.8f}`\n"
+                   "*Current Rate:* `{current_rate:.8f}`\n"
+                   "*Close Rate:* `{limit:.8f}`").format(**msg)
+
         return message
 
     def send_msg(self, msg: Dict[str, Any]) -> None:
         """ Send a message to telegram channel """
 
-        noti = self._config['telegram'].get('notification_settings', {}
-                                            ).get(str(msg['type']), 'on')
+        default_noti = 'on'
+
+        msg_type = msg['type']
+        noti = ''
+        if msg_type == RPCMessageType.SELL:
+            sell_noti = self._config['telegram'] \
+              .get('notification_settings', {}).get(str(msg_type), {})
+            # For backward compatibility sell still can be string
+            if isinstance(sell_noti, str):
+                noti = sell_noti
+            else:
+                noti = sell_noti.get(str(msg['sell_reason']), default_noti)
+        else:
+            noti = self._config['telegram'] \
+              .get('notification_settings', {}).get(str(msg_type), default_noti)
+
         if noti == 'off':
-            logger.info(f"Notification '{msg['type']}' not sent.")
+            logger.info(f"Notification '{msg_type}' not sent.")
             # Notification disabled
             return
 
-        if msg['type'] == RPCMessageType.BUY:
+        if msg_type == RPCMessageType.BUY:
             message = self._format_buy_msg(msg)
 
-        elif msg['type'] in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
-            msg['message_side'] = 'buy' if msg['type'] == RPCMessageType.BUY_CANCEL else 'sell'
+        elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SELL_CANCEL):
+            msg['message_side'] = 'buy' if msg_type == RPCMessageType.BUY_CANCEL else 'sell'
             message = ("\N{WARNING SIGN} *{exchange}:* "
                        "Cancelling open {message_side} Order for {pair} (#{trade_id}). "
                        "Reason: {reason}.".format(**msg))
 
-        elif msg['type'] == RPCMessageType.BUY_FILL:
+        elif msg_type == RPCMessageType.BUY_FILL:
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
                        "Buy order for {pair} (#{trade_id}) filled "
                        "for {open_rate}.".format(**msg))
-        elif msg['type'] == RPCMessageType.SELL_FILL:
+        elif msg_type == RPCMessageType.SELL_FILL:
             message = ("\N{LARGE CIRCLE} *{exchange}:* "
                        "Sell order for {pair} (#{trade_id}) filled "
                        "for {close_rate}.".format(**msg))
-        elif msg['type'] == RPCMessageType.SELL:
+        elif msg_type == RPCMessageType.SELL:
             message = self._format_sell_msg(msg)
 
-        elif msg['type'] == RPCMessageType.STATUS:
+        elif msg_type == RPCMessageType.STATUS:
             message = '*Status:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.WARNING:
+        elif msg_type == RPCMessageType.WARNING:
             message = '\N{WARNING SIGN} *Warning:* `{status}`'.format(**msg)
 
-        elif msg['type'] == RPCMessageType.STARTUP:
+        elif msg_type == RPCMessageType.STARTUP:
             message = '{status}'.format(**msg)
 
         else:
-            raise NotImplementedError('Unknown message type: {}'.format(msg['type']))
+            raise NotImplementedError('Unknown message type: {}'.format(msg_type))
 
         self._send_msg(message, disable_notification=(noti == 'silent'))
 
@@ -440,9 +463,20 @@ class Telegram(RPCHandler):
         stake_cur = self._config['stake_currency']
         fiat_disp_cur = self._config.get('fiat_display_currency', '')
 
+        start_date = datetime.fromtimestamp(0)
+        timescale = None
+        try:
+            if context.args:
+                timescale = int(context.args[0])
+                today_start = datetime.combine(date.today(), datetime.min.time())
+                start_date = today_start - timedelta(days=timescale)
+        except (TypeError, ValueError, IndexError):
+            pass
+
         stats = self._rpc._rpc_trade_statistics(
             stake_cur,
-            fiat_disp_cur)
+            fiat_disp_cur,
+            start_date)
         profit_closed_coin = stats['profit_closed_coin']
         profit_closed_percent_mean = stats['profit_closed_percent_mean']
         profit_closed_percent_sum = stats['profit_closed_percent_sum']
@@ -470,16 +504,18 @@ class Telegram(RPCHandler):
             else:
                 markdown_msg = "`No closed trade` \n"
 
-            markdown_msg += (f"*ROI:* All trades\n"
-                             f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
-                             f"({profit_all_percent_mean:.2f}%) "
-                             f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
-                             f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
-                             f"*Total Trade Count:* `{trade_count}`\n"
-                             f"*First Trade opened:* `{first_trade_date}`\n"
-                             f"*Latest Trade opened:* `{latest_trade_date}\n`"
-                             f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
-                             )
+            markdown_msg += (
+                f"*ROI:* All trades\n"
+                f"∙ `{round_coin_value(profit_all_coin, stake_cur)} "
+                f"({profit_all_percent_mean:.2f}%) "
+                f"({profit_all_percent_sum} \N{GREEK CAPITAL LETTER SIGMA}%)`\n"
+                f"∙ `{round_coin_value(profit_all_fiat, fiat_disp_cur)}`\n"
+                f"*Total Trade Count:* `{trade_count}`\n"
+                f"*{'First Trade opened' if not timescale else 'Showing Profit since'}:* "
+                f"`{first_trade_date}`\n"
+                f"*Latest Trade opened:* `{latest_trade_date}\n`"
+                f"*Win / Loss:* `{stats['winning_trades']} / {stats['losing_trades']}`"
+                )
             if stats['closed_trade_count'] > 0:
                 markdown_msg += (f"\n*Avg. Duration:* `{avg_duration}`\n"
                                  f"*Best Performing:* `{best_pair}: {best_rate:.2f}%`")
@@ -942,7 +978,8 @@ class Telegram(RPCHandler):
                    "                `pending buy orders are marked with an asterisk (*)`\n"
                    "                `pending sell orders are marked with a double asterisk (**)`\n"
                    "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n"
-                   "*/profit:* `Lists cumulative profit from all finished trades`\n"
+                   "*/profit [<n>]:* `Lists cumulative profit from all finished trades, "
+                   "over the last n days`\n"
                    "*/forcesell <trade_id>|all:* `Instantly sells the given trade or all trades, "
                    "regardless of profit`\n"
                    f"{forcebuy_text if self._config.get('forcebuy_enable', False) else ''}"

freqtrade/rpc/webhook.py

@@ -6,7 +6,8 @@ from typing import Any, Dict
 
 from requests import RequestException, post
 
-from freqtrade.rpc import RPC, RPCHandler, RPCMessageType
+from freqtrade.enums import RPCMessageType
+from freqtrade.rpc import RPC, RPCHandler
 
 
 logger = logging.getLogger(__name__)
@@ -76,14 +77,13 @@ class Webhook(RPCHandler):
     def _send_msg(self, payload: dict) -> None:
         """do the actual call to the webhook"""
 
-        if self._format == 'form':
-            kwargs = {'data': payload}
-        elif self._format == 'json':
-            kwargs = {'json': payload}
-        else:
-            raise NotImplementedError('Unknown format: {}'.format(self._format))
-
         try:
-            post(self._url, **kwargs)
+            if self._format == 'form':
+                post(self._url, data=payload)
+            elif self._format == 'json':
+                post(self._url, json=payload)
+            else:
+                raise NotImplementedError('Unknown format: {}'.format(self._format))
+
         except RequestException as exc:
             logger.warning("Could not call webhook url. Exception: %s", exc)

freqtrade/strategy/hyper.py

@@ -14,8 +14,8 @@ with suppress(ImportError):
     from skopt.space import Integer, Real, Categorical
     from freqtrade.optimize.space import SKDecimal
 
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)
@@ -273,11 +273,12 @@ class HyperStrategyMixin(object):
         for par in params:
             yield par.name, par
 
-    def _detect_parameters(self, category: str) -> Iterator[Tuple[str, BaseParameter]]:
+    @classmethod
+    def detect_parameters(cls, category: str) -> Iterator[Tuple[str, BaseParameter]]:
         """ Detect all parameters for 'category' """
-        for attr_name in dir(self):
+        for attr_name in dir(cls):
             if not attr_name.startswith('__'):  # Ignore internals, not strictly necessary.
-                attr = getattr(self, attr_name)
+                attr = getattr(cls, attr_name)
                 if issubclass(attr.__class__, BaseParameter):
                     if (attr_name.startswith(category + '_')
                             and attr.category is not None and attr.category != category):
@@ -287,6 +288,19 @@ class HyperStrategyMixin(object):
                             (attr_name.startswith(category + '_') and attr.category is None)):
                         yield attr_name, attr
 
+    @classmethod
+    def detect_all_parameters(cls) -> Dict:
+        """ Detect all parameters and return them as a list"""
+        params: Dict = {
+            'buy': list(cls.detect_parameters('buy')),
+            'sell': list(cls.detect_parameters('sell')),
+        }
+        params.update({
+            'count': len(params['buy'] + params['sell'])
+        })
+
+        return params
+
     def _load_hyper_params(self, hyperopt: bool = False) -> None:
         """
         Load Hyperoptable parameters
@@ -303,7 +317,7 @@ class HyperStrategyMixin(object):
             logger.info(f"No params for {space} found, using default values.")
         param_container: List[BaseParameter] = getattr(self, f"ft_{space}_params")
 
-        for attr_name, attr in self._detect_parameters(space):
+        for attr_name, attr in self.detect_parameters(space):
             attr.name = attr_name
             attr.in_space = hyperopt and HyperoptTools.has_space(self.config, space)
             if not attr.category:

freqtrade/strategy/interface.py

@@ -6,7 +6,6 @@ import logging
 import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from enum import Enum
 from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
@@ -14,6 +13,7 @@ from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import SellType, SignalType
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -27,33 +27,6 @@ logger = logging.getLogger(__name__)
 CUSTOM_SELL_MAX_LENGTH = 64
 
 
-class SignalType(Enum):
-    """
-    Enum to distinguish between buy and sell signals
-    """
-    BUY = "buy"
-    SELL = "sell"
-
-
-class SellType(Enum):
-    """
-    Enum to distinguish between sell reasons
-    """
-    ROI = "roi"
-    STOP_LOSS = "stop_loss"
-    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
-    TRAILING_STOP_LOSS = "trailing_stop_loss"
-    SELL_SIGNAL = "sell_signal"
-    FORCE_SELL = "force_sell"
-    EMERGENCY_SELL = "emergency_sell"
-    CUSTOM_SELL = "custom_sell"
-    NONE = ""
-
-    def __str__(self):
-        # explicitly convert to String to help with exporting data.
-        return self.value
-
-
 class SellCheckTuple(object):
     """
     NamedTuple for Sell type + reason
@@ -551,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param force_stoploss: Externally provided stoploss
         :return: True if trade should be sold, False otherwise
         """
-        # Set current rate to low for backtesting sell
-        current_rate = low or rate
+        current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         trade.adjust_min_max_rates(high or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
-                                              force_stoploss=force_stoploss, high=high)
+                                              force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
         current_rate = high or rate
@@ -626,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
-                          force_stoploss: float, high: float = None) -> SellCheckTuple:
+                          force_stoploss: float, low: float = None,
+                          high: float = None) -> SellCheckTuple:
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
         :param current_profit: current profit as ratio
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss:
+        if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -650,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop:
+        if self.trailing_stop and trade.stop_loss < (low or current_rate):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -670,7 +645,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((trade.stop_loss >= current_rate) and
+        if ((trade.stop_loss >= (low or current_rate)) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
@@ -679,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             if trade.initial_stop_loss != trade.stop_loss:
                 sell_type = SellType.TRAILING_STOP_LOSS
                 logger.debug(
-                    f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
+                    f"{trade.pair} - HIT STOP: current price at {(low or current_rate):.6f}, "
                     f"stoploss is {trade.stop_loss:.6f}, "
                     f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
                     f"trade opened at {trade.open_rate:.6f}")

freqtrade/templates/sample_strategy.py

@@ -329,7 +329,7 @@ class SampleStrategy(IStrategy):
         """
         # first check if dataprovider is available
         if self.dp:
-            if self.dp.runmode in ('live', 'dry_run'):
+            if self.dp.runmode.value in ('live', 'dry_run'):
                 ob = self.dp.orderbook(metadata['pair'], 1)
                 dataframe['best_bid'] = ob['bids'][0][0]
                 dataframe['best_ask'] = ob['asks'][0][0]

freqtrade/templates/subtemplates/indicators_full.j2

@@ -199,7 +199,7 @@ dataframe['htleadsine'] = hilbert['leadsine']
 """
 # first check if dataprovider is available
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
+    if self.dp.runmode.value in ('live', 'dry_run'):
         ob = self.dp.orderbook(metadata['pair'], 1)
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]

freqtrade/templates/subtemplates/indicators_minimal.j2

@@ -10,7 +10,7 @@ dataframe['rsi'] = ta.RSI(dataframe)
 """
 # first check if dataprovider is available
 if self.dp:
-    if self.dp.runmode in ('live', 'dry_run'):
+    if self.dp.runmode.value in ('live', 'dry_run'):
         ob = self.dp.orderbook(metadata['pair'], 1)
         dataframe['best_bid'] = ob['bids'][0][0]
         dataframe['best_ask'] = ob['asks'][0][0]

freqtrade/wallets.py

@@ -8,10 +8,10 @@ from typing import Any, Dict, NamedTuple
 import arrow
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import DependencyException
 from freqtrade.exchange import Exchange
 from freqtrade.persistence import LocalTrade, Trade
-from freqtrade.state import RunMode
 
 
 logger = logging.getLogger(__name__)

freqtrade/worker.py

@@ -11,9 +11,9 @@ import sdnotify
 
 from freqtrade import __version__, constants
 from freqtrade.configuration import Configuration
+from freqtrade.enums import State
 from freqtrade.exceptions import OperationalException, TemporaryError
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.state import State
 
 
 logger = logging.getLogger(__name__)

mkdocs.yml

@@ -1,5 +1,7 @@
 site_name: Freqtrade
+site_url: https://www.freqtrade.io/
 repo_url: https://github.com/freqtrade/freqtrade
+use_directory_urls: True
 nav:
     - Home: index.md
     - Quickstart with Docker: docker_quickstart.md

pyproject.toml

@@ -0,0 +1,29 @@
+[tool.black]
+line-length = 100
+exclude = '''
+(
+  /(
+      \.eggs         # exclude a few common directories in the
+    | \.git          # root of the project
+    | \.hg
+    | \.mypy_cache
+    | \.tox
+    | \.venv
+    | _build
+    | buck-out
+    | build
+    | dist
+  )/
+  # Exclude vendor directory
+  | vendor
+)
+'''
+
+[tool.isort]
+line_length = 100
+multi_line_output=0
+lines_after_imports=2
+
+[build-system]
+requires = ["setuptools >= 46.4.0", "wheel"]
+build-backend = "setuptools.build_meta"

requirements-dev.txt

@@ -3,17 +3,23 @@
 -r requirements-plot.txt
 -r requirements-hyperopt.txt
 
-coveralls==3.0.1
+coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.812
+mypy==0.902
 pytest==6.2.4
 pytest-asyncio==0.15.1
-pytest-cov==2.12.0
+pytest-cov==2.12.1
 pytest-mock==3.6.1
 pytest-random-order==1.0.4
 isort==5.8.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7
+
+# mypy types
+types-cachetools==0.1.7
+types-filelock==0.1.3
+types-requests==0.1.11
+types-tabulate==0.1.0

requirements.txt

@@ -1,25 +1,25 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.50.30
+ccxt==1.51.40
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.15
-python-telegram-bot==13.5
+SQLAlchemy==1.4.18
+python-telegram-bot==13.6
 arrow==1.1.0
 cachetools==4.2.2
 requests==2.25.1
-urllib3==1.26.4
+urllib3==1.26.5
 wrapt==1.12.1
 jsonschema==3.2.0
 TA-Lib==0.4.20
 technical==1.3.0
 tabulate==0.8.9
-pycoingecko==2.0.0
+pycoingecko==2.1.0
 jinja2==3.0.1
 tables==3.6.1
-blosc==1.10.2
+blosc==1.10.4
 
 # find first, C search in arrays
 py_find_1st==1.1.5
@@ -31,8 +31,8 @@ python-rapidjson==1.0
 sdnotify==0.3.2
 
 # API Server
-fastapi==0.65.1
-uvicorn==0.13.4
+fastapi==0.65.2
+uvicorn==0.14.0
 pyjwt==2.1.0
 aiofiles==0.7.0
 

setup.cfg

@@ -1,3 +1,43 @@
+[metadata]
+name = freqtrade
+version = attr: freqtrade.__version__
+author = Freqtrade Team
+author_email = freqtrade@protonmail.com
+description = Freqtrade - Crypto Trading Bot
+long_description = file: README.md
+long_description_content_type = text/markdown
+url = https://github.com/freqtrade/freqtrade
+project_urls =
+    Bug Tracker = https://github.com/freqtrade/freqtrade/issues
+license = GPLv3
+classifiers =
+    Environment :: Console
+    Intended Audience :: Science/Research
+    License :: OSI Approved :: GNU General Public License v3 (GPLv3)
+    Programming Language :: Python :: 3.7
+    Programming Language :: Python :: 3.8
+    Programming Language :: Python :: 3.9
+    Operating System :: MacOS
+    Operating System :: Unix
+    Topic :: Office/Business :: Financial :: Investment
+
+
+[options]
+zip_safe = False
+include_package_data = True
+tests_require =
+    pytest
+    pytest-asyncio
+    pytest-cov
+    pytest-mock
+
+packages = find:
+python_requires = >=3.6
+
+[options.entry_points]
+console_scripts =
+    freqtrade = freqtrade.main:main
+
 [flake8]
 #ignore =
 max-line-length = 100
@@ -8,11 +48,6 @@ exclude =
     .eggs,
     user_data,
 
-[isort]
-line_length=100
-multi_line_output=0
-lines_after_imports=2
-
 [mypy]
 ignore_missing_imports = True
 

setup.py

@@ -1,25 +1,7 @@
-from sys import version_info
-
 from setuptools import setup
 
 
-if version_info.major == 3 and version_info.minor < 7 or \
-        version_info.major < 3:
-    print('Your Python interpreter must be 3.7 or greater!')
-    exit(1)
-
-from pathlib import Path  # noqa: E402
-
-from freqtrade import __version__  # noqa: E402
-
-
-readme_file = Path(__file__).parent / "README.md"
-readme_long = "Crypto Trading Bot"
-if readme_file.is_file():
-    readme_long = (Path(__file__).parent / "README.md").read_text()
-
 # Requirements used for submodules
-api = ['fastapi', 'uvicorn', 'pyjwt', 'aiofiles']
 plot = ['plotly>=4.0']
 hyperopt = [
     'scipy',
@@ -51,69 +33,51 @@ jupyter = [
     'nbconvert',
     ]
 
-all_extra = api + plot + develop + jupyter + hyperopt
+all_extra = plot + develop + jupyter + hyperopt
 
-setup(name='freqtrade',
-      version=__version__,
-      description='Crypto Trading Bot',
-      long_description=readme_long,
-      long_description_content_type="text/markdown",
-      url='https://github.com/freqtrade/freqtrade',
-      author='Freqtrade Team',
-      author_email='michael.egger@tsn.at',
-      license='GPLv3',
-      packages=['freqtrade'],
-      setup_requires=['pytest-runner', 'numpy'],
-      tests_require=['pytest', 'pytest-asyncio', 'pytest-cov', 'pytest-mock', ],
-      install_requires=[
-          # from requirements.txt
-          'ccxt>=1.24.96',
-          'SQLAlchemy',
-          'python-telegram-bot>=13.4',
-          'arrow>=0.17.0',
-          'cachetools',
-          'requests',
-          'urllib3',
-          'wrapt',
-          'jsonschema',
-          'TA-Lib',
-          'technical',
-          'tabulate',
-          'pycoingecko',
-          'py_find_1st',
-          'python-rapidjson',
-          'sdnotify',
-          'colorama',
-          'jinja2',
-          'questionary',
-          'prompt-toolkit',
-          'numpy',
-          'pandas',
-          'tables',
-          'blosc',
-      ],
-      extras_require={
-          'api': api,
-          'dev': all_extra,
-          'plot': plot,
-          'jupyter': jupyter,
-          'hyperopt': hyperopt,
-          'all': all_extra,
-      },
-      include_package_data=True,
-      zip_safe=False,
-      entry_points={
-          'console_scripts': [
-              'freqtrade = freqtrade.main:main',
-          ],
-      },
-      classifiers=[
-          'Environment :: Console',
-          'Intended Audience :: Science/Research',
-          'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
-          'Programming Language :: Python :: 3.7',
-          'Programming Language :: Python :: 3.8',
-          'Operating System :: MacOS',
-          'Operating System :: Unix',
-          'Topic :: Office/Business :: Financial :: Investment',
-      ])
+setup(
+    tests_require=[
+        'pytest',
+        'pytest-asyncio',
+        'pytest-cov',
+        'pytest-mock',
+        ],
+    install_requires=[
+        # from requirements.txt
+        'ccxt>=1.50.48',
+        'SQLAlchemy',
+        'python-telegram-bot>=13.4',
+        'arrow>=0.17.0',
+        'cachetools',
+        'requests',
+        'urllib3',
+        'wrapt',
+        'jsonschema',
+        'TA-Lib',
+        'technical',
+        'tabulate',
+        'pycoingecko',
+        'py_find_1st',
+        'python-rapidjson',
+        'sdnotify',
+        'colorama',
+        'jinja2',
+        'questionary',
+        'prompt-toolkit',
+        'numpy',
+        'pandas',
+        'tables',
+        'blosc',
+        'fastapi',
+        'uvicorn',
+        'pyjwt',
+        'aiofiles'
+    ],
+    extras_require={
+        'dev': all_extra,
+        'plot': plot,
+        'jupyter': jupyter,
+        'hyperopt': hyperopt,
+        'all': all_extra,
+    },
+)

tests/commands/test_commands.py

@@ -1,3 +1,4 @@
+import json
 import re
 from io import BytesIO
 from pathlib import Path
@@ -16,8 +17,8 @@ from freqtrade.commands import (start_convert_data, start_create_userdir, start_
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
 from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.state import RunMode
 from tests.conftest import (create_mock_trades, get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -914,16 +915,24 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
     ]
     start_test_pairlist(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r'Pairs for BTC: \n\["ETH/BTC","TKN/BTC","BLK/BTC","LTC/BTC","XRP/BTC"\]\n',
-                    captured.out)
+    try:
+        json_pairs = json.loads(captured.out)
+        assert 'ETH/BTC' in json_pairs
+        assert 'TKN/BTC' in json_pairs
+        assert 'BLK/BTC' in json_pairs
+        assert 'LTC/BTC' in json_pairs
+        assert 'XRP/BTC' in json_pairs
+    except json.decoder.JSONDecodeError:
+        pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
 
 
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
-                       saved_hyperopt_results_legacy):
-    for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
+                       saved_hyperopt_results_legacy, tmpdir):
+    csv_file = Path(tmpdir) / "test.csv"
+    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
         mocker.patch(
             'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-            MagicMock(return_value=saved_hyperopt_results_legacy)
+            MagicMock(return_value=res)
         )
 
         args = [
@@ -1139,17 +1148,19 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
             "hyperopt-list",
             "--no-details",
             "--no-color",
-            "--export-csv", "test_file.csv",
+            "--export-csv",
+            str(csv_file),
         ]
         pargs = get_args(args)
         pargs['config'] = None
         start_hyperopt_list(pargs)
         captured = capsys.readouterr()
         log_has("CSV file created: test_file.csv", caplog)
-        f = Path("test_file.csv")
-        assert 'Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in f.read_text()
-        assert f.is_file()
-        f.unlink()
+        assert csv_file.is_file()
+        line = csv_file.read_text()
+        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+        csv_file.unlink()
 
 
 def test_hyperopt_show(mocker, capsys, saved_hyperopt_results):

tests/conftest.py

@@ -17,11 +17,11 @@ from freqtrade import constants
 from freqtrade.commands import Arguments
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
+from freqtrade.enums import RunMode
 from freqtrade.exchange import Exchange
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import LocalTrade, Trade, init_db
 from freqtrade.resolvers import ExchangeResolver
-from freqtrade.state import RunMode
 from freqtrade.worker import Worker
 from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
                                    mock_trade_5, mock_trade_6)
@@ -326,6 +326,7 @@ def get_default_conf(testdatadir):
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
         "internals": {},
+        "export": "none",
     }
     return configuration
 
@@ -1913,7 +1914,7 @@ def saved_hyperopt_results_legacy():
 
 @pytest.fixture
 def saved_hyperopt_results():
-    return [
+    hyperopt_res = [
         {
             'loss': 0.4366182531161519,
             'params_dict': {
@@ -2042,3 +2043,9 @@ def saved_hyperopt_results():
             'is_best': False
             }
     ]
+
+    for res in hyperopt_res:
+        res['results_metrics']['holding_avg_s'] = res['results_metrics']['holding_avg'
+                                                                         ].total_seconds()
+
+    return hyperopt_res

tests/data/test_converter.py

@@ -1,5 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
+from pathlib import Path
+from shutil import copyfile
 
 import pytest
 
@@ -11,7 +13,7 @@ from freqtrade.data.converter import (convert_ohlcv_format, convert_trades_forma
 from freqtrade.data.history import (get_timerange, load_data, load_pair_history,
                                     validate_backtest_data)
 from tests.conftest import log_has, log_has_re
-from tests.data.test_history import _backup_file, _clean_test_file
+from tests.data.test_history import _clean_test_file
 
 
 def test_dataframe_correct_columns(result):
@@ -251,17 +253,18 @@ def test_trades_dict_to_list(fetch_trades_result):
         assert t[6] == fetch_trades_result[i]['cost']
 
 
-def test_convert_trades_format(mocker, default_conf, testdatadir):
-    files = [{'old': testdatadir / "XRP_ETH-trades.json.gz",
-              'new': testdatadir / "XRP_ETH-trades.json"},
-             {'old': testdatadir / "XRP_OLD-trades.json.gz",
-              'new': testdatadir / "XRP_OLD-trades.json"},
+def test_convert_trades_format(default_conf, testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+    files = [{'old': tmpdir1 / "XRP_ETH-trades.json.gz",
+              'new': tmpdir1 / "XRP_ETH-trades.json"},
+             {'old': tmpdir1 / "XRP_OLD-trades.json.gz",
+              'new': tmpdir1 / "XRP_OLD-trades.json"},
              ]
     for file in files:
-        _backup_file(file['old'], copy_file=True)
+        copyfile(testdatadir / file['old'].name, file['old'])
         assert not file['new'].exists()
 
-    default_conf['datadir'] = testdatadir
+    default_conf['datadir'] = tmpdir1
 
     convert_trades_format(default_conf, convert_from='jsongz',
                           convert_to='json', erase=False)
@@ -284,14 +287,20 @@ def test_convert_trades_format(mocker, default_conf, testdatadir):
             file['new'].unlink()
 
 
-def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
-    file1 = testdatadir / "XRP_ETH-5m.json"
-    file1_new = testdatadir / "XRP_ETH-5m.json.gz"
-    file2 = testdatadir / "XRP_ETH-1m.json"
-    file2_new = testdatadir / "XRP_ETH-1m.json.gz"
-    _backup_file(file1, copy_file=True)
-    _backup_file(file2, copy_file=True)
-    default_conf['datadir'] = testdatadir
+def test_convert_ohlcv_format(default_conf, testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
+
+    file1_orig = testdatadir / "XRP_ETH-5m.json"
+    file1 = tmpdir1 / "XRP_ETH-5m.json"
+    file1_new = tmpdir1 / "XRP_ETH-5m.json.gz"
+    file2_orig = testdatadir / "XRP_ETH-1m.json"
+    file2 = tmpdir1 / "XRP_ETH-1m.json"
+    file2_new = tmpdir1 / "XRP_ETH-1m.json.gz"
+
+    copyfile(file1_orig, file1)
+    copyfile(file2_orig, file2)
+
+    default_conf['datadir'] = tmpdir1
     default_conf['pairs'] = ['XRP_ETH']
     default_conf['timeframes'] = ['1m', '5m']
 
@@ -317,10 +326,3 @@ def test_convert_ohlcv_format(mocker, default_conf, testdatadir):
     assert file2.exists()
     assert not file1_new.exists()
     assert not file2_new.exists()
-
-    _clean_test_file(file1)
-    _clean_test_file(file2)
-    if file1_new.exists():
-        file1_new.unlink()
-    if file2_new.exists():
-        file2_new.unlink()

tests/data/test_dataprovider.py

@@ -5,9 +5,9 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.enums import RunMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.plugins.pairlistmanager import PairListManager
-from freqtrade.state import RunMode
 from tests.conftest import get_patched_exchange
 
 

tests/data/test_history.py

@@ -86,14 +86,12 @@ def test_load_data_7min_timeframe(mocker, caplog, default_conf, testdatadir) ->
 def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog, testdatadir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history)
     file = testdatadir / 'UNITTEST_BTC-1m.json'
-    _backup_file(file, copy_file=True)
     load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
     assert file.is_file()
     assert not log_has(
         'Download history data for pair: "UNITTEST/BTC", interval: 1m '
         'and store in None.', caplog
     )
-    _clean_test_file(file)
 
 
 def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) -> None:
@@ -112,17 +110,17 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
 
 
 def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
-                                      default_conf, testdatadir) -> None:
+                                      default_conf, tmpdir) -> None:
     """
     Test load_pair_history() with 1 min timeframe
     """
+    tmpdir1 = Path(tmpdir)
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    file = testdatadir / 'MEME_BTC-1m.json'
+    file = tmpdir1 / 'MEME_BTC-1m.json'
 
-    _backup_file(file)
     # do not download a new pair if refresh_pairs isn't set
-    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert not file.is_file()
     assert log_has(
         'No history data for pair: "MEME/BTC", timeframe: 1m. '
@@ -130,15 +128,14 @@ def test_load_data_with_new_pair_1min(ohlcv_history_list, mocker, caplog,
     )
 
     # download a new pair if refresh_pairs is set
-    refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
+    refresh_data(datadir=tmpdir1, timeframe='1m', pairs=['MEME/BTC'],
                  exchange=exchange)
-    load_pair_history(datadir=testdatadir, timeframe='1m', pair='MEME/BTC')
+    load_pair_history(datadir=tmpdir1, timeframe='1m', pair='MEME/BTC')
     assert file.is_file()
     assert log_has_re(
         'Download history data for pair: "MEME/BTC", timeframe: 1m '
         'and store in .*', caplog
     )
-    _clean_test_file(file)
 
 
 def test_testdata_path(testdatadir) -> None:
@@ -231,26 +228,22 @@ def test_load_cached_data_for_updating(mocker, testdatadir) -> None:
     assert start_ts is None
 
 
-def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdatadir) -> None:
+def test_download_pair_history(ohlcv_history_list, mocker, default_conf, tmpdir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ohlcv_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
-    file1_1 = testdatadir / 'MEME_BTC-1m.json'
-    file1_5 = testdatadir / 'MEME_BTC-5m.json'
-    file2_1 = testdatadir / 'CFI_BTC-1m.json'
-    file2_5 = testdatadir / 'CFI_BTC-5m.json'
-
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-    _backup_file(file2_1)
-    _backup_file(file2_5)
+    tmpdir1 = Path(tmpdir)
+    file1_1 = tmpdir1 / 'MEME_BTC-1m.json'
+    file1_5 = tmpdir1 / 'MEME_BTC-5m.json'
+    file2_1 = tmpdir1 / 'CFI_BTC-1m.json'
+    file2_5 = tmpdir1 / 'CFI_BTC-5m.json'
 
     assert not file1_1.is_file()
     assert not file2_1.is_file()
 
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='1m')
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='1m')
     assert not exchange._pairs_last_refresh_time
@@ -264,20 +257,16 @@ def test_download_pair_history(ohlcv_history_list, mocker, default_conf, testdat
     assert not file1_5.is_file()
     assert not file2_5.is_file()
 
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='MEME/BTC',
                                   timeframe='5m')
-    assert _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                   pair='CFI/BTC',
                                   timeframe='5m')
     assert not exchange._pairs_last_refresh_time
     assert file1_5.is_file()
     assert file2_5.is_file()
 
-    # clean files freshly downloaded
-    _clean_test_file(file1_5)
-    _clean_test_file(file2_5)
-
 
 def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     tick = [
@@ -294,24 +283,15 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
     assert json_dump_mock.call_count == 2
 
 
-def test_download_backtesting_data_exception(ohlcv_history, mocker, caplog,
-                                             default_conf, testdatadir) -> None:
+def test_download_backtesting_data_exception(mocker, caplog, default_conf, tmpdir) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
                  side_effect=Exception('File Error'))
-
+    tmpdir1 = Path(tmpdir)
     exchange = get_patched_exchange(mocker, default_conf)
 
-    file1_1 = testdatadir / 'MEME_BTC-1m.json'
-    file1_5 = testdatadir / 'MEME_BTC-5m.json'
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-
-    assert not _download_pair_history(datadir=testdatadir, exchange=exchange,
+    assert not _download_pair_history(datadir=tmpdir1, exchange=exchange,
                                       pair='MEME/BTC',
                                       timeframe='1m')
-    # clean files freshly downloaded
-    _clean_test_file(file1_1)
-    _clean_test_file(file1_5)
     assert log_has('Failed to download history data for pair: "MEME/BTC", timeframe: 1m.', caplog)
 
 
@@ -528,15 +508,15 @@ def test_refresh_backtest_trades_data(mocker, default_conf, markets, caplog, tes
     assert log_has("Skipping pair XRP/ETH...", caplog)
 
 
-def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog) -> None:
-
+def test_download_trades_history(trades_history, mocker, default_conf, testdatadir, caplog,
+                                 tmpdir) -> None:
+    tmpdir1 = Path(tmpdir)
     ght_mock = MagicMock(side_effect=lambda pair, *args, **kwargs: (pair, trades_history))
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  ght_mock)
     exchange = get_patched_exchange(mocker, default_conf)
-    file1 = testdatadir / 'ETH_BTC-trades.json.gz'
-    data_handler = get_datahandler(testdatadir, data_format='jsongz')
-    _backup_file(file1)
+    file1 = tmpdir1 / 'ETH_BTC-trades.json.gz'
+    data_handler = get_datahandler(tmpdir1, data_format='jsongz')
 
     assert not file1.is_file()
 
@@ -557,8 +537,7 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     assert int(ght_mock.call_args_list[0][1]['since'] // 1000) == since_time2 - 5
     assert ght_mock.call_args_list[0][1]['from_id'] is not None
 
-    # clean files freshly downloaded
-    _clean_test_file(file1)
+    file1.unlink()
 
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
                  MagicMock(side_effect=ValueError))
@@ -567,9 +546,8 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
                                         pair='ETH/BTC')
     assert log_has_re('Failed to download historic trades for pair: "ETH/BTC".*', caplog)
 
-    file2 = testdatadir / 'XRP_ETH-trades.json.gz'
-
-    _backup_file(file2, True)
+    file2 = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    copyfile(testdatadir / file2.name, file2)
 
     ght_mock.reset_mock()
     mocker.patch('freqtrade.exchange.Exchange.get_historic_trades',
@@ -589,38 +567,37 @@ def test_download_trades_history(trades_history, mocker, default_conf, testdatad
     _clean_test_file(file2)
 
 
-def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
-
+def test_convert_trades_to_ohlcv(testdatadir, tmpdir, caplog):
+    tmpdir1 = Path(tmpdir)
     pair = 'XRP/ETH'
-    file1 = testdatadir / 'XRP_ETH-1m.json'
-    file5 = testdatadir / 'XRP_ETH-5m.json'
-    # Compare downloaded dataset with converted dataset
-    dfbak_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
-    dfbak_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
+    file1 = tmpdir1 / 'XRP_ETH-1m.json'
+    file5 = tmpdir1 / 'XRP_ETH-5m.json'
+    filetrades = tmpdir1 / 'XRP_ETH-trades.json.gz'
+    copyfile(testdatadir / file1.name, file1)
+    copyfile(testdatadir / file5.name, file5)
+    copyfile(testdatadir / filetrades.name, filetrades)
 
-    _backup_file(file1, copy_file=True)
-    _backup_file(file5)
+    # Compare downloaded dataset with converted dataset
+    dfbak_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    dfbak_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
 
     tr = TimeRange.parse_timerange('20191011-20191012')
 
     convert_trades_to_ohlcv([pair], timeframes=['1m', '5m'],
-                            datadir=testdatadir, timerange=tr, erase=True)
+                            datadir=tmpdir1, timerange=tr, erase=True)
 
     assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
     # Load new data
-    df_1m = load_pair_history(datadir=testdatadir, timeframe="1m", pair=pair)
-    df_5m = load_pair_history(datadir=testdatadir, timeframe="5m", pair=pair)
+    df_1m = load_pair_history(datadir=tmpdir1, timeframe="1m", pair=pair)
+    df_5m = load_pair_history(datadir=tmpdir1, timeframe="5m", pair=pair)
 
     assert df_1m.equals(dfbak_1m)
     assert df_5m.equals(dfbak_5m)
 
-    _clean_test_file(file1)
-    _clean_test_file(file5)
-
     assert not log_has('Could not convert NoDatapair to OHLCV.', caplog)
 
     convert_trades_to_ohlcv(['NoDatapair'], timeframes=['1m', '5m'],
-                            datadir=testdatadir, timerange=tr, erase=True)
+                            datadir=tmpdir1, timerange=tr, erase=True)
     assert log_has('Could not convert NoDatapair to OHLCV.', caplog)
 
 
@@ -752,15 +729,17 @@ def test_hdf5datahandler_trades_load(testdatadir):
     assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
 
 
-def test_hdf5datahandler_trades_store(testdatadir):
+def test_hdf5datahandler_trades_store(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
     dh = HDF5DataHandler(testdatadir)
     trades = dh.trades_load('XRP/ETH')
 
-    dh.trades_store('XRP/NEW', trades)
-    file = testdatadir / 'XRP_NEW-trades.h5'
+    dh1 = HDF5DataHandler(tmpdir1)
+    dh1.trades_store('XRP/NEW', trades)
+    file = tmpdir1 / 'XRP_NEW-trades.h5'
     assert file.is_file()
     # Load trades back
-    trades_new = dh.trades_load('XRP/NEW')
+    trades_new = dh1.trades_load('XRP/NEW')
 
     assert len(trades_new) == len(trades)
     assert trades[0][0] == trades_new[0][0]
@@ -778,8 +757,6 @@ def test_hdf5datahandler_trades_store(testdatadir):
     assert trades[-1][5] == trades_new[-1][5]
     assert trades[-1][6] == trades_new[-1][6]
 
-    _clean_test_file(file)
-
 
 def test_hdf5datahandler_trades_purge(mocker, testdatadir):
     mocker.patch.object(Path, "exists", MagicMock(return_value=False))
@@ -793,16 +770,18 @@ def test_hdf5datahandler_trades_purge(mocker, testdatadir):
     assert unlinkmock.call_count == 1
 
 
-def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
+def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir, tmpdir):
+    tmpdir1 = Path(tmpdir)
     dh = HDF5DataHandler(testdatadir)
     ohlcv = dh.ohlcv_load('UNITTEST/BTC', '5m')
     assert isinstance(ohlcv, DataFrame)
     assert len(ohlcv) > 0
 
-    file = testdatadir / 'UNITTEST_NEW-5m.h5'
+    file = tmpdir1 / 'UNITTEST_NEW-5m.h5'
     assert not file.is_file()
 
-    dh.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
+    dh1 = HDF5DataHandler(tmpdir1)
+    dh1.ohlcv_store('UNITTEST/NEW', '5m', ohlcv)
     assert file.is_file()
 
     assert not ohlcv[ohlcv['date'] < '2018-01-15'].empty
@@ -812,14 +791,12 @@ def test_hdf5datahandler_ohlcv_load_and_resave(testdatadir):
 
     # Call private function to ensure timerange is filtered in hdf5
     ohlcv = dh._ohlcv_load('UNITTEST/BTC', '5m', timerange)
-    ohlcv1 = dh._ohlcv_load('UNITTEST/NEW', '5m', timerange)
+    ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', '5m', timerange)
     assert len(ohlcv) == len(ohlcv1)
     assert ohlcv.equals(ohlcv1)
     assert ohlcv[ohlcv['date'] < '2018-01-15'].empty
     assert ohlcv[ohlcv['date'] > '2018-01-19'].empty
 
-    _clean_test_file(file)
-
     # Try loading inexisting file
     ohlcv = dh.ohlcv_load('UNITTEST/NONEXIST', '5m')
     assert ohlcv.empty

tests/edge/test_edge.py

@@ -12,8 +12,8 @@ from pandas import DataFrame, to_datetime
 
 from freqtrade.data.converter import ohlcv_to_dataframe
 from freqtrade.edge import Edge, PairInfo
+from freqtrade.enums import SellType
 from freqtrade.exceptions import OperationalException
-from freqtrade.strategy.interface import SellType
 from tests.conftest import get_patched_freqtradebot, log_has
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset)

tests/exchange/test_exchange.py

@@ -11,7 +11,7 @@ import pytest
 from pandas import DataFrame
 
 from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
-                                  OperationalException, TemporaryError)
+                                  OperationalException, PricingError, TemporaryError)
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                        calculate_backoff)
@@ -1684,6 +1684,152 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
         exchange.fetch_l2_order_book(pair='ETH/BTC', limit=50)
 
 
+@pytest.mark.parametrize("side,ask,bid,last,last_ab,expected", [
+    ('ask', 20, 19, 10, 0.0, 20),  # Full ask side
+    ('ask', 20, 19, 10, 1.0, 10),  # Full last side
+    ('ask', 20, 19, 10, 0.5, 15),  # Between ask and last
+    ('ask', 20, 19, 10, 0.7, 13),  # Between ask and last
+    ('ask', 20, 19, 10, 0.3, 17),  # Between ask and last
+    ('ask', 5, 6, 10, 1.0, 5),  # last bigger than ask
+    ('ask', 5, 6, 10, 0.5, 5),  # last bigger than ask
+    ('ask', 10, 20, None, 0.5, 10),  # last not available - uses ask
+    ('ask', 4, 5, None, 0.5, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 1, 4),  # last not available - uses ask
+    ('ask', 4, 5, None, 0, 4),  # last not available - uses ask
+    ('bid', 21, 20, 10, 0.0, 20),  # Full bid side
+    ('bid', 21, 20, 10, 1.0, 10),  # Full last side
+    ('bid', 21, 20, 10, 0.5, 15),  # Between bid and last
+    ('bid', 21, 20, 10, 0.7, 13),  # Between bid and last
+    ('bid', 21, 20, 10, 0.3, 17),  # Between bid and last
+    ('bid', 6, 5, 10, 1.0, 5),  # last bigger than bid
+    ('bid', 6, 5, 10, 0.5, 5),  # last bigger than bid
+    ('bid', 21, 20, None, 0.5, 20),  # last not available - uses bid
+    ('bid', 6, 5, None, 0.5, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 1, 5),  # last not available - uses bid
+    ('bid', 6, 5, None, 0, 5),  # last not available - uses bid
+])
+def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
+                      last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['bid_strategy']['ask_last_balance'] = last_ab
+    default_conf['bid_strategy']['price_side'] = side
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'last': last, 'bid': bid})
+
+    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+    assert exchange.get_buy_rate('ETH/BTC', False) == expected
+    assert log_has("Using cached buy rate for ETH/BTC.", caplog)
+    # Running a 2nd time with Refresh on!
+    caplog.clear()
+    assert exchange.get_buy_rate('ETH/BTC', True) == expected
+    assert not log_has("Using cached buy rate for ETH/BTC.", caplog)
+
+
+@pytest.mark.parametrize('side,ask,bid,last,last_ab,expected', [
+    ('bid', 12.0, 11.0, 11.5, 0.0, 11.0),  # full bid side
+    ('bid', 12.0, 11.0, 11.5, 1.0, 11.5),  # full last side
+    ('bid', 12.0, 11.0, 11.5, 0.5, 11.25),  # between bid and lat
+    ('bid', 12.0, 11.2, 10.5, 0.0, 11.2),  # Last smaller than bid
+    ('bid', 12.0, 11.2, 10.5, 1.0, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 12.0, 11.2, 10.5, 0.5, 11.2),  # Last smaller than bid - uses bid
+    ('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
+    ('ask', 12.0, 11.0, 12.5, 0.0, 12.0),  # full ask side
+    ('ask', 12.0, 11.0, 12.5, 1.0, 12.5),  # full last side
+    ('ask', 12.0, 11.0, 12.5, 0.5, 12.25),  # between bid and lat
+    ('ask', 12.2, 11.2, 10.5, 0.0, 12.2),  # Last smaller than ask
+    ('ask', 12.0, 11.0, 10.5, 1.0, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 12.0, 11.2, 10.5, 0.5, 12.0),  # Last smaller than ask - uses ask
+    ('ask', 10.0, 11.0, 11.0, 0.0, 10.0),
+    ('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
+    ('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
+    ('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
+])
+def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
+                       last, last_ab, expected) -> None:
+    caplog.set_level(logging.DEBUG)
+
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['bid_last_balance'] = last_ab
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': ask, 'bid': bid, 'last': last})
+    pair = "ETH/BTC"
+
+    # Test regular mode
+    exchange = get_patched_exchange(mocker, default_conf)
+    rate = exchange.get_sell_rate(pair, True)
+    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
+    assert isinstance(rate, float)
+    assert rate == expected
+    # Use caching
+    rate = exchange.get_sell_rate(pair, False)
+    assert rate == expected
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+
+@pytest.mark.parametrize('side,expected', [
+    ('bid', 0.043936),  # Value from order_book_l2 fiture - bids side
+    ('ask', 0.043949),  # Value from order_book_l2 fiture - asks side
+])
+def test_get_sell_rate_orderbook(default_conf, mocker, caplog, side, expected, order_book_l2):
+    caplog.set_level(logging.DEBUG)
+    # Test orderbook mode
+    default_conf['ask_strategy']['price_side'] = side
+    default_conf['ask_strategy']['use_order_book'] = True
+    default_conf['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_max'] = 2
+    pair = "ETH/BTC"
+    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book', order_book_l2)
+    exchange = get_patched_exchange(mocker, default_conf)
+    rate = exchange.get_sell_rate(pair, True)
+    assert not log_has("Using cached sell rate for ETH/BTC.", caplog)
+    assert isinstance(rate, float)
+    assert rate == expected
+    rate = exchange.get_sell_rate(pair, False)
+    assert rate == expected
+    assert log_has("Using cached sell rate for ETH/BTC.", caplog)
+
+
+def test_get_sell_rate_orderbook_exception(default_conf, mocker, caplog):
+    # Test orderbook mode
+    default_conf['ask_strategy']['price_side'] = 'ask'
+    default_conf['ask_strategy']['use_order_book'] = True
+    default_conf['ask_strategy']['order_book_min'] = 1
+    default_conf['ask_strategy']['order_book_max'] = 2
+    pair = "ETH/BTC"
+    # Test What happens if the exchange returns an empty orderbook.
+    mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',
+                 return_value={'bids': [[]], 'asks': [[]]})
+    exchange = get_patched_exchange(mocker, default_conf)
+    with pytest.raises(PricingError):
+        exchange.get_sell_rate(pair, True)
+    assert log_has("Sell Price at location from orderbook could not be determined.", caplog)
+
+
+def test_get_sell_rate_exception(default_conf, mocker, caplog):
+    # Ticker on one side can be empty in certain circumstances.
+    default_conf['ask_strategy']['price_side'] = 'ask'
+    pair = "ETH/BTC"
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': None, 'bid': 0.12, 'last': None})
+    exchange = get_patched_exchange(mocker, default_conf)
+    with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
+        exchange.get_sell_rate(pair, True)
+
+    exchange._config['ask_strategy']['price_side'] = 'bid'
+    assert exchange.get_sell_rate(pair, True) == 0.12
+    # Reverse sides
+    mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
+                 return_value={'ask': 0.13, 'bid': None, 'last': None})
+    with pytest.raises(PricingError, match=r"Sell-Rate for ETH/BTC was empty."):
+        exchange.get_sell_rate(pair, True)
+
+    exchange._config['ask_strategy']['price_side'] = 'ask'
+    assert exchange.get_sell_rate(pair, True) == 0.13
+
+
 def make_fetch_ohlcv_mock(data):
     def fetch_ohlcv_mock(pair, timeframe, since):
         if since:

tests/exchange/test_ftx.py

@@ -125,7 +125,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf):
     assert not exchange.stoploss_adjust(1501, order)
 
 
-def test_fetch_stoploss_order(default_conf, mocker):
+def test_fetch_stoploss_order(default_conf, mocker, limit_sell_order):
     default_conf['dry_run'] = True
     order = MagicMock()
     order.myid = 123
@@ -147,6 +147,17 @@ def test_fetch_stoploss_order(default_conf, mocker):
     with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
         exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
 
+    api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': 'closed'}])
+    api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
+
+    resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
+    assert resp
+    assert api_mock.fetch_order.call_count == 1
+    assert resp['id_stop'] == 'mocked_limit_sell'
+    assert resp['id'] == 'X'
+    assert resp['type'] == 'stop'
+    assert resp['status_stop'] == 'triggered'
+
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
@@ -165,8 +176,8 @@ def test_get_order_id(mocker, default_conf):
         'type': STOPLOSS_ORDERTYPE,
         'price': 1500,
         'id': '1111',
+        'id_stop': '1234',
         'info': {
-            'orderId': '1234'
         }
     }
     assert exchange.get_order_id_conditional(order) == '1234'
@@ -175,8 +186,8 @@ def test_get_order_id(mocker, default_conf):
         'type': 'limit',
         'price': 1500,
         'id': '1111',
+        'id_stop': '1234',
         'info': {
-            'orderId': '1234'
         }
     }
     assert exchange.get_order_id_conditional(order) == '1111'

tests/optimize/__init__.py

@@ -3,8 +3,8 @@ from typing import Dict, List, NamedTuple, Optional
 import arrow
 from pandas import DataFrame
 
+from freqtrade.enums import SellType
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.strategy.interface import SellType
 
 
 tests_start_time = arrow.get(2018, 10, 3)

tests/optimize/conftest.py

@@ -5,9 +5,8 @@ from pathlib import Path
 import pandas as pd
 import pytest
 
+from freqtrade.enums import RunMode, SellType
 from freqtrade.optimize.hyperopt import Hyperopt
-from freqtrade.state import RunMode
-from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 
 

tests/optimize/test_backtest_detail.py

@@ -4,8 +4,8 @@ import logging
 import pytest
 
 from freqtrade.data.history import get_timerange
+from freqtrade.enums import SellType
 from freqtrade.optimize.backtesting import Backtesting
-from freqtrade.strategy.interface import SellType
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset, tests_timeframe)
@@ -457,6 +457,50 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
+# high of stoploss candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc29 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 30: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc30 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# Test 31: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc31 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -487,6 +531,9 @@ TESTS = [
     tc26,
     tc27,
     tc28,
+    tc29,
+    tc30,
+    tc31,
 ]
 
 

tests/optimize/test_backtesting.py

@@ -16,12 +16,11 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
+from freqtrade.enums import RunMode, SellType
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence import LocalTrade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.state import RunMode
-from freqtrade.strategy.interface import SellType
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)
 
@@ -156,6 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--export', 'none'
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
@@ -173,7 +173,8 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
+    assert 'export' in config
+    assert config['export'] == 'none'
     assert 'runmode' in config
     assert config['runmode'] == RunMode.BACKTEST
 
@@ -194,7 +195,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
         '--export-filename', 'foo_bar.json',
         '--fee', '0',
     ]
@@ -224,7 +224,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
 
     assert 'export' in config
-    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
     assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
@@ -396,7 +395,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
@@ -417,7 +416,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     with pytest.raises(OperationalException, match='No pair in whitelist.'):
@@ -441,7 +440,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     # Use stoploss from strategy
     del default_conf['stoploss']
     default_conf['timerange'] = '20180101-20180102'

tests/optimize/test_edge_cli.py

@@ -4,8 +4,8 @@
 from unittest.mock import MagicMock
 
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_edge
+from freqtrade.enums import RunMode
 from freqtrade.optimize.edge_cli import EdgeCli
-from freqtrade.state import RunMode
 from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
                             patched_configuration_load_config_file)