Merge branch 'develop' into feature/fetch-public-trades

.pre-commit-config.yaml

@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.5.0'
+    rev: 'v0.5.1'
     hooks:
       - id: ruff
 

docs/developer.md

@@ -22,7 +22,7 @@ This will spin up a local server (usually on port 8000) so you can see if everyt
 ## Developer setup
 
 To configure a development environment, you can either use the provided [DevContainer](#devcontainer-setup), or use the `setup.sh` script and answer "y" when asked "Do you want to install dependencies for dev [y/N]? ".
-Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -e .[all]`.
+Alternatively (e.g. if your system is not supported by the setup.sh script), follow the manual installation process and run `pip3 install -r requirements-dev.txt` - followed by `pip3 install -e .[all]`.
 
 This will install all required tools for development, including `pytest`, `ruff`, `mypy`, and `coveralls`.
 

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.6
 mkdocs==1.6.0
-mkdocs-material==9.5.27
+mkdocs-material==9.5.28
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.8.1
 jinja2==3.1.4

freqtrade/__init__.py

@@ -6,7 +6,7 @@ if "dev" in __version__:
     from pathlib import Path
 
     try:
-        import subprocess
+        import subprocess  # noqa: S404
 
         freqtrade_basedir = Path(__file__).parent
 

freqtrade/commands/data_commands.py

@@ -16,6 +16,7 @@ from freqtrade.exceptions import ConfigurationError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
+from freqtrade.util import print_rich_table
 from freqtrade.util.migrations import migrate_data
 
 
@@ -119,8 +120,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    from tabulate import tabulate
-
     from freqtrade.data.history import get_datahandler
 
     dhc = get_datahandler(config["datadir"], config["dataformat_ohlcv"])
@@ -131,8 +130,7 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     if args["pairs"]:
         paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
-
-    print(f"Found {len(paircombs)} pair / timeframe combinations.")
+    title = f"Found {len(paircombs)} pair / timeframe combinations."
     if not config.get("show_timerange"):
         groupedpair = defaultdict(list)
         for pair, timeframe, candle_type in sorted(
@@ -141,40 +139,35 @@ def start_list_data(args: Dict[str, Any]) -> None:
             groupedpair[(pair, candle_type)].append(timeframe)
 
         if groupedpair:
-            print(
-                tabulate(
-                    [
-                        (pair, ", ".join(timeframes), candle_type)
-                        for (pair, candle_type), timeframes in groupedpair.items()
-                    ],
-                    headers=("Pair", "Timeframe", "Type"),
-                    tablefmt="psql",
-                    stralign="right",
-                )
+            print_rich_table(
+                [
+                    (pair, ", ".join(timeframes), candle_type)
+                    for (pair, candle_type), timeframes in groupedpair.items()
+                ],
+                ("Pair", "Timeframe", "Type"),
+                title,
+                table_kwargs={"min_width": 50},
             )
     else:
         paircombs1 = [
             (pair, timeframe, candle_type, *dhc.ohlcv_data_min_max(pair, timeframe, candle_type))
             for pair, timeframe, candle_type in paircombs
         ]
-
-        print(
-            tabulate(
-                [
-                    (
-                        pair,
-                        timeframe,
-                        candle_type,
-                        start.strftime(DATETIME_PRINT_FORMAT),
-                        end.strftime(DATETIME_PRINT_FORMAT),
-                        length,
-                    )
-                    for pair, timeframe, candle_type, start, end, length in sorted(
-                        paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
-                    )
-                ],
-                headers=("Pair", "Timeframe", "Type", "From", "To", "Candles"),
-                tablefmt="psql",
-                stralign="right",
-            )
+        print_rich_table(
+            [
+                (
+                    pair,
+                    timeframe,
+                    candle_type,
+                    start.strftime(DATETIME_PRINT_FORMAT),
+                    end.strftime(DATETIME_PRINT_FORMAT),
+                    str(length),
+                )
+                for pair, timeframe, candle_type, start, end, length in sorted(
+                    paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
+                )
+            ],
+            ("Pair", "Timeframe", "Type", "From", "To", "Candles"),
+            summary=title,
+            table_kwargs={"min_width": 50},
         )

freqtrade/commands/hyperopt_commands.py

@@ -2,8 +2,6 @@ import logging
 from operator import itemgetter
 from typing import Any, Dict
 
-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
@@ -18,6 +16,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
     """
+    from freqtrade.optimize.hyperopt_output import HyperoptOutput
     from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
@@ -35,21 +34,17 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     # Previous evaluations
     epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
-    if print_colorized:
-        colorama_init(autoreset=True)
-
     if not export_csv:
         try:
-            print(
-                HyperoptTools.get_result_table(
-                    config,
-                    epochs,
-                    total_epochs,
-                    not config.get("hyperopt_list_best", False),
-                    print_colorized,
-                    0,
-                )
+            h_out = HyperoptOutput()
+            h_out.add_data(
+                config,
+                epochs,
+                total_epochs,
+                not config.get("hyperopt_list_best", False),
             )
+            h_out.print(print_colorized=print_colorized)
+
         except KeyboardInterrupt:
             print("User interrupted..")
 

freqtrade/commands/list_commands.py

@@ -4,9 +4,9 @@ import sys
 from typing import Any, Dict, List, Union
 
 import rapidjson
-from colorama import Fore, Style
-from colorama import init as colorama_init
-from tabulate import tabulate
+from rich.console import Console
+from rich.table import Table
+from rich.text import Text
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
@@ -14,7 +14,8 @@ from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.exchange import list_available_exchanges, market_is_active
 from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.types import ValidExchangesType
+from freqtrade.types.valid_exchanges_type import ValidExchangesType
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -26,72 +27,69 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
     :param args: Cli args from Arguments()
     :return: None
     """
-    exchanges = list_available_exchanges(args["list_exchanges_all"])
+    available_exchanges: List[ValidExchangesType] = list_available_exchanges(
+        args["list_exchanges_all"]
+    )
 
     if args["print_one_column"]:
-        print("\n".join([e["name"] for e in exchanges]))
+        print("\n".join([e["name"] for e in available_exchanges]))
     else:
-        headers = {
-            "name": "Exchange name",
-            "supported": "Supported",
-            "trade_modes": "Markets",
-            "comment": "Reason",
-        }
-        headers.update({"valid": "Valid"} if args["list_exchanges_all"] else {})
+        if args["list_exchanges_all"]:
+            title = (
+                f"All exchanges supported by the ccxt library "
+                f"({len(available_exchanges)} exchanges):"
+            )
+        else:
+            available_exchanges = [e for e in available_exchanges if e["valid"] is not False]
+            title = f"Exchanges available for Freqtrade ({len(available_exchanges)} exchanges):"
 
-        def build_entry(exchange: ValidExchangesType, valid: bool):
-            valid_entry = {"valid": exchange["valid"]} if valid else {}
-            result: Dict[str, Union[str, bool]] = {
-                "name": exchange["name"],
-                **valid_entry,
-                "supported": "Official" if exchange["supported"] else "",
-                "trade_modes": ("DEX: " if exchange["dex"] else "")
-                + ", ".join(
-                    (f"{a['margin_mode']} " if a["margin_mode"] else "") + a["trading_mode"]
+        table = Table(title=title)
+
+        table.add_column("Exchange Name")
+        table.add_column("Markets")
+        table.add_column("Reason")
+
+        for exchange in available_exchanges:
+            name = Text(exchange["name"])
+            if exchange["supported"]:
+                name.append(" (Official)", style="italic")
+                name.stylize("green bold")
+
+            trade_modes = Text(
+                ", ".join(
+                    (f"{a.get('margin_mode', '')} {a['trading_mode']}").lstrip()
                     for a in exchange["trade_modes"]
                 ),
-                "comment": exchange["comment"],
-            }
-
-            return result
-
-        if args["list_exchanges_all"]:
-            print("All exchanges supported by the ccxt library:")
-            exchanges = [build_entry(e, True) for e in exchanges]
-        else:
-            print("Exchanges available for Freqtrade:")
-            exchanges = [build_entry(e, False) for e in exchanges if e["valid"] is not False]
-
-        print(
-            tabulate(
-                exchanges,
-                headers=headers,
+                style="",
             )
-        )
+            if exchange["dex"]:
+                trade_modes = Text("DEX: ") + trade_modes
+                trade_modes.stylize("bold", 0, 3)
+
+            table.add_row(
+                name,
+                trade_modes,
+                exchange["comment"],
+                style=None if exchange["valid"] else "red",
+            )
+            # table.add_row(*[exchange[header] for header in headers])
+
+        console = Console()
+        console.print(table)
 
 
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
-    if print_colorized:
-        colorama_init(autoreset=True)
-        red = Fore.RED
-        yellow = Fore.YELLOW
-        reset = Style.RESET_ALL
-    else:
-        red = ""
-        yellow = ""
-        reset = ""
-
     names = [s["name"] for s in objs]
-    objs_to_print = [
+    objs_to_print: List[Dict[str, Union[Text, str]]] = [
         {
-            "name": s["name"] if s["name"] else "--",
+            "name": Text(s["name"] if s["name"] else "--"),
             "location": s["location_rel"],
             "status": (
-                red + "LOAD FAILED" + reset
+                Text("LOAD FAILED", style="bold red")
                 if s["class"] is None
-                else "OK"
+                else Text("OK", style="bold green")
                 if names.count(s["name"]) == 1
-                else yellow + "DUPLICATE NAME" + reset
+                else Text("DUPLICATE NAME", style="bold yellow")
             ),
         }
         for s in objs
@@ -101,11 +99,23 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
             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", [])),
+                    "buy-Params": str(len(s["hyperoptable"].get("buy", []))),
+                    "sell-Params": str(len(s["hyperoptable"].get("sell", []))),
                 }
             )
-    print(tabulate(objs_to_print, headers="keys", tablefmt="psql", stralign="right"))
+    table = Table()
+
+    for header in objs_to_print[0].keys():
+        table.add_column(header.capitalize(), justify="right")
+
+    for row in objs_to_print:
+        table.add_row(*[row[header] for header in objs_to_print[0].keys()])
+
+    console = Console(
+        color_system="auto" if print_colorized else None,
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -270,9 +280,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                 writer.writeheader()
                 writer.writerows(tabular_data)
             else:
-                # print data as a table, with the human-readable summary
-                print(f"{summary_str}:")
-                print(tabulate(tabular_data, headers="keys", tablefmt="psql", stralign="right"))
+                print_rich_table(tabular_data, headers, summary_str)
         elif not (
             args.get("print_one_column", False)
             or args.get("list_pairs_print_json", False)

freqtrade/configuration/directory_operations.py

@@ -38,7 +38,7 @@ def chown_user_directory(directory: Path) -> None:
     """
     if running_in_docker():
         try:
-            import subprocess
+            import subprocess  # noqa: S404
 
             subprocess.check_output(["sudo", "chown", "-R", "ftuser:", str(directory.resolve())])
         except Exception:

freqtrade/data/entryexitanalysis.py

@@ -4,7 +4,6 @@ from typing import List
 
 import joblib
 import pandas as pd
-from tabulate import tabulate
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
@@ -14,6 +13,7 @@ from freqtrade.data.btanalysis import (
     load_backtest_stats,
 )
 from freqtrade.exceptions import OperationalException
+from freqtrade.util import print_df_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -307,7 +307,7 @@ def _print_table(
         if name is not None:
             print(name)
 
-        print(tabulate(data, headers="keys", tablefmt="psql", showindex=show_index))
+        print_df_rich_table(data, data.keys(), show_index=show_index)
 
 
 def process_entry_exit_reasons(config: Config):

freqtrade/exchange/common.py

@@ -65,6 +65,7 @@ SUPPORTED_EXCHANGES = [
 EXCHANGE_HAS_REQUIRED: Dict[str, List[str]] = {
     # Required / private
     "fetchOrder": ["fetchOpenOrder", "fetchClosedOrder"],
+    "fetchL2OrderBook": ["fetchTicker"],
     "cancelOrder": [],
     "createOrder": [],
     "fetchBalance": [],

freqtrade/exchange/exchange.py

@@ -624,9 +624,12 @@ class Exchange:
             # Reload async markets, then assign them to sync api
             self._markets = self._load_async_markets(reload=True)
             self._api.set_markets(self._api_async.markets, self._api_async.currencies)
+            # Assign options array, as it contains some temporary information from the exchange.
+            self._api.options = self._api_async.options
             if self._exchange_ws:
                 # Set markets to avoid reloading on websocket api
                 self._ws_async.set_markets(self._api.markets, self._api.currencies)
+                self._ws_async.options = self._api.options
             self._last_markets_refresh = dt_ts()
 
             if is_initial and self._ft_has["needs_trading_fees"]:
@@ -2084,7 +2087,7 @@ class Exchange:
     def get_fee(
         self,
         symbol: str,
-        type: str = "",
+        order_type: str = "",
         side: str = "",
         amount: float = 1,
         price: float = 1,
@@ -2093,13 +2096,13 @@ class Exchange:
         """
         Retrieve fee from exchange
         :param symbol: Pair
-        :param type: Type of order (market, limit, ...)
+        :param order_type: Type of order (market, limit, ...)
         :param side: Side of order (buy, sell)
         :param amount: Amount of order
         :param price: Price of order
         :param taker_or_maker: 'maker' or 'taker' (ignored if "type" is provided)
         """
-        if type and type == "market":
+        if order_type and order_type == "market":
             taker_or_maker = "taker"
         try:
             if self._config["dry_run"] and self._config.get("fee", None) is not None:
@@ -2110,7 +2113,7 @@ class Exchange:
 
             return self._api.calculate_fee(
                 symbol=symbol,
-                type=type,
+                type=order_type,
                 side=side,
                 amount=amount,
                 price=price,

freqtrade/freqai/RL/BaseEnvironment.py

@@ -52,7 +52,7 @@ class BaseEnvironment(gym.Env):
         reward_kwargs: dict = {},
         window_size=10,
         starting_point=True,
-        id: str = "baseenv-1",
+        id: str = "baseenv-1",  # noqa: A002
         seed: int = 1,
         config: dict = {},
         live: bool = False,

freqtrade/freqai/data_drawer.py

@@ -238,9 +238,9 @@ class FreqaiDataDrawer:
                     metadata, fp, default=self.np_encoder, number_mode=rapidjson.NM_NATIVE
                 )
 
-    def np_encoder(self, object):
-        if isinstance(object, np.generic):
-            return object.item()
+    def np_encoder(self, obj):
+        if isinstance(obj, np.generic):
+            return obj.item()
 
     def get_pair_dict_info(self, pair: str) -> Tuple[str, int]:
         """
@@ -448,8 +448,8 @@ class FreqaiDataDrawer:
 
         delete_dict: Dict[str, Any] = {}
 
-        for dir in model_folders:
-            result = pattern.match(str(dir.name))
+        for directory in model_folders:
+            result = pattern.match(str(directory.name))
             if result is None:
                 continue
             coin = result.group(1)
@@ -458,10 +458,10 @@ class FreqaiDataDrawer:
             if coin not in delete_dict:
                 delete_dict[coin] = {}
                 delete_dict[coin]["num_folders"] = 1
-                delete_dict[coin]["timestamps"] = {int(timestamp): dir}
+                delete_dict[coin]["timestamps"] = {int(timestamp): directory}
             else:
                 delete_dict[coin]["num_folders"] += 1
-                delete_dict[coin]["timestamps"][int(timestamp)] = dir
+                delete_dict[coin]["timestamps"][int(timestamp)] = directory
 
         for coin in delete_dict:
             if delete_dict[coin]["num_folders"] > num_keep:
@@ -612,9 +612,9 @@ class FreqaiDataDrawer:
         elif self.model_type == "pytorch":
             import torch
 
-            zip = torch.load(dk.data_path / f"{dk.model_filename}_model.zip")
-            model = zip["pytrainer"]
-            model = model.load_from_checkpoint(zip)
+            zipfile = torch.load(dk.data_path / f"{dk.model_filename}_model.zip")
+            model = zipfile["pytrainer"]
+            model = model.load_from_checkpoint(zipfile)
 
         if not model:
             raise OperationalException(

freqtrade/freqai/tensorboard/tensorboard.py

@@ -45,10 +45,10 @@ class TensorBoardCallback(BaseTensorBoardCallback):
             return False
 
         evals = ["validation", "train"]
-        for metric, eval in zip(evals_log.items(), evals):
+        for metric, eval_ in zip(evals_log.items(), evals):
             for metric_name, log in metric[1].items():
                 score = log[-1][0] if isinstance(log[-1], tuple) else log[-1]
-                self.writer.add_scalar(f"{eval}-{metric_name}", score, epoch)
+                self.writer.add_scalar(f"{eval_}-{metric_name}", score, epoch)
 
         return False
 

freqtrade/freqtradebot.py

@@ -2370,6 +2370,18 @@ class FreqtradeBot(LoggingMixin):
             trade, order, order_obj, order_amount, order.get("trades", [])
         )
 
+    def _trades_valid_for_fee(self, trades: List[Dict[str, Any]]) -> bool:
+        """
+        Check if trades are valid for fee detection.
+        :return: True if trades are valid for fee detection, False otherwise
+        """
+        if not trades:
+            return False
+        # We expect amount and cost to be present in all trade objects.
+        if any(trade.get("amount") is None or trade.get("cost") is None for trade in trades):
+            return False
+        return True
+
     def fee_detection_from_trades(
         self, trade: Trade, order: Dict, order_obj: Order, order_amount: float, trades: List
     ) -> Optional[float]:
@@ -2377,7 +2389,7 @@ class FreqtradeBot(LoggingMixin):
         fee-detection fallback to Trades.
         Either uses provided trades list or the result of fetch_my_trades to get correct fee.
         """
-        if not trades:
+        if not self._trades_valid_for_fee(trades):
             trades = self.exchange.get_trades_for_order(
                 self.exchange.get_order_id_conditional(order), trade.pair, order_obj.order_date
             )

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -4,11 +4,13 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
+from rich.text import Text
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.analysis.lookahead import LookaheadAnalysis
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -53,18 +55,18 @@ class LookaheadAnalysisSubFunctions:
                     [
                         inst.strategy_obj["location"].parts[-1],
                         inst.strategy_obj["name"],
-                        inst.current_analysis.has_bias,
+                        Text("Yes", style="bold red")
+                        if inst.current_analysis.has_bias
+                        else Text("No", style="bold green"),
                         inst.current_analysis.total_signals,
                         inst.current_analysis.false_entry_signals,
                         inst.current_analysis.false_exit_signals,
                         ", ".join(inst.current_analysis.false_indicators),
                     ]
                 )
-        from tabulate import tabulate
 
-        table = tabulate(data, headers=headers, tablefmt="orgtbl")
-        print(table)
-        return table, headers, data
+        print_rich_table(data, headers, summary="Lookahead Analysis")
+        return data
 
     @staticmethod
     def export_to_csv(config: Dict[str, Any], lookahead_analysis: List[LookaheadAnalysis]):

freqtrade/optimize/analysis/recursive_helpers.py

@@ -7,6 +7,7 @@ from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.analysis.recursive import RecursiveAnalysis
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -16,9 +17,9 @@ class RecursiveAnalysisSubFunctions:
     @staticmethod
     def text_table_recursive_analysis_instances(recursive_instances: List[RecursiveAnalysis]):
         startups = recursive_instances[0]._startup_candle
-        headers = ["indicators"]
+        headers = ["Indicators"]
         for candle in startups:
-            headers.append(candle)
+            headers.append(str(candle))
 
         data = []
         for inst in recursive_instances:
@@ -30,13 +31,11 @@ class RecursiveAnalysisSubFunctions:
                     data.append(temp_data)
 
         if len(data) > 0:
-            from tabulate import tabulate
+            print_rich_table(data, headers, summary="Recursive Analysis")
 
-            table = tabulate(data, headers=headers, tablefmt="orgtbl")
-            print(table)
-            return table, headers, data
+            return data
 
-        return None, None, data
+        return data
 
     @staticmethod
     def calculate_config_overrides(config: Config):

freqtrade/optimize/backtesting.py

@@ -465,25 +465,25 @@ class Backtesting:
         return data
 
     def _get_close_rate(
-        self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple, trade_dur: int
+        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         """
         Get close rate for backtesting result
         """
         # Special handling if high or low hit STOP_LOSS or ROI
-        if exit.exit_type in (
+        if exit_.exit_type in (
             ExitType.STOP_LOSS,
             ExitType.TRAILING_STOP_LOSS,
             ExitType.LIQUIDATION,
         ):
-            return self._get_close_rate_for_stoploss(row, trade, exit, trade_dur)
-        elif exit.exit_type == (ExitType.ROI):
-            return self._get_close_rate_for_roi(row, trade, exit, trade_dur)
+            return self._get_close_rate_for_stoploss(row, trade, exit_, trade_dur)
+        elif exit_.exit_type == (ExitType.ROI):
+            return self._get_close_rate_for_roi(row, trade, exit_, trade_dur)
         else:
             return row[OPEN_IDX]
 
     def _get_close_rate_for_stoploss(
-        self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple, trade_dur: int
+        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         # our stoploss was already lower than candle high,
         # possibly due to a cancelled trade exit.
@@ -491,7 +491,7 @@ class Backtesting:
         is_short = trade.is_short or False
         leverage = trade.leverage or 1.0
         side_1 = -1 if is_short else 1
-        if exit.exit_type == ExitType.LIQUIDATION and trade.liquidation_price:
+        if exit_.exit_type == ExitType.LIQUIDATION and trade.liquidation_price:
             stoploss_value = trade.liquidation_price
         else:
             stoploss_value = trade.stop_loss
@@ -506,7 +506,7 @@ class Backtesting:
         # 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 exit.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
+        if exit_.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
             if (
                 not self.strategy.use_custom_stoploss
                 and self.strategy.trailing_stop
@@ -537,7 +537,7 @@ class Backtesting:
         return stoploss_value
 
     def _get_close_rate_for_roi(
-        self, row: Tuple, trade: LocalTrade, exit: ExitCheckTuple, trade_dur: int
+        self, row: Tuple, trade: LocalTrade, exit_: ExitCheckTuple, trade_dur: int
     ) -> float:
         is_short = trade.is_short or False
         leverage = trade.leverage or 1.0

freqtrade/optimize/edge_cli.py

@@ -52,4 +52,4 @@ class EdgeCli:
         result = self.edge.calculate(self.config["exchange"]["pair_whitelist"])
         if result:
             print("")  # blank line for readability
-            print(generate_edge_table(self.edge._cached_pairs))
+            generate_edge_table(self.edge._cached_pairs)

freqtrade/optimize/hyperopt.py

@@ -14,14 +14,14 @@ from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
 import rapidjson
-from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from joblib.externals import cloudpickle
 from pandas import DataFrame
+from rich.align import Align
+from rich.console import Console
 from rich.progress import (
     BarColumn,
     MofNCompleteColumn,
-    Progress,
     TaskProgressColumn,
     TextColumn,
     TimeElapsedColumn,
@@ -40,6 +40,7 @@ from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
+from freqtrade.optimize.hyperopt_output import HyperoptOutput
 from freqtrade.optimize.hyperopt_tools import (
     HyperoptStateContainer,
     HyperoptTools,
@@ -47,6 +48,7 @@ from freqtrade.optimize.hyperopt_tools import (
 )
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+from freqtrade.util import CustomProgress
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -86,6 +88,8 @@ class Hyperopt:
         self.max_open_trades_space: List[Dimension] = []
         self.dimensions: List[Dimension] = []
 
+        self._hyper_out: HyperoptOutput = HyperoptOutput()
+
         self.config = config
         self.min_date: datetime
         self.max_date: datetime
@@ -260,7 +264,7 @@ class Hyperopt:
             result["max_open_trades"] = {"max_open_trades": strategy.max_open_trades}
         return result
 
-    def print_results(self, results) -> None:
+    def print_results(self, results: Dict[str, Any]) -> None:
         """
         Log results if it is better than any previous evaluation
         TODO: this should be moved to HyperoptTools too
@@ -268,17 +272,12 @@ class Hyperopt:
         is_best = results["is_best"]
 
         if self.print_all or is_best:
-            print(
-                HyperoptTools.get_result_table(
-                    self.config,
-                    results,
-                    self.total_epochs,
-                    self.print_all,
-                    self.print_colorized,
-                    self.hyperopt_table_header,
-                )
+            self._hyper_out.add_data(
+                self.config,
+                [results],
+                self.total_epochs,
+                self.print_all,
             )
-            self.hyperopt_table_header = 2
 
     def init_spaces(self):
         """
@@ -626,16 +625,16 @@ class Hyperopt:
 
         self.opt = self.get_optimizer(self.dimensions, config_jobs)
 
-        if self.print_colorized:
-            colorama_init(autoreset=True)
-
         try:
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
                 logger.info(f"Effective number of parallel workers used: {jobs}")
+                console = Console(
+                    color_system="auto" if self.print_colorized else None,
+                )
 
                 # Define progressbar
-                with Progress(
+                with CustomProgress(
                     TextColumn("[progress.description]{task.description}"),
                     BarColumn(bar_width=None),
                     MofNCompleteColumn(),
@@ -645,6 +644,8 @@ class Hyperopt:
                     "•",
                     TimeRemainingColumn(),
                     expand=True,
+                    console=console,
+                    cust_objs=[Align.center(self._hyper_out.table)],
                 ) as pbar:
                     task = pbar.add_task("Epochs", total=self.total_epochs)
 

freqtrade/optimize/hyperopt_output.py

@@ -0,0 +1,123 @@
+import sys
+from typing import List, Optional, Union
+
+from rich.console import Console
+from rich.table import Table
+from rich.text import Text
+
+from freqtrade.constants import Config
+from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
+from freqtrade.util import fmt_coin
+
+
+class HyperoptOutput:
+    def __init__(self):
+        self.table = Table(
+            title="Hyperopt results",
+        )
+        # Headers
+        self.table.add_column("Best", justify="left")
+        self.table.add_column("Epoch", justify="right")
+        self.table.add_column("Trades", justify="right")
+        self.table.add_column("Win  Draw  Loss  Win%", justify="right")
+        self.table.add_column("Avg profit", justify="right")
+        self.table.add_column("Profit", justify="right")
+        self.table.add_column("Avg duration", justify="right")
+        self.table.add_column("Objective", justify="right")
+        self.table.add_column("Max Drawdown (Acct)", justify="right")
+
+    def _add_row(self, data: List[Union[str, Text]]):
+        """Add single row"""
+        row_to_add: List[Union[str, Text]] = [r if isinstance(r, Text) else str(r) for r in data]
+
+        self.table.add_row(*row_to_add)
+
+    def _add_rows(self, data: List[List[Union[str, Text]]]):
+        """add multiple rows"""
+        for row in data:
+            self._add_row(row)
+
+    def print(self, console: Optional[Console] = None, *, print_colorized=True):
+        if not console:
+            console = Console(
+                color_system="auto" if print_colorized else None,
+                width=200 if "pytest" in sys.modules else None,
+            )
+
+        console.print(self.table)
+
+    def add_data(
+        self,
+        config: Config,
+        results: list,
+        total_epochs: int,
+        highlight_best: bool,
+    ) -> None:
+        """Format one or multiple rows and add them"""
+        stake_currency = config["stake_currency"]
+
+        for r in results:
+            self.table.add_row(
+                *[
+                    # "Best":
+                    (
+                        ("*" if r["is_initial_point"] or r["is_random"] else "")
+                        + (" Best" if r["is_best"] else "")
+                    ).lstrip(),
+                    # "Epoch":
+                    f"{r['current_epoch']}/{total_epochs}",
+                    # "Trades":
+                    str(r["results_metrics"]["total_trades"]),
+                    # "Win  Draw  Loss  Win%":
+                    generate_wins_draws_losses(
+                        r["results_metrics"]["wins"],
+                        r["results_metrics"]["draws"],
+                        r["results_metrics"]["losses"],
+                    ),
+                    # "Avg profit":
+                    f"{r['results_metrics']['profit_mean']:.2%}"
+                    if r["results_metrics"]["profit_mean"] is not None
+                    else "--",
+                    # "Profit":
+                    Text(
+                        "{} {}".format(
+                            fmt_coin(
+                                r["results_metrics"]["profit_total_abs"],
+                                stake_currency,
+                                keep_trailing_zeros=True,
+                            ),
+                            f"({r['results_metrics']['profit_total']:,.2%})".rjust(10, " "),
+                        )
+                        if r["results_metrics"].get("profit_total_abs", 0) != 0.0
+                        else "--",
+                        style=(
+                            "green"
+                            if r["results_metrics"].get("profit_total_abs", 0) > 0
+                            else "red"
+                        )
+                        if not r["is_best"]
+                        else "",
+                    ),
+                    # "Avg duration":
+                    str(r["results_metrics"]["holding_avg"]),
+                    # "Objective":
+                    f"{r['loss']:,.5f}" if r["loss"] != 100000 else "N/A",
+                    # "Max Drawdown (Acct)":
+                    "{} {}".format(
+                        fmt_coin(
+                            r["results_metrics"]["max_drawdown_abs"],
+                            stake_currency,
+                            keep_trailing_zeros=True,
+                        ),
+                        (f"({r['results_metrics']['max_drawdown_account']:,.2%})").rjust(10, " "),
+                    )
+                    if r["results_metrics"]["max_drawdown_account"] != 0.0
+                    else "--",
+                ],
+                style=" ".join(
+                    [
+                        "bold gold1" if r["is_best"] and highlight_best else "",
+                        "italic " if r["is_initial_point"] else "",
+                    ]
+                ),
+            )

freqtrade/optimize/hyperopt_tools.py

@@ -5,10 +5,7 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
-import pandas as pd
 import rapidjson
-import tabulate
-from colorama import Fore, Style
 from pandas import isna, json_normalize
 
 from freqtrade.constants import FTHYPT_FILEVERSION, Config
@@ -16,8 +13,6 @@ from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_dict, safe_value_fallback2
 from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
-from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
-from freqtrade.util import fmt_coin
 
 
 logger = logging.getLogger(__name__)
@@ -357,175 +352,6 @@ class HyperoptTools:
             + f"Objective: {results['loss']:.5f}"
         )
 
-    @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame) -> pd.DataFrame:
-        trials["Best"] = ""
-
-        if "results_metrics.winsdrawslosses" not in trials.columns:
-            # Ensure compatibility with older versions of hyperopt results
-            trials["results_metrics.winsdrawslosses"] = "N/A"
-
-        has_account_drawdown = "results_metrics.max_drawdown_account" in trials.columns
-        if not has_account_drawdown:
-            # Ensure compatibility with older versions of hyperopt results
-            trials["results_metrics.max_drawdown_account"] = None
-        if "is_random" not in trials.columns:
-            trials["is_random"] = False
-
-        # New mode, using backtest result for metrics
-        trials["results_metrics.winsdrawslosses"] = trials.apply(
-            lambda x: generate_wins_draws_losses(
-                x["results_metrics.wins"], x["results_metrics.draws"], x["results_metrics.losses"]
-            ),
-            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_account",
-                "results_metrics.max_drawdown_abs",
-                "loss",
-                "is_initial_point",
-                "is_random",
-                "is_best",
-            ]
-        ]
-
-        trials.columns = [
-            "Best",
-            "Epoch",
-            "Trades",
-            " Win  Draw  Loss  Win%",
-            "Avg profit",
-            "Total profit",
-            "Profit",
-            "Avg duration",
-            "max_drawdown_account",
-            "max_drawdown_abs",
-            "Objective",
-            "is_initial_point",
-            "is_random",
-            "is_best",
-        ]
-
-        return trials
-
-    @staticmethod
-    def get_result_table(
-        config: Config,
-        results: list,
-        total_epochs: int,
-        highlight_best: bool,
-        print_colorized: bool,
-        remove_header: int,
-    ) -> str:
-        """
-        Log result table
-        """
-        if not results:
-            return ""
-
-        tabulate.PRESERVE_WHITESPACE = True
-        trials = json_normalize(results, max_level=1)
-
-        trials = HyperoptTools.prepare_trials_columns(trials)
-
-        trials["is_profit"] = False
-        trials.loc[trials["is_initial_point"] | trials["is_random"], "Best"] = "*     "
-        trials.loc[trials["is_best"], "Best"] = "Best"
-        trials.loc[
-            (trials["is_initial_point"] | trials["is_random"]) & trials["is_best"], "Best"
-        ] = "* Best"
-        trials.loc[trials["Total profit"] > 0, "is_profit"] = True
-        trials["Trades"] = trials["Trades"].astype(str)
-        # perc_multi = 1 if legacy_mode else 100
-        trials["Epoch"] = trials["Epoch"].apply(
-            lambda x: "{}/{}".format(str(x).rjust(len(str(total_epochs)), " "), total_epochs)
-        )
-        trials["Avg profit"] = trials["Avg profit"].apply(
-            lambda x: f"{x:,.2%}".rjust(7, " ") if not isna(x) else "--".rjust(7, " ")
-        )
-        trials["Avg duration"] = trials["Avg duration"].apply(
-            lambda x: (
-                f"{x:,.1f} m".rjust(7, " ")
-                if isinstance(x, float)
-                else f"{x}"
-                if not isna(x)
-                else "--".rjust(7, " ")
-            )
-        )
-        trials["Objective"] = trials["Objective"].apply(
-            lambda x: f"{x:,.5f}".rjust(8, " ") if x != 100000 else "N/A".rjust(8, " ")
-        )
-
-        stake_currency = config["stake_currency"]
-
-        trials["Max Drawdown (Acct)"] = trials.apply(
-            lambda x: (
-                "{} {}".format(
-                    fmt_coin(x["max_drawdown_abs"], stake_currency, keep_trailing_zeros=True),
-                    (f"({x['max_drawdown_account']:,.2%})").rjust(10, " "),
-                ).rjust(25 + len(stake_currency))
-                if x["max_drawdown_account"] != 0.0
-                else "--".rjust(25 + len(stake_currency))
-            ),
-            axis=1,
-        )
-
-        trials = trials.drop(columns=["max_drawdown_abs", "max_drawdown_account"])
-
-        trials["Profit"] = trials.apply(
-            lambda x: (
-                "{} {}".format(
-                    fmt_coin(x["Total profit"], stake_currency, keep_trailing_zeros=True),
-                    f"({x['Profit']:,.2%})".rjust(10, " "),
-                ).rjust(25 + len(stake_currency))
-                if x["Total profit"] != 0.0
-                else "--".rjust(25 + len(stake_currency))
-            ),
-            axis=1,
-        )
-        trials = trials.drop(columns=["Total profit"])
-
-        if print_colorized:
-            trials2 = trials.astype(str)
-            for i in range(len(trials)):
-                if trials.loc[i]["is_profit"]:
-                    for j in range(len(trials.loc[i]) - 3):
-                        trials2.iat[i, j] = f"{Fore.GREEN}{str(trials.iloc[i, j])}{Fore.RESET}"
-                if trials.loc[i]["is_best"] and highlight_best:
-                    for j in range(len(trials.loc[i]) - 3):
-                        trials2.iat[i, j] = (
-                            f"{Style.BRIGHT}{str(trials.iloc[i, j])}{Style.RESET_ALL}"
-                        )
-            trials = trials2
-            del trials2
-        trials = trials.drop(columns=["is_initial_point", "is_best", "is_profit", "is_random"])
-        if remove_header > 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="orgtbl", headers="keys", stralign="right"
-            )
-
-            table = table.split("\n", remove_header)[remove_header]
-        elif remove_header < 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="psql", headers="keys", stralign="right"
-            )
-            table = "\n".join(table.split("\n")[0:remove_header])
-        else:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="psql", headers="keys", stralign="right"
-            )
-        return table
-
     @staticmethod
     def export_csv_file(config: Config, results: list, csv_file: str) -> None:
         """

freqtrade/optimize/optimize_reports/bt_output.py

@@ -1,12 +1,10 @@
 import logging
-from typing import Any, Dict, List, Union
-
-from tabulate import tabulate
+from typing import Any, Dict, List, Literal, Union
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.optimize.optimize_reports.optimize_reports import generate_periodic_breakdown_stats
 from freqtrade.types import BacktestResultType
-from freqtrade.util import decimals_per_coin, fmt_coin
+from freqtrade.util import decimals_per_coin, fmt_coin, print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -46,22 +44,23 @@ def generate_wins_draws_losses(wins, draws, losses):
     return f"{wins:>4}  {draws:>4}  {losses:>4}  {wl_ratio:>4}"
 
 
-def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
+def text_table_bt_results(
+    pair_results: List[Dict[str, Any]], stake_currency: str, title: str
+) -> None:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
     :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
     :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
+    :param title: Title of the table
     """
 
     headers = _get_line_header("Pair", stake_currency, "Trades")
-    floatfmt = _get_line_floatfmt(stake_currency)
     output = [
         [
             t["key"],
             t["trades"],
             t["profit_mean_pct"],
-            t["profit_total_abs"],
+            f"{t['profit_total_abs']:.{decimals_per_coin(stake_currency)}f}",
             t["profit_total_pct"],
             t["duration_avg"],
             generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
@@ -69,26 +68,32 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
         for t in pair_results
     ]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+    print_rich_table(output, headers, summary=title)
 
 
-def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
+def text_table_tags(
+    tag_type: Literal["enter_tag", "exit_tag", "mix_tag"],
+    tag_results: List[Dict[str, Any]],
+    stake_currency: str,
+) -> None:
     """
     Generates and returns a text table for the given backtest data and the results dataframe
     :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
     :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
     """
     floatfmt = _get_line_floatfmt(stake_currency)
     fallback: str = ""
     is_list = False
     if tag_type == "enter_tag":
-        headers = _get_line_header("Enter Tag", stake_currency, "Entries")
+        title = "Enter Tag"
+        headers = _get_line_header(title, stake_currency, "Entries")
     elif tag_type == "exit_tag":
-        headers = _get_line_header("Exit Reason", stake_currency, "Exits")
+        title = "Exit Reason"
+        headers = _get_line_header(title, stake_currency, "Exits")
         fallback = "exit_reason"
     else:
         # Mix tag
+        title = "Mixed Tag"
         headers = _get_line_header(["Enter Tag", "Exit Reason"], stake_currency, "Trades")
         floatfmt.insert(0, "s")
         is_list = True
@@ -106,7 +111,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
             ),
             t["trades"],
             t["profit_mean_pct"],
-            t["profit_total_abs"],
+            f"{t['profit_total_abs']:.{decimals_per_coin(stake_currency)}f}",
             t["profit_total_pct"],
             t.get("duration_avg"),
             generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
@@ -114,17 +119,16 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
         for t in tag_results
     ]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+    print_rich_table(output, headers, summary=f"{title.upper()} STATS")
 
 
 def text_table_periodic_breakdown(
     days_breakdown_stats: List[Dict[str, Any]], stake_currency: str, period: str
-) -> str:
+) -> None:
     """
     Generate small table with Backtest results by days
     :param days_breakdown_stats: Days breakdown metrics
     :param stake_currency: Stakecurrency used
-    :return: pretty printed table with tabulate as string
     """
     headers = [
         period.capitalize(),
@@ -143,17 +147,15 @@ def text_table_periodic_breakdown(
         ]
         for d in days_breakdown_stats
     ]
-    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+    print_rich_table(output, headers, summary=f"{period.upper()} BREAKDOWN")
 
 
-def text_table_strategy(strategy_results, stake_currency: str) -> str:
+def text_table_strategy(strategy_results, stake_currency: str, title: str):
     """
     Generate summary table per strategy
     :param strategy_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :param stake_currency: stake-currency - used to correctly name headers
-    :return: pretty printed table with tabulate as string
     """
-    floatfmt = _get_line_floatfmt(stake_currency)
     headers = _get_line_header("Strategy", stake_currency, "Trades")
     # _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
     # therefore we slip this column in only for strategy summary here.
@@ -177,8 +179,8 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
         [
             t["key"],
             t["trades"],
-            t["profit_mean_pct"],
-            t["profit_total_abs"],
+            f"{t['profit_mean_pct']:.2f}",
+            f"{t['profit_total_abs']:.{decimals_per_coin(stake_currency)}f}",
             t["profit_total_pct"],
             t["duration_avg"],
             generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
@@ -186,11 +188,10 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
         ]
         for t, drawdown in zip(strategy_results, drawdown)
     ]
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(output, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
+    print_rich_table(output, headers, summary=title)
 
 
-def text_table_add_metrics(strat_results: Dict) -> str:
+def text_table_add_metrics(strat_results: Dict) -> None:
     if len(strat_results["trades"]) > 0:
         best_trade = max(strat_results["trades"], key=lambda x: x["profit_ratio"])
         worst_trade = min(strat_results["trades"], key=lambda x: x["profit_ratio"])
@@ -372,8 +373,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             *drawdown_metrics,
             ("Market change", f"{strat_results['market_change']:.2%}"),
         ]
+        print_rich_table(metrics, ["Metric", "Value"], summary="SUMMARY METRICS", justify="left")
 
-        return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl")
     else:
         start_balance = fmt_coin(strat_results["starting_balance"], strat_results["stake_currency"])
         stake_amount = (
@@ -387,7 +388,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             f"Your starting balance was {start_balance}, "
             f"and your stake was {stake_amount}."
         )
-        return message
+        print(message)
 
 
 def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
@@ -395,25 +396,13 @@ def _show_tag_subresults(results: Dict[str, Any], stake_currency: str):
     Print tag subresults (enter_tag, exit_reason_summary, mix_tag_stats)
     """
     if (enter_tags := results.get("results_per_enter_tag")) is not None:
-        table = text_table_tags("enter_tag", enter_tags, stake_currency)
-
-        if isinstance(table, str) and len(table) > 0:
-            print(" ENTER TAG STATS ".center(len(table.splitlines()[0]), "="))
-        print(table)
+        text_table_tags("enter_tag", enter_tags, stake_currency)
 
     if (exit_reasons := results.get("exit_reason_summary")) is not None:
-        table = text_table_tags("exit_tag", exit_reasons, stake_currency)
-
-        if isinstance(table, str) and len(table) > 0:
-            print(" EXIT REASON STATS ".center(len(table.splitlines()[0]), "="))
-        print(table)
+        text_table_tags("exit_tag", exit_reasons, stake_currency)
 
     if (mix_tag := results.get("mix_tag_stats")) is not None:
-        table = text_table_tags("mix_tag", mix_tag, stake_currency)
-
-        if isinstance(table, str) and len(table) > 0:
-            print(" MIXED TAG STATS ".center(len(table.splitlines()[0]), "="))
-        print(table)
+        text_table_tags("mix_tag", mix_tag, stake_currency)
 
 
 def show_backtest_result(
@@ -424,15 +413,12 @@ def show_backtest_result(
     """
     # Print results
     print(f"Result for strategy {strategy}")
-    table = text_table_bt_results(results["results_per_pair"], stake_currency=stake_currency)
-    if isinstance(table, str):
-        print(" BACKTESTING REPORT ".center(len(table.splitlines()[0]), "="))
-    print(table)
-
-    table = text_table_bt_results(results["left_open_trades"], stake_currency=stake_currency)
-    if isinstance(table, str) and len(table) > 0:
-        print(" LEFT OPEN TRADES REPORT ".center(len(table.splitlines()[0]), "="))
-    print(table)
+    text_table_bt_results(
+        results["results_per_pair"], stake_currency=stake_currency, title="BACKTESTING REPORT"
+    )
+    text_table_bt_results(
+        results["left_open_trades"], stake_currency=stake_currency, title="LEFT OPEN TRADES REPORT"
+    )
 
     _show_tag_subresults(results, stake_currency)
 
@@ -443,20 +429,11 @@ def show_backtest_result(
             days_breakdown_stats = generate_periodic_breakdown_stats(
                 trade_list=results["trades"], period=period
             )
-        table = text_table_periodic_breakdown(
+        text_table_periodic_breakdown(
             days_breakdown_stats=days_breakdown_stats, stake_currency=stake_currency, period=period
         )
-        if isinstance(table, str) and len(table) > 0:
-            print(f" {period.upper()} BREAKDOWN ".center(len(table.splitlines()[0]), "="))
-        print(table)
 
-    table = text_table_add_metrics(results)
-    if isinstance(table, str) and len(table) > 0:
-        print(" SUMMARY METRICS ".center(len(table.splitlines()[0]), "="))
-    print(table)
-
-    if isinstance(table, str) and len(table) > 0:
-        print("=" * len(table.splitlines()[0]))
+    text_table_add_metrics(results)
 
     print()
 
@@ -472,15 +449,13 @@ def show_backtest_results(config: Config, backtest_stats: BacktestResultType):
     if len(backtest_stats["strategy"]) > 0:
         # Print Strategy summary table
 
-        table = text_table_strategy(backtest_stats["strategy_comparison"], stake_currency)
         print(
             f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
             f" Max open trades : {results['max_open_trades']}"
         )
-        print(" STRATEGY SUMMARY ".center(len(table.splitlines()[0]), "="))
-        print(table)
-        print("=" * len(table.splitlines()[0]))
-        print("\nFor more details, please look at the detail tables above")
+        text_table_strategy(
+            backtest_stats["strategy_comparison"], stake_currency, "STRATEGY SUMMARY"
+        )
 
 
 def show_sorted_pairlist(config: Config, backtest_stats: BacktestResultType):
@@ -493,8 +468,7 @@ def show_sorted_pairlist(config: Config, backtest_stats: BacktestResultType):
             print("]")
 
 
-def generate_edge_table(results: dict) -> str:
-    floatfmt = ("s", ".10g", ".2f", ".2f", ".2f", ".2f", "d", "d", "d")
+def generate_edge_table(results: dict) -> None:
     tabular_data = []
     headers = [
         "Pair",
@@ -512,17 +486,13 @@ def generate_edge_table(results: dict) -> str:
             tabular_data.append(
                 [
                     result[0],
-                    result[1].stoploss,
-                    result[1].winrate,
-                    result[1].risk_reward_ratio,
-                    result[1].required_risk_reward,
-                    result[1].expectancy,
+                    f"{result[1].stoploss:.10g}",
+                    f"{result[1].winrate:.2f}",
+                    f"{result[1].risk_reward_ratio:.2f}",
+                    f"{result[1].required_risk_reward:.2f}",
+                    f"{result[1].expectancy:.2f}",
                     result[1].nb_trades,
                     round(result[1].avg_trade_duration),
                 ]
             )
-
-    # Ignore type as floatfmt does allow tuples but mypy does not know that
-    return tabulate(
-        tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right"
-    )
+    print_rich_table(tabular_data, headers, summary="EDGE TABLE")

freqtrade/persistence/models.py

@@ -32,12 +32,12 @@ def get_request_or_thread_id() -> Optional[str]:
     """
     Helper method to get either async context (for fastapi requests), or thread id
     """
-    id = _request_id_ctx_var.get()
-    if id is None:
+    request_id = _request_id_ctx_var.get()
+    if request_id is None:
         # when not in request context - use thread id
-        id = str(threading.current_thread().ident)
+        request_id = str(threading.current_thread().ident)
 
-    return id
+    return request_id
 
 
 _SQL_DOCS_URL = "http://docs.sqlalchemy.org/en/latest/core/engines.html#database-urls"

freqtrade/persistence/trade_model.py

@@ -2012,7 +2012,7 @@ class Trade(ModelBase, LocalTrade):
         ).all()
 
         resp: List[Dict] = []
-        for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
+        for _, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf:
             enter_tag = enter_tag if enter_tag is not None else "Other"
             exit_reason = exit_reason if exit_reason is not None else "Other"
 

freqtrade/resolvers/iresolver.py

@@ -63,8 +63,8 @@ class IResolver:
 
         # Add extra directory to the top of the search paths
         if extra_dirs:
-            for dir in extra_dirs:
-                abs_paths.insert(0, Path(dir).resolve())
+            for directory in extra_dirs:
+                abs_paths.insert(0, Path(directory).resolve())
 
         if cls.extra_path and (extra := config.get(cls.extra_path)):
             abs_paths.insert(0, Path(extra).resolve())

freqtrade/resolvers/strategy_resolver.py

@@ -311,9 +311,9 @@ def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False
         setattr(strategy, new, getattr(strategy, f"{old}"))
 
 
-def check_override(object, parentclass, attribute):
+def check_override(obj, parentclass, attribute: str):
     """
     Checks if a object overrides the parent class attribute.
     :returns: True if the object is overridden.
     """
-    return getattr(type(object), attribute) != getattr(parentclass, attribute)
+    return getattr(type(obj), attribute) != getattr(parentclass, attribute)

freqtrade/rpc/rpc.py

@@ -11,7 +11,7 @@ from typing import Any, Dict, Generator, List, Optional, Sequence, Tuple, Union
 import psutil
 from dateutil.relativedelta import relativedelta
 from dateutil.tz import tzlocal
-from numpy import NAN, inf, int64, mean
+from numpy import inf, int64, mean, nan
 from pandas import DataFrame, NaT
 from sqlalchemy import func, select
 
@@ -204,9 +204,9 @@ class RPC:
                             trade.pair, side="exit", is_short=trade.is_short, refresh=False
                         )
                     except (ExchangeError, PricingError):
-                        current_rate = NAN
+                        current_rate = nan
                     if len(trade.select_filled_orders(trade.entry_side)) > 0:
-                        current_profit = current_profit_abs = current_profit_fiat = NAN
+                        current_profit = current_profit_abs = current_profit_fiat = nan
                         if not isnan(current_rate):
                             prof = trade.calculate_profit(current_rate)
                             current_profit = prof.profit_ratio
@@ -277,7 +277,7 @@ class RPC:
             raise RPCException("no active trade")
         else:
             trades_list = []
-            fiat_profit_sum = NAN
+            fiat_profit_sum = nan
             for trade in trades:
                 # calculate profit and send message to user
                 try:
@@ -285,9 +285,9 @@ class RPC:
                         trade.pair, side="exit", is_short=trade.is_short, refresh=False
                     )
                 except (PricingError, ExchangeError):
-                    current_rate = NAN
-                    trade_profit = NAN
-                    profit_str = f"{NAN:.2%}"
+                    current_rate = nan
+                    trade_profit = nan
+                    profit_str = f"{nan:.2%}"
                 else:
                     if trade.nr_of_successful_entries > 0:
                         profit = trade.calculate_profit(current_rate)
@@ -533,9 +533,9 @@ class RPC:
                         trade.pair, side="exit", is_short=trade.is_short, refresh=False
                     )
                 except (PricingError, ExchangeError):
-                    current_rate = NAN
-                    profit_ratio = NAN
-                    profit_abs = NAN
+                    current_rate = nan
+                    profit_ratio = nan
+                    profit_abs = nan
                 else:
                     _profit = trade.calculate_profit(trade.close_rate or current_rate)
 
@@ -1321,7 +1321,7 @@ class RPC:
             dataframe = dataframe.drop(
                 ["orderflow", "trades", "imbalances"], axis=1, errors="ignore"
             )
-            dataframe = dataframe.replace({inf: None, -inf: None, NAN: None})
+            dataframe = dataframe.replace({inf: None, -inf: None, nan: None})
 
         res = {
             "pair": pair,

freqtrade/util/__init__.py

@@ -15,6 +15,8 @@ from freqtrade.util.formatters import decimals_per_coin, fmt_coin, round_value
 from freqtrade.util.ft_precise import FtPrecise
 from freqtrade.util.measure_time import MeasureTime
 from freqtrade.util.periodic_cache import PeriodicCache
+from freqtrade.util.rich_progress import CustomProgress
+from freqtrade.util.rich_tables import print_df_rich_table, print_rich_table
 from freqtrade.util.template_renderer import render_template, render_template_with_fallback  # noqa
 
 
@@ -36,4 +38,7 @@ __all__ = [
     "round_value",
     "fmt_coin",
     "MeasureTime",
+    "print_rich_table",
+    "print_df_rich_table",
+    "CustomProgress",
 ]

freqtrade/util/rich_progress.py

@@ -0,0 +1,14 @@
+from typing import Union
+
+from rich.console import ConsoleRenderable, Group, RichCast
+from rich.progress import Progress
+
+
+class CustomProgress(Progress):
+    def __init__(self, *args, cust_objs, **kwargs) -> None:
+        self._cust_objs = cust_objs
+        super().__init__(*args, **kwargs)
+
+    def get_renderable(self) -> Union[ConsoleRenderable, RichCast, str]:
+        renderable = Group(*self._cust_objs, *self.get_renderables())
+        return renderable

freqtrade/util/rich_tables.py

@@ -0,0 +1,77 @@
+import sys
+from typing import Any, Dict, List, Optional, Sequence, Union
+
+from pandas import DataFrame
+from rich.console import Console
+from rich.table import Column, Table
+from rich.text import Text
+
+
+TextOrString = Union[str, Text]
+
+
+def print_rich_table(
+    tabular_data: Sequence[Union[Dict[str, Any], Sequence[TextOrString]]],
+    headers: Sequence[str],
+    summary: Optional[str] = None,
+    *,
+    justify="right",
+    table_kwargs: Optional[Dict[str, Any]] = None,
+) -> None:
+    table = Table(
+        *[c if isinstance(c, Column) else Column(c, justify=justify) for c in headers],
+        title=summary,
+        **(table_kwargs or {}),
+    )
+
+    for row in tabular_data:
+        if isinstance(row, dict):
+            table.add_row(
+                *[
+                    row[header] if isinstance(row[header], Text) else str(row[header])
+                    for header in headers
+                ]
+            )
+
+        else:
+            row_to_add: List[Union[str, Text]] = [r if isinstance(r, Text) else str(r) for r in row]
+            table.add_row(*row_to_add)
+
+    console = Console(
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)
+
+
+def _format_value(value: Any, *, floatfmt: str) -> str:
+    if isinstance(value, float):
+        return f"{value:{floatfmt}}"
+    return str(value)
+
+
+def print_df_rich_table(
+    tabular_data: DataFrame,
+    headers: Sequence[str],
+    summary: Optional[str] = None,
+    *,
+    show_index=False,
+    index_name: Optional[str] = None,
+    table_kwargs: Optional[Dict[str, Any]] = None,
+) -> None:
+    table = Table(title=summary, **(table_kwargs or {}))
+
+    if show_index:
+        index_name = str(index_name) if index_name else tabular_data.index.name
+        table.add_column(index_name)
+
+    for header in headers:
+        table.add_column(header, justify="right")
+
+    for value_list in tabular_data.itertuples(index=show_index):
+        row = [_format_value(x, floatfmt=".3f") for x in value_list]
+        table.add_row(*row)
+
+    console = Console(
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)

ft_client/freqtrade_client/__init__.py

@@ -7,7 +7,7 @@ if "dev" in __version__:
     from pathlib import Path
 
     try:
-        import subprocess
+        import subprocess  # noqa: S404
 
         freqtrade_basedir = Path(__file__).parent
 

ft_client/test_client/test_rest_client.py

@@ -133,8 +133,8 @@ def test_FtRestClient_call_invalid(caplog):
 )
 def test_FtRestClient_call_explicit_methods(method, args, kwargs):
     client, mock = get_rest_client()
-    exec = getattr(client, method)
-    exec(*args, **kwargs)
+    executor = getattr(client, method)
+    executor(*args, **kwargs)
     assert mock.call_count == 1
 
 

pyproject.toml

@@ -134,17 +134,19 @@ extend-select = [
   "W",      # pycodestyle
   "UP",     # pyupgrade
   "I",      # isort
+  "A",      # flake8-builtins
   "TID",    # flake8-tidy-imports
   # "EXE",  # flake8-executable
   # "C4",     # flake8-comprehensions
   "YTT",    # flake8-2020
-  "S",    # flake8-bandit
+  "S",      # flake8-bandit
   # "DTZ",  # flake8-datetimez
   # "RSE",  # flake8-raise
   # "TCH",  # flake8-type-checking
   "PTH",    # flake8-use-pathlib
   # "RUF",    # ruff
   "ASYNC",  # flake8-async
+  "NPY",    # numpy
 ]
 
 extend-ignore = [
@@ -155,6 +157,7 @@ extend-ignore = [
   "S603",  # `subprocess` call: check for execution of untrusted input
   "S607",  # Starting a process with a partial executable path
   "S608",  # Possible SQL injection vector through string-based query construction
+  "NPY002", # Numpy legacy random generator
 ]
 
 [tool.ruff.lint.mccabe]

requirements-dev.txt

@@ -7,7 +7,7 @@
 -r docs/requirements-docs.txt
 
 coveralls==4.0.1
-ruff==0.5.0
+ruff==0.5.1
 mypy==1.10.1
 pre-commit==3.7.1
 pytest==8.2.2

requirements-freqai.txt

@@ -3,7 +3,7 @@
 -r requirements-plot.txt
 
 # Required for freqai
-scikit-learn==1.5.0
+scikit-learn==1.5.1
 joblib==1.4.2
 catboost==1.2.5; 'arm' not in platform_machine
 lightgbm==4.4.0

requirements-hyperopt.txt

@@ -4,6 +4,6 @@
 # Required for hyperopt
 scipy==1.14.0; python_version >= "3.10"
 scipy==1.13.1; python_version < "3.10"
-scikit-learn==1.5.0
+scikit-learn==1.5.1
 ft-scikit-optimize==0.9.2
 filelock==3.15.4

requirements.txt

@@ -4,7 +4,7 @@ bottleneck==1.4.0
 numexpr==2.10.1
 pandas-ta==0.3.14b
 
-ccxt==4.3.54
+ccxt==4.3.58
 cryptography==42.0.8
 aiohttp==3.9.5
 SQLAlchemy==2.0.31
@@ -32,21 +32,19 @@ py_find_1st==1.1.6
 # Load ticker files 30% faster
 python-rapidjson==1.18
 # Properly format api responses
-orjson==3.10.5
+orjson==3.10.6
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
 fastapi==0.111.0
-pydantic==2.7.4
+pydantic==2.8.2
 uvicorn==0.30.1
 pyjwt==2.8.0
 aiofiles==24.1.0
 psutil==6.0.0
 
-# Support for colorized terminal output
-colorama==0.4.6
 # Building config files interactively
 questionary==2.0.1
 prompt-toolkit==3.0.36

scripts/ws_client.py

@@ -172,10 +172,10 @@ class ClientProtocol:
 
         return readable_timedelta(time_delta)
 
-    async def _handle_whitelist(self, name, type, data):
+    async def _handle_whitelist(self, name, msgtype, data):
         self.logger.info(data)
 
-    async def _handle_analyzed_df(self, name, type, data):
+    async def _handle_analyzed_df(self, name, msgtype, data):
         key, la, df = data["key"], data["la"], data["df"]
 
         if not df.empty:
@@ -189,8 +189,8 @@ class ClientProtocol:
         else:
             self.logger.info("Empty DataFrame")
 
-    async def _handle_default(self, name, type, data):
-        self.logger.info("Unknown message of type {type} received...")
+    async def _handle_default(self, name, msgtype, data):
+        self.logger.info("Unknown message of type {msgtype} received...")
         self.logger.info(data)
 
 

setup.py

@@ -78,7 +78,7 @@ setup(
         "httpx>=0.24.1",
         "urllib3",
         "jsonschema",
-        "numpy",
+        "numpy<2.0",
         "pandas>=2.2.0,<3.0",
         "TA-Lib",
         "pandas-ta",
@@ -88,7 +88,6 @@ setup(
         "py_find_1st",
         "python-rapidjson",
         "orjson",
-        "colorama",
         "jinja2",
         "questionary",
         "prompt-toolkit",

tests/commands/test_commands.py

@@ -116,7 +116,7 @@ def test_list_exchanges(capsys):
 
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
+    assert re.search(r".*Exchanges available for Freqtrade.*", captured.out)
     assert re.search(r".*binance.*", captured.out)
     assert re.search(r".*bybit.*", captured.out)
 
@@ -139,7 +139,7 @@ def test_list_exchanges(capsys):
 
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
+    assert re.search(r"All exchanges supported by the ccxt library.*", captured.out)
     assert re.search(r".*binance.*", captured.out)
     assert re.search(r".*bingx.*", captured.out)
     assert re.search(r".*bitmex.*", captured.out)
@@ -167,7 +167,7 @@ def test_list_timeframes(mocker, capsys):
         "1h": "hour",
         "1d": "day",
     }
-    patch_exchange(mocker, api_mock=api_mock, id="bybit")
+    patch_exchange(mocker, api_mock=api_mock, exchange="bybit")
     args = [
         "list-timeframes",
     ]
@@ -213,7 +213,7 @@ def test_list_timeframes(mocker, capsys):
         "1d": "1d",
         "3d": "3d",
     }
-    patch_exchange(mocker, api_mock=api_mock, id="binance")
+    patch_exchange(mocker, api_mock=api_mock, exchange="binance")
     # Test with --exchange binance
     args = [
         "list-timeframes",
@@ -258,7 +258,7 @@ def test_list_timeframes(mocker, capsys):
 
 def test_list_markets(mocker, markets_static, capsys):
     api_mock = MagicMock()
-    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
+    patch_exchange(mocker, api_mock=api_mock, exchange="binance", mock_markets=markets_static)
 
     # Test with no --config
     args = [
@@ -286,16 +286,16 @@ def test_list_markets(mocker, markets_static, capsys):
         "LTC/ETH, LTC/USD, NEO/BTC, TKN/BTC, XLTCUSDT, XRP/BTC.\n" in captured.out
     )
 
-    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
+    patch_exchange(mocker, api_mock=api_mock, exchange="binance", mock_markets=markets_static)
     # Test with --exchange
     args = ["list-markets", "--exchange", "binance"]
     pargs = get_args(args)
     pargs["config"] = None
     start_list_markets(pargs, False)
     captured = capsys.readouterr()
-    assert re.match("\nExchange Binance has 12 active markets:\n", captured.out)
+    assert re.search(r".*Exchange Binance has 12 active markets.*", captured.out)
 
-    patch_exchange(mocker, api_mock=api_mock, id="binance", mock_markets=markets_static)
+    patch_exchange(mocker, api_mock=api_mock, exchange="binance", mock_markets=markets_static)
     # Test with --all: all markets
     args = [
         "list-markets",
@@ -491,7 +491,7 @@ def test_list_markets(mocker, markets_static, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert "Exchange Binance has 12 active markets:\n" in captured.out
+    assert "Exchange Binance has 12 active markets" in captured.out
 
     # Test tabular output, no markets found
     args = [
@@ -823,7 +823,7 @@ def test_download_data_no_markets(mocker, caplog):
         "freqtrade.data.history.history_utils.refresh_backtest_ohlcv_data",
         MagicMock(return_value=["ETH/BTC", "XRP/BTC"]),
     )
-    patch_exchange(mocker, id="binance")
+    patch_exchange(mocker, exchange="binance")
     mocker.patch(f"{EXMS}.get_markets", return_value={})
     args = [
         "download-data",
@@ -952,7 +952,7 @@ def test_download_data_trades(mocker):
 
 
 def test_download_data_data_invalid(mocker):
-    patch_exchange(mocker, id="kraken")
+    patch_exchange(mocker, exchange="kraken")
     mocker.patch(f"{EXMS}.get_markets", return_value={})
     args = [
         "download-data",
@@ -1633,8 +1633,8 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 16 pair / timeframe combinations." in captured.out
-    assert "\n|         Pair |       Timeframe |   Type |\n" in captured.out
-    assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |   spot |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
+    assert re.search(r"\n.* UNITTEST/BTC .* 1m, 5m, 8m, 30m .* spot |\n", captured.out)
 
     args = [
         "list-data",
@@ -1650,9 +1650,9 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 2 pair / timeframe combinations." in captured.out
-    assert "\n|    Pair |   Timeframe |   Type |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
     assert "UNITTEST/BTC" not in captured.out
-    assert "\n| XRP/ETH |      1m, 5m |   spot |\n" in captured.out
+    assert re.search(r"\n.* XRP/ETH .* 1m, 5m .* spot |\n", captured.out)
 
     args = [
         "list-data",
@@ -1667,9 +1667,9 @@ def test_start_list_data(testdatadir, capsys):
     captured = capsys.readouterr()
 
     assert "Found 6 pair / timeframe combinations." in captured.out
-    assert "\n|               Pair |   Timeframe |         Type |\n" in captured.out
-    assert "\n|      XRP/USDT:USDT |      5m, 1h |      futures |\n" in captured.out
-    assert "\n|      XRP/USDT:USDT |      1h, 8h |         mark |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
+    assert re.search(r"\n.* XRP/USDT:USDT .* 5m, 1h .* futures |\n", captured.out)
+    assert re.search(r"\n.* XRP/USDT:USDT .* 1h, 8h .* mark |\n", captured.out)
 
     args = [
         "list-data",
@@ -1684,15 +1684,12 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 2 pair / timeframe combinations." in captured.out
-    assert (
-        "\n|    Pair |   Timeframe |   Type "
-        "|                From |                  To |   Candles |\n"
-    ) in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*From .* To .* Candles .*\n", captured.out)
     assert "UNITTEST/BTC" not in captured.out
-    assert (
-        "\n| XRP/ETH |          1m |   spot | "
-        "2019-10-11 00:00:00 | 2019-10-13 11:19:00 |      2469 |\n"
-    ) in captured.out
+    assert re.search(
+        r"\n.* XRP/USDT .* 1m .* spot .* 2019-10-11 00:00:00 .* 2019-10-13 11:19:00 .* 2469 |\n",
+        captured.out,
+    )
 
 
 @pytest.mark.usefixtures("init_persistence")

tests/conftest.py

@@ -137,7 +137,7 @@ def generate_trades_history(n_rows, start_date: Optional[datetime] = None, days=
     random_timestamps_in_seconds = np.random.uniform(_start_timestamp, _end_timestamp, n_rows)
     timestamp = pd.to_datetime(random_timestamps_in_seconds, unit="s")
 
-    id = [
+    trade_id = [
         f"a{np.random.randint(1e6, 1e7 - 1)}cd{np.random.randint(100, 999)}" for _ in range(n_rows)
     ]
 
@@ -155,7 +155,7 @@ def generate_trades_history(n_rows, start_date: Optional[datetime] = None, days=
     df = pd.DataFrame(
         {
             "timestamp": timestamp,
-            "id": id,
+            "id": trade_id,
             "type": None,
             "side": side,
             "price": price,
@@ -236,12 +236,12 @@ def patched_configuration_load_config_file(mocker, config) -> None:
 
 
 def patch_exchange(
-    mocker, api_mock=None, id="binance", mock_markets=True, mock_supported_modes=True
+    mocker, api_mock=None, exchange="binance", mock_markets=True, mock_supported_modes=True
 ) -> None:
     mocker.patch(f"{EXMS}.validate_config", MagicMock())
     mocker.patch(f"{EXMS}.validate_timeframes", MagicMock())
-    mocker.patch(f"{EXMS}.id", PropertyMock(return_value=id))
-    mocker.patch(f"{EXMS}.name", PropertyMock(return_value=id.title()))
+    mocker.patch(f"{EXMS}.id", PropertyMock(return_value=exchange))
+    mocker.patch(f"{EXMS}.name", PropertyMock(return_value=exchange.title()))
     mocker.patch(f"{EXMS}.precisionMode", PropertyMock(return_value=2))
     # Temporary patch ...
     mocker.patch("freqtrade.exchange.bybit.Bybit.cache_leverage_tiers")
@@ -254,7 +254,8 @@ def patch_exchange(
 
     if mock_supported_modes:
         mocker.patch(
-            f"freqtrade.exchange.{id}.{id.capitalize()}._supported_trading_mode_margin_pairs",
+            f"freqtrade.exchange.{exchange}.{exchange.capitalize()}"
+            "._supported_trading_mode_margin_pairs",
             PropertyMock(
                 return_value=[
                     (TradingMode.MARGIN, MarginMode.CROSS),
@@ -274,10 +275,10 @@ def patch_exchange(
 
 
 def get_patched_exchange(
-    mocker, config, api_mock=None, id="binance", mock_markets=True, mock_supported_modes=True
+    mocker, config, api_mock=None, exchange="binance", mock_markets=True, mock_supported_modes=True
 ) -> Exchange:
-    patch_exchange(mocker, api_mock, id, mock_markets, mock_supported_modes)
-    config["exchange"]["name"] = id
+    patch_exchange(mocker, api_mock, exchange, mock_markets, mock_supported_modes)
+    config["exchange"]["name"] = exchange
     try:
         exchange = ExchangeResolver.load_exchange(config, load_leverage_tiers=True)
     except ImportError:

tests/conftest_hyperopt.py

@@ -324,7 +324,8 @@ def hyperopt_test_result():
                 "profit_mean": None,
                 "profit_median": None,
                 "profit_total": 0,
-                "profit": 0.0,
+                "max_drawdown_account": 0.0,
+                "max_drawdown_abs": 0.0,
                 "holding_avg": timedelta(),
             },  # noqa: E501
             "results_explanation": "     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.",  # noqa: E501

tests/data/test_datahandler.py

@@ -83,7 +83,7 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
 
 
 @pytest.mark.parametrize(
-    "input,expected",
+    "pair,expected",
     [
         ("XMR_USDT", "XMR/USDT"),
         ("BTC_USDT", "BTC/USDT"),
@@ -95,8 +95,8 @@ def test_datahandler_ohlcv_regex(filename, pair, timeframe, candletype):
         ("UNITTEST_USDT", "UNITTEST/USDT"),
     ],
 )
-def test_rebuild_pair_from_filename(input, expected):
-    assert IDataHandler.rebuild_pair_from_filename(input) == expected
+def test_rebuild_pair_from_filename(pair, expected):
+    assert IDataHandler.rebuild_pair_from_filename(pair) == expected
 
 
 def test_datahandler_ohlcv_get_available_data(testdatadir):

tests/data/test_dataprovider.py

@@ -286,7 +286,7 @@ def test_refresh(mocker, default_conf):
     refresh_mock = mocker.patch(f"{EXMS}.refresh_latest_ohlcv")
     mock_refresh_trades = mocker.patch(f"{EXMS}.refresh_latest_trades")
 
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     timeframe = default_conf["timeframe"]
     pairs = [("XRP/BTC", timeframe), ("UNITTEST/BTC", timeframe)]
 

tests/data/test_download_data.py

@@ -14,7 +14,7 @@ def test_download_data_main_no_markets(mocker, caplog):
         "freqtrade.data.history.history_utils.refresh_backtest_ohlcv_data",
         MagicMock(return_value=["ETH/BTC", "XRP/BTC"]),
     )
-    patch_exchange(mocker, id="binance")
+    patch_exchange(mocker, exchange="binance")
     mocker.patch(f"{EXMS}.get_markets", return_value={})
     config = setup_utils_configuration({"exchange": "binance"}, RunMode.UTIL_EXCHANGE)
     config.update({"days": 20, "pairs": ["ETH/BTC", "XRP/BTC"], "timeframes": ["5m", "1h"]})
@@ -91,7 +91,7 @@ def test_download_data_main_trades(mocker):
 
 
 def test_download_data_main_data_invalid(mocker):
-    patch_exchange(mocker, id="kraken")
+    patch_exchange(mocker, exchange="kraken")
     mocker.patch(f"{EXMS}.get_markets", return_value={})
     config = setup_utils_configuration({"exchange": "kraken"}, RunMode.UTIL_EXCHANGE)
     config.update(

tests/data/test_entryexitanalysis.py

@@ -154,10 +154,10 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
     assert "-3.5" in captured.out
     assert "50" in captured.out
     assert "0" in captured.out
-    assert "0.01616" in captured.out
+    assert "0.016" in captured.out
     assert "34.049" in captured.out
-    assert "0.104411" in captured.out
-    assert "52.8292" in captured.out
+    assert "0.104" in captured.out
+    assert "52.829" in captured.out
 
     # test group 1
     args = get_args(base_args + ["--analysis-groups", "1"])

tests/data/test_history.py

@@ -555,7 +555,7 @@ def test_refresh_backtest_ohlcv_data(
     mocker.patch.object(Path, "unlink", MagicMock())
     default_conf["trading_mode"] = trademode
 
-    ex = get_patched_exchange(mocker, default_conf, id="bybit")
+    ex = get_patched_exchange(mocker, default_conf, exchange="bybit")
     timerange = TimeRange.parse_timerange("20190101-20190102")
     refresh_backtest_ohlcv_data(
         exchange=ex,

tests/data/test_trade_converter_kraken.py

@@ -17,7 +17,7 @@ def test_import_kraken_trades_from_csv(testdatadir, tmp_path, caplog, default_co
 
     default_conf_usdt["exchange"]["name"] = "kraken"
 
-    patch_exchange(mocker, id="kraken")
+    patch_exchange(mocker, exchange="kraken")
     mocker.patch(
         f"{EXMS}.markets",
         PropertyMock(

tests/exchange/test_binance.py

@@ -12,7 +12,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
 @pytest.mark.parametrize(
-    "side,type,time_in_force,expected",
+    "side,order_type,time_in_force,expected",
     [
         ("buy", "limit", "gtc", {"timeInForce": "GTC"}),
         ("buy", "limit", "IOC", {"timeInForce": "IOC"}),
@@ -22,9 +22,9 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
         ("sell", "market", "PO", {}),
     ],
 )
-def test__get_params_binance(default_conf, mocker, side, type, time_in_force, expected):
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
-    assert exchange._get_params(side, type, 1, False, time_in_force) == expected
+def test__get_params_binance(default_conf, mocker, side, order_type, time_in_force, expected):
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
+    assert exchange._get_params(side, order_type, 1, False, time_in_force) == expected
 
 
 @pytest.mark.parametrize("trademode", [TradingMode.FUTURES, TradingMode.SPOT])
@@ -159,7 +159,7 @@ def test_create_stoploss_order_dry_run_binance(default_conf, mocker):
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )
 def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     order = {
         "type": "stop_loss_limit",
         "price": 1500,
@@ -378,7 +378,7 @@ def test_fill_leverage_tiers_binance(default_conf, mocker):
     default_conf["dry_run"] = False
     default_conf["trading_mode"] = TradingMode.FUTURES
     default_conf["margin_mode"] = MarginMode.ISOLATED
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="binance")
     exchange.fill_leverage_tiers()
 
     assert exchange._leverage_tiers == {
@@ -497,7 +497,7 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
     api_mock = MagicMock()
     default_conf["trading_mode"] = TradingMode.FUTURES
     default_conf["margin_mode"] = MarginMode.ISOLATED
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="binance")
     exchange.fill_leverage_tiers()
     assert len(exchange._leverage_tiers.keys()) > 100
     for key, value in leverage_tiers.items():
@@ -518,10 +518,10 @@ def test_additional_exchange_init_binance(default_conf, mocker):
         OperationalException,
         match=r"Hedge Mode is not supported.*\nMulti-Asset Mode is not supported.*",
     ):
-        get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
+        get_patched_exchange(mocker, default_conf, exchange="binance", api_mock=api_mock)
     api_mock.fapiPrivateGetPositionSideDual = MagicMock(return_value={"dualSidePosition": False})
     api_mock.fapiPrivateGetMultiAssetsMargin = MagicMock(return_value={"multiAssetsMargin": False})
-    exchange = get_patched_exchange(mocker, default_conf, id="binance", api_mock=api_mock)
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance", api_mock=api_mock)
     assert exchange
     ccxt_exceptionhandlers(
         mocker,
@@ -541,7 +541,7 @@ def test__set_leverage_binance(mocker, default_conf):
     default_conf["trading_mode"] = TradingMode.FUTURES
     default_conf["margin_mode"] = MarginMode.ISOLATED
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="binance")
     exchange._set_leverage(3.2, "BTC/USDT:USDT")
     assert api_mock.set_leverage.call_count == 1
     # Leverage is rounded to 3.
@@ -574,7 +574,7 @@ async def test__async_get_historic_ohlcv_binance(default_conf, mocker, caplog, c
         ]
     ]
 
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
@@ -620,7 +620,7 @@ def test_get_maintenance_ratio_and_amt_binance(
     amt,
 ):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     exchange._leverage_tiers = leverage_tiers
     (result_ratio, result_amt) = exchange.get_maintenance_ratio_and_amt(pair, nominal_value)
     assert (round(result_ratio, 8), round(result_amt, 8)) == (mm_ratio, amt)

tests/exchange/test_bitpanda.py

@@ -39,7 +39,7 @@ def test_get_trades_for_order(default_conf, mocker):
             }
         ]
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     orders = exchange.get_trades_for_order(order_id, "LTC/BTC", since)
     assert len(orders) == 1

tests/exchange/test_bybit.py

@@ -18,7 +18,7 @@ def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
     api_mock.set_position_mode = MagicMock(return_value={"dualSidePosition": False})
     api_mock.is_unified_enabled = MagicMock(return_value=[False, False])
 
-    exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bybit", api_mock=api_mock)
     assert api_mock.set_position_mode.call_count == 1
     assert api_mock.is_unified_enabled.call_count == 1
     assert exchange.unified_account is False
@@ -28,9 +28,9 @@ def test_additional_exchange_init_bybit(default_conf, mocker, caplog):
     api_mock.set_position_mode.reset_mock()
     api_mock.is_unified_enabled = MagicMock(return_value=[False, True])
     with pytest.raises(OperationalException, match=r"Bybit: Unified account is not supported.*"):
-        get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
+        get_patched_exchange(mocker, default_conf, exchange="bybit", api_mock=api_mock)
     assert log_has("Bybit: Unified account.", caplog)
-    # exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
+    # exchange = get_patched_exchange(mocker, default_conf, exchange="bybit", api_mock=api_mock)
     # assert api_mock.set_position_mode.call_count == 1
     # assert api_mock.is_unified_enabled.call_count == 1
     # assert exchange.unified_account is True
@@ -45,7 +45,7 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
     default_conf["margin_mode"] = "isolated"
     api_mock = MagicMock()
     api_mock.fetch_funding_rate_history = get_mock_coro(return_value=[])
-    exchange = get_patched_exchange(mocker, default_conf, id="bybit", api_mock=api_mock)
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bybit", api_mock=api_mock)
     limit = 200
     # Test fetch_funding_rate_history (current data)
     await exchange._fetch_funding_rate_history(
@@ -77,14 +77,14 @@ async def test_bybit_fetch_funding_rate(default_conf, mocker):
 
 def test_bybit_get_funding_fees(default_conf, mocker):
     now = datetime.now(timezone.utc)
-    exchange = get_patched_exchange(mocker, default_conf, id="bybit")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bybit")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
     exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
     assert exchange._fetch_and_calculate_funding_fees.call_count == 0
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id="bybit")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bybit")
     exchange._fetch_and_calculate_funding_fees = MagicMock()
     exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now)
 
@@ -105,13 +105,13 @@ def test_bybit_fetch_orders(default_conf, mocker, limit_order):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     start_time = datetime.now(timezone.utc) - timedelta(days=20)
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="bybit")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bybit")
     # Not available in dry-run
     assert exchange.fetch_orders("mocked", start_time) == []
     assert api_mock.fetch_orders.call_count == 0
     default_conf["dry_run"] = False
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="bybit")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="bybit")
     res = exchange.fetch_orders("mocked", start_time)
     # Bybit will call the endpoint 3 times, as it has a limit of 7 days per call
     assert api_mock.fetch_orders.call_count == 3
@@ -136,7 +136,7 @@ def test_bybit_fetch_order_canceled_empty(default_conf_usdt, mocker):
     )
 
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, id="bybit")
+    exchange = get_patched_exchange(mocker, default_conf_usdt, api_mock, exchange="bybit")
 
     res = exchange.fetch_order("123", "BTC/USDT")
     assert res["remaining"] is None

tests/exchange/test_exchange.py

@@ -118,19 +118,19 @@ def ccxt_exceptionhandlers(
     with patch("freqtrade.exchange.common.time.sleep"):
         with pytest.raises(DDosProtection):
             api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.DDoSProtection("DDos"))
-            exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+            exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
             getattr(exchange, fun)(**kwargs)
         assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(TemporaryError):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.OperationFailed("DeaDBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == retries
 
     with pytest.raises(OperationalException):
         api_mock.__dict__[mock_ccxt_fun] = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         getattr(exchange, fun)(**kwargs)
     assert api_mock.__dict__[mock_ccxt_fun].call_count == 1
 
@@ -304,7 +304,7 @@ def test_exchange_resolver(default_conf, mocker, caplog):
 def test_validate_order_time_in_force(default_conf, mocker, caplog):
     caplog.set_level(logging.INFO)
     # explicitly test bybit, exchanges implementing other policies need separate tests
-    ex = get_patched_exchange(mocker, default_conf, id="bybit")
+    ex = get_patched_exchange(mocker, default_conf, exchange="bybit")
     tif = {
         "buy": "gtc",
         "sell": "gtc",
@@ -346,7 +346,7 @@ def test_validate_order_time_in_force(default_conf, mocker, caplog):
 )
 def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precision, expected):
     markets = PropertyMock(return_value={"ETH/BTC": {"precision": {"price": precision}}})
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     mocker.patch(f"{EXMS}.markets", markets)
     mocker.patch(f"{EXMS}.precisionMode", PropertyMock(return_value=precision_mode))
     pair = "ETH/BTC"
@@ -354,7 +354,7 @@ def test_price_get_one_pip(default_conf, mocker, price, precision_mode, precisio
 
 
 def test__get_stake_amount_limit(mocker, default_conf) -> None:
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     stoploss = -0.05
     markets = {"ETH/BTC": {"symbol": "ETH/BTC"}}
 
@@ -463,7 +463,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
     markets["ETH/BTC"]["contractSize"] = "0.01"
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     mocker.patch(f"{EXMS}.markets", PropertyMock(return_value=markets))
 
     # Contract size 0.01
@@ -484,7 +484,7 @@ def test__get_stake_amount_limit(mocker, default_conf) -> None:
 
 
 def test_get_min_pair_stake_amount_real_data(mocker, default_conf) -> None:
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     stoploss = -0.05
     markets = {"ETH/BTC": {"symbol": "ETH/BTC"}}
 
@@ -565,7 +565,7 @@ def test_reload_markets(default_conf, mocker, caplog, time_machine):
     api_mock.load_markets = get_mock_coro(return_value=initial_markets)
     default_conf["exchange"]["markets_refresh_interval"] = 10
     exchange = get_patched_exchange(
-        mocker, default_conf, api_mock, id="binance", mock_markets=False
+        mocker, default_conf, api_mock, exchange="binance", mock_markets=False
     )
     lam_spy = mocker.spy(exchange, "_load_async_markets")
     assert exchange._last_markets_refresh == dt_ts()
@@ -600,7 +600,7 @@ def test_reload_markets_exception(default_conf, mocker, caplog):
     api_mock.load_markets = get_mock_coro(side_effect=ccxt.NetworkError("LoadError"))
     default_conf["exchange"]["markets_refresh_interval"] = 10
     exchange = get_patched_exchange(
-        mocker, default_conf, api_mock, id="binance", mock_markets=False
+        mocker, default_conf, api_mock, exchange="binance", mock_markets=False
     )
 
     exchange._last_markets_refresh = 2
@@ -1153,7 +1153,7 @@ def test_exchange_has(default_conf, mocker):
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverage):
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     order = exchange.create_dry_run_order(
         pair="ETH/BTC", ordertype="limit", side=side, amount=1, rate=200, leverage=leverage
@@ -1247,7 +1247,7 @@ def test_create_dry_run_order_limit_fill(
     leverage,
 ):
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     mocker.patch.multiple(
         EXMS,
         exchange_has=MagicMock(return_value=True),
@@ -1316,7 +1316,7 @@ def test_create_dry_run_order_market_fill(
     default_conf, mocker, side, rate, amount, endprice, exchange_name, order_book_l2_usd, leverage
 ):
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     mocker.patch.multiple(
         EXMS,
         exchange_has=MagicMock(return_value=True),
@@ -1365,7 +1365,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
     default_conf["margin_mode"] = "isolated"
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange._set_leverage = MagicMock()
     exchange.set_margin_mode = MagicMock()
 
@@ -1393,7 +1393,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
             "amount": 1,
         }
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange.trading_mode = TradingMode.FUTURES
     exchange._set_leverage = MagicMock()
     exchange.set_margin_mode = MagicMock()
@@ -1412,7 +1412,7 @@ def test_create_order(default_conf, mocker, side, ordertype, rate, marketprice,
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_buy_dry_run(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     order = exchange.create_order(
         pair="ETH/BTC",
@@ -1440,7 +1440,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     order = exchange.create_order(
         pair="ETH/BTC",
@@ -1484,7 +1484,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
     # test exception handling
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("Not enough funds"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC",
             ordertype=order_type,
@@ -1497,7 +1497,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC",
             ordertype="limit",
@@ -1510,7 +1510,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC",
             ordertype="market",
@@ -1523,7 +1523,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("Network disconnect"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC",
             ordertype=order_type,
@@ -1536,7 +1536,7 @@ def test_buy_prod(default_conf, mocker, exchange_name):
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC",
             ordertype=order_type,
@@ -1559,7 +1559,7 @@ def test_buy_considers_time_in_force(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     order_type = "limit"
     time_in_force = "ioc"
@@ -1638,7 +1638,7 @@ def test_sell_prod(default_conf, mocker, exchange_name):
 
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     order = exchange.create_order(
         pair="ETH/BTC", ordertype=order_type, side="sell", amount=1, rate=200, leverage=1.0
@@ -1670,14 +1670,14 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     # test exception handling
     with pytest.raises(InsufficientFundsError):
         api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC", ordertype=order_type, side="sell", amount=1, rate=200, leverage=1.0
         )
 
     with pytest.raises(InvalidOrderException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC", ordertype="limit", side="sell", amount=1, rate=200, leverage=1.0
         )
@@ -1685,21 +1685,21 @@ def test_sell_prod(default_conf, mocker, exchange_name):
     # Market orders don't require price, so the behaviour is slightly different
     with pytest.raises(DependencyException):
         api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC", ordertype="market", side="sell", amount=1, rate=200, leverage=1.0
         )
 
     with pytest.raises(TemporaryError):
         api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No Connection"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC", ordertype=order_type, side="sell", amount=1, rate=200, leverage=1.0
         )
 
     with pytest.raises(OperationalException):
         api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.create_order(
             pair="ETH/BTC", ordertype=order_type, side="sell", amount=1, rate=200, leverage=1.0
         )
@@ -1716,7 +1716,7 @@ def test_sell_considers_time_in_force(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     order_type = "limit"
     time_in_force = "ioc"
@@ -1778,7 +1778,7 @@ def test_get_balances_prod(default_conf, mocker, exchange_name):
         return_value={"1ST": balance_item, "2ND": balance_item, "3RD": balance_item}
     )
     default_conf["dry_run"] = False
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert len(exchange.get_balances()) == 3
     assert exchange.get_balances()["1ST"]["free"] == 10.0
     assert exchange.get_balances()["1ST"]["total"] == 10.0
@@ -1799,12 +1799,12 @@ def test_fetch_positions(default_conf, mocker, exchange_name):
             {"symbol": "XRP/USDT:USDT", "leverage": 5},
         ]
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.fetch_positions() == []
     default_conf["dry_run"] = False
     default_conf["trading_mode"] = "futures"
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     res = exchange.fetch_positions()
     assert len(res) == 2
 
@@ -1831,13 +1831,13 @@ def test_fetch_orders(default_conf, mocker, exchange_name, limit_order):
     if exchange_name == "bybit":
         expected = 3
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     # Not available in dry-run
     assert exchange.fetch_orders("mocked", start_time) == []
     assert api_mock.fetch_orders.call_count == 0
     default_conf["dry_run"] = False
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     res = exchange.fetch_orders("mocked", start_time)
     assert api_mock.fetch_orders.call_count == expected
     assert api_mock.fetch_open_orders.call_count == 0
@@ -1938,7 +1938,7 @@ def test_fetch_trading_fees(default_conf, mocker):
     default_conf["margin_mode"] = MarginMode.ISOLATED
     api_mock.fetch_trading_fees = MagicMock(return_value=tick)
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     assert "1INCH/USDT:USDT" in exchange._trading_fees
     assert "ETH/USDT:USDT" in exchange._trading_fees
@@ -1953,7 +1953,7 @@ def test_fetch_trading_fees(default_conf, mocker):
     )
 
     api_mock.fetch_trading_fees = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange.fetch_trading_fees()
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     assert exchange.fetch_trading_fees() == {}
@@ -1978,7 +1978,7 @@ def test_fetch_bids_asks(default_conf, mocker):
     exchange_name = "binance"
     api_mock.fetch_bids_asks = MagicMock(return_value=tick)
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     # retrieve original ticker
     bidsasks = exchange.fetch_bids_asks()
 
@@ -2005,11 +2005,11 @@ def test_fetch_bids_asks(default_conf, mocker):
 
     with pytest.raises(OperationalException):
         api_mock.fetch_bids_asks = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_bids_asks()
 
     api_mock.fetch_bids_asks = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange.fetch_bids_asks()
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     assert exchange.fetch_bids_asks() == {}
@@ -2035,7 +2035,7 @@ def test_get_tickers(default_conf, mocker, exchange_name, caplog):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     api_mock.fetch_tickers = MagicMock(return_value=tick)
     api_mock.fetch_bids_asks = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     # retrieve original ticker
     tickers = exchange.get_tickers()
 
@@ -2065,19 +2065,19 @@ def test_get_tickers(default_conf, mocker, exchange_name, caplog):
 
     with pytest.raises(OperationalException):
         api_mock.fetch_tickers = MagicMock(side_effect=ccxt.NotSupported("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.get_tickers()
 
     caplog.clear()
     api_mock.fetch_tickers = MagicMock(side_effect=[ccxt.BadSymbol("SomeSymbol"), []])
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     x = exchange.get_tickers()
     assert x == []
     assert log_has_re(r"Could not load tickers due to BadSymbol\..*SomeSymbol", caplog)
     caplog.clear()
 
     api_mock.fetch_tickers = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange.get_tickers()
 
     api_mock.fetch_tickers.reset_mock()
@@ -2085,7 +2085,7 @@ def test_get_tickers(default_conf, mocker, exchange_name, caplog):
     default_conf["trading_mode"] = TradingMode.FUTURES
     default_conf["margin_mode"] = MarginMode.ISOLATED
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     exchange.get_tickers()
     assert api_mock.fetch_tickers.call_count == 1
@@ -2108,7 +2108,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
     }
     api_mock.fetch_ticker = MagicMock(return_value=tick)
     api_mock.markets = {"ETH/BTC": {"active": True}}
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     # retrieve original ticker
     ticker = exchange.fetch_ticker(pair="ETH/BTC")
 
@@ -2123,7 +2123,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
         "last": 42,
     }
     api_mock.fetch_ticker = MagicMock(return_value=tick)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     # if not caching the result we should get the same ticker
     # if not fetching a new result we should get the cached ticker
@@ -2144,7 +2144,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
     )
 
     api_mock.fetch_ticker = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange.fetch_ticker(pair="ETH/BTC")
 
     with pytest.raises(DependencyException, match=r"Pair XRP/ETH not available"):
@@ -2153,7 +2153,7 @@ def test_fetch_ticker(default_conf, mocker, exchange_name):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_machine):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     pair = "BTC/USDT"
     candle_type = CandleType.SPOT
     start_dt = datetime(2023, 12, 1, 0, 10, 0, tzinfo=timezone.utc)
@@ -2182,7 +2182,7 @@ def test___now_is_time_to_refresh(default_conf, mocker, exchange_name, time_mach
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 @pytest.mark.parametrize("candle_type", ["mark", ""])
 def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_type):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     ohlcv = [
         [
             dt_ts(),  # unix timestamp ms
@@ -2237,7 +2237,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
             5,  # volume (in quote currency)
         ]
     ]
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
@@ -2693,7 +2693,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
     ]
 
     caplog.set_level(logging.DEBUG)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     # Monkey-patch async function
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
 
@@ -2725,7 +2725,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         OperationalException, match=r"Could not fetch historical candle \(OHLCV\) data.*"
     ):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         await exchange._async_get_candle_history(
             pair, "5m", CandleType.SPOT, dt_ts(dt_now() - timedelta(seconds=2000))
         )
@@ -2737,7 +2737,7 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         match=r"Exchange.* does not support fetching " r"historical candle \(OHLCV\) data\..*",
     ):
         api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         await exchange._async_get_candle_history(
             pair, "5m", CandleType.SPOT, dt_ts(dt_now() - timedelta(seconds=2000))
         )
@@ -2758,7 +2758,7 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
             '{"code":"429000","msg":"Too Many Requests"}'
         )
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kucoin")
     mocker.patch(f"{EXMS}.name", PropertyMock(return_value="KuCoin"))
 
     msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay"
@@ -2880,7 +2880,7 @@ def test_fetch_l2_order_book(default_conf, mocker, order_book_l2, exchange_name)
     api_mock = MagicMock()
 
     api_mock.fetch_l2_order_book = order_book_l2
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     order_book = exchange.fetch_l2_order_book(pair="ETH/BTC", limit=10)
     assert "bids" in order_book
     assert "asks" in order_book
@@ -2908,15 +2908,15 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
     api_mock = MagicMock()
     with pytest.raises(OperationalException):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_l2_order_book(pair="ETH/BTC", limit=50)
     with pytest.raises(TemporaryError):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.NetworkError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_l2_order_book(pair="ETH/BTC", limit=50)
     with pytest.raises(OperationalException):
         api_mock.fetch_l2_order_book = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_l2_order_book(pair="ETH/BTC", limit=50)
 
 
@@ -3213,7 +3213,7 @@ async def test___async_get_candle_history_sort(default_conf, mocker, exchange_na
         [1527830700000, 0.07652, 0.07652, 0.07651, 0.07652, 10.04822687],
         [1527830400000, 0.07649, 0.07651, 0.07649, 0.07651, 2.5734867],
     ]
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
     sort_mock = mocker.patch("freqtrade.exchange.exchange.sorted", MagicMock(side_effect=sort_data))
     # Test the OHLCV data sort
@@ -3283,7 +3283,7 @@ async def test__async_fetch_trades(
     default_conf, mocker, caplog, exchange_name, fetch_trades_result
 ):
     caplog.set_level(logging.DEBUG)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     # Monkey-patch async function
     exchange._api_async.fetch_trades = get_mock_coro(fetch_trades_result)
 
@@ -3337,7 +3337,7 @@ async def test__async_fetch_trades(
     api_mock = MagicMock()
     with pytest.raises(OperationalException, match=r"Could not fetch trade data*"):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.BaseError("Unknown error"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
     exchange.close()
 
@@ -3346,7 +3346,7 @@ async def test__async_fetch_trades(
         match=r"Exchange.* does not support fetching " r"historical trade data\..*",
     ):
         api_mock.fetch_trades = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         await exchange._async_fetch_trades(pair, since=dt_ts(dt_now() - timedelta(seconds=2000)))
     exchange.close()
 
@@ -3358,7 +3358,7 @@ async def test__async_fetch_trades_contract_size(
     caplog.set_level(logging.DEBUG)
     default_conf["margin_mode"] = "isolated"
     default_conf["trading_mode"] = "futures"
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     # Monkey-patch async function
     exchange._api_async.fetch_trades = get_mock_coro(
         [
@@ -3401,7 +3401,7 @@ async def test__async_fetch_trades_contract_size(
 async def test__async_get_trade_history_id(
     default_conf, mocker, exchange_name, fetch_trades_result
 ):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     if exchange._trades_pagination != "id":
         exchange.close()
         pytest.skip("Exchange does not support pagination by trade id")
@@ -3460,7 +3460,7 @@ async def test__async_get_trade_history_id(
 def test__valid_trade_pagination_id(mocker, default_conf_usdt, exchange_name, trade_id, expected):
     if exchange_name == "kraken":
         pytest.skip("Kraken has a different pagination id format, and an explicit test.")
-    exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
 
     assert exchange._valid_trade_pagination_id("XRP/USDT", trade_id) == expected
 
@@ -3479,7 +3479,7 @@ async def test__async_get_trade_history_time(
             return fetch_trades_result[-1:]
 
     caplog.set_level(logging.DEBUG)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     if exchange._trades_pagination != "time":
         exchange.close()
         pytest.skip("Exchange does not support pagination by timestamp")
@@ -3521,7 +3521,7 @@ async def test__async_get_trade_history_time_empty(
             return [], None
 
     caplog.set_level(logging.DEBUG)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     # Monkey-patch async function
     exchange._async_fetch_trades = MagicMock(side_effect=mock_get_trade_hist)
     pair = "ETH/BTC"
@@ -3542,7 +3542,7 @@ async def test__async_get_trade_history_time_empty(
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_get_historic_trades(default_conf, mocker, caplog, exchange_name, trades_history):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     pair = "ETH/BTC"
 
@@ -3573,7 +3573,7 @@ def test_get_historic_trades_notsupported(
     default_conf, mocker, caplog, exchange_name, trades_history
 ):
     mocker.patch(f"{EXMS}.exchange_has", return_value=False)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     pair = "ETH/BTC"
 
@@ -3587,7 +3587,7 @@ def test_get_historic_trades_notsupported(
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     mocker.patch(f"{EXMS}._dry_is_price_crossed", return_value=True)
     assert exchange.cancel_order(order_id="123", pair="TKN/BTC") == {}
     assert exchange.cancel_stoploss_order(order_id="123", pair="TKN/BTC") == {}
@@ -3622,7 +3622,7 @@ def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     ],
 )
 def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order, result):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     assert exchange.check_order_canceled_empty(order) == result
 
 
@@ -3642,7 +3642,7 @@ def test_check_order_canceled_empty(mocker, default_conf, exchange_name, order,
     ],
 )
 def test_is_cancel_order_result_suitable(mocker, default_conf, exchange_name, order, result):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     assert exchange.is_cancel_order_result_suitable(order) == result
 
 
@@ -3662,7 +3662,7 @@ def test_cancel_order_with_result(
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value=corder)
     api_mock.fetch_order = MagicMock(return_value={})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     res = exchange.cancel_order_with_result("1234", "ETH/BTC", 1234)
     assert isinstance(res, dict)
     assert api_mock.cancel_order.call_count == call_corder
@@ -3676,7 +3676,7 @@ def test_cancel_order_with_result_error(default_conf, mocker, exchange_name, cap
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
     api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     res = exchange.cancel_order_with_result("1234", "ETH/BTC", 1541)
     assert isinstance(res, dict)
@@ -3691,12 +3691,12 @@ def test_cancel_order(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value={"id": "123"})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.cancel_order(order_id="_", pair="TKN/BTC") == {"id": "123"}
 
     with pytest.raises(InvalidOrderException):
         api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.cancel_order(order_id="_", pair="TKN/BTC")
     assert api_mock.cancel_order.call_count == 1
 
@@ -3717,12 +3717,12 @@ def test_cancel_stoploss_order(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     api_mock = MagicMock()
     api_mock.cancel_order = MagicMock(return_value={"id": "123"})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.cancel_stoploss_order(order_id="_", pair="TKN/BTC") == {"id": "123"}
 
     with pytest.raises(InvalidOrderException):
         api_mock.cancel_order = MagicMock(side_effect=ccxt.InvalidOrder("Did not find order"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.cancel_stoploss_order(order_id="_", pair="TKN/BTC")
     assert api_mock.cancel_order.call_count == 1
 
@@ -3746,7 +3746,7 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
         mock_prefix = "freqtrade.exchange.okx.Okx"
     mocker.patch(f"{EXMS}.fetch_stoploss_order", return_value={"for": 123})
     mocker.patch(f"{mock_prefix}.fetch_stoploss_order", return_value={"for": 123})
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     res = {"fee": {}, "status": "canceled", "amount": 1234}
     mocker.patch(f"{EXMS}.cancel_stoploss_order", return_value=res)
@@ -3771,7 +3771,7 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
         exc = InvalidOrderException("Did not find order")
         mocker.patch(f"{EXMS}.cancel_stoploss_order", side_effect=exc)
         mocker.patch(f"{mock_prefix}.cancel_stoploss_order", side_effect=exc)
-        exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
         exchange.cancel_stoploss_order_with_result(order_id="_", pair="TKN/BTC", amount=123)
 
 
@@ -3785,7 +3785,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     order.symbol = "TKN/BTC"
 
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     exchange._dry_run_open_orders["X"] = order
     assert exchange.fetch_order("X", "TKN/BTC").myid == 123
 
@@ -3795,18 +3795,18 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     default_conf["dry_run"] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value={"id": "123", "amount": 2, "symbol": "TKN/BTC"})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.fetch_order("X", "TKN/BTC") == {"id": "123", "amount": 2, "symbol": "TKN/BTC"}
     assert log_has(("API fetch_order: {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}"), caplog)
 
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_order(order_id="_", pair="TKN/BTC")
     assert api_mock.fetch_order.call_count == 1
 
     api_mock.fetch_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     with patch("freqtrade.exchange.common.time.sleep") as tm:
         with pytest.raises(InvalidOrderException):
             exchange.fetch_order(order_id="_", pair="TKN/BTC")
@@ -3841,7 +3841,7 @@ def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
     order.myid = 123
     order.symbol = "TKN/BTC"
 
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     mocker.patch(f"{EXMS}.exchange_has", return_value=False)
     exchange._dry_run_open_orders["X"] = order
     # Dry run - regular fetch_order behavior
@@ -3859,7 +3859,7 @@ def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
     api_mock.fetch_closed_order = MagicMock(
         return_value={"id": "123", "amount": 2, "symbol": "TKN/BTC"}
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.fetch_order("X", "TKN/BTC") == {"id": "123", "amount": 2, "symbol": "TKN/BTC"}
     assert log_has(
         ("API fetch_open_order: {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}"), caplog
@@ -3873,7 +3873,7 @@ def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
     api_mock.fetch_closed_order = MagicMock(
         return_value={"id": "123", "amount": 2, "symbol": "TKN/BTC"}
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.fetch_order("X", "TKN/BTC") == {"id": "123", "amount": 2, "symbol": "TKN/BTC"}
     assert log_has(
         ("API fetch_closed_order: {'id': '123', 'amount': 2, 'symbol': 'TKN/BTC'}"), caplog
@@ -3885,12 +3885,12 @@ def test_fetch_order_emulated(default_conf, mocker, exchange_name, caplog):
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_open_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
         api_mock.fetch_closed_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_order(order_id="_", pair="TKN/BTC")
     assert api_mock.fetch_open_order.call_count == 1
 
     api_mock.fetch_open_order = MagicMock(side_effect=ccxt.OrderNotFound("Order not found"))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     ccxt_exceptionhandlers(
         mocker,
@@ -3913,7 +3913,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     order = MagicMock()
     order.myid = 123
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     exchange._dry_run_open_orders["X"] = order
     assert exchange.fetch_stoploss_order("X", "TKN/BTC").myid == 123
 
@@ -3923,7 +3923,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     default_conf["dry_run"] = False
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock(return_value={"id": "123", "symbol": "TKN/BTC"})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     res = {"id": "123", "symbol": "TKN/BTC"}
     if exchange_name == "okx":
         res = {"id": "123", "symbol": "TKN/BTC", "type": "stoploss"}
@@ -3934,7 +3934,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
         return
     with pytest.raises(InvalidOrderException):
         api_mock.fetch_order = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         exchange.fetch_stoploss_order(order_id="_", pair="TKN/BTC")
     assert api_mock.fetch_order.call_count == 1
 
@@ -3952,7 +3952,7 @@ def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
 
 
 def test_fetch_order_or_stoploss_order(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     fetch_order_mock = MagicMock()
     fetch_stoploss_order_mock = MagicMock()
     mocker.patch.multiple(
@@ -3979,7 +3979,7 @@ def test_fetch_order_or_stoploss_order(default_conf, mocker):
 
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_name(default_conf, mocker, exchange_name):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
 
     assert exchange.name == exchange_name.title()
     assert exchange.id == exchange_name
@@ -4030,7 +4030,7 @@ def test_get_trades_for_order(default_conf, mocker, exchange_name, trading_mode,
         ]
     )
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
 
     orders = exchange.get_trades_for_order(order_id, "ETH/USDT:USDT", since)
     assert len(orders) == 1
@@ -4069,7 +4069,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
     api_mock.calculate_fee = MagicMock(
         return_value={"type": "taker", "currency": "BTC", "rate": 0.025, "cost": 0.05}
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange._config.pop("fee", None)
 
     assert exchange.get_fee("ETH/BTC") == 0.025
@@ -4087,7 +4087,7 @@ def test_get_fee(default_conf, mocker, exchange_name):
 
 
 def test_stoploss_order_unsupported_exchange(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id="bitpanda")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="bitpanda")
     with pytest.raises(OperationalException, match=r"stoploss is not implemented .*"):
         exchange.create_stoploss(
             pair="ETH/BTC", amount=1, stop_price=220, order_types={}, side="sell", leverage=1.0
@@ -4111,7 +4111,7 @@ def test_stoploss_order_unsupported_exchange(default_conf, mocker):
     ],
 )
 def test__get_stop_limit_rate(default_conf_usdt, mocker, side, ratio, expected):
-    exchange = get_patched_exchange(mocker, default_conf_usdt, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="binance")
 
     order_types = {"stoploss_on_exchange_limit_ratio": ratio}
     if isinstance(expected, type) and issubclass(expected, Exception):
@@ -4469,7 +4469,7 @@ def test_get_markets_error(default_conf, mocker):
 def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
     if exchange_name == "okx":
         pytest.skip("Tested separately for okx")
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     timeframes = ("1m", "5m", "1h")
     expected = exchange._ft_has["ohlcv_candle_limit"]
     for timeframe in timeframes:
@@ -4538,7 +4538,7 @@ def test_market_is_tradable(
 ) -> None:
     default_conf["trading_mode"] = trademode
     mocker.patch(f"{EXMS}.validate_trading_mode_and_margin_mode")
-    ex = get_patched_exchange(mocker, default_conf, id=exchange)
+    ex = get_patched_exchange(mocker, default_conf, exchange=exchange)
     market = {
         "symbol": market_symbol,
         "base": base,
@@ -4809,7 +4809,7 @@ def test_get_funding_fees(default_conf_usdt, mocker, exchange_name, caplog):
     now = datetime.now(timezone.utc)
     default_conf_usdt["trading_mode"] = "futures"
     default_conf_usdt["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
     exchange._fetch_and_calculate_funding_fees = MagicMock(side_effect=ExchangeError)
     assert exchange.get_funding_fees("BTC/USDT:USDT", 1, False, now) == 0.0
     assert exchange._fetch_and_calculate_funding_fees.call_count == 1
@@ -4862,7 +4862,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
     type(api_mock).has = PropertyMock(return_value={"fetchFundingHistory": True})
 
     # mocker.patch(f'{EXMS}.get_funding_fees', lambda pair, since: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     date_time = datetime.strptime("2021-09-01T00:00:01.000Z", "%Y-%m-%dT%H:%M:%S.%fZ")
     unix_time = int(date_time.timestamp())
     expected_fees = -0.001  # 0.14542341 + -0.14642341
@@ -4892,7 +4892,7 @@ def test__get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
 def test_get_stake_amount_considering_leverage(
     exchange, stake_amount, leverage, min_stake_with_lev, mocker, default_conf
 ):
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange)
     assert (
         exchange._get_stake_amount_considering_leverage(stake_amount, leverage)
         == min_stake_with_lev
@@ -4959,7 +4959,7 @@ def test_validate_trading_mode_and_margin_mode(
     default_conf, mocker, exchange_name, trading_mode, margin_mode, exception_thrown
 ):
     exchange = get_patched_exchange(
-        mocker, default_conf, id=exchange_name, mock_supported_modes=False
+        mocker, default_conf, exchange=exchange_name, mock_supported_modes=False
     )
     if exception_thrown:
         with pytest.raises(OperationalException):
@@ -4986,7 +4986,7 @@ def test_validate_trading_mode_and_margin_mode(
 def test__ccxt_config(default_conf, mocker, exchange_name, trading_mode, ccxt_config):
     default_conf["trading_mode"] = trading_mode
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     assert exchange._ccxt_config == ccxt_config
 
 
@@ -5005,7 +5005,7 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
     default_conf["margin_mode"] = "isolated"
     api_mock = MagicMock()
     type(api_mock).has = PropertyMock(return_value={"fetchLeverageTiers": False})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="gate")
     assert exchange.get_max_leverage(pair, nominal_value) == max_lev
 
 
@@ -5022,7 +5022,7 @@ def test_calculate_funding_fees(
     default_conf, mocker, size, funding_rate, mark_price, funding_fee, kraken_fee, time_in_ratio
 ):
     exchange = get_patched_exchange(mocker, default_conf)
-    kraken = get_patched_exchange(mocker, default_conf, id="kraken")
+    kraken = get_patched_exchange(mocker, default_conf, exchange="kraken")
     prior_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc) - timedelta(hours=1))
     trade_date = timeframe_to_prev_date("1h", datetime.now(timezone.utc))
     funding_rates = DataFrame(
@@ -5247,7 +5247,7 @@ def test__fetch_and_calculate_funding_fees(
     type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
     type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
 
-    ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
+    ex = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
     mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["1h", "4h", "8h"]))
     funding_fees = ex._fetch_and_calculate_funding_fees(
         pair="ADA/USDT:USDT", amount=amount, is_short=True, open_date=d1, close_date=d2
@@ -5261,7 +5261,7 @@ def test__fetch_and_calculate_funding_fees(
 
     # Return empty "refresh_latest"
     mocker.patch(f"{EXMS}.refresh_latest_ohlcv", return_value={})
-    ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
+    ex = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
     with pytest.raises(ExchangeError, match="Could not find funding rates."):
         ex._fetch_and_calculate_funding_fees(
             pair="ADA/USDT:USDT", amount=amount, is_short=False, open_date=d1, close_date=d2
@@ -5292,7 +5292,7 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
     type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
     type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
     mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["4h", "8h"]))
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
     d1 = datetime.strptime("2021-08-31 23:00:01 +0000", "%Y-%m-%d %H:%M:%S %z")
 
     time_machine.move_to("2021-09-01 08:00:00 +00:00")
@@ -5609,7 +5609,7 @@ def test_liquidation_price_is_none(
 ):
     default_conf["trading_mode"] = trading_mode
     default_conf["margin_mode"] = margin_mode
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     assert (
         exchange.get_liquidation_price(
             pair="DOGE/USDT",
@@ -5708,7 +5708,7 @@ def test_liquidation_price_binance(
     default_conf["trading_mode"] = trading_mode
     default_conf["margin_mode"] = margin_mode
     default_conf["liquidation_buffer"] = 0.0
-    exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
     exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(mm_ratio, maintenance_amt))
     assert (
         pytest.approx(
@@ -5858,7 +5858,7 @@ def test_load_leverage_tiers(mocker, default_conf, exchange_name):
     )
 
     # SPOT
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.load_leverage_tiers() == {}
 
     default_conf["trading_mode"] = "futures"
@@ -5867,12 +5867,12 @@ def test_load_leverage_tiers(mocker, default_conf, exchange_name):
     if exchange_name != "binance":
         # FUTURES has.fetchLeverageTiers == False
         type(api_mock).has = PropertyMock(return_value={"fetchLeverageTiers": False})
-        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
         assert exchange.load_leverage_tiers() == {}
 
     # FUTURES regular
     type(api_mock).has = PropertyMock(return_value={"fetchLeverageTiers": True})
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     assert exchange.load_leverage_tiers() == {
         "ADA/USDT:USDT": [
             {
@@ -6024,13 +6024,13 @@ def test_get_maintenance_ratio_and_amt(
 
 def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
     # Test Spot
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
     assert exchange.get_max_leverage("BNB/USDT", 100.0) == 1.0
 
     # Test Futures
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="binance")
 
     exchange._leverage_tiers = leverage_tiers
 
@@ -6054,7 +6054,7 @@ def test_get_max_leverage_futures(default_conf, mocker, leverage_tiers):
 def test__get_params(mocker, default_conf, exchange_name):
     api_mock = MagicMock()
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange._params = {"test": True}
 
     params1 = {"test": True}
@@ -6109,7 +6109,7 @@ def test__get_params(mocker, default_conf, exchange_name):
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange_name)
     exchange._params = {"test": True}
 
     assert (
@@ -6326,7 +6326,7 @@ def test_get_liquidation_price(
     default_conf_usdt["exchange"]["name"] = exchange_name
     default_conf_usdt["margin_mode"] = margin_mode
     mocker.patch("freqtrade.exchange.gate.Gate.validate_ordertypes")
-    exchange = get_patched_exchange(mocker, default_conf_usdt, id=exchange_name)
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange=exchange_name)
 
     exchange.get_maintenance_ratio_and_amt = MagicMock(return_value=(0.01, 0.01))
     exchange.name = exchange_name

tests/exchange/test_exchange_ws.py

@@ -56,11 +56,11 @@ async def test_exchangews_ohlcv(mocker):
         assert exchange_ws._klines_scheduled == set()
 
         exchange_ws.schedule_ohlcv("ETH/BTC", "1m", CandleType.SPOT)
-        asyncio.sleep(0.5)
+        await asyncio.sleep(0.5)
 
         assert exchange_ws._klines_watching == {("ETH/BTC", "1m", CandleType.SPOT)}
         assert exchange_ws._klines_scheduled == {("ETH/BTC", "1m", CandleType.SPOT)}
-        asyncio.sleep(0.1)
+        await asyncio.sleep(0.1)
         assert ccxt_object.watch_ohlcv.call_count == 1
     except Exception as e:
         print(e)

tests/exchange/test_gate.py

@@ -9,7 +9,7 @@ from tests.conftest import EXMS, get_patched_exchange
 
 @pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_gate(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="gate")
 
     fetch_order_mock = MagicMock()
     exchange.fetch_order = fetch_order_mock
@@ -23,7 +23,7 @@ def test_fetch_stoploss_order_gate(default_conf, mocker):
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
 
-    exchange = get_patched_exchange(mocker, default_conf, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="gate")
 
     exchange.fetch_order = MagicMock(
         return_value={
@@ -41,7 +41,7 @@ def test_fetch_stoploss_order_gate(default_conf, mocker):
 
 
 def test_cancel_stoploss_order_gate(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="gate")
 
     cancel_order_mock = MagicMock()
     exchange.cancel_order = cancel_order_mock
@@ -57,7 +57,7 @@ def test_cancel_stoploss_order_gate(default_conf, mocker):
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )
 def test_stoploss_adjust_gate(mocker, default_conf, sl1, sl2, sl3, side):
-    exchange = get_patched_exchange(mocker, default_conf, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="gate")
     order = {
         "price": 1500,
         "stopPrice": 1500,
@@ -111,7 +111,7 @@ def test_fetch_my_trades_gate(mocker, default_conf, takerormaker, rate, cost):
             }
         ]
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, id="gate")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock=api_mock, exchange="gate")
     exchange._trading_fees = tick
     trades = exchange.get_trades_for_order("22255", "ETH/USDT:USDT", datetime.now(timezone.utc))
     trade = trades[0]

tests/exchange/test_htx.py

@@ -128,7 +128,7 @@ def test_create_stoploss_order_dry_run_htx(default_conf, mocker):
 
 
 def test_stoploss_adjust_htx(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf, id="htx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="htx")
     order = {
         "type": "stop",
         "price": 1500,

tests/exchange/test_kraken.py

@@ -32,7 +32,7 @@ def test_kraken_trading_agreement(default_conf, mocker, order_type, time_in_forc
 
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y, **kwargs: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")
 
     order = exchange.create_order(
         pair="ETH/BTC",
@@ -121,7 +121,7 @@ def test_get_balances_prod(default_conf, mocker):
     ]
     api_mock.fetch_open_orders = MagicMock(return_value=kraken_open_orders)
     default_conf["dry_run"] = False
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kraken")
     balances = exchange.get_balances()
     assert len(balances) == 6
 
@@ -256,7 +256,7 @@ def test_create_stoploss_order_dry_run_kraken(default_conf, mocker, side):
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )
 def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
-    exchange = get_patched_exchange(mocker, default_conf, id="kraken")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="kraken")
     order = {
         "type": "market",
         "stopLossPrice": 1500,
@@ -278,5 +278,5 @@ def test_stoploss_adjust_kraken(mocker, default_conf, sl1, sl2, sl3, side):
     ],
 )
 def test__valid_trade_pagination_id_kraken(mocker, default_conf_usdt, trade_id, expected):
-    exchange = get_patched_exchange(mocker, default_conf_usdt, id="kraken")
+    exchange = get_patched_exchange(mocker, default_conf_usdt, exchange="kraken")
     assert exchange._valid_trade_pagination_id("XRP/USDT", trade_id) == expected

tests/exchange/test_kucoin.py

@@ -134,7 +134,7 @@ def test_stoploss_order_dry_run_kucoin(default_conf, mocker):
 
 
 def test_stoploss_adjust_kucoin(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf, id="kucoin")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="kucoin")
     order = {
         "type": "limit",
         "price": 1500,
@@ -161,7 +161,7 @@ def test_kucoin_create_order(default_conf, mocker, side, ordertype, rate):
     default_conf["dry_run"] = False
     mocker.patch(f"{EXMS}.amount_to_precision", lambda s, x, y: y)
     mocker.patch(f"{EXMS}.price_to_precision", lambda s, x, y: y)
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="kucoin")
     exchange._set_leverage = MagicMock()
     exchange.set_margin_mode = MagicMock()
 

tests/exchange/test_okx.py

@@ -12,7 +12,7 @@ from tests.exchange.test_exchange import ccxt_exceptionhandlers
 
 
 def test_okx_ohlcv_candle_limit(default_conf, mocker):
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     timeframes = ("1m", "5m", "1h")
     start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
 
@@ -188,7 +188,7 @@ def test_get_maintenance_ratio_and_amt_okx(
             }
         ),
     )
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2000) == (0.01, None)
     assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 2001) == (0.015, None)
     assert exchange.get_maintenance_ratio_and_amt("ETH/USDT:USDT", 4001) == (0.02, None)
@@ -199,12 +199,12 @@ def test_get_maintenance_ratio_and_amt_okx(
 
 
 def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     assert exchange.get_max_pair_stake_amount("BNB/BUSD", 1.0) == float("inf")
 
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     exchange._leverage_tiers = leverage_tiers
 
     assert exchange.get_max_pair_stake_amount("XRP/USDT:USDT", 1.0) == 30000000
@@ -229,7 +229,7 @@ def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
     ],
 )
 def test__get_posSide(default_conf, mocker, mode, side, reduceonly, result):
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     exchange.net_only = mode == "net"
     assert exchange._get_posSide(side, reduceonly) == result
 
@@ -257,7 +257,7 @@ def test_additional_exchange_init_okx(default_conf, mocker):
         ]
     )
     default_conf["dry_run"] = False
-    exchange = get_patched_exchange(mocker, default_conf, id="okx", api_mock=api_mock)
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx", api_mock=api_mock)
     assert api_mock.fetch_accounts.call_count == 0
     exchange.trading_mode = TradingMode.FUTURES
     # Default to netOnly
@@ -438,7 +438,7 @@ def test_load_leverage_tiers_okx(default_conf, mocker, markets, tmp_path, caplog
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
     default_conf["stake_currency"] = "USDT"
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     exchange.trading_mode = TradingMode.FUTURES
     exchange.margin_mode = MarginMode.ISOLATED
     exchange.markets = markets
@@ -520,7 +520,7 @@ def test__set_leverage_okx(mocker, default_conf):
     default_conf["trading_mode"] = TradingMode.FUTURES
     default_conf["margin_mode"] = MarginMode.ISOLATED
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     exchange._lev_prep("BTC/USDT:USDT", 3.2, "buy")
     assert api_mock.set_leverage.call_count == 1
     # Leverage is rounded to 3.
@@ -554,7 +554,7 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.fetch_order = MagicMock()
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
 
     exchange.fetch_stoploss_order("1234", "ETH/BTC")
     assert api_mock.fetch_order.call_count == 1
@@ -594,7 +594,7 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
     assert resp["type"] == "stoploss"
 
     default_conf["dry_run"] = True
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     dro_mock = mocker.patch(f"{EXMS}.fetch_dry_run_order", MagicMock(return_value={"id": "123455"}))
 
     api_mock.fetch_order.reset_mock()
@@ -614,7 +614,7 @@ def test_fetch_stoploss_order_okx(default_conf, mocker):
     "sl1,sl2,sl3,side", [(1501, 1499, 1501, "sell"), (1499, 1501, 1499, "buy")]
 )
 def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side):
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     order = {
         "type": "stoploss",
         "price": 1500,
@@ -625,7 +625,7 @@ def test_stoploss_adjust_okx(mocker, default_conf, sl1, sl2, sl3, side):
 
 
 def test_stoploss_cancel_okx(mocker, default_conf):
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
 
     exchange.cancel_order = MagicMock()
 
@@ -639,7 +639,7 @@ def test_stoploss_cancel_okx(mocker, default_conf):
 def test__get_stop_params_okx(mocker, default_conf):
     default_conf["trading_mode"] = "futures"
     default_conf["margin_mode"] = "isolated"
-    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, exchange="okx")
     params = exchange._get_stop_params("ETH/USDT:USDT", 1500, "sell")
 
     assert params["tdMode"] == "isolated"
@@ -660,13 +660,13 @@ def test_fetch_orders_okx(default_conf, mocker, limit_order):
     mocker.patch(f"{EXMS}.exchange_has", return_value=True)
     start_time = datetime.now(timezone.utc) - timedelta(days=20)
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
     # Not available in dry-run
     assert exchange.fetch_orders("mocked", start_time) == []
     assert api_mock.fetch_orders.call_count == 0
     default_conf["dry_run"] = False
 
-    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="okx")
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange="okx")
 
     def has_resp(_, endpoint):
         if endpoint == "fetchOrders":

tests/exchange_online/test_ccxt_ws_compat.py

@@ -21,8 +21,8 @@ from tests.exchange_online.conftest import EXCHANGE_WS_FIXTURE_TYPE
 @pytest.mark.longrun
 @pytest.mark.timeout(3 * 60)
 class TestCCXTExchangeWs:
-    def test_ccxt_ohlcv(self, exchange_ws: EXCHANGE_WS_FIXTURE_TYPE, caplog, mocker):
-        exch, exchangename, pair = exchange_ws
+    def test_ccxt_watch_ohlcv(self, exchange_ws: EXCHANGE_WS_FIXTURE_TYPE, caplog, mocker):
+        exch, _exchangename, pair = exchange_ws
 
         assert exch._ws_async is not None
         timeframe = "1m"

tests/freqtradebot/test_freqtradebot.py

@@ -915,7 +915,7 @@ def test_execute_entry(
         default_conf_usdt["margin_mode"] = margin_mode
     mocker.patch("freqtrade.exchange.gate.Gate.validate_ordertypes")
     patch_RPCManager(mocker)
-    patch_exchange(mocker, id=exchange_name)
+    patch_exchange(mocker, exchange=exchange_name)
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=False)
     freqtrade.strategy.leverage = MagicMock(return_value=leverage)
@@ -3810,6 +3810,9 @@ def test_get_real_amount_quote_dust(
 def test_get_real_amount_no_trade(default_conf_usdt, buy_order_fee, caplog, mocker, fee):
     mocker.patch(f"{EXMS}.get_trades_for_order", return_value=[])
 
+    # Invalid nested trade object
+    buy_order_fee["trades"] = [{"amount": None, "cost": 22}]
+
     amount = buy_order_fee["amount"]
     trade = Trade(
         pair="LTC/ETH",

tests/leverage/test_candletype.py

@@ -4,7 +4,7 @@ from freqtrade.enums import CandleType
 
 
 @pytest.mark.parametrize(
-    "input,expected",
+    "candle_type,expected",
     [
         ("", CandleType.SPOT),
         ("spot", CandleType.SPOT),
@@ -17,17 +17,17 @@ from freqtrade.enums import CandleType
         ("premiumIndex", CandleType.PREMIUMINDEX),
     ],
 )
-def test_CandleType_from_string(input, expected):
-    assert CandleType.from_string(input) == expected
+def test_CandleType_from_string(candle_type, expected):
+    assert CandleType.from_string(candle_type) == expected
 
 
 @pytest.mark.parametrize(
-    "input,expected",
+    "candle_type,expected",
     [
         ("futures", CandleType.FUTURES),
         ("spot", CandleType.SPOT),
         ("margin", CandleType.SPOT),
     ],
 )
-def test_CandleType_get_default(input, expected):
-    assert CandleType.get_default(input) == expected
+def test_CandleType_get_default(candle_type, expected):
+    assert CandleType.get_default(candle_type) == expected

tests/optimize/test_hyperopt.py

@@ -291,9 +291,10 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
             "is_best": True,
         }
     )
+    hyperopt._hyper_out.print()
     out, _err = capsys.readouterr()
     assert all(
-        x in out for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC    (1.00%)", "00:20:00"]
+        x in out for x in ["Best", "2/2", "1", "0.10%", "0.00100000 BTC    (1.00%)", "0:20:00"]
     )
 
 

tests/optimize/test_lookahead_analysis.py

@@ -147,7 +147,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
 
     instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
     instance.current_analysis = analysis
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
 
@@ -163,14 +163,14 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     analysis.false_exit_signals = 10
     instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
     instance.current_analysis = analysis
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
     assert data[0][2].__contains__("error")
 
     # edit it into not showing an error
     instance.failed_bias_check = False
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
     assert data[0][0] == "strategy_test_v3_with_lookahead_bias.py"
@@ -183,7 +183,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
 
     analysis.false_indicators.append("falseIndicator1")
     analysis.false_indicators.append("falseIndicator2")
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
 
@@ -193,7 +193,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     assert len(data) == 1
 
     # check amount of multiple rows
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance, instance, instance]
     )
     assert len(data) == 3

tests/optimize/test_optimize_reports.py

@@ -59,7 +59,7 @@ def _backup_file(file: Path, copy_file: bool = False) -> None:
             copyfile(file_swp, file)
 
 
-def test_text_table_bt_results():
+def test_text_table_bt_results(capsys):
     results = pd.DataFrame(
         {
             "pair": ["ETH/BTC", "ETH/BTC", "ETH/BTC"],
@@ -69,21 +69,23 @@ def test_text_table_bt_results():
         }
     )
 
-    result_str = (
-        "|    Pair |   Trades |   Avg Profit % |   Tot Profit BTC |   "
-        "Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |\n"
-        "|---------+----------+----------------+------------------+"
-        "----------------+----------------+-------------------------|\n"
-        "| ETH/BTC |        3 |           8.33 |       0.50000000 |          "
-        "12.50 |        0:20:00 |     2     0     1  66.7 |\n"
-        "|   TOTAL |        3 |           8.33 |       0.50000000 |          "
-        "12.50 |        0:20:00 |     2     0     1  66.7 |"
-    )
-
     pair_results = generate_pair_metrics(
         ["ETH/BTC"], stake_currency="BTC", starting_balance=4, results=results
     )
-    assert text_table_bt_results(pair_results, stake_currency="BTC") == result_str
+    text_table_bt_results(pair_results, stake_currency="BTC", title="title")
+    text = capsys.readouterr().out
+    re.search(
+        r".* Pair .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
+        r"Avg Duration .* Win  Draw  Loss  Win% .*",
+        text,
+    )
+    re.search(
+        r".* ETH/BTC .* 3 .* 8.33 .* 0.50000000 .* 12.50 .* 0:20:00 .* 2     0     1  66.7 .*",
+        text,
+    )
+    re.search(
+        r".* TOTAL .* 3 .* 8.33 .* 0.50000000 .* 12.50 .* 0:20:00 .* 2     0     1  66.7 .*", text
+    )
 
 
 def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
@@ -434,7 +436,7 @@ def test_calc_streak(testdatadir):
     assert calc_streak(bt_data) == (7, 18)
 
 
-def test_text_table_exit_reason():
+def test_text_table_exit_reason(capsys):
     results = pd.DataFrame(
         {
             "pair": ["ETH/BTC", "ETH/BTC", "ETH/BTC"],
@@ -448,23 +450,28 @@ def test_text_table_exit_reason():
         }
     )
 
-    result_str = (
-        "|   Exit Reason |   Exits |   Avg Profit % |   Tot Profit BTC |   Tot Profit % |"
-        "   Avg Duration |   Win  Draw  Loss  Win% |\n"
-        "|---------------+---------+----------------+------------------+----------------+"
-        "----------------+-------------------------|\n"
-        "|           roi |       2 |          15.00 |       0.60000000 |           2.73 |"
-        "        0:20:00 |     2     0     0   100 |\n"
-        "|     stop_loss |       1 |         -10.00 |      -0.20000000 |          -0.91 |"
-        "        0:10:00 |     0     0     1     0 |\n"
-        "|         TOTAL |       3 |           6.67 |       0.40000000 |           1.82 |"
-        "        0:17:00 |     2     0     1  66.7 |"
-    )
-
     exit_reason_stats = generate_tag_metrics(
         "exit_reason", starting_balance=22, results=results, skip_nan=False
     )
-    assert text_table_tags("exit_tag", exit_reason_stats, "BTC") == result_str
+    text_table_tags("exit_tag", exit_reason_stats, "BTC")
+    text = capsys.readouterr().out
+
+    assert re.search(
+        r".* Exit Reason .* Exits .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
+        r"Avg Duration .* Win  Draw  Loss  Win% .*",
+        text,
+    )
+    assert re.search(
+        r".* roi .* 2 .* 15.0 .* 0.60000000 .* 2.73 .* 0:20:00 .* 2     0     0   100 .*",
+        text,
+    )
+    assert re.search(
+        r".* stop_loss .* 1 .* -10.0 .* -0.20000000 .* -0.91 .* 0:10:00 .* 0     0     1     0 .*",
+        text,
+    )
+    assert re.search(
+        r".* TOTAL .* 3 .* 6.67 .* 0.40000000 .* 1.82 .* 0:17:00 .* 2     0     1  66.7 .*", text
+    )
 
 
 def test_generate_sell_reason_stats():
@@ -502,39 +509,42 @@ def test_generate_sell_reason_stats():
     assert stop_result["profit_mean_pct"] == round(stop_result["profit_mean"] * 100, 2)
 
 
-def test_text_table_strategy(testdatadir):
+def test_text_table_strategy(testdatadir, capsys):
     filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
     bt_res_data = load_backtest_stats(filename)
 
     bt_res_data_comparison = bt_res_data.pop("strategy_comparison")
 
-    result_str = (
-        "|       Strategy |   Trades |   Avg Profit % |   Tot Profit BTC |"
-        "   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |              Drawdown |\n"
-        "|----------------+----------+----------------+------------------+"
-        "----------------+----------------+-------------------------+-----------------------|\n"
-        "| StrategyTestV2 |      179 |           0.08 |       0.02608550 |"
-        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |\n"
-        "|   TestStrategy |      179 |           0.08 |       0.02608550 |"
-        "         260.85 |        3:40:00 |   170     0     9  95.0 | 0.00308222 BTC  8.67% |"
-    )
-
     strategy_results = generate_strategy_comparison(bt_stats=bt_res_data["strategy"])
     assert strategy_results == bt_res_data_comparison
-    assert text_table_strategy(strategy_results, "BTC") == result_str
+    text_table_strategy(strategy_results, "BTC", "STRATEGY SUMMARY")
+
+    captured = capsys.readouterr()
+    text = captured.out
+    assert re.search(
+        r".* Strategy .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
+        r"Avg Duration .* Win  Draw  Loss  Win% .* Drawdown .*",
+        text,
+    )
+    assert re.search(
+        r".*StrategyTestV2 .* 179 .* 0.08 .* 0.02608550 .* "
+        r"260.85 .* 3:40:00 .* 170     0     9  95.0 .* 0.00308222 BTC  8.67%.*",
+        text,
+    )
+    assert re.search(
+        r".*TestStrategy .* 179 .* 0.08 .* 0.02608550 .* "
+        r"260.85 .* 3:40:00 .* 170     0     9  95.0 .* 0.00308222 BTC  8.67%.*",
+        text,
+    )
 
 
-def test_generate_edge_table():
+def test_generate_edge_table(capsys):
     results = {}
     results["ETH/BTC"] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
-    assert generate_edge_table(results).count("+") == 7
-    assert generate_edge_table(results).count("| ETH/BTC |") == 1
-    assert (
-        generate_edge_table(results).count(
-            "|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |"
-        )
-        == 1
-    )
+    generate_edge_table(results)
+    text = capsys.readouterr().out
+    assert re.search(r".* ETH/BTC .*", text)
+    assert re.search(r".* Risk Reward Ratio .* Required Risk Reward .* Expectancy .*", text)
 
 
 def test_generate_periodic_breakdown_stats(testdatadir):

tests/optimize/test_recursive_analysis.py

@@ -105,9 +105,7 @@ def test_recursive_helper_text_table_recursive_analysis_instances(recursive_conf
 
     instance = RecursiveAnalysis(recursive_conf, strategy_obj)
     instance.dict_recursive = dict_diff
-    _table, _headers, data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
-        [instance]
-    )
+    data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance])
 
     # check row contents for a try that has too few signals
     assert data[0][0] == "rsi"
@@ -118,9 +116,7 @@ def test_recursive_helper_text_table_recursive_analysis_instances(recursive_conf
     dict_diff = dict()
     instance = RecursiveAnalysis(recursive_conf, strategy_obj)
     instance.dict_recursive = dict_diff
-    _table, _headers, data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
-        [instance]
-    )
+    data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance])
     assert len(data) == 0