Merge branch 'develop' into pr/gaardiolor/10839

.github/workflows/ci.yml

@@ -46,7 +46,7 @@ jobs:
       uses: actions/cache@v4
       with:
         path: ~/.cache/pip
-        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
+        key: pip-${{ matrix.python-version }}-ubuntu
 
     - name: TA binary *nix
       if: steps.cache.outputs.cache-hit != 'true'
@@ -167,7 +167,7 @@ jobs:
       uses: actions/cache@v4
       with:
         path: ~/Library/Caches/pip
-        key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
+        key: pip-${{ matrix.os }}-${{ matrix.python-version }}
 
     - name: TA binary *nix
       if: steps.cache.outputs.cache-hit != 'true'
@@ -196,7 +196,7 @@ jobs:
         rm /usr/local/bin/python3.11-config || true
         rm /usr/local/bin/python3.12-config || true
 
-        brew install hdf5 c-blosc libomp
+        brew install libomp
 
     - name: Installation (python)
       run: |
@@ -280,7 +280,7 @@ jobs:
       uses: actions/cache@v4
       with:
         path: ~\AppData\Local\pip\Cache
-        key: ${{ matrix.os }}-${{ matrix.python-version }}-pip
+        key: pip-${{ matrix.os }}-${{ matrix.python-version }}
 
     - name: Installation
       run: |
@@ -420,7 +420,7 @@ jobs:
       uses: actions/cache@v4
       with:
         path: ~/.cache/pip
-        key: test-${{ matrix.os }}-${{ matrix.python-version }}-pip
+        key: pip-3.12-ubuntu
 
     - name: TA binary *nix
       if: steps.cache.outputs.cache-hit != 'true'
@@ -540,12 +540,12 @@ jobs:
 
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.10.3
+      uses: pypa/gh-action-pypi-publish@v1.12.2
       with:
         repository-url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.10.3
+      uses: pypa/gh-action-pypi-publish@v1.12.2
 
 
   deploy-docker:

.pre-commit-config.yaml

@@ -9,7 +9,7 @@ repos:
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.12.1"
+    rev: "v1.13.0"
     hooks:
       - id: mypy
         exclude: build_helpers
@@ -31,7 +31,7 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.7.0'
+    rev: 'v0.7.3'
     hooks:
       - id: ruff
       - id: ruff-format

build_helpers/schema.json

@@ -682,12 +682,18 @@
             },
             "exit_fill": {
               "description": "Telegram setting for exit fill signals.",
-              "type": "string",
+              "type": [
-              "enum": [
+                "string",
-                "on",
+                "object"
-                "off",
-                "silent"
               ],
+              "additionalProperties": {
+                "type": "string",
+                "enum": [
+                  "on",
+                  "off",
+                  "silent"
+                ]
+              },
               "default": "on"
             },
             "exit_cancel": {
@@ -1383,6 +1389,11 @@
           "type": "string",
           "default": "example"
         },
+        "wait_for_training_iteration_on_reload": {
+          "description": "Wait for the next training iteration to complete after /reload or ctrl+c.",
+          "type": "boolean",
+          "default": true
+        },
         "feature_parameters": {
           "description": "The parameters used to engineer the feature set",
           "type": "object",

docs/advanced-hyperopt.md

@@ -37,8 +37,8 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         min_date: datetime,
         max_date: datetime,
         config: Config,
-        processed: Dict[str, DataFrame],
+        processed: dict[str, DataFrame],
-        backtest_stats: Dict[str, Any],
+        backtest_stats: dict[str, Any],
         **kwargs,
     ) -> float:
         """
@@ -103,7 +103,7 @@ class MyAwesomeStrategy(IStrategy):
                 SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
             ]
 
-        def generate_roi_table(params: Dict) -> Dict[int, float]:
+        def generate_roi_table(params: Dict) -> dict[int, float]:
 
             roi_table = {}
             roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']

docs/backtesting.md

@@ -10,12 +10,14 @@ To learn how to get data for the pairs and exchange you're interested in, head o
 ```
 usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [-d PATH] [--userdir PATH] [-s NAME]
-                             [--strategy-path PATH] [-i TIMEFRAME]
+                             [--strategy-path PATH]
-                             [--timerange TIMERANGE]
+                             [--recursive-strategy-search]
-                             [--data-format-ohlcv {json,jsongz,hdf5}]
+                             [--freqaimodel NAME] [--freqaimodel-path PATH]
+                             [-i TIMEFRAME] [--timerange TIMERANGE]
+                             [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
                              [--max-open-trades INT]
                              [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
-                             [-p PAIRS [PAIRS ...]] [--eps] [--dmmp]
+                             [-p PAIRS [PAIRS ...]] [--eps]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--timeframe-detail TIMEFRAME_DETAIL]
@@ -24,8 +26,9 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--export-filename PATH]
                              [--breakdown {day,week,month} [{day,week,month} ...]]
                              [--cache {none,day,week,month}]
+                             [--freqai-backtest-live-models]
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
@@ -48,10 +51,6 @@ optional arguments:
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
-  --dmmp, --disable-max-market-positions
-                        Disable applying `max_open_trades` during backtest
-                        (same as setting `max_open_trades` to a very high
-                        number).
   --enable-protections, --enableprotections
                         Enable protections for backtesting.Will slow
                         backtesting down by a considerable amount, but will
@@ -80,10 +79,13 @@ optional arguments:
   --cache {none,day,week,month}
                         Load a cached backtest result no older than specified
                         age (default: day).
+  --freqai-backtest-live-models
+                        Run backtest with ready models.
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
+  --logfile FILE, --log-file FILE
+                        Log to the file specified. Special values are:
                         'syslog', 'journald'. See the documentation for more
                         details.
   -V, --version         show program's version number and exit
@@ -92,7 +94,7 @@ Common arguments:
                         `userdir/config.json` or `config.json` whichever
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
-  -d PATH, --datadir PATH
+  -d PATH, --datadir PATH, --data-dir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
@@ -102,6 +104,12 @@ Strategy arguments:
                         Specify strategy class name which will be used by the
                         bot.
   --strategy-path PATH  Specify additional strategy lookup path.
+  --recursive-strategy-search
+                        Recursively search for a strategy in the strategies
+                        folder.
+  --freqaimodel NAME    Specify a custom freqaimodels.
+  --freqaimodel-path PATH
+                        Specify additional lookup path for freqaimodels.
 
 ```
 
@@ -558,6 +566,7 @@ Since backtesting lacks some detailed information about what happens within a ca
   - Stoploss
   - ROI
   - Trailing stoploss
+- Position reversals (futures only) happen if an entry signal in the other direction than the closing trade triggers at the candle the existing trade closes.
 
 Taking these assumptions, backtesting tries to mirror real trading as closely as possible. However, backtesting will **never** replace running a strategy in dry-run mode.
 Also, keep in mind that past results don't guarantee future success.

docs/exchanges.md

@@ -252,6 +252,14 @@ OKX requires a passphrase for each api key, you will therefore need to add this
 Gate.io allows the use of `POINT` to pay for fees. As this is not a tradable currency (no regular market available), automatic fee calculations will fail (and default to a fee of 0).
 The configuration parameter `exchange.unknown_fee_rate` can be used to specify the exchange rate between Point and the stake currency. Obviously, changing the stake-currency will also require changes to this value.
 
+Gate API keys require the following permissions on top of the market type you want to trade:
+
+* "Spot Trade" _or_ "Perpetual Futures" (Read and Write) (either select both, or the one matching the market you want to trade)
+* "Wallet" (read only)
+* "Account" (read only)
+
+Without these permissions, the bot will not start correctly and show errors like "permission missing".
+
 ## Bybit
 
 Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.

docs/freqai-configuration.md

@@ -293,10 +293,10 @@ class MyCoolPyTorchClassifier(BasePyTorchClassifier):
         super().__init__(**kwargs)
         config = self.freqai_info.get("model_training_parameters", {})
         self.learning_rate: float = config.get("learning_rate",  3e-4)
-        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.model_kwargs: dict[str, Any] = config.get("model_kwargs",  {})
-        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+        self.trainer_kwargs: dict[str, Any] = config.get("trainer_kwargs",  {})
 
-    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
+    def fit(self, data_dictionary: dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
         """
         User sets up the training and test data to fit their desired model here
         :param data_dictionary: the dictionary holding all data for train, test,
@@ -359,10 +359,10 @@ class PyTorchMLPRegressor(BasePyTorchRegressor):
         super().__init__(**kwargs)
         config = self.freqai_info.get("model_training_parameters", {})
         self.learning_rate: float = config.get("learning_rate",  3e-4)
-        self.model_kwargs: Dict[str, Any] = config.get("model_kwargs",  {})
+        self.model_kwargs: dict[str, Any] = config.get("model_kwargs",  {})
-        self.trainer_kwargs: Dict[str, Any] = config.get("trainer_kwargs",  {})
+        self.trainer_kwargs: dict[str, Any] = config.get("trainer_kwargs",  {})
 
-    def fit(self, data_dictionary: Dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
+    def fit(self, data_dictionary: dict, dk: FreqaiDataKitchen, **kwargs) -> Any:
         n_features = data_dictionary["train_features"].shape[-1]
         model = PyTorchMLPModel(
             input_dim=n_features,

docs/freqai-parameter-table.md

@@ -22,6 +22,7 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
 | `write_metrics_to_disk` | Collect train timings, inference timings and cpu usage in json file. <br> **Datatype:** Boolean. <br> Default: `False`
 | `data_kitchen_thread_count` | <br> Designate the number of threads you want to use for data processing (outlier methods, normalization, etc.). This has no impact on the number of threads used for training. If user does not set it (default), FreqAI will use max number of threads - 2 (leaving 1 physical core available for Freqtrade bot and FreqUI) <br> **Datatype:** Positive integer.
 | `activate_tensorboard` | <br> Indicate whether or not to activate tensorboard for the tensorboard enabled modules (currently Reinforcment Learning, XGBoost, Catboost, and PyTorch). Tensorboard needs Torch installed, which means you will need the torch/RL docker image or you need to answer "yes" to the install question about whether or not you wish to install Torch. <br> **Datatype:** Boolean. <br> Default: `True`.
+| `wait_for_training_iteration_on_reload` | <br> When using /reload or ctrl-c, wait for the current training iteration to finish before completing graceful shutdown. If set to `False`, FreqAI will break the current training iteration, allowing you to shutdown gracefully more quickly, but you will lose your current training iteration. <br> **Datatype:** Boolean. <br> Default: `True`.
 
 ### Feature parameters
 

docs/hyperopt.md

@@ -42,11 +42,11 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--recursive-strategy-search] [--freqaimodel NAME]
                           [--freqaimodel-path PATH] [-i TIMEFRAME]
                           [--timerange TIMERANGE]
-                          [--data-format-ohlcv {json,jsongz,hdf5}]
+                          [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
                           [--max-open-trades INT]
                           [--stake-amount STAKE_AMOUNT] [--fee FLOAT]
                           [-p PAIRS [PAIRS ...]] [--hyperopt-path PATH]
-                          [--eps] [--dmmp] [--enable-protections]
+                          [--eps] [--enable-protections]
                           [--dry-run-wallet DRY_RUN_WALLET]
                           [--timeframe-detail TIMEFRAME_DETAIL] [-e INT]
                           [--spaces {all,buy,sell,roi,stoploss,trailing,protection,trades,default} [{all,buy,sell,roi,stoploss,trailing,protection,trades,default} ...]]
@@ -55,15 +55,15 @@ usage: freqtrade hyperopt [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                           [--hyperopt-loss NAME] [--disable-param-export]
                           [--ignore-missing-spaces] [--analyze-per-epoch]
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
   -i TIMEFRAME, --timeframe TIMEFRAME
                         Specify timeframe (`1m`, `5m`, `30m`, `1h`, `1d`).
   --timerange TIMERANGE
                         Specify what timerange of data to use.
-  --data-format-ohlcv {json,jsongz,hdf5}
+  --data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `json`).
+                        (default: `feather`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -80,10 +80,6 @@ optional arguments:
   --eps, --enable-position-stacking
                         Allow buying the same pair multiple times (position
                         stacking).
-  --dmmp, --disable-max-market-positions
-                        Disable applying `max_open_trades` during backtest
-                        (same as setting `max_open_trades` to a very high
-                        number).
   --enable-protections, --enableprotections
                         Enable protections for backtesting.Will slow
                         backtesting down by a considerable amount, but will
@@ -133,7 +129,8 @@ optional arguments:
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
-  --logfile FILE        Log to the file specified. Special values are:
+  --logfile FILE, --log-file FILE
+                        Log to the file specified. Special values are:
                         'syslog', 'journald'. See the documentation for more
                         details.
   -V, --version         show program's version number and exit
@@ -142,7 +139,7 @@ Common arguments:
                         `userdir/config.json` or `config.json` whichever
                         exists). Multiple --config options may be used. Can be
                         set to `-` to read config from stdin.
-  -d PATH, --datadir PATH
+  -d PATH, --datadir PATH, --data-dir PATH
                         Path to directory with historical backtesting data.
   --userdir PATH, --user-data-dir PATH
                         Path to userdata directory.
@@ -867,18 +864,15 @@ You can use the `--print-all` command line option if you would like to see all r
 
 ## Position stacking and disabling max market positions
 
-In some situations, you may need to run Hyperopt (and Backtesting) with the
+In some situations, you may need to run Hyperopt (and Backtesting) with the `--eps`/`--enable-position-staking` argument, or you may need to set `max_open_trades` to a very high number to disable the limit on the number of open trades.
-`--eps`/`--enable-position-staking` and `--dmmp`/`--disable-max-market-positions` arguments.
 
 By default, hyperopt emulates the behavior of the Freqtrade Live Run/Dry Run, where only one
-open trade is allowed for every traded pair. The total number of trades open for all pairs
+open trade per pair is allowed. The total number of trades open for all pairs
 is also limited by the `max_open_trades` setting. During Hyperopt/Backtesting this may lead to
-some potential trades to be hidden (or masked) by previously open trades.
+potential trades being hidden (or masked) by already open trades.
 
-The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times,
+The `--eps`/`--enable-position-stacking` argument allows emulation of buying the same pair multiple times.
-while `--dmmp`/`--disable-max-market-positions` disables applying `max_open_trades`
+Using `--max-open-trades` with a very high number will disable the limit on the number of open trades.
-during Hyperopt/Backtesting (which is equal to setting `max_open_trades` to a very high
-number).
 
 !!! Note
     Dry/live runs will **NOT** use position stacking - therefore it does make sense to also validate the strategy without this as it's closer to reality.
@@ -923,7 +917,7 @@ After you run Hyperopt for the desired amount of epochs, you can later list all
 
 Once the optimized strategy has been implemented into your strategy, you should backtest this strategy to make sure everything is working as expected.
 
-To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt `--dmmp`/`--disable-max-market-positions` and `--eps`/`--enable-position-stacking` for Backtesting.
+To achieve same the results (number of trades, their durations, profit, etc.) as during Hyperopt, please use the same configuration and parameters (timerange, timeframe, ...) used for hyperopt for Backtesting.
 
 ### Why do my backtest results not match my hyperopt results?
 Should results not match, check the following factors:

docs/includes/pairlists.md

@@ -352,7 +352,7 @@ The optional `bearer_token` will be included in the requests Authorization Heade
 
 #### MarketCapPairList
 
-`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. It will only recognize coins up to the coin placed at rank 250. The returned pairlist will be sorted based of their marketcap ranks.
+`MarketCapPairList` employs sorting/filtering of pairs by their marketcap rank based of CoinGecko. The returned pairlist will be sorted based of their marketcap ranks.
 
 ```json
 "pairlists": [
@@ -367,6 +367,7 @@ The optional `bearer_token` will be included in the requests Authorization Heade
 ```
 
 `number_assets` defines the maximum number of pairs returned by the pairlist. `max_rank` will determine the maximum rank used in creating/filtering the pairlist. It's expected that some coins within the top `max_rank` marketcap will not be included in the resulting pairlist since not all pairs will have active trading pairs in your preferred market/stake/exchange combination.  
+While using a `max_rank` bigger than 250 is supported, it's not recommended, as it'll cause multiple API calls to CoinGecko, which can lead to rate limit issues.
 
 The `refresh_period` setting defines the interval (in seconds) at which the marketcap rank data will be refreshed. The default is 86,400 seconds (1 day). The pairlist cache (`refresh_period`) applies to both generating pairlists (when in the first position in the list) and filtering instances (when not in the first position in the list).
 

docs/installation.md

@@ -67,6 +67,18 @@ OS Specific steps are listed first, the common section below is necessary for al
     sudo apt install -y python3-pip python3-venv python3-dev python3-pandas git curl
     ```
 
+=== "MacOS"
+    #### Install necessary dependencies
+
+    Install [Homebrew](https://brew.sh/) if you don't have it already.
+
+    ```bash
+    # install packages
+    brew install gettext libomp
+    ```
+    !!! Note
+        The `setup.sh` script will install these dependencies for you - assuming brew is installed on your system.
+
 === "RaspberryPi/Raspbian"
     The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/).
     This image comes with python3.11 preinstalled, making it easy to get freqtrade up and running.
@@ -76,7 +88,7 @@ OS Specific steps are listed first, the common section below is necessary for al
 
     ```bash
     sudo apt-get install python3-venv libatlas-base-dev cmake curl
-    # Use pywheels.org to speed up installation
+    # Use piwheels.org to speed up installation
     sudo echo "[global]\nextra-index-url=https://www.piwheels.org/simple" > tee /etc/pip.conf
 
     git clone https://github.com/freqtrade/freqtrade.git
@@ -150,9 +162,7 @@ Each time you open a new terminal, you must run `source .venv/bin/activate` to a
 source ./.venv/bin/activate
 ```
 
-### Congratulations
+[You are now ready](#you-are-ready) to run the bot.
-
-[You are ready](#you-are-ready), and run the bot
 
 ### Other options of /setup.sh script
 
@@ -220,7 +230,7 @@ cd ..
 rm -rf ./ta-lib*
 ```
 
-#### Setup Python virtual environment (virtualenv)
+### Setup Python virtual environment (virtualenv)
 
 You will run freqtrade in separated `virtual environment`
 
@@ -232,19 +242,18 @@ python3 -m venv .venv
 source .venv/bin/activate
 ```
 
-#### Install python dependencies
+### Install python dependencies
 
 ```bash
 python3 -m pip install --upgrade pip
 python3 -m pip install -r requirements.txt
+# install freqtrade
 python3 -m pip install -e .
 ```
 
-### Congratulations
+[You are now ready](#you-are-ready) to run the bot.
 
-[You are ready](#you-are-ready), and run the bot
+### (Optional) Post-installation Tasks
-
-#### (Optional) Post-installation Tasks
 
 !!! Note 
     If you run the bot on a server, you should consider using [Docker](docker_quickstart.md) or a terminal multiplexer like `screen` or [`tmux`](https://en.wikipedia.org/wiki/Tmux) to avoid that the bot is stopped on logout.
@@ -333,9 +342,7 @@ cd build_helpers
 bash install_ta-lib.sh ${CONDA_PREFIX} nosudo
 ```
 
-### Congratulations
+[You are now ready](#you-are-ready) to run the bot.
-
-[You are ready](#you-are-ready), and run the bot
 
 ### Important shortcuts
 

docs/requirements-docs.txt

@@ -1,7 +1,7 @@
 markdown==3.7
 mkdocs==1.6.1
-mkdocs-material==9.5.42
+mkdocs-material==9.5.44
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.11.2
+pymdown-extensions==10.12
 jinja2==3.1.4
 mike==2.1.3

docs/strategy-callbacks.md

@@ -166,6 +166,7 @@ Called for open trade every iteration (roughly every 5 seconds) until a trade is
 The usage of the custom stoploss method must be enabled by setting `use_custom_stoploss=True` on the strategy object.
 
 The stoploss price can only ever move upwards - if the stoploss value returned from `custom_stoploss` would result in a lower stoploss price than was previously set, it will be ignored. The traditional `stoploss` value serves as an absolute lower level and will be instated as the initial stoploss (before this method is called for the first time for a trade), and is still mandatory.  
+As custom stoploss acts as regular, changing stoploss, it will behave similar to `trailing_stop` - and trades exiting due to this will have the exit_reason of `"trailing_stop_loss"`.
 
 The method must return a stoploss value (float / number) as a percentage of the current price.
 E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoploss price 2% lower, at 196 USD.
@@ -834,7 +835,7 @@ class DigDeeperStrategy(IStrategy):
                               current_entry_rate: float, current_exit_rate: float,
                               current_entry_profit: float, current_exit_profit: float,
                               **kwargs
-                              ) -> Union[Optional[float], Tuple[Optional[float], Optional[str]]]:
+                              ) -> Union[Optional[float], tuple[Optional[float], Optional[str]]]:
         """
         Custom trade adjustment logic, returning the stake amount that a trade should be
         increased or decreased.
@@ -890,7 +891,7 @@ class DigDeeperStrategy(IStrategy):
         # Hope you have a deep wallet!
         try:
             # This returns first order stake size
-            stake_amount = filled_entries[0].stake_amount
+            stake_amount = filled_entries[0].stake_amount_filled
             # This then calculates current safety order size
             stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
             return stake_amount, "1/3rd_increase"
@@ -975,7 +976,7 @@ class AwesomeStrategy(IStrategy):
             pair == "BTC/USDT" 
             and entry_tag == "long_sma200" 
             and side == "long" 
-            and (current_time - timedelta(minutes=10)) > trade.open_date_utc
+            and (current_time - timedelta(minutes=10)) <= trade.open_date_utc
         ):
             # just cancel the order if it has been filled more than half of the amount
             if order.filled > order.remaining:

docs/strategy-customization.md

@@ -4,7 +4,7 @@ This page explains how to customize your strategies, add new indicators and set
 
 If you haven't already, please familiarize yourself with:
 
-- the [Freqtrade strategy 101](freqtrade-101.md), which provides a quick start to strategy development
+- the [Freqtrade strategy 101](strategy-101.md), which provides a quick start to strategy development
 - the [Freqtrade bot basics](bot-basics.md), which provides overall info on how the bot operates
 
 ## Develop your own strategy

docs/strategy_analysis_example.md

@@ -215,7 +215,7 @@ trades.groupby("pair")["exit_reason"].value_counts()
 ```
 
 ## Analyze the loaded trades for trade parallelism
-This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with `--disable-max-market-positions`.
+This can be useful to find the best `max_open_trades` parameter, when used with backtesting in conjunction with a very high `max_open_trades` setting.
 
 `analyze_trade_parallelism()` returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.
 

docs/strategy_migration.md

@@ -780,7 +780,7 @@ class MyCoolFreqaiModel(BaseRegressionModel):
 
     def predict(
         self, unfiltered_df: DataFrame, dk: FreqaiDataKitchen, **kwargs
-    ) -> Tuple[DataFrame, npt.NDArray[np.int_]]:
+    ) -> tuple[DataFrame, npt.NDArray[np.int_]]:
 
         # ... your custom stuff
 

docs/telegram-usage.md

@@ -58,6 +58,7 @@ For the Freqtrade configuration, you can then use the full value (including `-`
 ```json
    "chat_id": "-1001332619709"
 ```
+
 !!! Warning "Using telegram groups"
     When using telegram groups, you're giving every member of the telegram group access to your freqtrade bot and to all commands possible via telegram. Please make sure that you can trust everyone in the telegram group to avoid unpleasant surprises.
 
@@ -93,9 +94,12 @@ Example configuration showing the different settings:
             "trailing_stop_loss": "on",
             "stop_loss": "on",
             "stoploss_on_exchange": "on",
-            "custom_exit": "silent",
+            "custom_exit": "silent",  // custom_exit without specifying an exit reason
-            "partial_exit": "on"
+            "partial_exit": "on",
+            // "custom_exit_message": "silent",  // Disable individual custom exit reasons
+            "*": "off"  // Disable all other exit reasons
         },
+        // "exit": "off",  // Simplistic configuration to disable all exit messages
         "exit_cancel": "on",
         "exit_fill": "off",
         "protection_trigger": "off",
@@ -108,16 +112,16 @@ Example configuration showing the different settings:
 },
 ```
 
-`entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.
+* `entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange.  
-`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.
+* `exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange.  
-`*_fill` notifications are off by default and must be explicitly enabled.
+    Exit messages (`exit` and `exit_fill`) can be further controlled at individual exit reasons level, with the specific exit reason as the key. the default for all exit reasons is `on` - but can be configured via special `*` key - which will act as a wildcard for all exit reasons that are not explicitly defined.
-`protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.
+* `*_fill` notifications are off by default and must be explicitly enabled.  
-`strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).
+* `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered.  
-`show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.
+* `strategy_msg` - Receive notifications from the strategy, sent via `self.dp.send_msg()` from the strategy [more details](strategy-customization.md#send-notification).  
-
+* `show_candle` - show candle values as part of entry/exit messages. Only possible values are `"ohlc"` or `"off"`.  
-`balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.
+* `balance_dust_level` will define what the `/balance` command takes as "dust" - Currencies with a balance below this will be shown.  
-`allow_custom_messages` completely disable strategy messages.
+* `allow_custom_messages` completely disable strategy messages.  
-`reload` allows you to disable reload-buttons on selected messages.
+* `reload` allows you to disable reload-buttons on selected messages.  
 
 ## Create a custom keyboard (command shortcut buttons)
 
@@ -296,12 +300,12 @@ Return a summary of your profit/loss and performance.
 
 The relative profit of `1.2%` is the average profit per trade.  
 The relative profit of `15.2 Σ%` is be based on the starting capital - so in this case, the starting capital was `0.00485701 * 1.152 = 0.00738 BTC`.  
-Starting capital is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.
+**Starting capital(**) is either taken from the `available_capital` setting, or calculated by using current wallet size - profits.  
-Profit Factor is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.
+**Profit Factor** is calculated as gross profits / gross losses - and should serve as an overall metric for the strategy.  
-Expectancy corresponds to the average return per currency unit at risk, i.e. the winrate and the risk-reward ratio (the average gain of winning trades compared to the average loss of losing trades).
+**Expectancy** corresponds to the average return per currency unit at risk, i.e. the winrate and the risk-reward ratio (the average gain of winning trades compared to the average loss of losing trades).  
-Expectancy Ratio is expected profit or loss of a subsequent trade based on the performance of all past trades.
+**Expectancy Ratio** is expected profit or loss of a subsequent trade based on the performance of all past trades.  
-Max drawdown corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.
+**Max drawdown** corresponds to the backtesting metric `Absolute Drawdown (Account)` - calculated as `(Absolute Drawdown) / (DrawdownHigh + startingBalance)`.  
-Bot started date will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.
+**Bot started date** will refer to the date the bot was first started. For older bots, this will default to the first trade's open date.  
 
 ### /forceexit <trade_id>
 
@@ -345,7 +349,7 @@ Return the balance of all crypto-currency your have on the exchange.
 > **Available:** 3.05890234  
 > **Balance:** 3.05890234  
 > **Pending:** 0.0  
-
+>
 > **Currency:** CVC  
 > **Available:** 86.64180098  
 > **Balance:** 86.64180098  
@@ -356,6 +360,7 @@ Return the balance of all crypto-currency your have on the exchange.
 Per default `/daily` will return the 7 last days. The example below if for `/daily 3`:
 
 > **Daily Profit over the last 3 days:**
+
 ```
 Day (count)     USDT          USD         Profit %
 --------------  ------------  ----------  ----------
@@ -370,6 +375,7 @@ Per default `/weekly` will return the 8 last weeks, including the current week.
 from Monday. The example below if for `/weekly 3`:
 
 > **Weekly Profit over the last 3 weeks (starting from Monday):**
+
 ```
 Monday (count)  Profit BTC      Profit USD   Profit %
 -------------  --------------  ------------    ----------

docs/trade-object.md

@@ -143,6 +143,7 @@ Most properties here can be None as they are dependent on the exchange response.
 | `remaining` | float | Remaining amount |
 | `cost` | float | Cost of the order - usually average * filled (*Exchange dependent on futures, may contain the cost with or without leverage and may be in contracts.*) |
 | `stake_amount` | float | Stake amount used for this order. *Added in 2023.7.* |
+| `stake_amount_filled` | float | Filled Stake amount used for this order. *Added in 2024.11.* |
 | `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
 | `order_date_utc` | datetime | Order creation date (in UTC) |
 | `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2024.10-dev"
+__version__ = "2024.11-dev"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/commands/arguments.py

@@ -5,7 +5,7 @@ This module contains the argument manager class
 from argparse import ArgumentParser, Namespace, _ArgumentGroup
 from functools import partial
 from pathlib import Path
-from typing import Any, Optional, Union
+from typing import Any
 
 from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
 from freqtrade.constants import DEFAULT_CONFIG
@@ -37,7 +37,6 @@ ARGS_COMMON_OPTIMIZE = [
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
     "position_stacking",
-    "use_max_market_positions",
     "enable_protections",
     "dry_run_wallet",
     "timeframe_detail",
@@ -53,7 +52,6 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
     "hyperopt",
     "hyperopt_path",
     "position_stacking",
-    "use_max_market_positions",
     "enable_protections",
     "dry_run_wallet",
     "timeframe_detail",
@@ -117,7 +115,7 @@ ARGS_CREATE_USERDIR = ["user_data_dir", "reset"]
 ARGS_BUILD_CONFIG = ["config"]
 ARGS_SHOW_CONFIG = ["user_data_dir", "config", "show_sensitive"]
 
-ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "template"]
+ARGS_BUILD_STRATEGY = ["user_data_dir", "strategy", "strategy_path", "template"]
 
 ARGS_CONVERT_DATA_TRADES = ["pairs", "format_from_trades", "format_to", "erase", "exchange"]
 ARGS_CONVERT_DATA = ["pairs", "format_from", "format_to", "erase", "exchange"]
@@ -242,8 +240,7 @@ ARGS_STRATEGY_UPDATER = ["strategy_list", "strategy_path", "recursive_strategy_s
 ARGS_LOOKAHEAD_ANALYSIS = [
     a
     for a in ARGS_BACKTEST
-    if a
+    if a not in ("position_stacking", "backtest_cache", "backtest_breakdown")
-    not in ("position_stacking", "use_max_market_positions", "backtest_cache", "backtest_breakdown")
 ] + ["minimum_trade_amount", "targeted_trade_amount", "lookahead_analysis_exportfilename"]
 
 ARGS_RECURSIVE_ANALYSIS = ["timeframe", "timerange", "dataformat_ohlcv", "pairs", "startup_candle"]
@@ -278,9 +275,9 @@ class Arguments:
     Arguments Class. Manage the arguments received by the cli
     """
 
-    def __init__(self, args: Optional[list[str]]) -> None:
+    def __init__(self, args: list[str] | None) -> None:
         self.args = args
-        self._parsed_arg: Optional[Namespace] = None
+        self._parsed_arg: Namespace | None = None
 
     def get_parsed_arg(self) -> dict[str, Any]:
         """
@@ -322,9 +319,7 @@ class Arguments:
 
         return parsed_arg
 
-    def _build_args(
+    def _build_args(self, optionlist: list[str], parser: ArgumentParser | _ArgumentGroup) -> None:
-        self, optionlist: list[str], parser: Union[ArgumentParser, _ArgumentGroup]
-    ) -> None:
         for val in optionlist:
             opt = AVAILABLE_CLI_OPTIONS[val]
             parser.add_argument(*opt.cli, dest=val, **opt.kwargs)

freqtrade/commands/cli_options.py

@@ -168,14 +168,6 @@ AVAILABLE_CLI_OPTIONS = {
         action="store_true",
         default=False,
     ),
-    "use_max_market_positions": Arg(
-        "--dmmp",
-        "--disable-max-market-positions",
-        help="Disable applying `max_open_trades` during backtest "
-        "(same as setting `max_open_trades` to a very high number).",
-        action="store_false",
-        default=True,
-    ),
     "backtest_show_pair_list": Arg(
         "--show-pair-list",
         help="Show backtesting pairlist sorted by profit.",

freqtrade/commands/deploy_commands.py

@@ -86,7 +86,14 @@ def start_new_strategy(args: dict[str, Any]) -> None:
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
-        new_path = config["user_data_dir"] / USERPATH_STRATEGIES / (args["strategy"] + ".py")
+        if "strategy_path" in args and args["strategy_path"]:
+            strategy_dir = Path(args["strategy_path"])
+        else:
+            strategy_dir = config["user_data_dir"] / USERPATH_STRATEGIES
+        if not strategy_dir.is_dir():
+            logger.info(f"Creating strategy directory {strategy_dir}")
+            strategy_dir.mkdir(parents=True)
+        new_path = strategy_dir / (args["strategy"] + ".py")
 
         if new_path.exists():
             raise OperationalException(

freqtrade/commands/deploy_ui.py

@@ -1,6 +1,5 @@
 import logging
 from pathlib import Path
-from typing import Optional
 
 import requests
 
@@ -24,7 +23,7 @@ def clean_ui_subdir(directory: Path):
                 p.rmdir()
 
 
-def read_ui_version(dest_folder: Path) -> Optional[str]:
+def read_ui_version(dest_folder: Path) -> str | None:
     file = dest_folder / ".uiversion"
     if not file.is_file():
         return None
@@ -52,7 +51,7 @@ def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
         f.write(version)
 
 
-def get_ui_download_url(version: Optional[str] = None) -> tuple[str, str]:
+def get_ui_download_url(version: str | None = None) -> tuple[str, str]:
     base_url = "https://api.github.com/repos/freqtrade/frequi/"
     # Get base UI Repo path
 

freqtrade/commands/list_commands.py

@@ -1,7 +1,7 @@
 import csv
 import logging
 import sys
-from typing import Any, Union
+from typing import Any
 
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError, OperationalException
@@ -87,7 +87,7 @@ def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
     from rich.text import Text
 
     names = [s["name"] for s in objs]
-    objs_to_print: list[dict[str, Union[Text, str]]] = [
+    objs_to_print: list[dict[str, Text | str]] = [
         {
             "name": Text(s["name"] if s["name"] else "--"),
             "location": s["location_rel"],

freqtrade/configuration/config_schema.py

@@ -517,8 +517,11 @@ CONF_SCHEMA = {
                         },
                         "exit_fill": {
                             "description": "Telegram setting for exit fill signals.",
-                            "type": "string",
+                            "type": ["string", "object"],
-                            "enum": TELEGRAM_SETTING_OPTIONS,
+                            "additionalProperties": {
+                                "type": "string",
+                                "enum": TELEGRAM_SETTING_OPTIONS,
+                            },
                             "default": "on",
                         },
                         "exit_cancel": {
@@ -995,6 +998,13 @@ CONF_SCHEMA = {
                     "type": "string",
                     "default": "example",
                 },
+                "wait_for_training_iteration_on_reload": {
+                    "description": (
+                        "Wait for the next training iteration to complete after /reload or ctrl+c."
+                    ),
+                    "type": "boolean",
+                    "default": True,
+                },
                 "feature_parameters": {
                     "description": "The parameters used to engineer the feature set",
                     "type": "object",

freqtrade/configuration/configuration.py

@@ -5,9 +5,10 @@ This module contains the configuration class
 import ast
 import logging
 import warnings
+from collections.abc import Callable
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Callable, Optional
+from typing import Any
 
 from freqtrade import constants
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
@@ -37,9 +38,9 @@ class Configuration:
     Reuse this class for the bot, backtesting, hyperopt and every script that required configuration
     """
 
-    def __init__(self, args: dict[str, Any], runmode: Optional[RunMode] = None) -> None:
+    def __init__(self, args: dict[str, Any], runmode: RunMode | None = None) -> None:
         self.args = args
-        self.config: Optional[Config] = None
+        self.config: Config | None = None
         self.runmode = runmode
 
     def get_config(self) -> Config:
@@ -241,11 +242,7 @@ class Configuration:
             logstring="Parameter --enable-protections detected, enabling Protections. ...",
         )
 
-        if "use_max_market_positions" in self.args and not self.args["use_max_market_positions"]:
+        if "max_open_trades" in self.args and self.args["max_open_trades"]:
-            config.update({"use_max_market_positions": False})
-            logger.info("Parameter --disable-max-market-positions detected ...")
-            logger.info("max_open_trades set to unlimited ...")
-        elif "max_open_trades" in self.args and self.args["max_open_trades"]:
             config.update({"max_open_trades": self.args["max_open_trades"]})
             logger.info(
                 "Parameter --max-open-trades detected, overriding max_open_trades to: %s ...",
@@ -455,8 +452,8 @@ class Configuration:
         config: Config,
         argname: str,
         logstring: str,
-        logfun: Optional[Callable] = None,
+        logfun: Callable | None = None,
-        deprecated_msg: Optional[str] = None,
+        deprecated_msg: str | None = None,
     ) -> None:
         """
         :param config: Configuration dictionary

freqtrade/configuration/deprecated_settings.py

@@ -3,7 +3,6 @@ Functions to handle deprecated settings
 """
 
 import logging
-from typing import Optional
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import ConfigurationError, OperationalException
@@ -14,9 +13,9 @@ logger = logging.getLogger(__name__)
 
 def check_conflicting_settings(
     config: Config,
-    section_old: Optional[str],
+    section_old: str | None,
     name_old: str,
-    section_new: Optional[str],
+    section_new: str | None,
     name_new: str,
 ) -> None:
     section_new_config = config.get(section_new, {}) if section_new else config
@@ -34,7 +33,7 @@ def check_conflicting_settings(
 
 
 def process_removed_setting(
-    config: Config, section1: str, name1: str, section2: Optional[str], name2: str
+    config: Config, section1: str, name1: str, section2: str | None, name2: str
 ) -> None:
     """
     :param section1: Removed section
@@ -54,9 +53,9 @@ def process_removed_setting(
 
 def process_deprecated_setting(
     config: Config,
-    section_old: Optional[str],
+    section_old: str | None,
     name_old: str,
-    section_new: Optional[str],
+    section_new: str | None,
     name_new: str,
 ) -> None:
     check_conflicting_settings(config, section_old, name_old, section_new, name_new)

freqtrade/configuration/directory_operations.py

@@ -1,7 +1,6 @@
 import logging
 import shutil
 from pathlib import Path
-from typing import Optional
 
 from freqtrade.configuration.detect_environment import running_in_docker
 from freqtrade.constants import (
@@ -18,7 +17,7 @@ from freqtrade.exceptions import OperationalException
 logger = logging.getLogger(__name__)
 
 
-def create_datadir(config: Config, datadir: Optional[str] = None) -> Path:
+def create_datadir(config: Config, datadir: str | None = None) -> Path:
     folder = Path(datadir) if datadir else Path(f"{config['user_data_dir']}/data")
     if not datadir:
         # set datadir

freqtrade/configuration/load_config.py

@@ -7,7 +7,7 @@ import re
 import sys
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import rapidjson
 
@@ -78,7 +78,7 @@ def load_config_file(path: str) -> dict[str, Any]:
 
 
 def load_from_files(
-    files: list[str], base_path: Optional[Path] = None, level: int = 0
+    files: list[str], base_path: Path | None = None, level: int = 0
 ) -> dict[str, Any]:
     """
     Recursively load configuration files if specified.

freqtrade/configuration/timerange.py

@@ -5,7 +5,6 @@ This module contains the argument manager class
 import logging
 import re
 from datetime import datetime, timezone
-from typing import Optional
 
 from typing_extensions import Self
 
@@ -25,24 +24,24 @@ class TimeRange:
 
     def __init__(
         self,
-        starttype: Optional[str] = None,
+        starttype: str | None = None,
-        stoptype: Optional[str] = None,
+        stoptype: str | None = None,
         startts: int = 0,
         stopts: int = 0,
     ):
-        self.starttype: Optional[str] = starttype
+        self.starttype: str | None = starttype
-        self.stoptype: Optional[str] = stoptype
+        self.stoptype: str | None = stoptype
         self.startts: int = startts
         self.stopts: int = stopts
 
     @property
-    def startdt(self) -> Optional[datetime]:
+    def startdt(self) -> datetime | None:
         if self.startts:
             return datetime.fromtimestamp(self.startts, tz=timezone.utc)
         return None
 
     @property
-    def stopdt(self) -> Optional[datetime]:
+    def stopdt(self) -> datetime | None:
         if self.stopts:
             return datetime.fromtimestamp(self.stopts, tz=timezone.utc)
         return None
@@ -120,7 +119,7 @@ class TimeRange:
             self.starttype = "date"
 
     @classmethod
-    def parse_timerange(cls, text: Optional[str]) -> Self:
+    def parse_timerange(cls, text: str | None) -> Self:
         """
         Parse the value of the argument --timerange to determine what is the range desired
         :param text: value from --timerange

freqtrade/constants.py

@@ -4,7 +4,7 @@
 bot constants
 """
 
-from typing import Any, Literal, Optional
+from typing import Any, Literal
 
 from freqtrade.enums import CandleType, PriceType
 
@@ -38,6 +38,7 @@ HYPEROPT_LOSS_BUILTIN = [
     "MaxDrawDownHyperOptLoss",
     "MaxDrawDownRelativeHyperOptLoss",
     "ProfitDrawDownHyperOptLoss",
+    "MultiMetricHyperOptLoss",
 ]
 AVAILABLE_PAIRLISTS = [
     "StaticPairList",
@@ -193,7 +194,7 @@ ListPairsWithTimeframes = list[PairWithTimeframe]
 # Type for trades list
 TradeList = list[list]
 # ticks, pair, timeframe, CandleType
-TickWithTimeframe = tuple[str, str, CandleType, Optional[int], Optional[int]]
+TickWithTimeframe = tuple[str, str, CandleType, int | None, int | None]
 ListTicksWithTimeframes = list[TickWithTimeframe]
 
 LongShort = Literal["long", "short"]

freqtrade/data/btanalysis.py

@@ -6,7 +6,7 @@ import logging
 from copy import copy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Literal, Optional, Union
+from typing import Any, Literal
 
 import numpy as np
 import pandas as pd
@@ -53,7 +53,7 @@ BT_DATA_COLUMNS = [
 ]
 
 
-def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
+def get_latest_optimize_filename(directory: Path | str, variant: str) -> str:
     """
     Get latest backtest export based on '.last_result.json'.
     :param directory: Directory to search for last result
@@ -84,7 +84,7 @@ def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> s
     return data[f"latest_{variant}"]
 
 
-def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
+def get_latest_backtest_filename(directory: Path | str) -> str:
     """
     Get latest backtest export based on '.last_result.json'.
     :param directory: Directory to search for last result
@@ -97,7 +97,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
     return get_latest_optimize_filename(directory, "backtest")
 
 
-def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
+def get_latest_hyperopt_filename(directory: Path | str) -> str:
     """
     Get latest hyperopt export based on '.last_result.json'.
     :param directory: Directory to search for last result
@@ -114,9 +114,7 @@ def get_latest_hyperopt_filename(directory: Union[Path, str]) -> str:
         return "hyperopt_results.pickle"
 
 
-def get_latest_hyperopt_file(
+def get_latest_hyperopt_file(directory: Path | str, predef_filename: str | None = None) -> Path:
-    directory: Union[Path, str], predef_filename: Optional[str] = None
-) -> Path:
     """
     Get latest hyperopt export based on '.last_result.json'.
     :param directory: Directory to search for last result
@@ -137,7 +135,7 @@ def get_latest_hyperopt_file(
     return directory / get_latest_hyperopt_filename(directory)
 
 
-def load_backtest_metadata(filename: Union[Path, str]) -> dict[str, Any]:
+def load_backtest_metadata(filename: Path | str) -> dict[str, Any]:
     """
     Read metadata dictionary from backtest results file without reading and deserializing entire
     file.
@@ -154,7 +152,7 @@ def load_backtest_metadata(filename: Union[Path, str]) -> dict[str, Any]:
         raise OperationalException("Unexpected error while loading backtest metadata.") from e
 
 
-def load_backtest_stats(filename: Union[Path, str]) -> BacktestResultType:
+def load_backtest_stats(filename: Path | str) -> BacktestResultType:
     """
     Load backtest statistics file.
     :param filename: pathlib.Path object, or string pointing to the file.
@@ -276,7 +274,7 @@ def get_backtest_market_change(filename: Path, include_ts: bool = True) -> pd.Da
 
 
 def find_existing_backtest_stats(
-    dirname: Union[Path, str], run_ids: dict[str, str], min_backtest_date: Optional[datetime] = None
+    dirname: Path | str, run_ids: dict[str, str], min_backtest_date: datetime | None = None
 ) -> dict[str, Any]:
     """
     Find existing backtest stats that match specified run IDs and load them.
@@ -345,7 +343,7 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
     return df
 
 
-def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame:
+def load_backtest_data(filename: Path | str, strategy: str | None = None) -> pd.DataFrame:
     """
     Load backtest data file.
     :param filename: pathlib.Path object, or string pointing to a file or directory
@@ -439,7 +437,7 @@ def evaluate_result_multi(
     return df_final[df_final["open_trades"] > max_open_trades]
 
 
-def trade_list_to_dataframe(trades: Union[list[Trade], list[LocalTrade]]) -> pd.DataFrame:
+def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe
     :param trades: List of trade objects
@@ -453,7 +451,7 @@ def trade_list_to_dataframe(trades: Union[list[Trade], list[LocalTrade]]) -> pd.
     return df
 
 
-def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataFrame:
+def load_trades_from_db(db_url: str, strategy: str | None = None) -> pd.DataFrame:
     """
     Load trades from a DB (using dburl)
     :param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
@@ -476,7 +474,7 @@ def load_trades(
     db_url: str,
     exportfilename: Path,
     no_trades: bool = False,
-    strategy: Optional[str] = None,
+    strategy: str | None = None,
 ) -> pd.DataFrame:
     """
     Based on configuration option 'trade_source':

freqtrade/data/dataprovider.py

@@ -8,7 +8,7 @@ Common Interface for bot and strategy to access data.
 import logging
 from collections import deque
 from datetime import datetime, timezone
-from typing import Any, Optional
+from typing import Any
 
 from pandas import DataFrame, Timedelta, Timestamp, to_timedelta
 
@@ -40,17 +40,17 @@ class DataProvider:
     def __init__(
         self,
         config: Config,
-        exchange: Optional[Exchange],
+        exchange: Exchange | None,
         pairlists=None,
-        rpc: Optional[RPCManager] = None,
+        rpc: RPCManager | None = None,
     ) -> None:
         self._config = config
         self._exchange = exchange
         self._pairlists = pairlists
         self.__rpc = rpc
         self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {}
-        self.__slice_index: Optional[int] = None
+        self.__slice_index: int | None = None
-        self.__slice_date: Optional[datetime] = None
+        self.__slice_date: datetime | None = None
 
         self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
         self.__producer_pairs_df: dict[
@@ -255,8 +255,8 @@ class DataProvider:
     def get_producer_df(
         self,
         pair: str,
-        timeframe: Optional[str] = None,
+        timeframe: str | None = None,
-        candle_type: Optional[CandleType] = None,
+        candle_type: CandleType | None = None,
         producer_name: str = "default",
     ) -> tuple[DataFrame, datetime]:
         """
@@ -349,7 +349,7 @@ class DataProvider:
         return total_candles
 
     def get_pair_dataframe(
-        self, pair: str, timeframe: Optional[str] = None, candle_type: str = ""
+        self, pair: str, timeframe: str | None = None, candle_type: str = ""
     ) -> DataFrame:
         """
         Return pair candle (OHLCV) data, either live or cached historical -- depending
@@ -437,7 +437,7 @@ class DataProvider:
     def refresh(
         self,
         pairlist: ListPairsWithTimeframes,
-        helping_pairs: Optional[ListPairsWithTimeframes] = None,
+        helping_pairs: ListPairsWithTimeframes | None = None,
     ) -> None:
         """
         Refresh data, called with each cycle
@@ -471,7 +471,7 @@ class DataProvider:
         return list(self._exchange._klines.keys())
 
     def ohlcv(
-        self, pair: str, timeframe: Optional[str] = None, copy: bool = True, candle_type: str = ""
+        self, pair: str, timeframe: str | None = None, copy: bool = True, candle_type: str = ""
     ) -> DataFrame:
         """
         Get candle (OHLCV) data for the given pair as DataFrame
@@ -497,7 +497,7 @@ class DataProvider:
             return DataFrame()
 
     def trades(
-        self, pair: str, timeframe: Optional[str] = None, copy: bool = True, candle_type: str = ""
+        self, pair: str, timeframe: str | None = None, copy: bool = True, candle_type: str = ""
     ) -> DataFrame:
         """
         Get candle (TRADES) data for the given pair as DataFrame
@@ -529,7 +529,7 @@ class DataProvider:
             )
             return trades_df
 
-    def market(self, pair: str) -> Optional[dict[str, Any]]:
+    def market(self, pair: str) -> dict[str, Any] | None:
         """
         Return market data for the pair
         :param pair: Pair to get the data for

freqtrade/data/history/datahandlers/featherdatahandler.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 from pandas import DataFrame, read_feather, to_datetime
 
@@ -37,7 +36,7 @@ class FeatherDataHandler(IDataHandler):
         )
 
     def _ohlcv_load(
-        self, pair: str, timeframe: str, timerange: Optional[TimeRange], candle_type: CandleType
+        self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
@@ -108,7 +107,7 @@ class FeatherDataHandler(IDataHandler):
         raise NotImplementedError()
 
     def _trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> DataFrame:
         """
         Load a pair from file, either .json.gz or .json

freqtrade/data/history/datahandlers/hdf5datahandler.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 import numpy as np
 import pandas as pd
@@ -45,7 +44,7 @@ class HDF5DataHandler(IDataHandler):
         )
 
     def _ohlcv_load(
-        self, pair: str, timeframe: str, timerange: Optional[TimeRange], candle_type: CandleType
+        self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
     ) -> pd.DataFrame:
         """
         Internal method used to load data for one pair from disk.
@@ -134,7 +133,7 @@ class HDF5DataHandler(IDataHandler):
         raise NotImplementedError()
 
     def _trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> pd.DataFrame:
         """
         Load a pair from h5 file.

freqtrade/data/history/datahandlers/idatahandler.py

@@ -10,7 +10,6 @@ from abc import ABC, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Optional
 
 from pandas import DataFrame, to_datetime
 
@@ -126,7 +125,7 @@ class IDataHandler(ABC):
 
     @abstractmethod
     def _ohlcv_load(
-        self, pair: str, timeframe: str, timerange: Optional[TimeRange], candle_type: CandleType
+        self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
@@ -247,7 +246,7 @@ class IDataHandler(ABC):
 
     @abstractmethod
     def _trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> DataFrame:
         """
         Load a pair from file, either .json.gz or .json
@@ -282,7 +281,7 @@ class IDataHandler(ABC):
         return False
 
     def trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> DataFrame:
         """
         Load a pair from file, either .json.gz or .json
@@ -370,7 +369,7 @@ class IDataHandler(ABC):
         timeframe: str,
         candle_type: CandleType,
         *,
-        timerange: Optional[TimeRange] = None,
+        timerange: TimeRange | None = None,
         fill_missing: bool = True,
         drop_incomplete: bool = False,
         startup_candles: int = 0,
@@ -566,7 +565,7 @@ def get_datahandlerclass(datatype: str) -> type[IDataHandler]:
 
 
 def get_datahandler(
-    datadir: Path, data_format: Optional[str] = None, data_handler: Optional[IDataHandler] = None
+    datadir: Path, data_format: str | None = None, data_handler: IDataHandler | None = None
 ) -> IDataHandler:
     """
     :param datadir: Folder to save data

freqtrade/data/history/datahandlers/jsondatahandler.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 import numpy as np
 from pandas import DataFrame, read_json, to_datetime
@@ -45,7 +44,7 @@ class JsonDataHandler(IDataHandler):
         )
 
     def _ohlcv_load(
-        self, pair: str, timeframe: str, timerange: Optional[TimeRange], candle_type: CandleType
+        self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
@@ -119,7 +118,7 @@ class JsonDataHandler(IDataHandler):
         raise NotImplementedError()
 
     def _trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> DataFrame:
         """
         Load a pair from file, either .json.gz or .json

freqtrade/data/history/datahandlers/parquetdatahandler.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 from pandas import DataFrame, read_parquet, to_datetime
 
@@ -35,7 +34,7 @@ class ParquetDataHandler(IDataHandler):
         data.reset_index(drop=True).loc[:, self._columns].to_parquet(filename)
 
     def _ohlcv_load(
-        self, pair: str, timeframe: str, timerange: Optional[TimeRange], candle_type: CandleType
+        self, pair: str, timeframe: str, timerange: TimeRange | None, candle_type: CandleType
     ) -> DataFrame:
         """
         Internal method used to load data for one pair from disk.
@@ -106,7 +105,7 @@ class ParquetDataHandler(IDataHandler):
         raise NotImplementedError()
 
     def _trades_load(
-        self, pair: str, trading_mode: TradingMode, timerange: Optional[TimeRange] = None
+        self, pair: str, trading_mode: TradingMode, timerange: TimeRange | None = None
     ) -> DataFrame:
         """
         Load a pair from file, either .json.gz or .json

freqtrade/data/history/history_utils.py

@@ -2,7 +2,6 @@ import logging
 import operator
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Optional
 
 from pandas import DataFrame, concat
 
@@ -37,12 +36,12 @@ def load_pair_history(
     timeframe: str,
     datadir: Path,
     *,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     fill_up_missing: bool = True,
     drop_incomplete: bool = False,
     startup_candles: int = 0,
-    data_format: Optional[str] = None,
+    data_format: str | None = None,
-    data_handler: Optional[IDataHandler] = None,
+    data_handler: IDataHandler | None = None,
     candle_type: CandleType = CandleType.SPOT,
 ) -> DataFrame:
     """
@@ -79,13 +78,13 @@ def load_data(
     timeframe: str,
     pairs: list[str],
     *,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     fill_up_missing: bool = True,
     startup_candles: int = 0,
     fail_without_data: bool = False,
     data_format: str = "feather",
     candle_type: CandleType = CandleType.SPOT,
-    user_futures_funding_rate: Optional[int] = None,
+    user_futures_funding_rate: int | None = None,
 ) -> dict[str, DataFrame]:
     """
     Load ohlcv history data for a list of pairs.
@@ -137,8 +136,8 @@ def refresh_data(
     timeframe: str,
     pairs: list[str],
     exchange: Exchange,
-    data_format: Optional[str] = None,
+    data_format: str | None = None,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     candle_type: CandleType,
 ) -> None:
     """
@@ -168,11 +167,11 @@ def refresh_data(
 def _load_cached_data_for_updating(
     pair: str,
     timeframe: str,
-    timerange: Optional[TimeRange],
+    timerange: TimeRange | None,
     data_handler: IDataHandler,
     candle_type: CandleType,
     prepend: bool = False,
-) -> tuple[DataFrame, Optional[int], Optional[int]]:
+) -> tuple[DataFrame, int | None, int | None]:
     """
     Load cached data to download more data.
     If timerange is passed in, checks whether data from an before the stored data will be
@@ -220,8 +219,8 @@ def _download_pair_history(
     exchange: Exchange,
     timeframe: str = "5m",
     new_pairs_days: int = 30,
-    data_handler: Optional[IDataHandler] = None,
+    data_handler: IDataHandler | None = None,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     candle_type: CandleType,
     erase: bool = False,
     prepend: bool = False,
@@ -322,10 +321,10 @@ def refresh_backtest_ohlcv_data(
     timeframes: list[str],
     datadir: Path,
     trading_mode: str,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     new_pairs_days: int = 30,
     erase: bool = False,
-    data_format: Optional[str] = None,
+    data_format: str | None = None,
     prepend: bool = False,
 ) -> list[str]:
     """
@@ -404,7 +403,7 @@ def _download_trades_history(
     pair: str,
     *,
     new_pairs_days: int = 30,
-    timerange: Optional[TimeRange] = None,
+    timerange: TimeRange | None = None,
     data_handler: IDataHandler,
     trading_mode: TradingMode,
 ) -> bool:

freqtrade/exchange/binance.py

@@ -3,7 +3,6 @@
 import logging
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Optional
 
 import ccxt
 
@@ -53,7 +52,7 @@ class Binance(Exchange):
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def get_tickers(self, symbols: Optional[list[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: list[str] | None = None, cached: bool = False) -> Tickers:
         tickers = super().get_tickers(symbols=symbols, cached=cached)
         if self.trading_mode == TradingMode.FUTURES:
             # Binance's future result has no bid/ask values.
@@ -106,7 +105,7 @@ class Binance(Exchange):
         candle_type: CandleType,
         is_new_pair: bool = False,
         raise_: bool = False,
-        until_ms: Optional[int] = None,
+        until_ms: int | None = None,
     ) -> OHLCVResponse:
         """
         Overwrite to introduce "fast new pair" functionality by detecting the pair's listing date
@@ -144,9 +143,7 @@ class Binance(Exchange):
         """
         return open_date.minute == 0 and open_date.second < 15
 
-    def fetch_funding_rates(
+    def fetch_funding_rates(self, symbols: list[str] | None = None) -> dict[str, dict[str, float]]:
-        self, symbols: Optional[list[str]] = None
-    ) -> dict[str, dict[str, float]]:
         """
         Fetch funding rates for the given symbols.
         :param symbols: List of symbols to fetch funding rates for
@@ -177,7 +174,7 @@ class Binance(Exchange):
         leverage: float,
         wallet_balance: float,  # Or margin balance
         open_trades: list,
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         MARGIN: https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed

freqtrade/exchange/bitpanda.py

@@ -2,7 +2,6 @@
 
 import logging
 from datetime import datetime, timezone
-from typing import Optional
 
 from freqtrade.exchange import Exchange
 
@@ -17,7 +16,7 @@ class Bitpanda(Exchange):
     """
 
     def get_trades_for_order(
-        self, order_id: str, pair: str, since: datetime, params: Optional[dict] = None
+        self, order_id: str, pair: str, since: datetime, params: dict | None = None
     ) -> list:
         """
         Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.

freqtrade/exchange/bybit.py

@@ -2,7 +2,7 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Optional
+from typing import Any
 
 import ccxt
 
@@ -11,7 +11,7 @@ from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, ExchangeError, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.exchange_types import FtHas
+from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.util.datetime_helpers import dt_now, dt_ts
 
 
@@ -115,9 +115,9 @@ class Bybit(Exchange):
             raise OperationalException(e) from e
 
     def ohlcv_candle_limit(
-        self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None
+        self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
     ) -> int:
-        if candle_type in (CandleType.FUNDING_RATE):
+        if candle_type == CandleType.FUNDING_RATE:
             return 200
 
         return super().ohlcv_candle_limit(timeframe, candle_type, since_ms)
@@ -157,7 +157,7 @@ class Bybit(Exchange):
         leverage: float,
         wallet_balance: float,  # Or margin balance
         open_trades: list,
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         PERPETUAL:
@@ -229,7 +229,9 @@ class Bybit(Exchange):
                 logger.warning(f"Could not update funding fees for {pair}.")
         return 0.0
 
-    def fetch_orders(self, pair: str, since: datetime, params: Optional[dict] = None) -> list[dict]:
+    def fetch_orders(
+        self, pair: str, since: datetime, params: dict | None = None
+    ) -> list[CcxtOrder]:
         """
         Fetch all orders for a pair "since"
         :param pair: Pair for the query
@@ -246,7 +248,7 @@ class Bybit(Exchange):
 
         return orders
 
-    def fetch_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def fetch_order(self, order_id: str, pair: str, params: dict | None = None) -> CcxtOrder:
         if self.exchange_has("fetchOrder"):
             # Set acknowledged to True to avoid ccxt exception
             params = {"acknowledged": True}

freqtrade/exchange/common.py

@@ -1,8 +1,9 @@
 import asyncio
 import logging
 import time
+from collections.abc import Callable
 from functools import wraps
-from typing import Any, Callable, Optional, TypeVar, cast, overload
+from typing import Any, TypeVar, cast, overload
 
 from freqtrade.constants import ExchangeConfig
 from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
@@ -172,7 +173,7 @@ def retrier(_func: F, *, retries=API_RETRY_COUNT) -> F: ...
 def retrier(*, retries=API_RETRY_COUNT) -> Callable[[F], F]: ...
 
 
-def retrier(_func: Optional[F] = None, *, retries=API_RETRY_COUNT):
+def retrier(_func: F | None = None, *, retries=API_RETRY_COUNT):
     def decorator(f: F) -> F:
         @wraps(f)
         def wrapper(*args, **kwargs):
@@ -185,7 +186,7 @@ def retrier(_func: Optional[F] = None, *, retries=API_RETRY_COUNT):
                     logger.warning(msg + f"Retrying still for {count} times.")
                     count -= 1
                     kwargs.update({"count": count})
-                    if isinstance(ex, (DDosProtection, RetryableOrderError)):
+                    if isinstance(ex, DDosProtection | RetryableOrderError):
                         # increasing backoff
                         backoff_delay = calculate_backoff(count + 1, retries)
                         logger.info(f"Applying DDosProtection backoff delay: {backoff_delay}")

freqtrade/exchange/exchange.py

@@ -12,7 +12,7 @@ from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from math import floor, isnan
 from threading import Lock
-from typing import Any, Literal, Optional, Union
+from typing import Any, Literal, TypeGuard
 
 import ccxt
 import ccxt.pro as ccxt_pro
@@ -70,6 +70,7 @@ from freqtrade.exchange.common import (
 )
 from freqtrade.exchange.exchange_types import (
     CcxtBalances,
+    CcxtOrder,
     CcxtPosition,
     FtHas,
     OHLCVResponse,
@@ -169,7 +170,7 @@ class Exchange:
         self,
         config: Config,
         *,
-        exchange_config: Optional[ExchangeConfig] = None,
+        exchange_config: ExchangeConfig | None = None,
         validate: bool = True,
         load_leverage_tiers: bool = False,
     ) -> None:
@@ -181,7 +182,7 @@ class Exchange:
         self._api: ccxt.Exchange
         self._api_async: ccxt_pro.Exchange
         self._ws_async: ccxt_pro.Exchange = None
-        self._exchange_ws: Optional[ExchangeWS] = None
+        self._exchange_ws: ExchangeWS | None = None
         self._markets: dict = {}
         self._trading_fees: dict[str, Any] = {}
         self._leverage_tiers: dict[str, list[dict]] = {}
@@ -378,7 +379,7 @@ class Exchange:
             logger.info("Applying additional ccxt config: %s", ccxt_kwargs)
         if self._ccxt_params:
             # Inject static options after the above output to not confuse users.
-            ccxt_kwargs = deep_merge_dicts(self._ccxt_params, ccxt_kwargs)
+            ccxt_kwargs = deep_merge_dicts(self._ccxt_params, deepcopy(ccxt_kwargs))
         if ccxt_kwargs:
             ex_config.update(ccxt_kwargs)
         try:
@@ -452,7 +453,7 @@ class Exchange:
             logger.info(f"API {endpoint}: {add_info_str}{response}")
 
     def ohlcv_candle_limit(
-        self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None
+        self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
     ) -> int:
         """
         Exchange ohlcv candle limit
@@ -472,8 +473,8 @@ class Exchange:
 
     def get_markets(
         self,
-        base_currencies: Optional[list[str]] = None,
+        base_currencies: list[str] | None = None,
-        quote_currencies: Optional[list[str]] = None,
+        quote_currencies: list[str] | None = None,
         spot_only: bool = False,
         margin_only: bool = False,
         futures_only: bool = False,
@@ -566,7 +567,7 @@ class Exchange:
         else:
             return DataFrame(columns=DEFAULT_TRADES_COLUMNS)
 
-    def get_contract_size(self, pair: str) -> Optional[float]:
+    def get_contract_size(self, pair: str) -> float | None:
         if self.trading_mode == TradingMode.FUTURES:
             market = self.markets.get(pair, {})
             contract_size: float = 1.0
@@ -587,7 +588,7 @@ class Exchange:
                     trade["amount"] = trade["amount"] * contract_size
         return trades
 
-    def _order_contracts_to_amount(self, order: dict) -> dict:
+    def _order_contracts_to_amount(self, order: CcxtOrder) -> CcxtOrder:
         if "symbol" in order and order["symbol"] is not None:
             contract_size = self.get_contract_size(order["symbol"])
             if contract_size != 1:
@@ -709,7 +710,7 @@ class Exchange:
                 return pair
         raise ValueError(f"Could not combine {curr_1} and {curr_2} to get a valid pair.")
 
-    def validate_timeframes(self, timeframe: Optional[str]) -> None:
+    def validate_timeframes(self, timeframe: str | None) -> None:
         """
         Check if timeframe from config is a supported timeframe on the exchange
         """
@@ -839,7 +840,7 @@ class Exchange:
     def validate_trading_mode_and_margin_mode(
         self,
         trading_mode: TradingMode,
-        margin_mode: Optional[MarginMode],  # Only None when trading_mode = TradingMode.SPOT
+        margin_mode: MarginMode | None,  # Only None when trading_mode = TradingMode.SPOT
     ):
         """
         Checks if freqtrade can perform trades using the configured
@@ -855,7 +856,7 @@ class Exchange:
                 f"Freqtrade does not support {mm_value} {trading_mode} on {self.name}"
             )
 
-    def get_option(self, param: str, default: Optional[Any] = None) -> Any:
+    def get_option(self, param: str, default: Any | None = None) -> Any:
         """
         Get parameter value from _ft_has
         """
@@ -872,7 +873,7 @@ class Exchange:
             return self._ft_has["exchange_has_overrides"][endpoint]
         return endpoint in self._api_async.has and self._api_async.has[endpoint]
 
-    def get_precision_amount(self, pair: str) -> Optional[float]:
+    def get_precision_amount(self, pair: str) -> float | None:
         """
         Returns the amount precision of the exchange.
         :param pair: Pair to get precision for
@@ -880,7 +881,7 @@ class Exchange:
         """
         return self.markets.get(pair, {}).get("precision", {}).get("amount", None)
 
-    def get_precision_price(self, pair: str) -> Optional[float]:
+    def get_precision_price(self, pair: str) -> float | None:
         """
         Returns the price precision of the exchange.
         :param pair: Pair to get precision for
@@ -920,8 +921,8 @@ class Exchange:
             return 1 / pow(10, precision)
 
     def get_min_pair_stake_amount(
-        self, pair: str, price: float, stoploss: float, leverage: Optional[float] = 1.0
+        self, pair: str, price: float, stoploss: float, leverage: float | None = 1.0
-    ) -> Optional[float]:
+    ) -> float | None:
         return self._get_stake_amount_limit(pair, price, stoploss, "min", leverage)
 
     def get_max_pair_stake_amount(self, pair: str, price: float, leverage: float = 1.0) -> float:
@@ -939,8 +940,8 @@ class Exchange:
         price: float,
         stoploss: float,
         limit: Literal["min", "max"],
-        leverage: Optional[float] = 1.0,
+        leverage: float | None = 1.0,
-    ) -> Optional[float]:
+    ) -> float | None:
         isMin = limit == "min"
 
         try:
@@ -997,20 +998,20 @@ class Exchange:
         self,
         pair: str,
         ordertype: str,
-        side: str,
+        side: BuySell,
         amount: float,
         rate: float,
         leverage: float,
-        params: Optional[dict] = None,
+        params: dict | None = None,
         stop_loss: bool = False,
-    ) -> dict[str, Any]:
+    ) -> CcxtOrder:
         now = dt_now()
         order_id = f"dry_run_{side}_{pair}_{now.timestamp()}"
         # Rounding here must respect to contract sizes
         _amount = self._contracts_to_amount(
             pair, self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
         )
-        dry_order: dict[str, Any] = {
+        dry_order: CcxtOrder = {
             "id": order_id,
             "symbol": pair,
             "price": rate,
@@ -1026,14 +1027,13 @@ class Exchange:
             "status": "open",
             "fee": None,
             "info": {},
-            "leverage": leverage,
         }
         if stop_loss:
             dry_order["info"] = {"stopPrice": dry_order["price"]}
             dry_order[self._ft_has["stop_price_prop"]] = dry_order["price"]
             # Workaround to avoid filling stoploss orders immediately
             dry_order["ft_order_type"] = "stoploss"
-        orderbook: Optional[OrderBook] = None
+        orderbook: OrderBook | None = None
         if self.exchange_has("fetchL2OrderBook"):
             orderbook = self.fetch_l2_order_book(pair, 20)
         if ordertype == "limit" and orderbook:
@@ -1055,7 +1055,7 @@ class Exchange:
                     "filled": _amount,
                     "remaining": 0.0,
                     "status": "closed",
-                    "cost": (dry_order["amount"] * average),
+                    "cost": (_amount * average),
                 }
             )
             # market orders will always incurr taker fees
@@ -1072,9 +1072,9 @@ class Exchange:
     def add_dry_order_fee(
         self,
         pair: str,
-        dry_order: dict[str, Any],
+        dry_order: CcxtOrder,
         taker_or_maker: MakerTaker,
-    ) -> dict[str, Any]:
+    ) -> CcxtOrder:
         fee = self.get_fee(pair, taker_or_maker=taker_or_maker)
         dry_order.update(
             {
@@ -1088,7 +1088,7 @@ class Exchange:
         return dry_order
 
     def get_dry_market_fill_price(
-        self, pair: str, side: str, amount: float, rate: float, orderbook: Optional[OrderBook]
+        self, pair: str, side: str, amount: float, rate: float, orderbook: OrderBook | None
     ) -> float:
         """
         Get the market order fill price based on orderbook interpolation
@@ -1136,7 +1136,7 @@ class Exchange:
         pair: str,
         side: str,
         limit: float,
-        orderbook: Optional[OrderBook] = None,
+        orderbook: OrderBook | None = None,
         offset: float = 0.0,
     ) -> bool:
         if not self.exchange_has("fetchL2OrderBook"):
@@ -1158,8 +1158,8 @@ class Exchange:
         return False
 
     def check_dry_limit_order_filled(
-        self, order: dict[str, Any], immediate: bool = False, orderbook: Optional[OrderBook] = None
+        self, order: CcxtOrder, immediate: bool = False, orderbook: OrderBook | None = None
-    ) -> dict[str, Any]:
+    ) -> CcxtOrder:
         """
         Check dry-run limit order fill and update fee (if it filled).
         """
@@ -1186,7 +1186,7 @@ class Exchange:
 
         return order
 
-    def fetch_dry_run_order(self, order_id) -> dict[str, Any]:
+    def fetch_dry_run_order(self, order_id) -> CcxtOrder:
         """
         Return dry-run order
         Only call if running in dry-run mode.
@@ -1230,10 +1230,10 @@ class Exchange:
             params.update({"reduceOnly": True})
         return params
 
-    def _order_needs_price(self, ordertype: str) -> bool:
+    def _order_needs_price(self, side: BuySell, ordertype: str) -> bool:
         return (
             ordertype != "market"
-            or self._api.options.get("createMarketBuyOrderRequiresPrice", False)
+            or (side == "buy" and self._api.options.get("createMarketBuyOrderRequiresPrice", False))
             or self._ft_has.get("marketOrderRequiresPrice", False)
         )
 
@@ -1248,7 +1248,7 @@ class Exchange:
         leverage: float,
         reduceOnly: bool = False,
         time_in_force: str = "GTC",
-    ) -> dict:
+    ) -> CcxtOrder:
         if self._config["dry_run"]:
             dry_order = self.create_dry_run_order(
                 pair, ordertype, side, amount, self.price_to_precision(pair, rate), leverage
@@ -1260,7 +1260,7 @@ class Exchange:
         try:
             # Set the precision for amount and price(rate) as accepted by the exchange
             amount = self.amount_to_precision(pair, self._amount_to_contracts(pair, amount))
-            needs_price = self._order_needs_price(ordertype)
+            needs_price = self._order_needs_price(side, ordertype)
             rate_for_order = self.price_to_precision(pair, rate) if needs_price else None
 
             if not reduceOnly:
@@ -1306,7 +1306,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def stoploss_adjust(self, stop_loss: float, order: dict, side: str) -> bool:
+    def stoploss_adjust(self, stop_loss: float, order: CcxtOrder, side: str) -> bool:
         """
         Verify stop_loss against stoploss-order value (limit or price)
         Returns True if adjustment is necessary.
@@ -1367,7 +1367,7 @@ class Exchange:
         order_types: dict,
         side: BuySell,
         leverage: float,
-    ) -> dict:
+    ) -> CcxtOrder:
         """
         creates a stoploss order.
         requires `_ft_has['stoploss_order_types']` to be set as a dict mapping limit and market
@@ -1460,7 +1460,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def fetch_order_emulated(self, order_id: str, pair: str, params: dict) -> dict:
+    def fetch_order_emulated(self, order_id: str, pair: str, params: dict) -> CcxtOrder:
         """
         Emulated fetch_order if the exchange doesn't support fetch_order, but requires separate
         calls for open and closed orders.
@@ -1494,7 +1494,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier(retries=API_FETCH_ORDER_RETRY_COUNT)
-    def fetch_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def fetch_order(self, order_id: str, pair: str, params: dict | None = None) -> CcxtOrder:
         if self._config["dry_run"]:
             return self.fetch_dry_run_order(order_id)
         if params is None:
@@ -1523,12 +1523,14 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def fetch_stoploss_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def fetch_stoploss_order(
+        self, order_id: str, pair: str, params: dict | None = None
+    ) -> CcxtOrder:
         return self.fetch_order(order_id, pair, params)
 
     def fetch_order_or_stoploss_order(
         self, order_id: str, pair: str, stoploss_order: bool = False
-    ) -> dict:
+    ) -> CcxtOrder:
         """
         Simple wrapper calling either fetch_order or fetch_stoploss_order depending on
         the stoploss_order parameter
@@ -1540,7 +1542,7 @@ class Exchange:
             return self.fetch_stoploss_order(order_id, pair)
         return self.fetch_order(order_id, pair)
 
-    def check_order_canceled_empty(self, order: dict) -> bool:
+    def check_order_canceled_empty(self, order: CcxtOrder) -> bool:
         """
         Verify if an order has been cancelled without being partially filled
         :param order: Order dict as returned from fetch_order()
@@ -1549,7 +1551,7 @@ class Exchange:
         return order.get("status") in NON_OPEN_EXCHANGE_STATES and order.get("filled") == 0.0
 
     @retrier
-    def cancel_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def cancel_order(self, order_id: str, pair: str, params: dict | None = None) -> dict[str, Any]:
         if self._config["dry_run"]:
             try:
                 order = self.fetch_dry_run_order(order_id)
@@ -1577,19 +1579,17 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def cancel_stoploss_order(
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
-        self, order_id: str, pair: str, params: Optional[dict] = None
-    ) -> dict:
         return self.cancel_order(order_id, pair, params)
 
-    def is_cancel_order_result_suitable(self, corder) -> bool:
+    def is_cancel_order_result_suitable(self, corder) -> TypeGuard[CcxtOrder]:
         if not isinstance(corder, dict):
             return False
 
         required = ("fee", "status", "amount")
         return all(corder.get(k, None) is not None for k in required)
 
-    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> dict:
+    def cancel_order_with_result(self, order_id: str, pair: str, amount: float) -> CcxtOrder:
         """
         Cancel order returning a result.
         Creates a fake result if cancel order returns a non-usable result
@@ -1620,7 +1620,9 @@ class Exchange:
 
         return order
 
-    def cancel_stoploss_order_with_result(self, order_id: str, pair: str, amount: float) -> dict:
+    def cancel_stoploss_order_with_result(
+        self, order_id: str, pair: str, amount: float
+    ) -> CcxtOrder:
         """
         Cancel stoploss order returning a result.
         Creates a fake result if cancel order returns a non-usable result
@@ -1662,7 +1664,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_positions(self, pair: Optional[str] = None) -> list[CcxtPosition]:
+    def fetch_positions(self, pair: str | None = None) -> list[CcxtPosition]:
         """
         Fetch positions from the exchange.
         If no pair is given, all positions are returned.
@@ -1686,7 +1688,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[dict]:
+    def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[CcxtOrder]:
         orders = []
         if self.exchange_has("fetchClosedOrders"):
             orders = self._api.fetch_closed_orders(pair, since=since_ms)
@@ -1696,7 +1698,9 @@ class Exchange:
         return orders
 
     @retrier(retries=0)
-    def fetch_orders(self, pair: str, since: datetime, params: Optional[dict] = None) -> list[dict]:
+    def fetch_orders(
+        self, pair: str, since: datetime, params: dict | None = None
+    ) -> list[CcxtOrder]:
         """
         Fetch all orders for a pair "since"
         :param pair: Pair for the query
@@ -1712,7 +1716,9 @@ class Exchange:
                 if not params:
                     params = {}
                 try:
-                    orders: list[dict] = self._api.fetch_orders(pair, since=since_ms, params=params)
+                    orders: list[CcxtOrder] = self._api.fetch_orders(
+                        pair, since=since_ms, params=params
+                    )
                 except ccxt.NotSupported:
                     # Some exchanges don't support fetchOrders
                     # attempt to fetch open and closed orders separately
@@ -1757,7 +1763,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def fetch_bids_asks(self, symbols: Optional[list[str]] = None, cached: bool = False) -> dict:
+    def fetch_bids_asks(self, symbols: list[str] | None = None, cached: bool = False) -> dict:
         """
         :param symbols: List of symbols to fetch
         :param cached: Allow cached result
@@ -1790,7 +1796,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @retrier
-    def get_tickers(self, symbols: Optional[list[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: list[str] | None = None, cached: bool = False) -> Tickers:
         """
         :param cached: Allow cached result
         :return: fetch_tickers result
@@ -1850,7 +1856,7 @@ class Exchange:
 
     @staticmethod
     def get_next_limit_in_list(
-        limit: int, limit_range: Optional[list[int]], range_required: bool = True
+        limit: int, limit_range: list[int] | None, range_required: bool = True
     ):
         """
         Get next greater value in the list.
@@ -1914,8 +1920,8 @@ class Exchange:
         refresh: bool,
         side: EntryExit,
         is_short: bool,
-        order_book: Optional[OrderBook] = None,
+        order_book: OrderBook | None = None,
-        ticker: Optional[Ticker] = None,
+        ticker: Ticker | None = None,
     ) -> float:
         """
         Calculates bid/ask target
@@ -1964,7 +1970,7 @@ class Exchange:
 
     def _get_rate_from_ticker(
         self, side: EntryExit, ticker: Ticker, conf_strategy: dict[str, Any], price_side: BidAsk
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Get rate from ticker.
         """
@@ -2043,7 +2049,7 @@ class Exchange:
 
     @retrier
     def get_trades_for_order(
-        self, order_id: str, pair: str, since: datetime, params: Optional[dict] = None
+        self, order_id: str, pair: str, since: datetime, params: dict | None = None
     ) -> list:
         """
         Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
@@ -2090,7 +2096,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def get_order_id_conditional(self, order: dict[str, Any]) -> str:
+    def get_order_id_conditional(self, order: CcxtOrder) -> str:
         return order["id"]
 
     @retrier
@@ -2139,7 +2145,7 @@ class Exchange:
             raise OperationalException(e) from e
 
     @staticmethod
-    def order_has_fee(order: dict) -> bool:
+    def order_has_fee(order: CcxtOrder) -> bool:
         """
         Verifies if the passed in order dict has the needed keys to extract fees,
         and that these keys (currency, cost) are not empty.
@@ -2158,7 +2164,7 @@ class Exchange:
 
     def calculate_fee_rate(
         self, fee: dict, symbol: str, cost: float, amount: float
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Calculate fee rate if it's not given by the exchange.
         :param fee: ccxt Fee dict - must contain cost / currency / rate
@@ -2197,8 +2203,8 @@ class Exchange:
             return round((fee_cost * fee_to_quote_rate) / cost, 8)
 
     def extract_cost_curr_rate(
-        self, fee: dict, symbol: str, cost: float, amount: float
+        self, fee: dict[str, Any], symbol: str, cost: float, amount: float
-    ) -> tuple[float, str, Optional[float]]:
+    ) -> tuple[float, str, float | None]:
         """
         Extract tuple of cost, currency, rate.
         Requires order_has_fee to run first!
@@ -2223,7 +2229,7 @@ class Exchange:
         since_ms: int,
         candle_type: CandleType,
         is_new_pair: bool = False,
-        until_ms: Optional[int] = None,
+        until_ms: int | None = None,
     ) -> DataFrame:
         """
         Get candle history using asyncio and returns the list of candles.
@@ -2257,7 +2263,7 @@ class Exchange:
         candle_type: CandleType,
         is_new_pair: bool = False,
         raise_: bool = False,
-        until_ms: Optional[int] = None,
+        until_ms: int | None = None,
     ) -> OHLCVResponse:
         """
         Download historic ohlcv
@@ -2302,7 +2308,7 @@ class Exchange:
         pair: str,
         timeframe: str,
         candle_type: CandleType,
-        since_ms: Optional[int],
+        since_ms: int | None,
         cache: bool,
     ) -> Coroutine[Any, Any, OHLCVResponse]:
         not_all_data = cache and self.required_candle_call_count > 1
@@ -2371,7 +2377,7 @@ class Exchange:
             )
 
     def _build_ohlcv_dl_jobs(
-        self, pair_list: ListPairsWithTimeframes, since_ms: Optional[int], cache: bool
+        self, pair_list: ListPairsWithTimeframes, since_ms: int | None, cache: bool
     ) -> tuple[list[Coroutine], list[PairWithTimeframe]]:
         """
         Build Coroutines to execute as part of refresh_latest_ohlcv
@@ -2448,9 +2454,9 @@ class Exchange:
         self,
         pair_list: ListPairsWithTimeframes,
         *,
-        since_ms: Optional[int] = None,
+        since_ms: int | None = None,
         cache: bool = True,
-        drop_incomplete: Optional[bool] = None,
+        drop_incomplete: bool | None = None,
     ) -> dict[PairWithTimeframe, DataFrame]:
         """
         Refresh in-memory OHLCV asynchronously and set `_klines` with the result
@@ -2544,7 +2550,7 @@ class Exchange:
         pair: str,
         timeframe: str,
         candle_type: CandleType,
-        since_ms: Optional[int] = None,
+        since_ms: int | None = None,
     ) -> OHLCVResponse:
         """
         Asynchronously get candle history data using fetch_ohlcv
@@ -2618,7 +2624,7 @@ class Exchange:
         pair: str,
         timeframe: str,
         limit: int,
-        since_ms: Optional[int] = None,
+        since_ms: int | None = None,
     ) -> list[list]:
         """
         Fetch funding rate history - used to selectively override this by subclasses.
@@ -2677,7 +2683,7 @@ class Exchange:
 
     async def _build_trades_dl_jobs(
         self, pairwt: PairWithTimeframe, data_handler, cache: bool
-    ) -> tuple[PairWithTimeframe, Optional[DataFrame]]:
+    ) -> tuple[PairWithTimeframe, DataFrame | None]:
         """
         Build coroutines to refresh trades for (they're then called through async.gather)
         """
@@ -2821,7 +2827,7 @@ class Exchange:
 
     @retrier_async
     async def _async_fetch_trades(
-        self, pair: str, since: Optional[int] = None, params: Optional[dict] = None
+        self, pair: str, since: int | None = None, params: dict | None = None
     ) -> tuple[list[list], Any]:
         """
         Asynchronously gets trade history using fetch_trades.
@@ -2881,7 +2887,7 @@ class Exchange:
             return trades[-1].get("timestamp")
 
     async def _async_get_trade_history_id(
-        self, pair: str, until: int, since: Optional[int] = None, from_id: Optional[str] = None
+        self, pair: str, until: int, since: int | None = None, from_id: str | None = None
     ) -> tuple[str, list[list]]:
         """
         Asynchronously gets trade history using fetch_trades
@@ -2936,7 +2942,7 @@ class Exchange:
         return (pair, trades)
 
     async def _async_get_trade_history_time(
-        self, pair: str, until: int, since: Optional[int] = None
+        self, pair: str, until: int, since: int | None = None
     ) -> tuple[str, list[list]]:
         """
         Asynchronously gets trade history using fetch_trades,
@@ -2977,9 +2983,9 @@ class Exchange:
     async def _async_get_trade_history(
         self,
         pair: str,
-        since: Optional[int] = None,
+        since: int | None = None,
-        until: Optional[int] = None,
+        until: int | None = None,
-        from_id: Optional[str] = None,
+        from_id: str | None = None,
     ) -> tuple[str, list[list]]:
         """
         Async wrapper handling downloading trades using either time or id based methods.
@@ -3008,9 +3014,9 @@ class Exchange:
     def get_historic_trades(
         self,
         pair: str,
-        since: Optional[int] = None,
+        since: int | None = None,
-        until: Optional[int] = None,
+        until: int | None = None,
-        from_id: Optional[str] = None,
+        from_id: str | None = None,
     ) -> tuple[str, list]:
         """
         Get trade history data using asyncio.
@@ -3039,7 +3045,7 @@ class Exchange:
             return self.loop.run_until_complete(task)
 
     @retrier
-    def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float:
+    def _get_funding_fees_from_exchange(self, pair: str, since: datetime | int) -> float:
         """
         Returns the sum of all funding fees that were exchanged for a pair within a timeframe
         Dry-run handling happens as part of _calculate_funding_fees.
@@ -3170,8 +3176,8 @@ class Exchange:
         file_dump_json(filename, data)
 
     def load_cached_leverage_tiers(
-        self, stake_currency: str, cache_time: Optional[timedelta] = None
+        self, stake_currency: str, cache_time: timedelta | None = None
-    ) -> Optional[dict[str, list[dict]]]:
+    ) -> dict[str, list[dict]] | None:
         """
         Load cached leverage tiers from disk
         :param cache_time: The maximum age of the cache before it is considered outdated
@@ -3216,7 +3222,7 @@ class Exchange:
             "maintAmt": float(info["cum"]) if "cum" in info else None,
         }
 
-    def get_max_leverage(self, pair: str, stake_amount: Optional[float]) -> float:
+    def get_max_leverage(self, pair: str, stake_amount: float | None) -> float:
         """
         Returns the maximum leverage that a pair can be traded at
         :param pair: The base/quote currency pair being traded
@@ -3294,7 +3300,7 @@ class Exchange:
     def _set_leverage(
         self,
         leverage: float,
-        pair: Optional[str] = None,
+        pair: str | None = None,
         accept_fail: bool = False,
     ):
         """
@@ -3346,7 +3352,7 @@ class Exchange:
         pair: str,
         margin_mode: MarginMode,
         accept_fail: bool = False,
-        params: Optional[dict] = None,
+        params: dict | None = None,
     ):
         """
         Set's the margin mode on the exchange to cross or isolated for a specific pair
@@ -3381,7 +3387,7 @@ class Exchange:
         amount: float,
         is_short: bool,
         open_date: datetime,
-        close_date: Optional[datetime] = None,
+        close_date: datetime | None = None,
     ) -> float:
         """
         Fetches and calculates the sum of all funding fees that occurred for a pair
@@ -3434,7 +3440,7 @@ class Exchange:
 
     @staticmethod
     def combine_funding_and_mark(
-        funding_rates: DataFrame, mark_rates: DataFrame, futures_funding_rate: Optional[int] = None
+        funding_rates: DataFrame, mark_rates: DataFrame, futures_funding_rate: int | None = None
     ) -> DataFrame:
         """
         Combine funding-rates and mark-rates dataframes
@@ -3475,7 +3481,7 @@ class Exchange:
         is_short: bool,
         open_date: datetime,
         close_date: datetime,
-        time_in_ratio: Optional[float] = None,
+        time_in_ratio: float | None = None,
     ) -> float:
         """
         calculates the sum of all funding fees that occurred for a pair during a futures trade
@@ -3533,8 +3539,8 @@ class Exchange:
         stake_amount: float,
         leverage: float,
         wallet_balance: float,
-        open_trades: Optional[list] = None,
+        open_trades: list | None = None,
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Set's the margin mode on the exchange to cross or isolated for a specific pair
         """
@@ -3582,7 +3588,7 @@ class Exchange:
         leverage: float,
         wallet_balance: float,  # Or margin balance
         open_trades: list,
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         PERPETUAL:
@@ -3633,7 +3639,7 @@ class Exchange:
         self,
         pair: str,
         notional_value: float,
-    ) -> tuple[float, Optional[float]]:
+    ) -> tuple[float, float | None]:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
         :param pair: Market symbol

freqtrade/exchange/exchange_types.py

@@ -1,4 +1,4 @@
-from typing import Optional, TypedDict
+from typing import Any, Literal, TypedDict
 
 from freqtrade.enums import CandleType
 
@@ -11,7 +11,7 @@ class FtHas(TypedDict, total=False):
     # Stoploss on exchange
     stoploss_on_exchange: bool
     stop_price_param: str
-    stop_price_prop: str
+    stop_price_prop: Literal["stopPrice", "stopLossPrice"]
     stop_price_type_field: str
     stop_price_type_value_mapping: dict
     stoploss_order_types: dict[str, str]
@@ -35,7 +35,7 @@ class FtHas(TypedDict, total=False):
     trades_has_history: bool
     trades_pagination_overlap: bool
     # Orderbook
-    l2_limit_range: Optional[list[int]]
+    l2_limit_range: list[int] | None
     l2_limit_range_required: bool
     # Futures
     ccxt_futures_name: str  # usually swap
@@ -44,7 +44,7 @@ class FtHas(TypedDict, total=False):
     funding_fee_timeframe: str
     floor_leverage: bool
     needs_trading_fees: bool
-    order_props_in_contracts: list[str]
+    order_props_in_contracts: list[Literal["amount", "cost", "filled", "remaining"]]
 
     # Websocket control
     ws_enabled: bool
@@ -52,14 +52,14 @@ class FtHas(TypedDict, total=False):
 
 class Ticker(TypedDict):
     symbol: str
-    ask: Optional[float]
+    ask: float | None
-    askVolume: Optional[float]
+    askVolume: float | None
-    bid: Optional[float]
+    bid: float | None
-    bidVolume: Optional[float]
+    bidVolume: float | None
-    last: Optional[float]
+    last: float | None
-    quoteVolume: Optional[float]
+    quoteVolume: float | None
-    baseVolume: Optional[float]
+    baseVolume: float | None
-    percentage: Optional[float]
+    percentage: float | None
     # Several more - only listing required.
 
 
@@ -70,9 +70,9 @@ class OrderBook(TypedDict):
     symbol: str
     bids: list[tuple[float, float]]
     asks: list[tuple[float, float]]
-    timestamp: Optional[int]
+    timestamp: int | None
-    datetime: Optional[str]
+    datetime: str | None
-    nonce: Optional[int]
+    nonce: int | None
 
 
 class CcxtBalance(TypedDict):
@@ -89,10 +89,12 @@ class CcxtPosition(TypedDict):
     side: str
     contracts: float
     leverage: float
-    collateral: Optional[float]
+    collateral: float | None
-    initialMargin: Optional[float]
+    initialMargin: float | None
-    liquidationPrice: Optional[float]
+    liquidationPrice: float | None
 
 
+CcxtOrder = dict[str, Any]
+
 # pair, timeframe, candleType, OHLCV, drop last?,
 OHLCVResponse = tuple[str, str, CandleType, list, bool]

freqtrade/exchange/exchange_utils.py

@@ -5,7 +5,7 @@ Exchange support utils
 import inspect
 from datetime import datetime, timedelta, timezone
 from math import ceil, floor
-from typing import Any, Optional
+from typing import Any
 
 import ccxt
 from ccxt import (
@@ -33,20 +33,18 @@ from freqtrade.util import FtPrecise
 CcxtModuleType = Any
 
 
-def is_exchange_known_ccxt(
+def is_exchange_known_ccxt(exchange_name: str, ccxt_module: CcxtModuleType | None = None) -> bool:
-    exchange_name: str, ccxt_module: Optional[CcxtModuleType] = None
-) -> bool:
     return exchange_name in ccxt_exchanges(ccxt_module)
 
 
-def ccxt_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> list[str]:
+def ccxt_exchanges(ccxt_module: CcxtModuleType | None = None) -> list[str]:
     """
     Return the list of all exchanges known to ccxt
     """
     return ccxt_module.exchanges if ccxt_module is not None else ccxt.exchanges
 
 
-def available_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> list[str]:
+def available_exchanges(ccxt_module: CcxtModuleType | None = None) -> list[str]:
     """
     Return exchanges available to the bot, i.e. non-bad exchanges in the ccxt list
     """
@@ -54,7 +52,7 @@ def available_exchanges(ccxt_module: Optional[CcxtModuleType] = None) -> list[st
     return [x for x in exchanges if validate_exchange(x)[0]]
 
 
-def validate_exchange(exchange: str) -> tuple[bool, str, Optional[ccxt.Exchange]]:
+def validate_exchange(exchange: str) -> tuple[bool, str, ccxt.Exchange | None]:
     """
     returns: can_use, reason, exchange_object
         with Reason including both missing and missing_opt
@@ -137,9 +135,7 @@ def list_available_exchanges(all_exchanges: bool) -> list[ValidExchangesType]:
     return exchanges_valid
 
 
-def date_minus_candles(
+def date_minus_candles(timeframe: str, candle_count: int, date: datetime | None = None) -> datetime:
-    timeframe: str, candle_count: int, date: Optional[datetime] = None
-) -> datetime:
     """
     subtract X candles from a date.
     :param timeframe: timeframe in string format (e.g. "5m")
@@ -166,7 +162,7 @@ def market_is_active(market: dict) -> bool:
     return market.get("active", True) is not False
 
 
-def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
+def amount_to_contracts(amount: float, contract_size: float | None) -> float:
     """
     Convert amount to contracts.
     :param amount: amount to convert
@@ -179,7 +175,7 @@ def amount_to_contracts(amount: float, contract_size: Optional[float]) -> float:
         return amount
 
 
-def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) -> float:
+def contracts_to_amount(num_contracts: float, contract_size: float | None) -> float:
     """
     Takes num-contracts and converts it to contract size
     :param num_contracts: number of contracts
@@ -194,7 +190,7 @@ def contracts_to_amount(num_contracts: float, contract_size: Optional[float]) ->
 
 
 def amount_to_precision(
-    amount: float, amount_precision: Optional[float], precisionMode: Optional[int]
+    amount: float, amount_precision: float | None, precisionMode: int | None
 ) -> float:
     """
     Returns the amount to buy or sell to a precision the Exchange accepts
@@ -224,9 +220,9 @@ def amount_to_precision(
 
 def amount_to_contract_precision(
     amount,
-    amount_precision: Optional[float],
+    amount_precision: float | None,
-    precisionMode: Optional[int],
+    precisionMode: int | None,
-    contract_size: Optional[float],
+    contract_size: float | None,
 ) -> float:
     """
     Returns the amount to buy or sell to a precision the Exchange accepts
@@ -285,8 +281,8 @@ def __price_to_precision_significant_digits(
 
 def price_to_precision(
     price: float,
-    price_precision: Optional[float],
+    price_precision: float | None,
-    precisionMode: Optional[int],
+    precisionMode: int | None,
     *,
     rounding_mode: int = ROUND,
 ) -> float:

freqtrade/exchange/exchange_utils_timeframe.py

@@ -1,5 +1,4 @@
 from datetime import datetime, timezone
-from typing import Optional
 
 import ccxt
 from ccxt import ROUND_DOWN, ROUND_UP
@@ -51,7 +50,7 @@ def timeframe_to_resample_freq(timeframe: str) -> str:
     return resample_interval
 
 
-def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
+def timeframe_to_prev_date(timeframe: str, date: datetime | None = None) -> datetime:
     """
     Use Timeframe and determine the candle start date for this date.
     Does not round when given a candle start date.
@@ -66,7 +65,7 @@ def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> d
     return dt_from_ts(new_timestamp)
 
 
-def timeframe_to_next_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
+def timeframe_to_next_date(timeframe: str, date: datetime | None = None) -> datetime:
     """
     Use Timeframe and determine next candle.
     :param timeframe: timeframe in string format (e.g. "5m")

freqtrade/exchange/gate.py

@@ -2,12 +2,11 @@
 
 import logging
 from datetime import datetime
-from typing import Any, Optional
 
 from freqtrade.constants import BuySell
 from freqtrade.enums import MarginMode, PriceType, TradingMode
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange_types import FtHas
+from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.misc import safe_value_fallback2
 
 
@@ -74,7 +73,7 @@ class Gate(Exchange):
         return params
 
     def get_trades_for_order(
-        self, order_id: str, pair: str, since: datetime, params: Optional[dict] = None
+        self, order_id: str, pair: str, since: datetime, params: dict | None = None
     ) -> list:
         trades = super().get_trades_for_order(order_id, pair, since, params)
 
@@ -99,10 +98,12 @@ class Gate(Exchange):
                             }
         return trades
 
-    def get_order_id_conditional(self, order: dict[str, Any]) -> str:
+    def get_order_id_conditional(self, order: CcxtOrder) -> str:
         return safe_value_fallback2(order, order, "id_stop", "id")
 
-    def fetch_stoploss_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def fetch_stoploss_order(
+        self, order_id: str, pair: str, params: dict | None = None
+    ) -> CcxtOrder:
         order = self.fetch_order(order_id=order_id, pair=pair, params={"stop": True})
         if order.get("status", "open") == "closed":
             # Places a real order - which we need to fetch explicitly.
@@ -119,7 +120,5 @@ class Gate(Exchange):
                 return order1
         return order
 
-    def cancel_stoploss_order(
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
-        self, order_id: str, pair: str, params: Optional[dict] = None
-    ) -> dict:
         return self.cancel_order(order_id=order_id, pair=pair, params={"stop": True})

freqtrade/exchange/kraken.py

@@ -2,7 +2,7 @@
 
 import logging
 from datetime import datetime
-from typing import Any, Optional
+from typing import Any
 
 import ccxt
 from pandas import DataFrame
@@ -50,7 +50,7 @@ class Kraken(Exchange):
 
         return parent_check and market.get("darkpool", False) is False
 
-    def get_tickers(self, symbols: Optional[list[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: list[str] | None = None, cached: bool = False) -> Tickers:
         # Only fetch tickers for current stake currency
         # Otherwise the request for kraken becomes too large.
         symbols = list(self.get_markets(quote_currencies=[self._config["stake_currency"]]))
@@ -99,7 +99,7 @@ class Kraken(Exchange):
     def _set_leverage(
         self,
         leverage: float,
-        pair: Optional[str] = None,
+        pair: str | None = None,
         accept_fail: bool = False,
     ):
         """
@@ -137,7 +137,7 @@ class Kraken(Exchange):
         is_short: bool,
         open_date: datetime,
         close_date: datetime,
-        time_in_ratio: Optional[float] = None,
+        time_in_ratio: float | None = None,
     ) -> float:
         """
         # ! This method will always error when run by Freqtrade because time_in_ratio is never

freqtrade/exchange/kucoin.py

@@ -4,7 +4,7 @@ import logging
 
 from freqtrade.constants import BuySell
 from freqtrade.exchange import Exchange
-from freqtrade.exchange.exchange_types import FtHas
+from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -47,7 +47,7 @@ class Kucoin(Exchange):
         leverage: float,
         reduceOnly: bool = False,
         time_in_force: str = "GTC",
-    ) -> dict:
+    ) -> CcxtOrder:
         res = super().create_order(
             pair=pair,
             ordertype=ordertype,

freqtrade/exchange/okx.py

@@ -1,6 +1,5 @@
 import logging
 from datetime import timedelta
-from typing import Any, Optional
 
 import ccxt
 
@@ -14,7 +13,7 @@ from freqtrade.exceptions import (
 )
 from freqtrade.exchange import Exchange, date_minus_candles
 from freqtrade.exchange.common import API_RETRY_COUNT, retrier
-from freqtrade.exchange.exchange_types import FtHas
+from freqtrade.exchange.exchange_types import CcxtOrder, FtHas
 from freqtrade.misc import safe_value_fallback2
 from freqtrade.util import dt_now, dt_ts
 
@@ -60,7 +59,7 @@ class Okx(Exchange):
     _ccxt_params: dict = {"options": {"brokerId": "ffb5405ad327SUDE"}}
 
     def ohlcv_candle_limit(
-        self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = None
+        self, timeframe: str, candle_type: CandleType, since_ms: int | None = None
     ) -> int:
         """
         Exchange ohlcv candle limit
@@ -191,7 +190,7 @@ class Okx(Exchange):
             params["posSide"] = self._get_posSide(side, True)
         return params
 
-    def _convert_stop_order(self, pair: str, order_id: str, order: dict) -> dict:
+    def _convert_stop_order(self, pair: str, order_id: str, order: CcxtOrder) -> CcxtOrder:
         if (
             order.get("status", "open") == "closed"
             and (real_order_id := order.get("info", {}).get("ordId")) is not None
@@ -209,7 +208,9 @@ class Okx(Exchange):
         return order
 
     @retrier(retries=API_RETRY_COUNT)
-    def fetch_stoploss_order(self, order_id: str, pair: str, params: Optional[dict] = None) -> dict:
+    def fetch_stoploss_order(
+        self, order_id: str, pair: str, params: dict | None = None
+    ) -> CcxtOrder:
         if self._config["dry_run"]:
             return self.fetch_dry_run_order(order_id)
 
@@ -231,7 +232,7 @@ class Okx(Exchange):
 
         return self._fetch_stop_order_fallback(order_id, pair)
 
-    def _fetch_stop_order_fallback(self, order_id: str, pair: str) -> dict:
+    def _fetch_stop_order_fallback(self, order_id: str, pair: str) -> CcxtOrder:
         params2 = {"stop": True, "ordType": "conditional"}
         for method in (
             self._api.fetch_open_orders,
@@ -256,14 +257,12 @@ class Okx(Exchange):
                 raise OperationalException(e) from e
         raise RetryableOrderError(f"StoplossOrder not found (pair: {pair} id: {order_id}).")
 
-    def get_order_id_conditional(self, order: dict[str, Any]) -> str:
+    def get_order_id_conditional(self, order: CcxtOrder) -> str:
         if order.get("type", "") == "stop":
             return safe_value_fallback2(order, order, "id_stop", "id")
         return order["id"]
 
-    def cancel_stoploss_order(
+    def cancel_stoploss_order(self, order_id: str, pair: str, params: dict | None = None) -> dict:
-        self, order_id: str, pair: str, params: Optional[dict] = None
-    ) -> dict:
         params1 = {"stop": True}
         # 'ordType': 'conditional'
         #
@@ -273,7 +272,7 @@ class Okx(Exchange):
             params=params1,
         )
 
-    def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[dict]:
+    def _fetch_orders_emulate(self, pair: str, since_ms: int) -> list[CcxtOrder]:
         orders = []
 
         orders = self._api.fetch_closed_orders(pair, since=since_ms)

freqtrade/freqai/RL/BaseEnvironment.py

@@ -2,7 +2,6 @@ import logging
 import random
 from abc import abstractmethod
 from enum import Enum
-from typing import Optional, Union
 
 import gymnasium as gym
 import numpy as np
@@ -140,7 +139,7 @@ class BaseEnvironment(gym.Env):
         self._end_tick: int = len(self.prices) - 1
         self._done: bool = False
         self._current_tick: int = self._start_tick
-        self._last_trade_tick: Optional[int] = None
+        self._last_trade_tick: int | None = None
         self._position = Positions.Neutral
         self._position_history: list = [None]
         self.total_reward: float = 0
@@ -173,8 +172,8 @@ class BaseEnvironment(gym.Env):
     def tensorboard_log(
         self,
         metric: str,
-        value: Optional[Union[int, float]] = None,
+        value: int | float | None = None,
-        inc: Optional[bool] = None,
+        inc: bool | None = None,
         category: str = "custom",
     ):
         """

freqtrade/freqai/RL/BaseReinforcementLearningModel.py

@@ -2,9 +2,10 @@ import copy
 import importlib
 import logging
 from abc import abstractmethod
+from collections.abc import Callable
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Callable, Optional, Union
+from typing import Any
 
 import gymnasium as gym
 import numpy as np
@@ -49,9 +50,9 @@ class BaseReinforcementLearningModel(IFreqaiModel):
         )
         th.set_num_threads(self.max_threads)
         self.reward_params = self.freqai_info["rl_config"]["model_reward_parameters"]
-        self.train_env: Union[VecMonitor, SubprocVecEnv, gym.Env] = gym.Env()
+        self.train_env: VecMonitor | SubprocVecEnv | gym.Env = gym.Env()
-        self.eval_env: Union[VecMonitor, SubprocVecEnv, gym.Env] = gym.Env()
+        self.eval_env: VecMonitor | SubprocVecEnv | gym.Env = gym.Env()
-        self.eval_callback: Optional[MaskableEvalCallback] = None
+        self.eval_callback: MaskableEvalCallback | None = None
         self.model_type = self.freqai_info["rl_config"]["model_type"]
         self.rl_config = self.freqai_info["rl_config"]
         self.df_raw: DataFrame = DataFrame()

freqtrade/freqai/data_kitchen.py

@@ -5,7 +5,7 @@ import random
 import shutil
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import numpy as np
 import numpy.typing as npt
@@ -111,7 +111,7 @@ class FreqaiDataKitchen:
     def set_paths(
         self,
         pair: str,
-        trained_timestamp: Optional[int] = None,
+        trained_timestamp: int | None = None,
     ) -> None:
         """
         Set the paths to the data for the present coin/botloop

freqtrade/freqai/freqai_interface.py

@@ -5,7 +5,7 @@ from abc import ABC, abstractmethod
 from collections import deque
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Literal, Optional
+from typing import Any, Literal
 
 import datasieve.transforms as ds
 import numpy as np
@@ -106,7 +106,7 @@ class IFreqaiModel(ABC):
         self._threads: list[threading.Thread] = []
         self._stop_event = threading.Event()
         self.metadata: dict[str, Any] = self.dd.load_global_metadata_from_disk()
-        self.data_provider: Optional[DataProvider] = None
+        self.data_provider: DataProvider | None = None
         self.max_system_threads = max(int(psutil.cpu_count() * 2 - 2), 1)
         self.can_short = True  # overridden in start() with strategy.can_short
         self.model: Any = None
@@ -185,6 +185,7 @@ class IFreqaiModel(ABC):
         Callback for Subclasses to override to include logic for shutting down resources
         when SIGINT is sent.
         """
+        self.dd.save_historic_predictions_to_disk()
         return
 
     def shutdown(self):
@@ -198,9 +199,16 @@ class IFreqaiModel(ABC):
         self.data_provider = None
         self._on_stop()
 
-        logger.info("Waiting on Training iteration")
+        if self.freqai_info.get("wait_for_training_iteration_on_reload", True):
-        for _thread in self._threads:
+            logger.info("Waiting on Training iteration")
-            _thread.join()
+            for _thread in self._threads:
+                _thread.join()
+        else:
+            logger.warning(
+                "Breaking current training iteration because "
+                "you set wait_for_training_iteration_on_reload to "
+                " False."
+            )
 
     def start_scanning(self, *args, **kwargs) -> None:
         """
@@ -286,7 +294,9 @@ class IFreqaiModel(ABC):
         # tr_backtest is the backtesting time range e.g. the week directly
         # following tr_train. Both of these windows slide through the
         # entire backtest
-        for tr_train, tr_backtest in zip(dk.training_timeranges, dk.backtesting_timeranges):
+        for tr_train, tr_backtest in zip(
+            dk.training_timeranges, dk.backtesting_timeranges, strict=False
+        ):
             (_, _) = self.dd.get_pair_dict_info(pair)
             train_it += 1
             total_trains = len(dk.backtesting_timeranges)

freqtrade/freqai/prediction_models/ReinforcementLearner.py

@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import torch as th
 from stable_baselines3.common.callbacks import ProgressBarCallback
@@ -78,7 +78,7 @@ class ReinforcementLearner(BaseReinforcementLearningModel):
             model = self.dd.model_dictionary[dk.pair]
             model.set_env(self.train_env)
         callbacks: list[Any] = [self.eval_callback, self.tensorboard_callback]
-        progressbar_callback: Optional[ProgressBarCallback] = None
+        progressbar_callback: ProgressBarCallback | None = None
         if self.rl_config.get("progress_bar", False):
             progressbar_callback = ProgressBarCallback()
             callbacks.insert(0, progressbar_callback)

freqtrade/freqai/tensorboard/TensorboardCallback.py

@@ -1,5 +1,5 @@
 from enum import Enum
-from typing import Any, Union
+from typing import Any
 
 from stable_baselines3.common.callbacks import BaseCallback
 from stable_baselines3.common.logger import HParam
@@ -27,7 +27,7 @@ class TensorboardCallback(BaseCallback):
             # "batch_size": self.model.batch_size,
             # "n_steps": self.model.n_steps,
         }
-        metric_dict: dict[str, Union[float, int]] = {
+        metric_dict: dict[str, float | int] = {
             "eval/mean_reward": 0,
             "rollout/ep_rew_mean": 0,
             "rollout/ep_len_mean": 0,

freqtrade/freqai/tensorboard/tensorboard.py

@@ -45,7 +45,7 @@ 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, strict=False):
             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)

freqtrade/freqai/torch/PyTorchModelTrainer.py

@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import pandas as pd
 import torch
@@ -50,8 +50,8 @@ class PyTorchModelTrainer(PyTorchTrainerInterface):
         self.criterion = criterion
         self.model_meta_data = model_meta_data
         self.device = device
-        self.n_epochs: Optional[int] = kwargs.get("n_epochs", 10)
+        self.n_epochs: int | None = kwargs.get("n_epochs", 10)
-        self.n_steps: Optional[int] = kwargs.get("n_steps", None)
+        self.n_steps: int | None = kwargs.get("n_steps", None)
         if self.n_steps is None and not self.n_epochs:
             raise Exception("Either `n_steps` or `n_epochs` should be set.")
 

freqtrade/freqai/utils.py

@@ -107,7 +107,7 @@ def plot_feature_importance(
     # Extract feature importance from model
     models = {}
     if "FreqaiMultiOutputRegressor" in str(model.__class__):
-        for estimator, label in zip(model.estimators_, dk.label_list):
+        for estimator, label in zip(model.estimators_, dk.label_list, strict=False):
             models[label] = estimator
     else:
         models[dk.label_list[0]] = model

freqtrade/freqtradebot.py

@@ -9,7 +9,7 @@ from datetime import datetime, time, timedelta, timezone
 from math import isclose
 from threading import Lock
 from time import sleep
-from typing import Any, Optional
+from typing import Any
 
 from schedule import Scheduler
 
@@ -43,6 +43,7 @@ from freqtrade.exchange import (
     timeframe_to_next_date,
     timeframe_to_seconds,
 )
+from freqtrade.exchange.exchange_types import CcxtOrder
 from freqtrade.leverage.liquidation_price import update_liquidation_prices
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.mixins import LoggingMixin
@@ -111,7 +112,7 @@ class FreqtradeBot(LoggingMixin):
 
         self.trading_mode: TradingMode = self.config.get("trading_mode", TradingMode.SPOT)
         self.margin_mode: MarginMode = self.config.get("margin_mode", MarginMode.NONE)
-        self.last_process: Optional[datetime] = None
+        self.last_process: datetime | None = None
 
         # RPC runs in separate threads, can start handling external commands just after
         # initialization, even before Freqtradebot has a chance to start its throttling,
@@ -325,7 +326,7 @@ class FreqtradeBot(LoggingMixin):
             }
             self.rpc.send_msg(msg)
 
-    def _refresh_active_whitelist(self, trades: Optional[list[Trade]] = None) -> list[str]:
+    def _refresh_active_whitelist(self, trades: list[Trade] | None = None) -> list[str]:
         """
         Refresh active whitelist from pairlist or edge and extend it with
         pairs that have open trades.
@@ -579,7 +580,7 @@ class FreqtradeBot(LoggingMixin):
                         logger.warning(
                             f"{trade} has a total of {trade.amount} {trade.base_currency}, "
                             f"but the Wallet shows a total of {total} {trade.base_currency}. "
-                            f"Adjusting trade amount to {total}."
+                            f"Adjusting trade amount to {total}. "
                             "This may however lead to further issues."
                         )
                         trade.amount = total
@@ -587,7 +588,7 @@ class FreqtradeBot(LoggingMixin):
                         logger.warning(
                             f"{trade} has a total of {trade.amount} {trade.base_currency}, "
                             f"but the Wallet shows a total of {total} {trade.base_currency}. "
-                            "Refusing to adjust as the difference is too large."
+                            "Refusing to adjust as the difference is too large. "
                             "This may however lead to further issues."
                         )
                 if prev_trade_amount != trade.amount:
@@ -862,14 +863,14 @@ class FreqtradeBot(LoggingMixin):
         self,
         pair: str,
         stake_amount: float,
-        price: Optional[float] = None,
+        price: float | None = None,
         *,
         is_short: bool = False,
-        ordertype: Optional[str] = None,
+        ordertype: str | None = None,
-        enter_tag: Optional[str] = None,
+        enter_tag: str | None = None,
-        trade: Optional[Trade] = None,
+        trade: Trade | None = None,
         mode: EntryExecuteMode = "initial",
-        leverage_: Optional[float] = None,
+        leverage_: float | None = None,
     ) -> bool:
         """
         Executes an entry for the given pair
@@ -1078,13 +1079,13 @@ class FreqtradeBot(LoggingMixin):
     def get_valid_enter_price_and_stake(
         self,
         pair: str,
-        price: Optional[float],
+        price: float | None,
         stake_amount: float,
         trade_side: LongShort,
-        entry_tag: Optional[str],
+        entry_tag: str | None,
-        trade: Optional[Trade],
+        trade: Trade | None,
         mode: EntryExecuteMode,
-        leverage_: Optional[float],
+        leverage_: float | None,
     ) -> tuple[float, float, float]:
         """
         Validate and eventually adjust (within limits) limit, amount and leverage
@@ -1180,7 +1181,7 @@ class FreqtradeBot(LoggingMixin):
         self,
         trade: Trade,
         order: Order,
-        order_type: Optional[str],
+        order_type: str | None,
         fill: bool = False,
         sub_trade: bool = False,
     ) -> None:
@@ -1195,6 +1196,13 @@ class FreqtradeBot(LoggingMixin):
         current_rate = self.exchange.get_rate(
             trade.pair, side="entry", is_short=trade.is_short, refresh=False
         )
+        stake_amount = trade.stake_amount
+        if not fill:
+            # If we have open orders, we need to add the stake amount of the open orders
+            # as it's not yet included in the trade.stake_amount
+            stake_amount += sum(
+                o.stake_amount for o in trade.open_orders if o.ft_order_side == trade.entry_side
+            )
 
         msg: RPCEntryMsg = {
             "trade_id": trade.id,
@@ -1208,12 +1216,12 @@ class FreqtradeBot(LoggingMixin):
             "limit": open_rate,  # Deprecated (?)
             "open_rate": open_rate,
             "order_type": order_type or "unknown",
-            "stake_amount": trade.stake_amount,
+            "stake_amount": stake_amount,
             "stake_currency": self.config["stake_currency"],
             "base_currency": self.exchange.get_pair_base_currency(trade.pair),
             "quote_currency": self.exchange.get_pair_quote_currency(trade.pair),
             "fiat_currency": self.config.get("fiat_display_currency", None),
-            "amount": order.safe_amount_after_fee if fill else (order.amount or trade.amount),
+            "amount": order.safe_amount_after_fee if fill else (order.safe_amount or trade.amount),
             "open_date": trade.open_date_utc or datetime.now(timezone.utc),
             "current_rate": current_rate,
             "sub_trade": sub_trade,
@@ -1344,7 +1352,7 @@ class FreqtradeBot(LoggingMixin):
         return False
 
     def _check_and_execute_exit(
-        self, trade: Trade, exit_rate: float, enter: bool, exit_: bool, exit_tag: Optional[str]
+        self, trade: Trade, exit_rate: float, enter: bool, exit_: bool, exit_tag: str | None
     ) -> bool:
         """
         Check and execute trade exit
@@ -1466,7 +1474,7 @@ class FreqtradeBot(LoggingMixin):
 
         return False
 
-    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: dict) -> None:
+    def handle_trailing_stoploss_on_exchange(self, trade: Trade, order: CcxtOrder) -> None:
         """
         Check to see if stoploss on exchange should be updated
         in case of trailing stoploss on exchange
@@ -1504,7 +1512,7 @@ class FreqtradeBot(LoggingMixin):
                         f"Could not create trailing stoploss order for pair {trade.pair}."
                     )
 
-    def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: list[dict]):
+    def manage_trade_stoploss_orders(self, trade: Trade, stoploss_orders: list[CcxtOrder]):
         """
         Perform required actions according to existing stoploss orders of trade
         :param trade: Corresponding Trade
@@ -1580,7 +1588,9 @@ class FreqtradeBot(LoggingMixin):
                     else:
                         self.replace_order(order, open_order, trade)
 
-    def handle_cancel_order(self, order: dict, order_obj: Order, trade: Trade, reason: str) -> None:
+    def handle_cancel_order(
+        self, order: CcxtOrder, order_obj: Order, trade: Trade, reason: str
+    ) -> None:
         """
         Check if current analyzed order timed out and cancel if necessary.
         :param order: Order dict grabbed with exchange.fetch_order()
@@ -1602,7 +1612,7 @@ class FreqtradeBot(LoggingMixin):
                 self.emergency_exit(trade, order["price"], order["amount"])
 
     def emergency_exit(
-        self, trade: Trade, price: float, sub_trade_amt: Optional[float] = None
+        self, trade: Trade, price: float, sub_trade_amt: float | None = None
     ) -> None:
         try:
             self.execute_trade_exit(
@@ -1632,7 +1642,7 @@ class FreqtradeBot(LoggingMixin):
             )
             trade.delete()
 
-    def replace_order(self, order: dict, order_obj: Optional[Order], trade: Trade) -> None:
+    def replace_order(self, order: CcxtOrder, order_obj: Order | None, trade: Trade) -> None:
         """
         Check if current analyzed entry order should be replaced or simply cancelled.
         To simply cancel the existing order(no replacement) adjust_entry_price() should return None
@@ -1736,10 +1746,10 @@ class FreqtradeBot(LoggingMixin):
     def handle_cancel_enter(
         self,
         trade: Trade,
-        order: dict,
+        order: CcxtOrder,
         order_obj: Order,
         reason: str,
-        replacing: Optional[bool] = False,
+        replacing: bool | None = False,
     ) -> bool:
         """
         entry cancel - cancel order
@@ -1820,7 +1830,9 @@ class FreqtradeBot(LoggingMixin):
         )
         return was_trade_fully_canceled
 
-    def handle_cancel_exit(self, trade: Trade, order: dict, order_obj: Order, reason: str) -> bool:
+    def handle_cancel_exit(
+        self, trade: Trade, order: CcxtOrder, order_obj: Order, reason: str
+    ) -> bool:
         """
         exit order cancel - cancel order and update trade
         :return: True if exit order was cancelled, false otherwise
@@ -1931,9 +1943,9 @@ class FreqtradeBot(LoggingMixin):
         limit: float,
         exit_check: ExitCheckTuple,
         *,
-        exit_tag: Optional[str] = None,
+        exit_tag: str | None = None,
-        ordertype: Optional[str] = None,
+        ordertype: str | None = None,
-        sub_trade_amt: Optional[float] = None,
+        sub_trade_amt: float | None = None,
     ) -> bool:
         """
         Executes a trade exit for the given trade and limit
@@ -2042,10 +2054,10 @@ class FreqtradeBot(LoggingMixin):
     def _notify_exit(
         self,
         trade: Trade,
-        order_type: Optional[str],
+        order_type: str | None,
         fill: bool = False,
         sub_trade: bool = False,
-        order: Optional[Order] = None,
+        order: Order | None = None,
     ) -> None:
         """
         Sends rpc notification when a sell occurred.
@@ -2158,7 +2170,7 @@ class FreqtradeBot(LoggingMixin):
         # Send the message
         self.rpc.send_msg(msg)
 
-    def order_obj_or_raise(self, order_id: str, order_obj: Optional[Order]) -> Order:
+    def order_obj_or_raise(self, order_id: str, order_obj: Order | None) -> Order:
         if not order_obj:
             raise DependencyException(
                 f"Order_obj not found for {order_id}. This should not have happened."
@@ -2172,8 +2184,8 @@ class FreqtradeBot(LoggingMixin):
     def update_trade_state(
         self,
         trade: Trade,
-        order_id: Optional[str],
+        order_id: str | None,
-        action_order: Optional[dict[str, Any]] = None,
+        action_order: CcxtOrder | None = None,
         *,
         stoploss_order: bool = False,
         send_msg: bool = True,
@@ -2284,7 +2296,7 @@ class FreqtradeBot(LoggingMixin):
 
     def handle_protections(self, pair: str, side: LongShort) -> None:
         # Lock pair for one candle to prevent immediate re-entries
-        self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason="Auto lock")
+        self.strategy.lock_pair(pair, datetime.now(timezone.utc), reason="Auto lock", side=side)
         prot_trig = self.protections.stop_per_pair(pair, side=side)
         if prot_trig:
             msg: RPCProtectionMsg = {
@@ -2310,7 +2322,7 @@ class FreqtradeBot(LoggingMixin):
         amount: float,
         fee_abs: float,
         order_obj: Order,
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         Applies the fee to amount (either from Order or from Trades).
         Can eat into dust if more than the required asset is available.
@@ -2338,7 +2350,7 @@ class FreqtradeBot(LoggingMixin):
             return fee_abs
         return None
 
-    def handle_order_fee(self, trade: Trade, order_obj: Order, order: dict[str, Any]) -> None:
+    def handle_order_fee(self, trade: Trade, order_obj: Order, order: CcxtOrder) -> None:
         # Try update amount (binance-fix)
         try:
             fee_abs = self.get_real_amount(trade, order, order_obj)
@@ -2347,7 +2359,7 @@ class FreqtradeBot(LoggingMixin):
         except DependencyException as exception:
             logger.warning("Could not update trade amount: %s", exception)
 
-    def get_real_amount(self, trade: Trade, order: dict, order_obj: Order) -> Optional[float]:
+    def get_real_amount(self, trade: Trade, order: CcxtOrder, order_obj: Order) -> float | None:
         """
         Detect and update trade fee.
         Calls trade.update_fee() upon correct detection.
@@ -2407,8 +2419,8 @@ class FreqtradeBot(LoggingMixin):
         return True
 
     def fee_detection_from_trades(
-        self, trade: Trade, order: dict, order_obj: Order, order_amount: float, trades: list
+        self, trade: Trade, order: CcxtOrder, order_obj: Order, order_amount: float, trades: list
-    ) -> Optional[float]:
+    ) -> float | None:
         """
         fee-detection fallback to Trades.
         Either uses provided trades list or the result of fetch_my_trades to get correct fee.

freqtrade/ft_types/backtest_result_type.py

@@ -1,4 +1,4 @@
-from typing import Any, Optional
+from typing import Any
 
 from typing_extensions import TypedDict
 
@@ -26,7 +26,7 @@ class BacktestHistoryEntryType(BacktestMetadataType):
     filename: str
     strategy: str
     notes: str
-    backtest_start_ts: Optional[int]
+    backtest_start_ts: int | None
-    backtest_end_ts: Optional[int]
+    backtest_end_ts: int | None
-    timeframe: Optional[str]
+    timeframe: str | None
-    timeframe_detail: Optional[str]
+    timeframe_detail: str | None

freqtrade/ft_types/valid_exchanges_type.py

@@ -1,5 +1,4 @@
 # Used for list-exchanges
-from typing import Optional
 
 from typing_extensions import TypedDict
 
@@ -17,5 +16,5 @@ class ValidExchangesType(TypedDict):
     comment: str
     dex: bool
     is_alias: bool
-    alias_for: Optional[str]
+    alias_for: str | None
     trade_modes: list[TradeModeType]

freqtrade/leverage/liquidation_price.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 from freqtrade.enums import MarginMode
 from freqtrade.exceptions import DependencyException
@@ -12,7 +11,7 @@ logger = logging.getLogger(__name__)
 
 
 def update_liquidation_prices(
-    trade: Optional[LocalTrade] = None,
+    trade: LocalTrade | None = None,
     *,
     exchange: Exchange,
     wallets: Wallets,

freqtrade/main.py

@@ -6,11 +6,11 @@ Read the documentation to know what cli arguments you need.
 
 import logging
 import sys
-from typing import Any, Optional
+from typing import Any
 
 
 # check min. python version
-if sys.version_info < (3, 10):  # pragma: no cover
+if sys.version_info < (3, 10):  # pragma: no cover  # noqa: UP036
     sys.exit("Freqtrade requires Python version >= 3.10")
 
 from freqtrade import __version__
@@ -24,7 +24,7 @@ from freqtrade.system import asyncio_setup, gc_set_threshold
 logger = logging.getLogger("freqtrade")
 
 
-def main(sysargv: Optional[list[str]] = None) -> None:
+def main(sysargv: list[str] | None = None) -> None:
     """
     This function will initiate the bot and start the trading loop.
     :return: None

freqtrade/misc.py

@@ -7,7 +7,7 @@ import logging
 from collections.abc import Iterator, Mapping
 from io import StringIO
 from pathlib import Path
-from typing import Any, Optional, TextIO, Union
+from typing import Any, TextIO
 from urllib.parse import urlparse
 
 import pandas as pd
@@ -129,10 +129,10 @@ def round_dict(d, n):
     return {k: (round(v, n) if isinstance(v, float) else v) for k, v in d.items()}
 
 
-DictMap = Union[dict[str, Any], Mapping[str, Any]]
+DictMap = dict[str, Any] | Mapping[str, Any]
 
 
-def safe_value_fallback(obj: DictMap, key1: str, key2: Optional[str] = None, default_value=None):
+def safe_value_fallback(obj: DictMap, key1: str, key2: str | None = None, default_value=None):
     """
     Search a value in obj, return this if it's not None.
     Then search key2 in obj - return that if it's not none - then use default_value.
@@ -161,7 +161,7 @@ def safe_value_fallback2(dict1: DictMap, dict2: DictMap, key1: str, key2: str, d
     return default_value
 
 
-def plural(num: float, singular: str, plural: Optional[str] = None) -> str:
+def plural(num: float, singular: str, plural: str | None = None) -> str:
     return singular if (num == 1 or num == -1) else plural or singular + "s"
 
 

freqtrade/mixins/logging_mixin.py

@@ -1,4 +1,4 @@
-from typing import Callable
+from collections.abc import Callable
 
 from cachetools import TTLCache, cached
 

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -1,7 +1,7 @@
 import logging
 import time
 from pathlib import Path
-from typing import Any, Union
+from typing import Any
 
 import pandas as pd
 from rich.text import Text
@@ -21,7 +21,7 @@ class LookaheadAnalysisSubFunctions:
     def text_table_lookahead_analysis_instances(
         config: dict[str, Any],
         lookahead_instances: list[LookaheadAnalysis],
-        caption: Union[str, None] = None,
+        caption: str | None = None,
     ):
         headers = [
             "filename",
@@ -243,7 +243,7 @@ class LookaheadAnalysisSubFunctions:
 
         # report the results
         if lookaheadAnalysis_instances:
-            caption: Union[str, None] = None
+            caption: str | None = None
             if any(
                 [
                     any(

freqtrade/optimize/backtest_caching.py

@@ -1,7 +1,6 @@
 import hashlib
 from copy import deepcopy
 from pathlib import Path
-from typing import Union
 
 import rapidjson
 
@@ -38,7 +37,7 @@ def get_strategy_run_id(strategy) -> str:
     return digest.hexdigest().lower()
 
 
-def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
+def get_backtest_metadata_filename(filename: Path | str) -> Path:
     """Return metadata filename for specified backtest results file."""
     filename = Path(filename)
     return filename.parent / Path(f"{filename.stem}.meta{filename.suffix}")

freqtrade/optimize/backtesting.py

@@ -8,7 +8,7 @@ import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Optional
+from typing import Any
 
 from numpy import nan
 from pandas import DataFrame
@@ -110,7 +110,7 @@ class Backtesting:
     backtesting.start()
     """
 
-    def __init__(self, config: Config, exchange: Optional[Exchange] = None) -> None:
+    def __init__(self, config: Config, exchange: Exchange | None = None) -> None:
         LoggingMixin.show_output = False
         self.config = config
         self.results: BacktestResultType = get_BacktestResultType_default()
@@ -685,7 +685,7 @@ class Backtesting:
         )
 
     def _try_close_open_order(
-        self, order: Optional[Order], trade: LocalTrade, current_date: datetime, row: tuple
+        self, order: Order | None, trade: LocalTrade, current_date: datetime, row: tuple
     ) -> bool:
         """
         Check if an order is open and if it should've filled.
@@ -732,7 +732,6 @@ class Backtesting:
                 trade.close_date = current_time
                 trade.close(order.ft_price, show_msg=False)
 
-                # logger.debug(f"{pair} - Backtesting exit {trade}")
                 LocalTrade.close_bt_trade(trade)
             self.wallets.update()
             self.run_protections(pair, current_time, trade.trade_direction)
@@ -743,8 +742,8 @@ class Backtesting:
         row: tuple,
         exit_: ExitCheckTuple,
         current_time: datetime,
-        amount: Optional[float] = None,
+        amount: float | None = None,
-    ) -> Optional[LocalTrade]:
+    ) -> LocalTrade | None:
         if exit_.exit_flag:
             trade.close_date = current_time
             exit_reason = exit_.exit_reason
@@ -823,8 +822,8 @@ class Backtesting:
         sell_row: tuple,
         close_rate: float,
         amount: float,
-        exit_reason: Optional[str],
+        exit_reason: str | None,
-    ) -> Optional[LocalTrade]:
+    ) -> LocalTrade | None:
         self.order_id_counter += 1
         exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
         order_type = self.strategy.order_types["exit"]
@@ -860,7 +859,7 @@ class Backtesting:
 
     def _check_trade_exit(
         self, trade: LocalTrade, row: tuple, current_time: datetime
-    ) -> Optional[LocalTrade]:
+    ) -> LocalTrade | None:
         self._run_funding_fees(trade, current_time)
 
         # Check if we need to adjust our current positions
@@ -910,10 +909,10 @@ class Backtesting:
         stake_amount: float,
         direction: LongShort,
         current_time: datetime,
-        entry_tag: Optional[str],
+        entry_tag: str | None,
-        trade: Optional[LocalTrade],
+        trade: LocalTrade | None,
         order_type: str,
-        price_precision: Optional[float],
+        price_precision: float | None,
     ) -> tuple[float, float, float, float]:
         if order_type == "limit":
             new_rate = strategy_safe_wrapper(
@@ -1005,12 +1004,12 @@ class Backtesting:
         pair: str,
         row: tuple,
         direction: LongShort,
-        stake_amount: Optional[float] = None,
+        stake_amount: float | None = None,
-        trade: Optional[LocalTrade] = None,
+        trade: LocalTrade | None = None,
-        requested_rate: Optional[float] = None,
+        requested_rate: float | None = None,
-        requested_stake: Optional[float] = None,
+        requested_stake: float | None = None,
-        entry_tag1: Optional[str] = None,
+        entry_tag1: str | None = None,
-    ) -> Optional[LocalTrade]:
+    ) -> LocalTrade | None:
         """
         :param trade: Trade to adjust - initial entry if None
         :param requested_rate: Adjusted entry rate
@@ -1103,6 +1102,7 @@ class Backtesting:
                     fee_close=self.fee,
                     is_open=True,
                     enter_tag=entry_tag,
+                    timeframe=self.timeframe_min,
                     exchange=self._exchange_name,
                     is_short=is_short,
                     trading_mode=self.trading_mode,
@@ -1178,7 +1178,7 @@ class Backtesting:
         self.rejected_trades += 1
         return False
 
-    def check_for_trade_entry(self, row) -> Optional[LongShort]:
+    def check_for_trade_entry(self, row) -> LongShort | None:
         enter_long = row[LONG_IDX] == 1
         exit_long = row[ELONG_IDX] == 1
         enter_short = self._can_short and row[SHORT_IDX] == 1
@@ -1216,7 +1216,7 @@ class Backtesting:
 
     def check_order_cancel(
         self, trade: LocalTrade, order: Order, current_time: datetime
-    ) -> Optional[bool]:
+    ) -> bool | None:
         """
         Check if current analyzed order has to be canceled.
         Returns True if the trade should be Deleted (initial order was canceled),
@@ -1298,7 +1298,7 @@ class Backtesting:
 
     def validate_row(
         self, data: dict, pair: str, row_index: int, current_time: datetime
-    ) -> Optional[tuple]:
+    ) -> tuple | None:
         try:
             # Row is treated as "current incomplete candle".
             # entry / exit signals are shifted by 1 to compensate for this.
@@ -1332,14 +1332,41 @@ class Backtesting:
         row: tuple,
         pair: str,
         current_time: datetime,
-        trade_dir: Optional[LongShort],
+        trade_dir: LongShort | None,
         can_enter: bool,
     ) -> None:
+        """
+        Conditionally call backtest_loop_inner a 2nd time if shorting is enabled,
+         a position closed and a new signal in the other direction is available.
+        """
+        if not self._can_short or trade_dir is None:
+            # No need to reverse position if shorting is disabled or there's no new signal
+            self.backtest_loop_inner(row, pair, current_time, trade_dir, can_enter)
+        else:
+            for _ in (0, 1):
+                a = self.backtest_loop_inner(row, pair, current_time, trade_dir, can_enter)
+                if not a or a == trade_dir:
+                    # the trade didn't close or position change is in the same direction
+                    break
+
+    def backtest_loop_inner(
+        self,
+        row: tuple,
+        pair: str,
+        current_time: datetime,
+        trade_dir: LongShort | None,
+        can_enter: bool,
+    ) -> LongShort | None:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
 
         Backtesting processing for one candle/pair.
         """
+        exiting_dir: LongShort | None = None
+        if not self._position_stacking and len(LocalTrade.bt_trades_open_pp[pair]) > 0:
+            # position_stacking not supported for now.
+            exiting_dir = "short" if LocalTrade.bt_trades_open_pp[pair][0].is_short else "long"
+
         for t in list(LocalTrade.bt_trades_open_pp[pair]):
             # 1. Manage currently open orders of active trades
             if self.manage_open_orders(t, current_time, row):
@@ -1358,7 +1385,7 @@ class Backtesting:
             and (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
             and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
         ):
-            if self.trade_slot_available(LocalTrade.bt_open_open_trade_count):
+            if self.trade_slot_available(LocalTrade.bt_open_open_trade_count_candle):
                 trade = self._enter_trade(pair, row, trade_dir)
                 if trade:
                     self.wallets.update()
@@ -1380,6 +1407,10 @@ class Backtesting:
             if order:
                 self._process_exit_order(order, trade, current_time, row, pair)
 
+        if exiting_dir and len(LocalTrade.bt_trades_open_pp[pair]) == 0:
+            return exiting_dir
+        return None
+
     def time_pair_generator(
         self, start_date: datetime, end_date: datetime, increment: timedelta, pairs: list[str]
     ):
@@ -1432,6 +1463,10 @@ class Backtesting:
         ):
             if is_first_call:
                 self.check_abort()
+                # Reset open trade count for this candle
+                # Critical to avoid exceeding max_open_trades in backtesting
+                # when timeframe-detail is used and trades close within the opening candle.
+                LocalTrade.bt_open_open_trade_count_candle = LocalTrade.bt_open_open_trade_count
                 strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
                     current_time=current_time
                 )
@@ -1446,7 +1481,7 @@ class Backtesting:
             self.dataprovider._set_dataframe_max_index(self.required_startup + row_index)
             self.dataprovider._set_dataframe_max_date(current_time)
             current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
-            trade_dir: Optional[LongShort] = self.check_for_trade_entry(row)
+            trade_dir: LongShort | None = self.check_for_trade_entry(row)
 
             if (
                 (trade_dir is not None or len(LocalTrade.bt_trades_open_pp[pair]) > 0)
@@ -1517,12 +1552,6 @@ class Backtesting:
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
 
-        # Use max_open_trades in backtesting, except --disable-max-market-positions is set
-        if not self.config.get("use_max_market_positions", True):
-            logger.info("Ignoring max_open_trades (--disable-max-market-positions was used) ...")
-            self.strategy.max_open_trades = float("inf")
-            self.config.update({"max_open_trades": self.strategy.max_open_trades})
-
         # need to reprocess data every time to populate signals
         preprocessed = self.strategy.advise_all_indicators(data)
 

freqtrade/optimize/base_analysis.py

@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timezone
-from typing import Any, Optional
+from typing import Any
 
 from pandas import DataFrame
 
@@ -28,7 +28,7 @@ class BaseAnalysis:
     def __init__(self, config: dict[str, Any], strategy_obj: dict):
         self.failed_bias_check = True
         self.full_varHolder = VarHolder()
-        self.exchange: Optional[Any] = None
+        self.exchange: Any | None = None
         self._fee = None
 
         # pull variables the scope of the lookahead_analysis-instance

freqtrade/optimize/hyperopt.py

@@ -11,7 +11,7 @@ import warnings
 from datetime import datetime, timezone
 from math import ceil
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import rapidjson
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
@@ -125,13 +125,7 @@ class Hyperopt:
 
         self.market_change = 0.0
         self.num_epochs_saved = 0
-        self.current_best_epoch: Optional[dict[str, Any]] = None
+        self.current_best_epoch: dict[str, Any] | None = None
-
-        # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
-        if not self.config.get("use_max_market_positions", True):
-            logger.debug("Ignoring max_open_trades (--disable-max-market-positions was used) ...")
-            self.backtesting.strategy.max_open_trades = float("inf")
-            config.update({"max_open_trades": self.backtesting.strategy.max_open_trades})
 
         if HyperoptTools.has_space(self.config, "sell"):
             # Make sure use_exit_signal is enabled
@@ -177,7 +171,7 @@ class Hyperopt:
 
         # Return a dict where the keys are the names of the dimensions
         # and the values are taken from the list of parameters.
-        return {d.name: v for d, v in zip(dimensions, raw_params)}
+        return {d.name: v for d, v in zip(dimensions, raw_params, strict=False)}
 
     def _save_result(self, epoch: dict) -> None:
         """
@@ -485,7 +479,7 @@ class Hyperopt:
             delayed(wrap_non_picklable_objects(self.generate_optimizer))(v) for v in asked
         )
 
-    def _set_random_state(self, random_state: Optional[int]) -> int:
+    def _set_random_state(self, random_state: int | None) -> int:
         return random_state or random.randint(1, 2**16 - 1)  # noqa: S311
 
     def advise_and_trim(self, data: dict[str, DataFrame]) -> dict[str, DataFrame]:
@@ -557,7 +551,7 @@ class Hyperopt:
                 is_random = [True for _ in range(len(asked))]
             is_random_non_tried += [
                 rand
-                for x, rand in zip(asked, is_random)
+                for x, rand in zip(asked, is_random, strict=False)
                 if x not in self.opt.Xi and x not in asked_non_tried
             ]
             asked_non_tried += [

freqtrade/optimize/hyperopt_auto.py

@@ -5,8 +5,8 @@ This module implements a convenience auto-hyperopt class, which can be used toge
 """
 
 import logging
+from collections.abc import Callable
 from contextlib import suppress
-from typing import Callable
 
 from freqtrade.exceptions import OperationalException
 

freqtrade/optimize/hyperopt_interface.py

@@ -6,7 +6,7 @@ This module defines the interface to apply for hyperopt
 import logging
 import math
 from abc import ABC
-from typing import Union
+from typing import TypeAlias
 
 from sklearn.base import RegressorMixin
 from skopt.space import Categorical, Dimension, Integer
@@ -20,7 +20,7 @@ from freqtrade.strategy import IStrategy
 
 logger = logging.getLogger(__name__)
 
-EstimatorType = Union[RegressorMixin, str]
+EstimatorType: TypeAlias = RegressorMixin | str
 
 
 class IHyperOpt(ABC):

freqtrade/optimize/hyperopt_output.py

@@ -1,6 +1,6 @@
 import sys
 from os import get_terminal_size
-from typing import Any, Optional
+from typing import Any
 
 from rich.align import Align
 from rich.console import Console
@@ -37,7 +37,7 @@ class HyperoptOutput:
         self.table.add_column("Objective", justify="right")
         self.table.add_column("Max Drawdown (Acct)", justify="right")
 
-    def print(self, console: Optional[Console] = None, *, print_colorized=True):
+    def print(self, console: Console | None = None, *, print_colorized=True):
         if not console:
             console = Console(
                 color_system="auto" if print_colorized else None,
@@ -57,7 +57,7 @@ class HyperoptOutput:
         stake_currency = config["stake_currency"]
         self._results.extend(results)
 
-        max_rows: Optional[int] = None
+        max_rows: int | None = None
 
         if self._streaming:
             try:

freqtrade/optimize/hyperopt_tools.py

@@ -3,7 +3,7 @@ from collections.abc import Iterator
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Optional
+from typing import Any
 
 import numpy as np
 import rapidjson
@@ -44,7 +44,7 @@ class HyperoptStateContainer:
 
 class HyperoptTools:
     @staticmethod
-    def get_strategy_filename(config: Config, strategy_name: str) -> Optional[Path]:
+    def get_strategy_filename(config: Config, strategy_name: str) -> Path | None:
         """
         Get Strategy-location (filename) from strategy_name
         """
@@ -188,7 +188,7 @@ class HyperoptTools:
         total_epochs: int,
         print_json: bool,
         no_header: bool = False,
-        header_str: Optional[str] = None,
+        header_str: str | None = None,
     ) -> None:
         """
         Display details of the hyperopt result
@@ -257,7 +257,7 @@ class HyperoptTools:
 
     @staticmethod
     def _params_pretty_print(
-        params, space: str, header: str, non_optimized: Optional[dict] = None
+        params, space: str, header: str, non_optimized: dict | None = None
     ) -> None:
         if space in params or (non_optimized and space in non_optimized):
             space_params = HyperoptTools._space_params(params, space, 5)
@@ -299,7 +299,7 @@ class HyperoptTools:
             print(result)
 
     @staticmethod
-    def _space_params(params, space: str, r: Optional[int] = None) -> dict:
+    def _space_params(params, space: str, r: int | None = None) -> dict:
         d = params.get(space)
         if d:
             # Round floats to `r` digits after the decimal point if requested

freqtrade/optimize/optimize_reports/bt_output.py

@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Literal, Union
+from typing import Any, Literal
 
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.ft_types import BacktestResultType
@@ -18,7 +18,7 @@ def _get_line_floatfmt(stake_currency: str) -> list[str]:
 
 
 def _get_line_header(
-    first_column: Union[str, list[str]], stake_currency: str, direction: str = "Trades"
+    first_column: str | list[str], stake_currency: str, direction: str = "Trades"
 ) -> list[str]:
     """
     Generate header lines (goes in line with _generate_result_line())
@@ -172,7 +172,7 @@ def text_table_strategy(strategy_results, stake_currency: str, title: str):
     dd_pad_per = max([len(dd) for dd in drawdown])
     drawdown = [
         f'{t["max_drawdown_abs"]:>{dd_pad_abs}} {stake_currency}  {dd:>{dd_pad_per}}%'
-        for t, dd in zip(strategy_results, drawdown)
+        for t, dd in zip(strategy_results, drawdown, strict=False)
     ]
 
     output = [
@@ -186,7 +186,7 @@ def text_table_strategy(strategy_results, stake_currency: str, title: str):
             generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
             drawdown,
         ]
-        for t, drawdown in zip(strategy_results, drawdown)
+        for t, drawdown in zip(strategy_results, drawdown, strict=False)
     ]
     print_rich_table(output, headers, summary=title)
 

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -1,6 +1,5 @@
 import logging
 from pathlib import Path
-from typing import Optional
 
 from pandas import DataFrame
 
@@ -35,7 +34,7 @@ def store_backtest_stats(
     stats: BacktestResultType,
     dtappendix: str,
     *,
-    market_change_data: Optional[DataFrame] = None,
+    market_change_data: DataFrame | None = None,
 ) -> Path:
     """
     Stores backtest results

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -1,7 +1,7 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Literal, Union
+from typing import Any, Literal
 
 import numpy as np
 from pandas import DataFrame, Series, concat, to_datetime
@@ -69,7 +69,7 @@ def generate_rejected_signals(
 
 
 def _generate_result_line(
-    result: DataFrame, starting_balance: int, first_column: Union[str, list[str]]
+    result: DataFrame, starting_balance: int, first_column: str | list[str]
 ) -> dict:
     """
     Generate one result dict, with "first_column" as key.
@@ -143,7 +143,7 @@ def generate_pair_metrics(
 
 
 def generate_tag_metrics(
-    tag_type: Union[Literal["enter_tag", "exit_reason"], list[Literal["enter_tag", "exit_reason"]]],
+    tag_type: Literal["enter_tag", "exit_reason"] | list[Literal["enter_tag", "exit_reason"]],
     starting_balance: int,
     results: DataFrame,
     skip_nan: bool = False,
@@ -208,7 +208,7 @@ def _get_resample_from_period(period: str) -> str:
 
 
 def generate_periodic_breakdown_stats(
-    trade_list: Union[list, DataFrame], period: str
+    trade_list: list | DataFrame, period: str
 ) -> list[dict[str, Any]]:
     results = trade_list if not isinstance(trade_list, list) else DataFrame.from_records(trade_list)
     if len(results) == 0:
@@ -559,7 +559,7 @@ def generate_strategy_stats(
 
 def generate_backtest_stats(
     btdata: dict[str, DataFrame],
-    all_results: dict[str, dict[str, Union[DataFrame, dict]]],
+    all_results: dict[str, dict[str, DataFrame | dict]],
     min_date: datetime,
     max_date: datetime,
 ) -> BacktestResultType:

freqtrade/persistence/custom_data.py

@@ -2,7 +2,7 @@ import json
 import logging
 from collections.abc import Sequence
 from datetime import datetime
-from typing import Any, ClassVar, Optional
+from typing import Any, ClassVar
 
 from sqlalchemy import DateTime, ForeignKey, Integer, String, Text, UniqueConstraint, select
 from sqlalchemy.orm import Mapped, mapped_column, relationship
@@ -42,7 +42,7 @@ class _CustomData(ModelBase):
     cd_type: Mapped[str] = mapped_column(String(25), nullable=False)
     cd_value: Mapped[str] = mapped_column(Text, nullable=False)
     created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=dt_now)
-    updated_at: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
+    updated_at: Mapped[datetime | None] = mapped_column(DateTime, nullable=True)
 
     # Empty container value - not persisted, but filled with cd_value on query
     value: Any = None
@@ -62,7 +62,7 @@ class _CustomData(ModelBase):
 
     @classmethod
     def query_cd(
-        cls, key: Optional[str] = None, trade_id: Optional[int] = None
+        cls, key: str | None = None, trade_id: int | None = None
     ) -> Sequence["_CustomData"]:
         """
         Get all CustomData, if trade_id is not specified
@@ -117,7 +117,7 @@ class CustomDataWrapper:
         _CustomData.session.commit()
 
     @staticmethod
-    def get_custom_data(*, trade_id: int, key: Optional[str] = None) -> list[_CustomData]:
+    def get_custom_data(*, trade_id: int, key: str | None = None) -> list[_CustomData]:
         if CustomDataWrapper.use_db:
             filters = [
                 _CustomData.ft_trade_id == trade_id,

freqtrade/persistence/key_value_store.py

@@ -1,6 +1,6 @@
 from datetime import datetime, timezone
 from enum import Enum
-from typing import ClassVar, Optional, Union
+from typing import ClassVar
 
 from sqlalchemy import String
 from sqlalchemy.orm import Mapped, mapped_column
@@ -8,7 +8,7 @@ from sqlalchemy.orm import Mapped, mapped_column
 from freqtrade.persistence.base import ModelBase, SessionType
 
 
-ValueTypes = Union[str, datetime, float, int]
+ValueTypes = str | datetime | float | int
 
 
 class ValueTypesEnum(str, Enum):
@@ -37,10 +37,10 @@ class _KeyValueStoreModel(ModelBase):
 
     value_type: Mapped[ValueTypesEnum] = mapped_column(String(20), nullable=False)
 
-    string_value: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
+    string_value: Mapped[str | None] = mapped_column(String(255), nullable=True)
-    datetime_value: Mapped[Optional[datetime]]
+    datetime_value: Mapped[datetime | None]
-    float_value: Mapped[Optional[float]]
+    float_value: Mapped[float | None]
-    int_value: Mapped[Optional[int]]
+    int_value: Mapped[int | None]
 
 
 class KeyValueStore:
@@ -97,7 +97,7 @@ class KeyValueStore:
             _KeyValueStoreModel.session.commit()
 
     @staticmethod
-    def get_value(key: KeyStoreKeys) -> Optional[ValueTypes]:
+    def get_value(key: KeyStoreKeys) -> ValueTypes | None:
         """
         Get the value for the given key.
         :param key: Key to get the value for
@@ -121,7 +121,7 @@ class KeyValueStore:
         raise ValueError(f"Unknown value type {kv.value_type}")  # pragma: no cover
 
     @staticmethod
-    def get_string_value(key: KeyStoreKeys) -> Optional[str]:
+    def get_string_value(key: KeyStoreKeys) -> str | None:
         """
         Get the value for the given key.
         :param key: Key to get the value for
@@ -139,7 +139,7 @@ class KeyValueStore:
         return kv.string_value
 
     @staticmethod
-    def get_datetime_value(key: KeyStoreKeys) -> Optional[datetime]:
+    def get_datetime_value(key: KeyStoreKeys) -> datetime | None:
         """
         Get the value for the given key.
         :param key: Key to get the value for
@@ -157,7 +157,7 @@ class KeyValueStore:
         return kv.datetime_value.replace(tzinfo=timezone.utc)
 
     @staticmethod
-    def get_float_value(key: KeyStoreKeys) -> Optional[float]:
+    def get_float_value(key: KeyStoreKeys) -> float | None:
         """
         Get the value for the given key.
         :param key: Key to get the value for
@@ -175,7 +175,7 @@ class KeyValueStore:
         return kv.float_value
 
     @staticmethod
-    def get_int_value(key: KeyStoreKeys) -> Optional[int]:
+    def get_int_value(key: KeyStoreKeys) -> int | None:
         """
         Get the value for the given key.
         :param key: Key to get the value for

freqtrade/persistence/migrations.py

@@ -1,5 +1,4 @@
 import logging
-from typing import Optional
 
 from sqlalchemy import inspect, select, text, update
 
@@ -32,8 +31,8 @@ def get_backup_name(tabs: list[str], backup_prefix: str):
 
 
 def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
-    order_id: Optional[int] = None
+    order_id: int | None = None
-    trade_id: Optional[int] = None
+    trade_id: int | None = None
 
     if engine.name == "postgresql":
         with engine.begin() as connection:

freqtrade/persistence/models.py

@@ -5,7 +5,7 @@ This module contains the class to persist trades into SQLite
 import logging
 import threading
 from contextvars import ContextVar
-from typing import Any, Final, Optional
+from typing import Any, Final
 
 from sqlalchemy import create_engine, inspect
 from sqlalchemy.exc import NoSuchModuleError
@@ -25,10 +25,10 @@ logger = logging.getLogger(__name__)
 
 
 REQUEST_ID_CTX_KEY: Final[str] = "request_id"
-_request_id_ctx_var: ContextVar[Optional[str]] = ContextVar(REQUEST_ID_CTX_KEY, default=None)
+_request_id_ctx_var: ContextVar[str | None] = ContextVar(REQUEST_ID_CTX_KEY, default=None)
 
 
-def get_request_or_thread_id() -> Optional[str]:
+def get_request_or_thread_id() -> str | None:
     """
     Helper method to get either async context (for fastapi requests), or thread id
     """

freqtrade/persistence/pairlock.py

@@ -1,5 +1,5 @@
 from datetime import datetime, timezone
-from typing import Any, ClassVar, Optional
+from typing import Any, ClassVar
 
 from sqlalchemy import ScalarResult, String, or_, select
 from sqlalchemy.orm import Mapped, mapped_column
@@ -21,7 +21,7 @@ class PairLock(ModelBase):
     pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)
     # lock direction - long, short or * (for both)
     side: Mapped[str] = mapped_column(String(25), nullable=False, default="*")
-    reason: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
+    reason: Mapped[str | None] = mapped_column(String(255), nullable=True)
     # Time the pair was locked (start time)
     lock_time: Mapped[datetime] = mapped_column(nullable=False)
     # Time until the pair is locked (end time)
@@ -39,7 +39,7 @@ class PairLock(ModelBase):
 
     @staticmethod
     def query_pair_locks(
-        pair: Optional[str], now: datetime, side: str = "*"
+        pair: str | None, now: datetime, side: str = "*"
     ) -> ScalarResult["PairLock"]:
         """
         Get all currently active locks for this pair

freqtrade/persistence/pairlock_middleware.py

@@ -1,7 +1,6 @@
 import logging
 from collections.abc import Sequence
 from datetime import datetime, timezone
-from typing import Optional
 
 from sqlalchemy import select
 
@@ -36,9 +35,9 @@ class PairLocks:
     def lock_pair(
         pair: str,
         until: datetime,
-        reason: Optional[str] = None,
+        reason: str | None = None,
         *,
-        now: Optional[datetime] = None,
+        now: datetime | None = None,
         side: str = "*",
     ) -> PairLock:
         """
@@ -68,7 +67,7 @@ class PairLocks:
 
     @staticmethod
     def get_pair_locks(
-        pair: Optional[str], now: Optional[datetime] = None, side: str = "*"
+        pair: str | None, now: datetime | None = None, side: str = "*"
     ) -> Sequence[PairLock]:
         """
         Get all currently active locks for this pair
@@ -96,8 +95,8 @@ class PairLocks:
 
     @staticmethod
     def get_pair_longest_lock(
-        pair: str, now: Optional[datetime] = None, side: str = "*"
+        pair: str, now: datetime | None = None, side: str = "*"
-    ) -> Optional[PairLock]:
+    ) -> PairLock | None:
         """
         Get the lock that expires the latest for the pair given.
         """
@@ -106,7 +105,7 @@ class PairLocks:
         return locks[0] if locks else None
 
     @staticmethod
-    def unlock_pair(pair: str, now: Optional[datetime] = None, side: str = "*") -> None:
+    def unlock_pair(pair: str, now: datetime | None = None, side: str = "*") -> None:
         """
         Release all locks for this pair.
         :param pair: Pair to unlock
@@ -124,7 +123,7 @@ class PairLocks:
             PairLock.session.commit()
 
     @staticmethod
-    def unlock_reason(reason: str, now: Optional[datetime] = None) -> None:
+    def unlock_reason(reason: str, now: datetime | None = None) -> None:
         """
         Release all locks for this reason.
         :param reason: Which reason to unlock
@@ -155,7 +154,7 @@ class PairLocks:
                     lock.active = False
 
     @staticmethod
-    def is_global_lock(now: Optional[datetime] = None, side: str = "*") -> bool:
+    def is_global_lock(now: datetime | None = None, side: str = "*") -> bool:
         """
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
             defaults to datetime.now(timezone.utc)
@@ -166,7 +165,7 @@ class PairLocks:
         return len(PairLocks.get_pair_locks("*", now, side)) > 0
 
     @staticmethod
-    def is_pair_locked(pair: str, now: Optional[datetime] = None, side: str = "*") -> bool:
+    def is_pair_locked(pair: str, now: datetime | None = None, side: str = "*") -> bool:
         """
         :param pair: Pair to check for
         :param now: Datetime object (generated via datetime.now(timezone.utc)).

freqtrade/persistence/trade_model.py

@@ -43,6 +43,7 @@ from freqtrade.exchange import (
     amount_to_contract_precision,
     price_to_precision,
 )
+from freqtrade.exchange.exchange_types import CcxtOrder
 from freqtrade.leverage import interest
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.base import ModelBase, SessionType
@@ -96,26 +97,24 @@ class Order(ModelBase):
     ft_cancel_reason: Mapped[str] = mapped_column(String(CUSTOM_TAG_MAX_LENGTH), nullable=True)
 
     order_id: Mapped[str] = mapped_column(String(255), nullable=False, index=True)
-    status: Mapped[Optional[str]] = mapped_column(String(255), nullable=True)
+    status: Mapped[str | None] = mapped_column(String(255), nullable=True)
-    symbol: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)
+    symbol: Mapped[str | None] = mapped_column(String(25), nullable=True)
-    order_type: Mapped[Optional[str]] = mapped_column(String(50), nullable=True)
+    order_type: Mapped[str | None] = mapped_column(String(50), nullable=True)
     side: Mapped[str] = mapped_column(String(25), nullable=True)
-    price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    price: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    average: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    average: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    amount: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    amount: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    filled: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    filled: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    remaining: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    remaining: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    cost: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    stop_price: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    stop_price: Mapped[float | None] = mapped_column(Float(), nullable=True)
     order_date: Mapped[datetime] = mapped_column(nullable=True, default=dt_now)
-    order_filled_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    order_filled_date: Mapped[datetime | None] = mapped_column(nullable=True)
-    order_update_date: Mapped[Optional[datetime]] = mapped_column(nullable=True)
+    order_update_date: Mapped[datetime | None] = mapped_column(nullable=True)
-    funding_fee: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    funding_fee: Mapped[float | None] = mapped_column(Float(), nullable=True)
 
-    ft_fee_base: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)
+    ft_fee_base: Mapped[float | None] = mapped_column(Float(), nullable=True)
-    ft_order_tag: Mapped[Optional[str]] = mapped_column(
+    ft_order_tag: Mapped[str | None] = mapped_column(String(CUSTOM_TAG_MAX_LENGTH), nullable=True)
-        String(CUSTOM_TAG_MAX_LENGTH), nullable=True
-    )
 
     @property
     def order_date_utc(self) -> datetime:
@@ -123,7 +122,7 @@ class Order(ModelBase):
         return self.order_date.replace(tzinfo=timezone.utc)
 
     @property
-    def order_filled_utc(self) -> Optional[datetime]:
+    def order_filled_utc(self) -> datetime | None:
         """last order-date with UTC timezoneinfo"""
         return (
             self.order_filled_date.replace(tzinfo=timezone.utc) if self.order_filled_date else None
@@ -175,6 +174,11 @@ class Order(ModelBase):
         """Amount in stake currency used for this order"""
         return self.safe_amount * self.safe_price / self.trade.leverage
 
+    @property
+    def stake_amount_filled(self) -> float:
+        """Filled Amount in stake currency used for this order"""
+        return self.safe_filled * self.safe_price / self.trade.leverage
+
     def __repr__(self):
         return (
             f"Order(id={self.id}, trade={self.ft_trade_id}, order_id={self.order_id}, "
@@ -309,7 +313,7 @@ class Order(ModelBase):
             trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct)
 
     @staticmethod
-    def update_orders(orders: list["Order"], order: dict[str, Any]):
+    def update_orders(orders: list["Order"], order: CcxtOrder):
         """
         Get all non-closed orders - useful when trying to batch-update orders
         """
@@ -328,11 +332,11 @@ class Order(ModelBase):
     @classmethod
     def parse_from_ccxt_object(
         cls,
-        order: dict[str, Any],
+        order: CcxtOrder,
         pair: str,
         side: str,
-        amount: Optional[float] = None,
+        amount: float | None = None,
-        price: Optional[float] = None,
+        price: float | None = None,
     ) -> Self:
         """
         Parse an order from a ccxt object and return a new order Object.
@@ -379,6 +383,7 @@ class LocalTrade:
     # Copy of trades_open - but indexed by pair
     bt_trades_open_pp: dict[str, list["LocalTrade"]] = defaultdict(list)
     bt_open_open_trade_count: int = 0
+    bt_open_open_trade_count_candle: int = 0
     bt_total_profit: float = 0
     realized_profit: float = 0
 
@@ -388,57 +393,57 @@ class LocalTrade:
 
     exchange: str = ""
     pair: str = ""
-    base_currency: Optional[str] = ""
+    base_currency: str | None = ""
-    stake_currency: Optional[str] = ""
+    stake_currency: str | None = ""
     is_open: bool = True
     fee_open: float = 0.0
-    fee_open_cost: Optional[float] = None
+    fee_open_cost: float | None = None
-    fee_open_currency: Optional[str] = ""
+    fee_open_currency: str | None = ""
-    fee_close: Optional[float] = 0.0
+    fee_close: float | None = 0.0
-    fee_close_cost: Optional[float] = None
+    fee_close_cost: float | None = None
-    fee_close_currency: Optional[str] = ""
+    fee_close_currency: str | None = ""
     open_rate: float = 0.0
-    open_rate_requested: Optional[float] = None
+    open_rate_requested: float | None = None
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value: float = 0.0
-    close_rate: Optional[float] = None
+    close_rate: float | None = None
-    close_rate_requested: Optional[float] = None
+    close_rate_requested: float | None = None
-    close_profit: Optional[float] = None
+    close_profit: float | None = None
-    close_profit_abs: Optional[float] = None
+    close_profit_abs: float | None = None
     stake_amount: float = 0.0
-    max_stake_amount: Optional[float] = 0.0
+    max_stake_amount: float | None = 0.0
     amount: float = 0.0
-    amount_requested: Optional[float] = None
+    amount_requested: float | None = None
     open_date: datetime
-    close_date: Optional[datetime] = None
+    close_date: datetime | None = None
     # absolute value of the stop loss
     stop_loss: float = 0.0
     # percentage value of the stop loss
-    stop_loss_pct: Optional[float] = 0.0
+    stop_loss_pct: float | None = 0.0
     # absolute value of the initial stop loss
-    initial_stop_loss: Optional[float] = 0.0
+    initial_stop_loss: float | None = 0.0
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: Optional[float] = None
+    initial_stop_loss_pct: float | None = None
     is_stop_loss_trailing: bool = False
     # absolute value of the highest reached price
-    max_rate: Optional[float] = None
+    max_rate: float | None = None
     # Lowest price reached
-    min_rate: Optional[float] = None
+    min_rate: float | None = None
-    exit_reason: Optional[str] = ""
+    exit_reason: str | None = ""
-    exit_order_status: Optional[str] = ""
+    exit_order_status: str | None = ""
-    strategy: Optional[str] = ""
+    strategy: str | None = ""
-    enter_tag: Optional[str] = None
+    enter_tag: str | None = None
-    timeframe: Optional[int] = None
+    timeframe: int | None = None
 
     trading_mode: TradingMode = TradingMode.SPOT
-    amount_precision: Optional[float] = None
+    amount_precision: float | None = None
-    price_precision: Optional[float] = None
+    price_precision: float | None = None
-    precision_mode: Optional[int] = None
+    precision_mode: int | None = None
-    precision_mode_price: Optional[int] = None
+    precision_mode_price: int | None = None
-    contract_size: Optional[float] = None
+    contract_size: float | None = None
 
     # Leverage trading properties
-    liquidation_price: Optional[float] = None
+    liquidation_price: float | None = None
     is_short: bool = False
     leverage: float = 1.0
 
@@ -446,10 +451,10 @@ class LocalTrade:
     interest_rate: float = 0.0
 
     # Futures properties
-    funding_fees: Optional[float] = None
+    funding_fees: float | None = None
     # Used to keep running funding fees - between the last filled order and now
     # Shall not be used for calculations!
-    funding_fee_running: Optional[float] = None
+    funding_fee_running: float | None = None
 
     @property
     def stoploss_or_liquidation(self) -> float:
@@ -462,7 +467,7 @@ class LocalTrade:
         return self.stop_loss
 
     @property
-    def buy_tag(self) -> Optional[str]:
+    def buy_tag(self) -> str | None:
         """
         Compatibility between buy_tag (old) and enter_tag (new)
         Consider buy_tag deprecated
@@ -489,7 +494,7 @@ class LocalTrade:
             return self.amount
 
     @property
-    def _date_last_filled_utc(self) -> Optional[datetime]:
+    def _date_last_filled_utc(self) -> datetime | None:
         """Date of the last filled order"""
         orders = self.select_filled_orders()
         if orders:
@@ -505,7 +510,7 @@ class LocalTrade:
         return max([self.open_date_utc, dt_last_filled])
 
     @property
-    def date_entry_fill_utc(self) -> Optional[datetime]:
+    def date_entry_fill_utc(self) -> datetime | None:
         """Date of the first filled order"""
         orders = self.select_filled_orders(self.entry_side)
         if orders and len(
@@ -747,6 +752,7 @@ class LocalTrade:
         LocalTrade.bt_trades_open = []
         LocalTrade.bt_trades_open_pp = defaultdict(list)
         LocalTrade.bt_open_open_trade_count = 0
+        LocalTrade.bt_open_open_trade_count_candle = 0
         LocalTrade.bt_total_profit = 0
 
     def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
@@ -756,7 +762,7 @@ class LocalTrade:
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
         self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
-    def set_liquidation_price(self, liquidation_price: Optional[float]):
+    def set_liquidation_price(self, liquidation_price: float | None):
         """
         Method you should use to set self.liquidation price.
         Assures stop_loss is not passed the liquidation price
@@ -788,7 +794,7 @@ class LocalTrade:
     def adjust_stop_loss(
         self,
         current_price: float,
-        stoploss: Optional[float],
+        stoploss: float | None,
         initial: bool = False,
         allow_refresh: bool = False,
     ) -> None:
@@ -928,7 +934,7 @@ class LocalTrade:
             )
 
     def update_fee(
-        self, fee_cost: float, fee_currency: Optional[str], fee_rate: Optional[float], side: str
+        self, fee_cost: float, fee_currency: str | None, fee_rate: float | None, side: str
     ) -> None:
         """
         Update Fee parameters. Only acts once per side
@@ -957,7 +963,7 @@ class LocalTrade:
         else:
             return False
 
-    def update_order(self, order: dict) -> None:
+    def update_order(self, order: CcxtOrder) -> None:
         Order.update_orders(self.orders, order)
 
     @property
@@ -1036,7 +1042,7 @@ class LocalTrade:
 
         return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
-    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: Optional[float]) -> FtPrecise:
+    def _calc_base_close(self, amount: FtPrecise, rate: float, fee: float | None) -> FtPrecise:
         close_trade = amount * FtPrecise(rate)
         fees = close_trade * FtPrecise(fee or 0.0)
 
@@ -1045,7 +1051,7 @@ class LocalTrade:
         else:
             return close_trade - fees
 
-    def calc_close_trade_value(self, rate: float, amount: Optional[float] = None) -> float:
+    def calc_close_trade_value(self, rate: float, amount: float | None = None) -> float:
         """
         Calculate the Trade's close value including fees
         :param rate: rate to compare with.
@@ -1084,7 +1090,7 @@ class LocalTrade:
             )
 
     def calc_profit(
-        self, rate: float, amount: Optional[float] = None, open_rate: Optional[float] = None
+        self, rate: float, amount: float | None = None, open_rate: float | None = None
     ) -> float:
         """
         Calculate the absolute profit in stake currency between Close and Open trade
@@ -1098,7 +1104,7 @@ class LocalTrade:
         return prof.profit_abs
 
     def calculate_profit(
-        self, rate: float, amount: Optional[float] = None, open_rate: Optional[float] = None
+        self, rate: float, amount: float | None = None, open_rate: float | None = None
     ) -> ProfitStruct:
         """
         Calculate profit metrics (absolute, ratio, total, total ratio).
@@ -1146,7 +1152,7 @@ class LocalTrade:
         )
 
     def calc_profit_ratio(
-        self, rate: float, amount: Optional[float] = None, open_rate: Optional[float] = None
+        self, rate: float, amount: float | None = None, open_rate: float | None = None
     ) -> float:
         """
         Calculates the profit as ratio (including fee).
@@ -1246,7 +1252,7 @@ class LocalTrade:
             self.close_profit = (close_profit_abs / total_stake) * self.leverage
             self.close_profit_abs = close_profit_abs
 
-    def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
+    def select_order_by_order_id(self, order_id: str) -> Order | None:
         """
         Finds order object by Order id.
         :param order_id: Exchange order id
@@ -1258,10 +1264,10 @@ class LocalTrade:
 
     def select_order(
         self,
-        order_side: Optional[str] = None,
+        order_side: str | None = None,
-        is_open: Optional[bool] = None,
+        is_open: bool | None = None,
         only_filled: bool = False,
-    ) -> Optional[Order]:
+    ) -> Order | None:
         """
         Finds latest order for this orderside and status
         :param order_side: ft_order_side of the order (either 'buy', 'sell' or 'stoploss')
@@ -1281,7 +1287,7 @@ class LocalTrade:
         else:
             return None
 
-    def select_filled_orders(self, order_side: Optional[str] = None) -> list["Order"]:
+    def select_filled_orders(self, order_side: str | None = None) -> list["Order"]:
         """
         Finds filled orders for this order side.
         Will not return open orders which already partially filled.
@@ -1332,7 +1338,7 @@ class LocalTrade:
             return data[0].value
         return default
 
-    def get_custom_data_entry(self, key: str) -> Optional[_CustomData]:
+    def get_custom_data_entry(self, key: str) -> _CustomData | None:
         """
         Get custom data for this trade
         :param key: key of the custom data
@@ -1385,7 +1391,7 @@ class LocalTrade:
         return len(self.select_filled_orders("sell"))
 
     @property
-    def sell_reason(self) -> Optional[str]:
+    def sell_reason(self) -> str | None:
         """DEPRECATED! Please use exit_reason instead."""
         return self.exit_reason
 
@@ -1396,10 +1402,10 @@ class LocalTrade:
     @staticmethod
     def get_trades_proxy(
         *,
-        pair: Optional[str] = None,
+        pair: str | None = None,
-        is_open: Optional[bool] = None,
+        is_open: bool | None = None,
-        open_date: Optional[datetime] = None,
+        open_date: datetime | None = None,
-        close_date: Optional[datetime] = None,
+        close_date: datetime | None = None,
     ) -> list["LocalTrade"]:
         """
         Helper function to query Trades.
@@ -1442,6 +1448,11 @@ class LocalTrade:
         LocalTrade.bt_trades_open.remove(trade)
         LocalTrade.bt_trades_open_pp[trade.pair].remove(trade)
         LocalTrade.bt_open_open_trade_count -= 1
+        if (trade.close_date_utc - trade.open_date_utc) > timedelta(minutes=trade.timeframe):
+            # Only subtract trades that are open for more than 1 candle
+            # To avoid exceeding max_open_trades.
+            # Must be reset at the start of every candle during backesting.
+            LocalTrade.bt_open_open_trade_count_candle -= 1
         LocalTrade.bt_trades.append(trade)
         LocalTrade.bt_total_profit += trade.close_profit_abs
 
@@ -1451,6 +1462,7 @@ class LocalTrade:
             LocalTrade.bt_trades_open.append(trade)
             LocalTrade.bt_trades_open_pp[trade.pair].append(trade)
             LocalTrade.bt_open_open_trade_count += 1
+            LocalTrade.bt_open_open_trade_count_candle += 1
         else:
             LocalTrade.bt_trades.append(trade)
 
@@ -1459,6 +1471,9 @@ class LocalTrade:
         LocalTrade.bt_trades_open.remove(trade)
         LocalTrade.bt_trades_open_pp[trade.pair].remove(trade)
         LocalTrade.bt_open_open_trade_count -= 1
+        # TODO: The below may have odd behavior in case of canceled entries
+        # It might need to be removed so the trade "counts" as open for this candle.
+        LocalTrade.bt_open_open_trade_count_candle -= 1
 
     @staticmethod
     def get_open_trades() -> list[Any]:
@@ -1619,92 +1634,92 @@ class Trade(ModelBase, LocalTrade):
 
     exchange: Mapped[str] = mapped_column(String(25), nullable=False)  # type: ignore
     pair: Mapped[str] = mapped_column(String(25), nullable=False, index=True)  # type: ignore
-    base_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
+    base_currency: Mapped[str | None] = mapped_column(String(25), nullable=True)  # type: ignore
-    stake_currency: Mapped[Optional[str]] = mapped_column(String(25), nullable=True)  # type: ignore
+    stake_currency: Mapped[str | None] = mapped_column(String(25), nullable=True)  # type: ignore
     is_open: Mapped[bool] = mapped_column(nullable=False, default=True, index=True)  # type: ignore
     fee_open: Mapped[float] = mapped_column(Float(), nullable=False, default=0.0)  # type: ignore
-    fee_open_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    fee_open_cost: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
-    fee_open_currency: Mapped[Optional[str]] = mapped_column(  # type: ignore
+    fee_open_currency: Mapped[str | None] = mapped_column(  # type: ignore
         String(25), nullable=True
     )
-    fee_close: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    fee_close: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=False, default=0.0
     )
-    fee_close_cost: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    fee_close_cost: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
-    fee_close_currency: Mapped[Optional[str]] = mapped_column(  # type: ignore
+    fee_close_currency: Mapped[str | None] = mapped_column(  # type: ignore
         String(25), nullable=True
     )
     open_rate: Mapped[float] = mapped_column(Float())  # type: ignore
-    open_rate_requested: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    open_rate_requested: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True
     )
     # open_trade_value - calculated via _calc_open_trade_value
     open_trade_value: Mapped[float] = mapped_column(Float(), nullable=True)  # type: ignore
-    close_rate: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_rate: Mapped[float | None] = mapped_column(Float())  # type: ignore
-    close_rate_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_rate_requested: Mapped[float | None] = mapped_column(Float())  # type: ignore
     realized_profit: Mapped[float] = mapped_column(  # type: ignore
         Float(), default=0.0, nullable=True
     )
-    close_profit: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_profit: Mapped[float | None] = mapped_column(Float())  # type: ignore
-    close_profit_abs: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    close_profit_abs: Mapped[float | None] = mapped_column(Float())  # type: ignore
     stake_amount: Mapped[float] = mapped_column(Float(), nullable=False)  # type: ignore
-    max_stake_amount: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    max_stake_amount: Mapped[float | None] = mapped_column(Float())  # type: ignore
     amount: Mapped[float] = mapped_column(Float())  # type: ignore
-    amount_requested: Mapped[Optional[float]] = mapped_column(Float())  # type: ignore
+    amount_requested: Mapped[float | None] = mapped_column(Float())  # type: ignore
     open_date: Mapped[datetime] = mapped_column(  # type: ignore
         nullable=False, default=datetime.now
     )
-    close_date: Mapped[Optional[datetime]] = mapped_column()  # type: ignore
+    close_date: Mapped[datetime | None] = mapped_column()  # type: ignore
     # absolute value of the stop loss
     stop_loss: Mapped[float] = mapped_column(Float(), nullable=True, default=0.0)  # type: ignore
     # percentage value of the stop loss
-    stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    stop_loss_pct: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
     # absolute value of the initial stop loss
-    initial_stop_loss: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    initial_stop_loss: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True, default=0.0
     )
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    initial_stop_loss_pct: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True
     )
     is_stop_loss_trailing: Mapped[bool] = mapped_column(  # type: ignore
         nullable=False, default=False
     )
     # absolute value of the highest reached price
-    max_rate: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    max_rate: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True, default=0.0
     )
     # Lowest price reached
-    min_rate: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    min_rate: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
-    exit_reason: Mapped[Optional[str]] = mapped_column(  # type: ignore
+    exit_reason: Mapped[str | None] = mapped_column(  # type: ignore
         String(CUSTOM_TAG_MAX_LENGTH), nullable=True
     )
-    exit_order_status: Mapped[Optional[str]] = mapped_column(  # type: ignore
+    exit_order_status: Mapped[str | None] = mapped_column(  # type: ignore
         String(100), nullable=True
     )
-    strategy: Mapped[Optional[str]] = mapped_column(String(100), nullable=True)  # type: ignore
+    strategy: Mapped[str | None] = mapped_column(String(100), nullable=True)  # type: ignore
-    enter_tag: Mapped[Optional[str]] = mapped_column(  # type: ignore
+    enter_tag: Mapped[str | None] = mapped_column(  # type: ignore
         String(CUSTOM_TAG_MAX_LENGTH), nullable=True
     )
-    timeframe: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
+    timeframe: Mapped[int | None] = mapped_column(Integer, nullable=True)  # type: ignore
 
     trading_mode: Mapped[TradingMode] = mapped_column(  # type: ignore
         Enum(TradingMode), nullable=True
     )
-    amount_precision: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    amount_precision: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True
     )
-    price_precision: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    price_precision: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
-    precision_mode: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)  # type: ignore
+    precision_mode: Mapped[int | None] = mapped_column(Integer, nullable=True)  # type: ignore
-    precision_mode_price: Mapped[Optional[int]] = mapped_column(  # type: ignore
+    precision_mode_price: Mapped[int | None] = mapped_column(  # type: ignore
         Integer, nullable=True
     )
-    contract_size: Mapped[Optional[float]] = mapped_column(Float(), nullable=True)  # type: ignore
+    contract_size: Mapped[float | None] = mapped_column(Float(), nullable=True)  # type: ignore
 
     # Leverage trading properties
     leverage: Mapped[float] = mapped_column(Float(), nullable=True, default=1.0)  # type: ignore
     is_short: Mapped[bool] = mapped_column(nullable=False, default=False)  # type: ignore
-    liquidation_price: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    liquidation_price: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True
     )
 
@@ -1714,10 +1729,10 @@ class Trade(ModelBase, LocalTrade):
     )
 
     # Futures properties
-    funding_fees: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    funding_fees: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True, default=None
     )
-    funding_fee_running: Mapped[Optional[float]] = mapped_column(  # type: ignore
+    funding_fee_running: Mapped[float | None] = mapped_column(  # type: ignore
         Float(), nullable=True, default=None
     )
 
@@ -1756,10 +1771,10 @@ class Trade(ModelBase, LocalTrade):
     @staticmethod
     def get_trades_proxy(
         *,
-        pair: Optional[str] = None,
+        pair: str | None = None,
-        is_open: Optional[bool] = None,
+        is_open: bool | None = None,
-        open_date: Optional[datetime] = None,
+        open_date: datetime | None = None,
-        close_date: Optional[datetime] = None,
+        close_date: datetime | None = None,
     ) -> list["LocalTrade"]:
         """
         Helper function to query Trades.j
@@ -1922,7 +1937,7 @@ class Trade(ModelBase, LocalTrade):
         ]
 
     @staticmethod
-    def get_enter_tag_performance(pair: Optional[str]) -> list[dict[str, Any]]:
+    def get_enter_tag_performance(pair: str | None) -> list[dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, based on buy tag performance
         Can either be average for all pairs or a specific pair provided
@@ -1957,7 +1972,7 @@ class Trade(ModelBase, LocalTrade):
         ]
 
     @staticmethod
-    def get_exit_reason_performance(pair: Optional[str]) -> list[dict[str, Any]]:
+    def get_exit_reason_performance(pair: str | None) -> list[dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, based on exit reason performance
         Can either be average for all pairs or a specific pair provided
@@ -1991,7 +2006,7 @@ class Trade(ModelBase, LocalTrade):
         ]
 
     @staticmethod
-    def get_mix_tag_performance(pair: Optional[str]) -> list[dict[str, Any]]:
+    def get_mix_tag_performance(pair: str | None) -> list[dict[str, Any]]:
         """
         Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance
         Can either be average for all pairs or a specific pair provided
@@ -2048,7 +2063,7 @@ class Trade(ModelBase, LocalTrade):
         return resp
 
     @staticmethod
-    def get_best_pair(start_date: Optional[datetime] = None):
+    def get_best_pair(start_date: datetime | None = None):
         """
         Get best pair with closed trade.
         NOTE: Not supported in Backtesting.
@@ -2068,7 +2083,7 @@ class Trade(ModelBase, LocalTrade):
         return best_pair
 
     @staticmethod
-    def get_trading_volume(start_date: Optional[datetime] = None) -> float:
+    def get_trading_volume(start_date: datetime | None = None) -> float:
         """
         Get Trade volume based on Orders
         NOTE: Not supported in Backtesting.

freqtrade/plot/plotting.py

@@ -1,7 +1,6 @@
 import logging
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Optional
 
 import pandas as pd
 
@@ -406,7 +405,7 @@ def add_areas(fig, row: int, data: pd.DataFrame, indicators) -> make_subplots:
     return fig
 
 
-def create_scatter(data, column_name, color, direction) -> Optional[go.Scatter]:
+def create_scatter(data, column_name, color, direction) -> go.Scatter | None:
     if column_name in data.columns:
         df_short = data[data[column_name] == 1]
         if len(df_short) > 0:
@@ -432,11 +431,11 @@ def create_scatter(data, column_name, color, direction) -> Optional[go.Scatter]:
 def generate_candlestick_graph(
     pair: str,
     data: pd.DataFrame,
-    trades: Optional[pd.DataFrame] = None,
+    trades: pd.DataFrame | None = None,
     *,
-    indicators1: Optional[list[str]] = None,
+    indicators1: list[str] | None = None,
-    indicators2: Optional[list[str]] = None,
+    indicators2: list[str] | None = None,
-    plot_config: Optional[dict[str, dict]] = None,
+    plot_config: dict[str, dict] | None = None,
 ) -> go.Figure:
     """
     Generate the graph from the data generated by Backtesting or from DB

freqtrade/plugins/pairlist/AgeFilter.py

@@ -5,7 +5,6 @@ Minimum age (days listed) pair list filter
 import logging
 from copy import deepcopy
 from datetime import timedelta
-from typing import Optional
 
 from pandas import DataFrame
 
@@ -126,7 +125,7 @@ class AgeFilter(IPairList):
         self.log_once(f"Validated {len(pairlist)} pairs.", logger.info)
         return pairlist
 
-    def _validate_pair_loc(self, pair: str, daily_candles: Optional[DataFrame]) -> bool:
+    def _validate_pair_loc(self, pair: str, daily_candles: DataFrame | None) -> bool:
         """
         Validate age for the ticker
         :param pair: Pair that's currently validated

freqtrade/plugins/pairlist/IPairList.py

@@ -6,7 +6,7 @@ import logging
 from abc import ABC, abstractmethod
 from copy import deepcopy
 from enum import Enum
-from typing import Any, Literal, Optional, TypedDict, Union
+from typing import Any, Literal, TypedDict
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
@@ -25,37 +25,37 @@ class __PairlistParameterBase(TypedDict):
 
 class __NumberPairlistParameter(__PairlistParameterBase):
     type: Literal["number"]
-    default: Union[int, float, None]
+    default: int | float | None
 
 
 class __StringPairlistParameter(__PairlistParameterBase):
     type: Literal["string"]
-    default: Union[str, None]
+    default: str | None
 
 
 class __OptionPairlistParameter(__PairlistParameterBase):
     type: Literal["option"]
-    default: Union[str, None]
+    default: str | None
     options: list[str]
 
 
 class __ListPairListParamenter(__PairlistParameterBase):
     type: Literal["list"]
-    default: Union[list[str], None]
+    default: list[str] | None
 
 
 class __BoolPairlistParameter(__PairlistParameterBase):
     type: Literal["boolean"]
-    default: Union[bool, None]
+    default: bool | None
 
 
-PairlistParameter = Union[
+PairlistParameter = (
-    __NumberPairlistParameter,
+    __NumberPairlistParameter
-    __StringPairlistParameter,
+    | __StringPairlistParameter
-    __OptionPairlistParameter,
+    | __OptionPairlistParameter
-    __BoolPairlistParameter,
+    | __BoolPairlistParameter
-    __ListPairListParamenter,
+    | __ListPairListParamenter
-]
+)
 
 
 class SupportsBacktesting(str, Enum):
@@ -153,7 +153,7 @@ class IPairList(LoggingMixin, ABC):
         -> Please overwrite in subclasses
         """
 
-    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
         """
         Check one pair against Pairlist Handler's specific conditions.
 

freqtrade/plugins/pairlist/MarketCapPairList.py

@@ -5,6 +5,7 @@ Provides dynamic pair list based on Market Cap
 """
 
 import logging
+import math
 
 from cachetools import TTLCache
 
@@ -57,7 +58,11 @@ class MarketCapPairList(IPairList):
                     )
 
         if self._max_rank > 250:
-            raise OperationalException("This filter only support marketcap rank up to 250.")
+            self.logger.warning(
+                f"The max rank you have set ({self._max_rank}) is quite high. "
+                "This may lead to coingecko API rate limit issues. "
+                "Please ensure this value is necessary for your use case.",
+            )
 
     @property
     def needstickers(self) -> bool:
@@ -165,7 +170,11 @@ class MarketCapPairList(IPairList):
             data = []
 
             if not self._categories:
-                data = self._coingecko.get_coins_markets(**default_kwargs)
+                pages_required = math.ceil(self._max_rank / 250)
+                for page in range(1, pages_required + 1):
+                    default_kwargs["page"] = str(page)
+                    page_data = self._coingecko.get_coins_markets(**default_kwargs)
+                    data.extend(page_data)
             else:
                 for category in self._categories:
                     category_data = self._coingecko.get_coins_markets(

freqtrade/plugins/pairlist/PercentChangePairList.py

@@ -8,7 +8,7 @@ defined period or as coming from ticker
 
 import logging
 from datetime import timedelta
-from typing import Any, Optional
+from typing import Any
 
 from cachetools import TTLCache
 from pandas import DataFrame
@@ -46,7 +46,7 @@ class PercentChangePairList(IPairList):
         self._lookback_days = self._pairlistconfig.get("lookback_days", 0)
         self._lookback_timeframe = self._pairlistconfig.get("lookback_timeframe", "1d")
         self._lookback_period = self._pairlistconfig.get("lookback_period", 0)
-        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", "desc")
+        self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", "desc")
         self._def_candletype = self._config["candle_type_def"]
 
         if (self._lookback_days > 0) & (self._lookback_period > 0):
@@ -311,7 +311,7 @@ class PercentChangePairList(IPairList):
             else:
                 filtered_tickers[i]["percentage"] = tickers[p["symbol"]]["percentage"]
 
-    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
         """
         Check if one price-step (pip) is > than a certain barrier.
         :param pair: Pair that's currently validated

freqtrade/plugins/pairlist/PrecisionFilter.py

@@ -3,7 +3,6 @@ Precision pair list filter
 """
 
 import logging
-from typing import Optional
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import ROUND_UP
@@ -50,7 +49,7 @@ class PrecisionFilter(IPairList):
     def description() -> str:
         return "Filters low-value coins which would not allow setting stoplosses."
 
-    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
         """
         Check if pair has enough room to add a stoploss to avoid "unsellable" buys of very
         low value pairs.

freqtrade/plugins/pairlist/PriceFilter.py

@@ -3,7 +3,6 @@ Price pair list filter
 """
 
 import logging
-from typing import Optional
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Ticker
@@ -101,7 +100,7 @@ class PriceFilter(IPairList):
             },
         }
 
-    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
         """
         Check if one price-step (pip) is > than a certain barrier.
         :param pair: Pair that's currently validated

freqtrade/plugins/pairlist/ProducerPairList.py

@@ -5,7 +5,6 @@ Provides pair list from Leader data
 """
 
 import logging
-from typing import Optional
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Tickers
@@ -83,7 +82,7 @@ class ProducerPairList(IPairList):
             },
         }
 
-    def _filter_pairlist(self, pairlist: Optional[list[str]]):
+    def _filter_pairlist(self, pairlist: list[str] | None):
         upstream_pairlist = self._pairlistmanager._dataprovider.get_producer_pairs(
             self._producer_name
         )

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -3,7 +3,6 @@ Spread pair list filter
 """
 
 import logging
-from typing import Optional
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange.exchange_types import Ticker
@@ -61,7 +60,7 @@ class SpreadFilter(IPairList):
             },
         }
 
-    def _validate_pair(self, pair: str, ticker: Optional[Ticker]) -> bool:
+    def _validate_pair(self, pair: str, ticker: Ticker | None) -> bool:
         """
         Validate spread for the ticker
         :param pair: Pair that's currently validated

freqtrade/plugins/pairlist/VolatilityFilter.py

@@ -5,7 +5,6 @@ Volatility pairlist filter
 import logging
 import sys
 from datetime import timedelta
-from typing import Optional
 
 import numpy as np
 from cachetools import TTLCache
@@ -37,7 +36,7 @@ class VolatilityFilter(IPairList):
         self._max_volatility = self._pairlistconfig.get("max_volatility", sys.maxsize)
         self._refresh_period = self._pairlistconfig.get("refresh_period", 1440)
         self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
+        self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
@@ -147,7 +146,7 @@ class VolatilityFilter(IPairList):
             )
         return resulting_pairlist
 
-    def _calculate_volatility(self, pair: str, daily_candles: DataFrame) -> Optional[float]:
+    def _calculate_volatility(self, pair: str, daily_candles: DataFrame) -> float | None:
         # Check symbol in cache
         if (volatility_avg := self._pair_cache.get(pair, None)) is not None:
             return volatility_avg

freqtrade/plugins/pairlist/rangestabilityfilter.py

@@ -4,7 +4,6 @@ Rate of change pairlist filter
 
 import logging
 from datetime import timedelta
-from typing import Optional
 
 from cachetools import TTLCache
 from pandas import DataFrame
@@ -31,7 +30,7 @@ class RangeStabilityFilter(IPairList):
         self._max_rate_of_change = self._pairlistconfig.get("max_rate_of_change")
         self._refresh_period = self._pairlistconfig.get("refresh_period", 86400)
         self._def_candletype = self._config["candle_type_def"]
-        self._sort_direction: Optional[str] = self._pairlistconfig.get("sort_direction", None)
+        self._sort_direction: str | None = self._pairlistconfig.get("sort_direction", None)
 
         self._pair_cache: TTLCache = TTLCache(maxsize=1000, ttl=self._refresh_period)
 
@@ -143,7 +142,7 @@ class RangeStabilityFilter(IPairList):
             )
         return resulting_pairlist
 
-    def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> Optional[float]:
+    def _calculate_rate_of_change(self, pair: str, daily_candles: DataFrame) -> float | None:
         # Check symbol in cache
         if (pct_change := self._pair_cache.get(pair, None)) is not None:
             return pct_change

freqtrade/plugins/pairlistmanager.py

@@ -4,7 +4,6 @@ PairList manager class
 
 import logging
 from functools import partial
-from typing import Optional
 
 from cachetools import TTLCache, cached
 
@@ -24,16 +23,14 @@ logger = logging.getLogger(__name__)
 
 
 class PairListManager(LoggingMixin):
-    def __init__(
+    def __init__(self, exchange, config: Config, dataprovider: DataProvider | None = None) -> None:
-        self, exchange, config: Config, dataprovider: Optional[DataProvider] = None
-    ) -> None:
         self._exchange = exchange
         self._config = config
         self._whitelist = self._config["exchange"].get("pair_whitelist")
         self._blacklist = self._config["exchange"].get("pair_blacklist", [])
         self._pairlist_handlers: list[IPairList] = []
         self._tickers_needed = False
-        self._dataprovider: Optional[DataProvider] = dataprovider
+        self._dataprovider: DataProvider | None = dataprovider
         for pairlist_handler_config in self._config.get("pairlists", []):
             pairlist_handler = PairListResolver.load_pairlist(
                 pairlist_handler_config["method"],
@@ -193,7 +190,7 @@ class PairListManager(LoggingMixin):
         return whitelist
 
     def create_pair_list(
-        self, pairs: list[str], timeframe: Optional[str] = None
+        self, pairs: list[str], timeframe: str | None = None
     ) -> ListPairsWithTimeframes:
         """
         Create list of pair tuples with (pair, timeframe)