Merge branch 'develop' into pr/mrpabloyeah/11561

.github/workflows/ci.yml

@@ -73,17 +73,17 @@ jobs:
         python build_helpers/freqtrade_client_version_align.py
 
     - name: Tests
-      if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04'))
+      if: (!(runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04'))
       run: |
         pytest --random-order
 
     - name: Tests with Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
       run: |
         pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -139,6 +139,7 @@ jobs:
         ruff format --check
 
     - name: Mypy
+      if: matrix.os == 'ubuntu-24.04'
       run: |
         mypy freqtrade scripts tests
 
@@ -264,6 +265,7 @@ jobs:
         ruff format --check
 
     - name: Mypy
+      if: matrix.os == 'macos-15'
       run: |
         mypy freqtrade scripts
 

.pre-commit-config.yaml

@@ -2,7 +2,7 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
   - repo: https://github.com/pycqa/flake8
-    rev: "7.1.2"
+    rev: "7.2.0"
     hooks:
       - id: flake8
         additional_dependencies: [Flake8-pyproject]
@@ -16,10 +16,10 @@ repos:
         additional_dependencies:
           - types-cachetools==5.5.0.20240820
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20250306
+          - types-requests==2.32.0.20250328
           - types-tabulate==0.9.0.20241207
           - types-python-dateutil==2.9.0.20241206
-          - SQLAlchemy==2.0.39
+          - SQLAlchemy==2.0.40
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort

docs/backtesting.md

@@ -435,6 +435,20 @@ To save time, by default backtest will reuse a cached result from within the las
 To further analyze your backtest results, freqtrade will export the trades to file by default.
 You can then load the trades to perform further analysis as shown in the [data analysis](strategy_analysis_example.md#load-backtest-results-to-pandas-dataframe) backtesting section.
 
+### Backtest output file
+
+The output file freqtrade produces is a zip file containing the following files:
+
+- The backtest report in json format
+- the market change data in feather format
+- a copy of the strategy file
+- a copy of the strategy parameters (if a parameter file was used)
+- a sanitized copy of the config file
+
+This will ensure results are reproducible - under the assumption that the same data is available.
+
+Only the strategy file and the config file are included in the zip file, eventual dependencies are not included.
+
 ## Assumptions made by backtesting
 
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:

docs/exchanges.md

@@ -363,6 +363,10 @@ Hyperliquid handles deposits and withdrawals on the Arbitrum One chain, a Layer
     * Create a different software wallet, only transfer the funds you want to trade with to that wallet, and use that wallet to trade on Hyperliquid.
     * If you have funds you don't want to use for trading (after making a profit for example), transfer them back to your hardware wallet.
 
+### Historic Hyperliquid data
+
+The Hyperliquid API does not provide historic data beyond the single call to fetch current data, so downloading data is not possible, as the downloaded data would not constitute proper historic data.
+
 ## All exchanges
 
 Should you experience constant errors with Nonce (like `InvalidNonce`), it is best to regenerate the API keys. Resetting Nonce is difficult and it's usually easier to regenerate the API keys.

docs/freqai-configuration.md

@@ -258,6 +258,8 @@ freqtrade trade --config config_examples/config_freqai.example.json --strategy F
     We do provide an explicit docker-compose file for this in `docker/docker-compose-freqai.yml` - which can be used via `docker compose -f docker/docker-compose-freqai.yml run ...` - or can be copied to replace the original docker file.
     This docker-compose file also contains a (disabled) section to enable GPU resources within docker containers. This obviously assumes the system has GPU resources available.
 
+    PyTorch dropped support for macOS x64 (intel based Apple devices) in version 2.3. Subsequently, freqtrade also dropped support for PyTorch on this platform.
+
 ### Structure
 
 #### Model

docs/requirements-docs.txt

@@ -1,6 +1,6 @@
 markdown==3.7
 mkdocs==1.6.1
-mkdocs-material==9.6.9
+mkdocs-material==9.6.10
 mdx_truly_sane_lists==1.3
 pymdown-extensions==10.14.3
 jinja2==3.1.6

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2025.3-dev"
+__version__ = "2025.4-dev"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/data/metrics.py

@@ -118,7 +118,7 @@ def _calc_drawdown_series(
 ) -> pd.DataFrame:
     max_drawdown_df = pd.DataFrame()
     max_drawdown_df["cumulative"] = profit_results[value_col].cumsum()
-    max_drawdown_df["high_value"] = max_drawdown_df["cumulative"].cummax()
+    max_drawdown_df["high_value"] = np.maximum(0, max_drawdown_df["cumulative"].cummax())
     max_drawdown_df["drawdown"] = max_drawdown_df["cumulative"] - max_drawdown_df["high_value"]
     max_drawdown_df["date"] = profit_results.loc[:, date_col]
     if starting_balance:

freqtrade/exchange/exchange_types.py

@@ -44,6 +44,7 @@ class FtHas(TypedDict, total=False):
     funding_fee_timeframe: str
     funding_fee_candle_limit: int
     floor_leverage: bool
+    uses_leverage_tiers: bool
     needs_trading_fees: bool
     order_props_in_contracts: list[Literal["amount", "cost", "filled", "remaining"]]
 

freqtrade/exchange/hyperliquid.py

@@ -35,6 +35,7 @@ class Hyperliquid(Exchange):
         "stop_price_prop": "stopPrice",
         "funding_fee_timeframe": "1h",
         "funding_fee_candle_limit": 500,
+        "uses_leverage_tiers": False,
     }
 
     _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

freqtrade/exchange/kraken.py

@@ -69,7 +69,7 @@ class Kraken(Exchange):
         consolidated: CcxtBalances = {}
         for currency, balance in balances.items():
             base_currency = currency[:-2] if currency.endswith(".F") else currency
-            base_currency = self._api.commonCurrencies.get(base_currency, base_currency)
+
             if base_currency in consolidated:
                 consolidated[base_currency]["free"] += balance["free"]
                 consolidated[base_currency]["used"] += balance["used"]

freqtrade/ft_types/backtest_result_type.py

@@ -1,4 +1,5 @@
-from typing import Any
+from copy import deepcopy
+from typing import Any, cast
 
 from typing_extensions import TypedDict
 
@@ -15,11 +16,16 @@ class BacktestResultType(TypedDict):
 
 
 def get_BacktestResultType_default() -> BacktestResultType:
-    return {
+    return cast(
+        BacktestResultType,
+        deepcopy(
+            {
                 "metadata": {},
                 "strategy": {},
                 "strategy_comparison": [],
             }
+        ),
+    )
 
 
 class BacktestHistoryEntryType(BacktestMetadataType):

freqtrade/optimize/backtesting.py

@@ -360,8 +360,9 @@ class Backtesting:
             )
             # Combine data to avoid combining the data per trade.
             unavailable_pairs = []
+            uses_leverage_tiers = self.exchange.get_option("uses_leverage_tiers", True)
             for pair in self.pairlists.whitelist:
-                if pair not in self.exchange._leverage_tiers:
+                if uses_leverage_tiers and pair not in self.exchange._leverage_tiers:
                     unavailable_pairs.append(pair)
                     continue
 
@@ -1792,6 +1793,7 @@ class Backtesting:
                     dt_appendix,
                     market_change_data=combined_res,
                     analysis_results=self.analysis_results,
+                    strategy_files={s.get_strategy_name(): s.__file__ for s in self.strategylist},
                 )
 
         # Results may be mixed up now. Sort them so they follow --strategy-list order.

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -6,6 +6,7 @@ from zipfile import ZIP_DEFLATED, ZipFile
 
 from pandas import DataFrame
 
+from freqtrade.configuration import sanitize_config
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.enums.runmode import RunMode
 from freqtrade.ft_types import BacktestResultType
@@ -52,6 +53,7 @@ def store_backtest_results(
     *,
     market_change_data: DataFrame | None = None,
     analysis_results: dict[str, dict[str, DataFrame]] | None = None,
+    strategy_files: dict[str, str] | None = None,
 ) -> Path:
     """
     Stores backtest results and analysis data in a zip file, with metadata stored separately
@@ -85,6 +87,32 @@ def store_backtest_results(
         dump_json_to_file(stats_buf, stats_copy)
         zipf.writestr(json_filename.name, stats_buf.getvalue())
 
+        config_buf = StringIO()
+        dump_json_to_file(config_buf, sanitize_config(config["original_config"]))
+        zipf.writestr(f"{base_filename.stem}_config.json", config_buf.getvalue())
+
+        for strategy_name, strategy_file in (strategy_files or {}).items():
+            # Store the strategy file and its parameters
+            strategy_buf = BytesIO()
+            strategy_path = Path(strategy_file)
+            if not strategy_path.is_file():
+                logger.warning(f"Strategy file '{strategy_path}' does not exist. Skipping.")
+                continue
+            with strategy_path.open("rb") as strategy_file_obj:
+                strategy_buf.write(strategy_file_obj.read())
+            strategy_buf.seek(0)
+            zipf.writestr(f"{base_filename.stem}_{strategy_name}.py", strategy_buf.getvalue())
+            strategy_params = strategy_path.with_suffix(".json")
+            if strategy_params.is_file():
+                strategy_params_buf = BytesIO()
+                with strategy_params.open("rb") as strategy_params_obj:
+                    strategy_params_buf.write(strategy_params_obj.read())
+                strategy_params_buf.seek(0)
+                zipf.writestr(
+                    f"{base_filename.stem}_{strategy_name}.json",
+                    strategy_params_buf.getvalue(),
+                )
+
         # Add market change data if present
         if market_change_data is not None:
             market_change_name = f"{base_filename.stem}_market_change.feather"

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -18,7 +18,7 @@ from freqtrade.data.metrics import (
     calculate_sortino,
     calculate_sqn,
 )
-from freqtrade.ft_types import BacktestResultType
+from freqtrade.ft_types import BacktestResultType, get_BacktestResultType_default
 from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet
 
 
@@ -644,11 +644,7 @@ def generate_backtest_stats(
     :param max_date: Backtest end date
     :return: Dictionary containing results per strategy and a strategy summary.
     """
-    result: BacktestResultType = {
+    result: BacktestResultType = get_BacktestResultType_default()
-        "metadata": {},
-        "strategy": {},
-        "strategy_comparison": [],
-    }
     market_change = calculate_market_change(btdata, "close")
     metadata = {}
     pairlist = list(btdata.keys())

freqtrade/rpc/api_server/api_backtest.py

@@ -108,6 +108,9 @@ def __run_backtest_bg(btconfig: Config):
                     ApiBG.bt["bt"].results,
                     datetime.now().strftime("%Y-%m-%d_%H-%M-%S"),
                     market_change_data=combined_res,
+                    strategy_files={
+                        s.get_strategy_name(): s.__file__ for s in ApiBG.bt["bt"].strategylist
+                    },
                 )
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["filename"] = str(fn.stem)
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["strategy"] = strategy_name

freqtrade/strategy/interface.py

@@ -132,6 +132,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     stake_currency: str
     # container variable for strategy source code
     __source__: str = ""
+    __file__: str = ""
 
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: dict = {}

ft_client/freqtrade_client/__init__.py

@@ -1,7 +1,7 @@
 from freqtrade_client.ft_rest_client import FtRestClient
 
 
-__version__ = "2025.3-dev"
+__version__ = "2025.4-dev"
 
 if "dev" in __version__:
     from pathlib import Path

requirements-dev.txt

@@ -11,7 +11,7 @@ ruff==0.11.2
 mypy==1.15.0
 pre-commit==4.2.0
 pytest==8.3.5
-pytest-asyncio==0.25.3
+pytest-asyncio==0.26.0
 pytest-cov==6.0.0
 pytest-mock==3.14.0
 pytest-random-order==1.1.1
@@ -27,6 +27,6 @@ nbconvert==7.16.6
 # mypy types
 types-cachetools==5.5.0.20240820
 types-filelock==3.2.7
-types-requests==2.32.0.20250306
+types-requests==2.32.0.20250328
 types-tabulate==0.9.0.20241207
 types-python-dateutil==2.9.0.20241206

requirements-freqai-rl.txt

@@ -2,7 +2,6 @@
 -r requirements-freqai.txt
 
 # Required for freqai-rl
-torch==2.2.2; sys_platform == 'darwin' and platform_machine == 'x86_64'
 torch==2.6.0; sys_platform != 'darwin' or platform_machine != 'x86_64'
 gymnasium==0.29.1
 # SB3 >=2.5.0 depends on torch 2.3.0 - which implies it dropped support x86 macos

requirements.txt

@@ -4,14 +4,14 @@ bottleneck==1.4.2
 numexpr==2.10.2
 pandas-ta==0.3.14b
 
-ccxt==4.4.69
+ccxt==4.4.71
 cryptography==44.0.2
 aiohttp==3.9.5
-SQLAlchemy==2.0.39
+SQLAlchemy==2.0.40
 python-telegram-bot==22.0
 # can't be hard-pinned due to telegram-bot pinning httpx with ~
 httpx>=0.24.1
-humanize==4.12.1
+humanize==4.12.2
 cachetools==5.5.2
 requests==2.32.3
 urllib3==2.3.0
@@ -22,7 +22,7 @@ tabulate==0.9.0
 pycoingecko==3.2.0
 jinja2==3.1.6
 joblib==1.4.2
-rich==13.9.4
+rich==14.0.0
 pyarrow==19.0.1; platform_machine != 'armv7l'
 
 # find first, C search in arrays
@@ -31,14 +31,14 @@ py_find_1st==1.1.7
 # Load ticker files 30% faster
 python-rapidjson==1.20
 # Properly format api responses
-orjson==3.10.15
+orjson==3.10.16
 
 # Notify systemd
 sdnotify==0.3.2
 
 # API Server
 fastapi==0.115.12
-pydantic==2.10.6
+pydantic==2.11.1
 uvicorn==0.34.0
 pyjwt==2.10.1
 aiofiles==24.1.0
@@ -49,7 +49,7 @@ questionary==2.1.0
 prompt-toolkit==3.0.50
 # Extensions to datetime library
 python-dateutil==2.9.0.post0
-pytz==2025.1
+pytz==2025.2
 
 #Futures
 schedule==1.2.2

tests/conftest.py

@@ -652,6 +652,7 @@ def get_default_conf(testdatadir):
         "trading_mode": "spot",
         "margin_mode": "",
         "candle_type_def": CandleType.SPOT,
+        "original_config": {},
     }
     return configuration
 

tests/data/test_btanalysis.py

@@ -569,7 +569,7 @@ def test_calculate_max_drawdown2():
     df1.loc[:, "profit"] = df1["profit"] * -1
     # No winning trade ...
     drawdown = calculate_max_drawdown(df1, date_col="open_date", value_col="profit")
-    assert drawdown.drawdown_abs == 0.043965
+    assert drawdown.drawdown_abs == 0.055545
 
 
 @pytest.mark.parametrize(

tests/exchange/test_kraken.py

@@ -71,7 +71,7 @@ def test_get_balances_prod_kraken(default_conf, mocker):
             "4TH": balance_item.copy(),
             "EUR": balance_item.copy(),
             "BTC": {"free": 0.0, "total": 0.0, "used": 0.0},
-            "XBT.F": balance_item.copy(),
+            "BTC.F": balance_item.copy(),
             "timestamp": 123123,
         }
     )

tests/exchange_online/conftest.py

@@ -156,7 +156,7 @@ EXCHANGES = {
                 "ADA.F": {"free": 2.0, "total": 2.0, "used": 0.0},
                 "BTC": {"free": 0.0006, "total": 0.0006, "used": 0.0},
                 # XBT.F should be mapped to BTC.F
-                "XBT.F": {"free": 0.001, "total": 0.001, "used": 0.0},
+                "BTC.F": {"free": 0.001, "total": 0.001, "used": 0.0},
             },
         },
     },

tests/optimize/test_optimize_reports.py

@@ -1,5 +1,6 @@
 import json
 import re
+import shutil
 from datetime import timedelta
 from pathlib import Path
 from shutil import copyfile
@@ -41,7 +42,7 @@ from freqtrade.optimize.optimize_reports.optimize_reports import (
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
 from freqtrade.util import dt_ts
 from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
-from tests.conftest import CURRENT_TEST_STRATEGY
+from tests.conftest import CURRENT_TEST_STRATEGY, log_has_re
 from tests.data.test_history import _clean_test_file
 
 
@@ -263,8 +264,9 @@ def test_store_backtest_results(testdatadir, mocker):
     dump_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.file_dump_json")
     zip_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.ZipFile")
     data = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
-
+    store_backtest_results(
-    store_backtest_results({"exportfilename": testdatadir}, data, "2022_01_01_15_05_13")
+        {"exportfilename": testdatadir, "original_config": {}}, data, "2022_01_01_15_05_13"
+    )
 
     assert dump_mock.call_count == 2
     assert zip_mock.call_count == 1
@@ -274,7 +276,9 @@ def test_store_backtest_results(testdatadir, mocker):
     dump_mock.reset_mock()
     zip_mock.reset_mock()
     filename = testdatadir / "testresult.json"
-    store_backtest_results({"exportfilename": filename}, data, "2022_01_01_15_05_13")
+    store_backtest_results(
+        {"exportfilename": filename, "original_config": {}}, data, "2022_01_01_15_05_13"
+    )
     assert dump_mock.call_count == 2
     assert zip_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -282,9 +286,16 @@ def test_store_backtest_results(testdatadir, mocker):
     assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / "testresult"))
 
 
-def test_store_backtest_results_real(tmp_path):
+def test_store_backtest_results_real(tmp_path, caplog):
     data = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
-    store_backtest_results({"exportfilename": tmp_path}, data, "2022_01_01_15_05_13")
+    config = {
+        "exportfilename": tmp_path,
+        "original_config": {},
+    }
+    store_backtest_results(
+        config, data, "2022_01_01_15_05_13", strategy_files={"DefStrat": "NoFile"}
+    )
+    assert log_has_re(r"Strategy file .* does not exist\. Skipping\.", caplog)
 
     zip_file = tmp_path / "backtest-result-2022_01_01_15_05_13.zip"
     assert zip_file.is_file()
@@ -297,8 +308,19 @@ def test_store_backtest_results_real(tmp_path):
     fn = get_latest_backtest_filename(tmp_path)
     assert fn == "backtest-result-2022_01_01_15_05_13.zip"
 
+    strategy_test_dir = Path(__file__).parent.parent / "strategy" / "strats"
+
+    shutil.copy(strategy_test_dir / "strategy_test_v3.py", tmp_path)
+    params_file = tmp_path / "strategy_test_v3.json"
+    with params_file.open("w") as f:
+        f.write("""{"strategy_name": "TurtleStrategyX5","params":{}}""")
+
     store_backtest_results(
-        {"exportfilename": tmp_path}, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame()
+        config,
+        data,
+        "2024_01_01_15_05_25",
+        market_change_data=pd.DataFrame(),
+        strategy_files={"DefStrat": str(tmp_path / "strategy_test_v3.py")},
     )
     zip_file = tmp_path / "backtest-result-2024_01_01_15_05_25.zip"
     assert zip_file.is_file()
@@ -308,6 +330,22 @@ def test_store_backtest_results_real(tmp_path):
     with ZipFile(zip_file, "r") as zipf:
         assert "backtest-result-2024_01_01_15_05_25.json" in zipf.namelist()
         assert "backtest-result-2024_01_01_15_05_25_market_change.feather" in zipf.namelist()
+        assert "backtest-result-2024_01_01_15_05_25_config.json" in zipf.namelist()
+        # strategy file is copied to the zip file
+        assert "backtest-result-2024_01_01_15_05_25_DefStrat.py" in zipf.namelist()
+        # compare the content of the strategy file
+        with zipf.open("backtest-result-2024_01_01_15_05_25_DefStrat.py") as strategy_file:
+            strategy_content = strategy_file.read()
+            with (strategy_test_dir / "strategy_test_v3.py").open("rb") as original_file:
+                original_content = original_file.read()
+                assert strategy_content == original_content
+        assert "backtest-result-2024_01_01_15_05_25_DefStrat.py" in zipf.namelist()
+        with zipf.open("backtest-result-2024_01_01_15_05_25_DefStrat.json") as pf:
+            params_content = pf.read()
+            with params_file.open("rb") as original_file:
+                original_content = original_file.read()
+                assert params_content == original_content
+
     assert (tmp_path / LAST_BT_RESULT_FN).is_file()
 
     # Last file reference should be updated
@@ -323,6 +361,7 @@ def test_write_read_backtest_candles(tmp_path):
         "exportfilename": tmp_path,
         "export": "signals",
         "runmode": "backtest",
+        "original_config": {},
     }
     # test directory exporting
     sample_date = "2022_01_01_15_05_13"