chore: unpack instead of list concat

freqtrade/commands/arguments.py

@@ -45,7 +45,8 @@ ARGS_COMMON_OPTIMIZE = [
     "pairs",
 ]
 
-ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
+ARGS_BACKTEST = [
+    *ARGS_COMMON_OPTIMIZE,
     "position_stacking",
     "enable_protections",
     "dry_run_wallet",
@@ -58,7 +59,8 @@ ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + [
     "freqai_backtest_live_models",
 ]
 
-ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
+ARGS_HYPEROPT = [
+    *ARGS_COMMON_OPTIMIZE,
     "hyperopt",
     "hyperopt_path",
     "position_stacking",
@@ -78,7 +80,7 @@ ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + [
     "analyze_per_epoch",
 ]
 
-ARGS_EDGE = ARGS_COMMON_OPTIMIZE + ["stoploss_range"]
+ARGS_EDGE = [*ARGS_COMMON_OPTIMIZE, "stoploss_range"]
 
 ARGS_LIST_STRATEGIES = [
     "strategy_path",
@@ -127,7 +129,7 @@ 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"]
-ARGS_CONVERT_DATA_OHLCV = ARGS_CONVERT_DATA + ["timeframes", "trading_mode", "candle_types"]
+ARGS_CONVERT_DATA_OHLCV = [*ARGS_CONVERT_DATA, "timeframes", "trading_mode", "candle_types"]
 
 ARGS_CONVERT_TRADES = [
     "pairs",

freqtrade/commands/cli_options.py

@@ -463,7 +463,7 @@ AVAILABLE_CLI_OPTIONS = {
     "format_from_trades": Arg(
         "--format-from",
         help="Source format for data conversion.",
-        choices=constants.AVAILABLE_DATAHANDLERS + ["kraken_csv"],
+        choices=[*constants.AVAILABLE_DATAHANDLERS, "kraken_csv"],
         required=True,
     ),
     "format_from": Arg(

freqtrade/config_schema/config_schema.py

@@ -1346,7 +1346,8 @@ SCHEMA_BACKTEST_REQUIRED = [
     "dataformat_ohlcv",
     "dataformat_trades",
 ]
-SCHEMA_BACKTEST_REQUIRED_FINAL = SCHEMA_BACKTEST_REQUIRED + [
+SCHEMA_BACKTEST_REQUIRED_FINAL = [
+    *SCHEMA_BACKTEST_REQUIRED,
     "stoploss",
     "minimal_roi",
     "max_open_trades",
@@ -1358,6 +1359,4 @@ SCHEMA_MINIMAL_REQUIRED = [
     "dataformat_ohlcv",
     "dataformat_trades",
 ]
-SCHEMA_MINIMAL_WEBSERVER = SCHEMA_MINIMAL_REQUIRED + [
+SCHEMA_MINIMAL_WEBSERVER = [*SCHEMA_MINIMAL_REQUIRED, "api_server"]
-    "api_server",
-]

freqtrade/configuration/config_validation.py

@@ -361,7 +361,7 @@ def _validate_freqai_include_timeframes(conf: dict[str, Any], preliminary: bool)
         # Ensure that the base timeframe is included in the include_timeframes list
         if not preliminary and main_tf not in freqai_include_timeframes:
             feature_parameters = conf.get("freqai", {}).get("feature_parameters", {})
-            include_timeframes = [main_tf] + freqai_include_timeframes
+            include_timeframes = [main_tf, *freqai_include_timeframes]
             conf.get("freqai", {}).get("feature_parameters", {}).update(
                 {**feature_parameters, "include_timeframes": include_timeframes}
             )

freqtrade/constants.py

@@ -99,7 +99,7 @@ DL_DATA_TIMEFRAMES = ["1m", "5m"]
 ENV_VAR_PREFIX = "FREQTRADE__"
 
 CANCELED_EXCHANGE_STATES = ("cancelled", "canceled", "expired", "rejected")
-NON_OPEN_EXCHANGE_STATES = CANCELED_EXCHANGE_STATES + ("closed",)
+NON_OPEN_EXCHANGE_STATES = (*CANCELED_EXCHANGE_STATES, "closed")
 
 # Define decimals per coin for outputs
 # Only used for outputs.

freqtrade/data/entryexitanalysis.py

@@ -281,7 +281,7 @@ def _merge_dfs(
 ):
     merge_on = ["pair", "open_date"]
     signal_wide_indicators = list(set(available_inds) - set(BT_DATA_COLUMNS))
-    columns_to_keep = merge_on + ["enter_reason", "exit_reason"]
+    columns_to_keep = [*merge_on, "enter_reason", "exit_reason"]
 
     if exit_df is None or exit_df.empty or entry_only is True:
         return entry_df[columns_to_keep + available_inds]

freqtrade/exchange/exchange.py

@@ -2798,7 +2798,7 @@ class Exchange:
         pair, timeframe, candle_type = pairwt
         since_ms = None
         new_ticks: list = []
-        all_stored_ticks_df = DataFrame(columns=DEFAULT_TRADES_COLUMNS + ["date"])
+        all_stored_ticks_df = DataFrame(columns=[*DEFAULT_TRADES_COLUMNS, "date"])
         first_candle_ms = self.needed_candle_for_trades_ms(timeframe, candle_type)
         # refresh, if
         # a. not in _trades
@@ -2843,7 +2843,7 @@ class Exchange:
                         else:
                             # Skip cache, it's too old
                             all_stored_ticks_df = DataFrame(
-                                columns=DEFAULT_TRADES_COLUMNS + ["date"]
+                                columns=[*DEFAULT_TRADES_COLUMNS, "date"]
                             )
 
                 # from_id overrules with exchange set to id paginate

freqtrade/plot/plotting.py

@@ -460,7 +460,7 @@ def generate_candlestick_graph(
         rows=rows,
         cols=1,
         shared_xaxes=True,
-        row_width=row_widths + [1, 4],
+        row_width=[*row_widths, 1, 4],
         vertical_spacing=0.0001,
     )
     fig["layout"].update(title=pair)

freqtrade/vendor/qtpylib/indicators.py

@@ -32,7 +32,7 @@ warnings.simplefilter(action="ignore", category=RuntimeWarning)
 
 def numpy_rolling_window(data, window):
     shape = data.shape[:-1] + (data.shape[-1] - window + 1, window)
-    strides = data.strides + (data.strides[-1],)
+    strides = (*data.strides, data.strides[-1])
     return np.lib.stride_tricks.as_strided(data, shape=shape, strides=strides)