Merge pull request #10863 from freqtrade/new_release

New release 2024.10

.github/dependabot.yml

@@ -1,9 +1,14 @@
 version: 2
 updates:
 - package-ecosystem: docker
-  directory: "/"
+  directories:
+    - "/"
+    - "/docker"
   schedule:
     interval: daily
+  ignore:
+  - dependency-name: "*"
+    update-types: ["version-update:semver-major"]
   open-pull-requests-limit: 10
 
 - package-ecosystem: pip

.github/workflows/binance-lev-tier-update.yml

@@ -32,7 +32,7 @@ jobs:
       run: python build_helpers/binance_update_lev_tiers.py
 
 
-    - uses: peter-evans/create-pull-request@v6
+    - uses: peter-evans/create-pull-request@v7
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: freqtrade/exchange/binance_leverage_tiers.json

.github/workflows/ci.yml

@@ -25,7 +25,7 @@ jobs:
     strategy:
       matrix:
         os: [ "ubuntu-20.04", "ubuntu-22.04", "ubuntu-24.04" ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v4
@@ -55,7 +55,7 @@ jobs:
 
     - name: Installation - *nix
       run: |
-        python -m pip install --upgrade "pip<=24.0" wheel
+        python -m pip install --upgrade pip wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -68,11 +68,17 @@ 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'))
+      run: |
+        pytest --random-order
+
+    - name: Tests with Coveralls
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
       run: |
         pytest --random-order --cov=freqtrade --cov=freqtrade_client --cov-config=.coveragerc
 
     - name: Coveralls
-      if: (runner.os == 'Linux' && matrix.python-version == '3.10' && matrix.os == 'ubuntu-22.04')
+      if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-22.04')
       env:
         # Coveralls token. Not used as secret due to github not providing secrets to forked repositories
         COVERALLS_REPO_TOKEN: 6D1m0xupS3FgutfuGao8keFf9Hc0FpIXu
@@ -138,11 +144,8 @@ jobs:
     runs-on: ${{ matrix.os }}
     strategy:
       matrix:
-        os: [ "macos-12", "macos-13", "macos-14" ]
+        os: [ "macos-13", "macos-14", "macos-15" ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
-        exclude:
-          - os: "macos-14"
-            python-version: "3.9"
 
     steps:
     - uses: actions/checkout@v4
@@ -197,7 +200,7 @@ jobs:
 
     - name: Installation (python)
       run: |
-        python -m pip install --upgrade "pip<=24.0" wheel
+        python -m pip install --upgrade pip wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -263,7 +266,7 @@ jobs:
     strategy:
       matrix:
         os: [ windows-latest ]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.10", "3.11", "3.12"]
 
     steps:
     - uses: actions/checkout@v4
@@ -384,7 +387,6 @@ jobs:
     - name: Documentation build
       run: |
         pip install -r docs/requirements-docs.txt
-        pip install mkdocs
         mkdocs build
 
     - name: Discord notification
@@ -427,7 +429,7 @@ jobs:
 
     - name: Installation - *nix
       run: |
-        python -m pip install --upgrade "pip<=24.0" wheel
+        python -m pip install --upgrade pip wheel
         export LD_LIBRARY_PATH=${HOME}/dependencies/lib:$LD_LIBRARY_PATH
         export TA_LIBRARY_PATH=${HOME}/dependencies/lib
         export TA_INCLUDE_PATH=${HOME}/dependencies/include
@@ -538,12 +540,12 @@ jobs:
 
 
     - name: Publish to PyPI (Test)
-      uses: pypa/gh-action-pypi-publish@v1.9.0
+      uses: pypa/gh-action-pypi-publish@v1.10.3
       with:
         repository-url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/gh-action-pypi-publish@v1.9.0
+      uses: pypa/gh-action-pypi-publish@v1.10.3
 
 
   deploy-docker:

.github/workflows/deploy-docs.yml

@@ -0,0 +1,55 @@
+name: Build Documentation
+
+on:
+  push:
+    branches:
+      - develop
+  release:
+    types: [published]
+
+
+# disable permissions for all of the available permissions
+permissions: {}
+
+
+jobs:
+  build-docs:
+    permissions:
+      contents: write  #  for mike to push
+    name: Deploy Docs through mike
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: '3.12'
+
+      - name: Install dependencies
+        run: |
+          python -m pip install --upgrade pip
+          pip install -r docs/requirements-docs.txt
+
+      - name: Fetch gh-pages branch
+        run: |
+          git fetch origin gh-pages --depth=1
+
+      - name: Configure Git user
+        run: |
+          git config --local user.email "github-actions[bot]@users.noreply.github.com"
+          git config --local user.name "github-actions[bot]"
+
+      - name: Build and push Mike
+        if: ${{ github.event_name == 'push' }}
+        run: |
+          mike deploy ${{ github.ref_name }} latest --push --update-aliases
+
+      - name: Build and push Mike - Release
+        if: ${{ github.event_name == 'release' }}
+        run: |
+          mike deploy ${{ github.ref_name }} stable --push --update-aliases
+
+      - name: Show mike versions
+        run: |
+          mike list

.github/workflows/pre-commit-update.yml

@@ -26,7 +26,7 @@ jobs:
     - name: Run auto-update
       run: pre-commit autoupdate
 
-    - uses: peter-evans/create-pull-request@v6
+    - uses: peter-evans/create-pull-request@v7
       with:
         token: ${{ secrets.REPO_SCOPED_TOKEN }}
         add-paths: .pre-commit-config.yaml

.gitignore

@@ -114,3 +114,5 @@ target/
 !config_examples/config_full.example.json
 !config_examples/config_kraken.example.json
 !config_examples/config_freqai.example.json
+
+docker-compose-*.yml

.pre-commit-config.yaml

@@ -2,24 +2,24 @@
 # See https://pre-commit.com/hooks.html for more hooks
 repos:
   - repo: https://github.com/pycqa/flake8
-    rev: "7.1.0"
+    rev: "7.1.1"
     hooks:
       - id: flake8
         additional_dependencies: [Flake8-pyproject]
         # stages: [push]
 
   - repo: https://github.com/pre-commit/mirrors-mypy
-    rev: "v1.11.0"
+    rev: "v1.13.0"
     hooks:
       - id: mypy
         exclude: build_helpers
         additional_dependencies:
-          - types-cachetools==5.4.0.20240717
+          - types-cachetools==5.5.0.20240820
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20240712
+          - types-requests==2.32.0.20241016
           - types-tabulate==0.9.0.20240106
-          - types-python-dateutil==2.9.0.20240316
+          - types-python-dateutil==2.9.0.20241003
-          - SQLAlchemy==2.0.31
+          - SQLAlchemy==2.0.36
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
@@ -31,12 +31,13 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.5.4'
+    rev: 'v0.7.1'
     hooks:
       - id: ruff
+      - id: ruff-format
 
   - repo: https://github.com/pre-commit/pre-commit-hooks
-    rev: v4.6.0
+    rev: v5.0.0
     hooks:
       - id: end-of-file-fixer
         exclude: |

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.12.4-slim-bookworm as base
+FROM python:3.12.7-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -25,7 +25,7 @@ FROM base as python-deps
 RUN  apt-get update \
   && apt-get -y install build-essential libssl-dev git libffi-dev libgfortran5 pkg-config cmake gcc \
   && apt-get clean \
-  && pip install --upgrade "pip<=24.0" wheel
+  && pip install --upgrade pip wheel
 
 # Install TA-lib
 COPY build_helpers/* /tmp/

README.md

@@ -30,6 +30,7 @@ Please read the [exchange specific notes](docs/exchanges.md) to learn about even
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bitmart](https://bitmart.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
+- [X] [Bybit](https://bybit.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [HTX](https://www.htx.com/) (Former Huobi)
 - [X] [Kraken](https://kraken.com/)
@@ -60,7 +61,7 @@ Please find the complete documentation on the [freqtrade website](https://www.fr
 
 ## Features
 
-- [x] **Based on Python 3.9+**: For botting on any operating system - Windows, macOS and Linux.
+- [x] **Based on Python 3.10+**: For botting on any operating system - Windows, macOS and Linux.
 - [x] **Persistence**: Persistence is achieved through sqlite.
 - [x] **Dry-run**: Run the bot without paying money.
 - [x] **Backtesting**: Run a simulation of your buy/sell strategy.
@@ -86,41 +87,50 @@ For further (native) installation methods, please refer to the [Installation doc
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
+                 {trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
+  {trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
+    show-config         Show resolved config
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    trades-to-ohlcv     Convert trade data to OHLCV data.
     list-data           List downloaded data.
     backtesting         Backtesting module.
+    backtesting-show    Show past Backtest results
+    backtesting-analysis
+                        Backtest Analysis module.
     edge                Edge module.
     hyperopt            Hyperopt module.
     hyperopt-list       List Hyperopt results
     hyperopt-show       Show details of Hyperopt results
     list-exchanges      Print available exchanges.
-    list-hyperopts      Print available hyperopt classes.
     list-markets        Print markets on exchange.
     list-pairs          Print pairs on exchange.
     list-strategies     Print available strategies.
+    list-freqaimodels   Print available freqAI models.
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    convert-db          Migrate database to different system
     install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
     webserver           Webserver module.
+    strategy-updater    updates outdated strategy files to the current version
+    lookahead-analysis  Check for potential look ahead bias.
+    recursive-analysis  Check for potential recursive formula issue.
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
   -V, --version         show program's version number and exit
 
@@ -208,7 +218,7 @@ To run this bot we recommend you a cloud instance with a minimum of:
 
 ### Software requirements
 
-- [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
+- [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
 - [pip](https://pip.pypa.io/en/stable/installing/)
 - [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 - [TA-Lib](https://ta-lib.github.io/ta-lib-python/)

build_helpers/install_windows.ps1

@@ -1,6 +1,6 @@
 # vendored Wheels compiled via https://github.com/xmatthias/ta-lib-python/tree/ta_bundled_040
 
-python -m pip install --upgrade "pip<=24.0" wheel
+python -m pip install --upgrade pip wheel
 
 $pyv = python -c "import sys; print(f'{sys.version_info.major}.{sys.version_info.minor}')"
 

build_helpers/schema.json

@@ -9,11 +9,6 @@
       ],
       "minimum": -1
     },
-    "new_pairs_days": {
-      "description": "Download data of new pairs for given number of days",
-      "type": "integer",
-      "default": 30
-    },
     "timeframe": {
       "description": "The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). \nUsually specified in the strategy and missing in the configuration.",
       "type": "string"
@@ -562,6 +557,7 @@
             "enum": [
               "StaticPairList",
               "VolumePairList",
+              "PercentChangePairList",
               "ProducerPairList",
               "RemotePairList",
               "MarketCapPairList",
@@ -583,53 +579,6 @@
         ]
       }
     },
-    "protections": {
-      "description": "Configuration for various protections.",
-      "type": "array",
-      "items": {
-        "type": "object",
-        "properties": {
-          "method": {
-            "description": "Method used for the protection.",
-            "type": "string",
-            "enum": [
-              "CooldownPeriod",
-              "LowProfitPairs",
-              "MaxDrawdown",
-              "StoplossGuard"
-            ]
-          },
-          "stop_duration": {
-            "description": "Duration to lock the pair after a protection is triggered, in minutes.",
-            "type": "number",
-            "minimum": 0.0
-          },
-          "stop_duration_candles": {
-            "description": "Duration to lock the pair after a protection is triggered, in number of candles.",
-            "type": "number",
-            "minimum": 0
-          },
-          "trade_limit": {
-            "description": "Minimum number of trades required during lookback period.",
-            "type": "number",
-            "minimum": 1
-          },
-          "lookback_period": {
-            "description": "Period to look back for protection checks, in minutes.",
-            "type": "number",
-            "minimum": 1
-          },
-          "lookback_period_candles": {
-            "description": "Period to look back for protection checks, in number of candles.",
-            "type": "number",
-            "minimum": 1
-          }
-        },
-        "required": [
-          "method"
-        ]
-      }
-    },
     "telegram": {
       "description": "Telegram settings.",
       "type": "object",
@@ -1064,7 +1013,7 @@
       "default": {},
       "properties": {
         "process_throttle_secs": {
-          "description": "Throttle time in seconds for processing.",
+          "description": "Minimum loop duration for one bot iteration in seconds.",
           "type": "integer"
         },
         "interval": {
@@ -1105,6 +1054,15 @@
       "description": "Enable position adjustment. \nUsually specified in the strategy and missing in the configuration.",
       "type": "boolean"
     },
+    "new_pairs_days": {
+      "description": "Download data of new pairs for given number of days",
+      "type": "integer",
+      "default": 30
+    },
+    "download_trades": {
+      "description": "Download trades data by default (instead of ohlcv data).",
+      "type": "boolean"
+    },
     "max_entry_position_adjustment": {
       "description": "Maximum entry position adjustment allowed. \nUsually specified in the strategy and missing in the configuration.",
       "type": [
@@ -1113,6 +1071,13 @@
       ],
       "minimum": -1
     },
+    "add_config_files": {
+      "description": "Additional configuration files to load.",
+      "type": "array",
+      "items": {
+        "type": "string"
+      }
+    },
     "orderflow": {
       "description": "Settings related to order flow.",
       "type": "object",
@@ -1208,6 +1173,11 @@
           },
           "uniqueItems": true
         },
+        "log_responses": {
+          "description": "Log responses from the exchange.Useful/required to debug issues with order processing.",
+          "type": "boolean",
+          "default": false
+        },
         "unknown_fee_rate": {
           "description": "Fee rate for unknown markets.",
           "type": "number"
@@ -1413,6 +1383,11 @@
           "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",

config_examples/config_binance.example.json

@@ -1,4 +1,5 @@
 {
+    "$schema": "https://schema.freqtrade.io/schema.json",
     "max_open_trades": 3,
     "stake_currency": "USDT",
     "stake_amount": 0.05,

config_examples/config_freqai.example.json

@@ -1,4 +1,5 @@
 {
+    "$schema": "https://schema.freqtrade.io/schema.json",
     "trading_mode": "futures",
     "margin_mode": "isolated",
     "max_open_trades": 5,

config_examples/config_full.example.json

@@ -1,4 +1,5 @@
 {
+    "$schema": "https://schema.freqtrade.io/schema.json",
     "max_open_trades": 3,
     "stake_currency": "BTC",
     "stake_amount": 0.05,

config_examples/config_kraken.example.json

@@ -1,4 +1,5 @@
 {
+    "$schema": "https://schema.freqtrade.io/schema.json",
     "max_open_trades": 5,
     "stake_currency": "EUR",
     "stake_amount": 10,

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.11.8-slim-bookworm as base
+FROM python:3.11.10-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8
@@ -17,7 +17,7 @@ RUN mkdir /freqtrade \
   && chown ftuser:ftuser /freqtrade \
   # Allow sudoers
   && echo "ftuser ALL=(ALL) NOPASSWD: /bin/chown" >> /etc/sudoers \
-  && pip install --upgrade "pip<=24.0"
+  && pip install --upgrade pip
 
 WORKDIR /freqtrade
 

docs/advanced-backtesting.md

@@ -18,15 +18,13 @@ freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_nam
 ```
 
 This will tell freqtrade to output a pickled dictionary of strategy, pairs and corresponding
-DataFrame of the candles that resulted in buy signals. Depending on how many buys your strategy
+DataFrame of the candles that resulted in entry and exit signals.
-makes, this file may get quite large, so periodically check your `user_data/backtest_results`
+Depending on how many entries your strategy makes, this file may get quite large, so periodically check your `user_data/backtest_results` folder to delete old exports.
-folder to delete old exports.
 
 Before running your next backtest, make sure you either delete your old backtest results or run
 backtesting with the `--cache none` option to make sure no cached results are used.
 
-If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` file in the
+If all goes well, you should now see a `backtest-result-{timestamp}_signals.pkl` and `backtest-result-{timestamp}_exited.pkl` files in the `user_data/backtest_results` folder.
-`user_data/backtest_results` folder.
 
 To analyze the entry/exit tags, we now need to use the `freqtrade backtesting-analysis` command
 with `--analysis-groups` option provided with space-separated arguments:
@@ -103,6 +101,10 @@ The indicators have to be present in your strategy's main DataFrame (either for
 timeframe or for informative timeframes) otherwise they will simply be ignored in the script
 output.
 
+!!! Note "Indicator List"
+    The indicator values will be displayed for both entry and exit points. If `--indicator-list all` is specified, 
+    only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.
+
 There are a range of candle and trade-related fields that are included in the analysis so are 
 automatically accessible by including them on the indicator-list, and these include:
 
@@ -118,6 +120,53 @@ automatically accessible by including them on the indicator-list, and these incl
 - **profit_ratio  :** trade profit ratio
 - **profit_abs    :** absolute profit return of the trade 
 
+#### Sample Output for Indicator Values
+
+```bash
+freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen 
+```
+
+In this example,
+we aim to display the `chikou_span` and `tenkan_sen` indicator values at both the entry and exit points of trades.
+
+A sample output for indicators might look like this:
+
+| pair      | open_date                 | enter_reason | exit_reason | chikou_span (entry) | tenkan_sen (entry) | chikou_span (exit) | tenkan_sen (exit) |
+|-----------|---------------------------|--------------|-------------|---------------------|--------------------|--------------------|-------------------|
+| DOGE/USDT | 2024-07-06 00:35:00+00:00 |              | exit_signal | 0.105               | 0.106              | 0.105              | 0.107             |
+| BTC/USDT  | 2024-08-05 14:20:00+00:00 |              | roi         | 54643.440           | 51696.400          | 54386.000          | 52072.010         |
+
+As shown in the table, `chikou_span (entry)` represents the indicator value at the time of trade entry, 
+while `chikou_span (exit)` reflects its value at the time of exit. 
+This detailed view of indicator values enhances the analysis.
+
+The `(entry)` and `(exit)` suffixes are added to indicators
+to distinguish the values at the entry and exit points of the trade.
+
+!!! Note "Trade-wide Indicators"
+    Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: `pair`, `stake_amount`, 
+    `max_stake_amount`, `amount`, `open_date`, `close_date`, `open_rate`, `close_rate`, `fee_open`, `fee_close`, `trade_duration`, 
+    `profit_ratio`, `profit_abs`, `exit_reason`,`initial_stop_loss_abs`, `initial_stop_loss_ratio`, `stop_loss_abs`, `stop_loss_ratio`, 
+    `min_rate`, `max_rate`, `is_open`, `enter_tag`, `leverage`, `is_short`, `open_timestamp`, `close_timestamp` and `orders`
+
+#### Filtering Indicators Based on Entry or Exit Signals
+
+The `--indicator-list` option, by default, displays indicator values for both entry and exit signals. To filter the indicator values exclusively for entry signals, you can use the `--entry-only` argument. Similarly, to display indicator values only at exit signals, use the `--exit-only` argument.
+
+Example: Display indicator values at entry signals:
+
+```bash
+freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --entry-only
+```
+
+Example: Display indicator values at exit signals:
+
+```bash
+freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --exit-only
+```
+
+!!! note 
+    When using these filters, the indicator names will not be suffixed with `(entry)` or `(exit)`.
 
 ### Filtering the trade output by date
 

docs/advanced-hyperopt.md

@@ -30,11 +30,17 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
     """
 
     @staticmethod
-    def hyperopt_loss_function(results: DataFrame, trade_count: int,
+    def hyperopt_loss_function(
-                               min_date: datetime, max_date: datetime,
+        *,
-                               config: Config, processed: Dict[str, DataFrame],
+        results: DataFrame,
-                               backtest_stats: Dict[str, Any],
+        trade_count: int,
-                               *args, **kwargs) -> float:
+        min_date: datetime,
+        max_date: datetime,
+        config: Config,
+        processed: Dict[str, DataFrame],
+        backtest_stats: Dict[str, Any],
+        **kwargs,
+    ) -> float:
         """
         Objective function, returns smaller number for better results
         This is the legacy algorithm (used until now in freqtrade).

docs/backtesting.md

@@ -293,6 +293,7 @@ A backtesting result will look like that:
 |-----------------------------+---------------------|
 | Backtesting from            | 2019-01-01 00:00:00 |
 | Backtesting to              | 2019-05-01 00:00:00 |
+| Trading Mode                | Spot                |
 | Max open trades             | 3                   |
 |                             |                     |
 | Total/Daily Avg Trades      | 429 / 3.575         |
@@ -398,6 +399,7 @@ It contains some useful key metrics about performance of your strategy on backte
 |-----------------------------+---------------------|
 | Backtesting from            | 2019-01-01 00:00:00 |
 | Backtesting to              | 2019-05-01 00:00:00 |
+| Trading Mode                | Spot                |
 | Max open trades             | 3                   |
 |                             |                     |
 | Total/Daily Avg Trades      | 429 / 3.575         |
@@ -452,6 +454,7 @@ It contains some useful key metrics about performance of your strategy on backte
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
+- `Trading Mode`: Spot or Futures trading.
 - `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
@@ -530,10 +533,10 @@ You can then load the trades to perform further analysis as shown in the [data a
 Since backtesting lacks some detailed information about what happens within a candle, it needs to take a few assumptions:
 
 - Exchange [trading limits](#trading-limits-in-backtesting) are respected
-- Entries happen at open-price
+- Entries happen at open-price unless a custom price logic has been specified
 - All orders are filled at the requested price (no slippage) as long as the price is within the candle's high/low range
 - Exit-signal exits happen at open-price of the consecutive candle
-- Exits don't free their trade slot for a new trade until the next candle
+- Exits free their trade slot for a new trade with a different pair
 - Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
 - ROI
   - Exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)

docs/bot-usage.md

@@ -12,41 +12,50 @@ This page explains the different parameters of the bot and how to run it.
 
 ```
 usage: freqtrade [-h] [-V]
-                 {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
+                 {trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
                  ...
 
 Free, open source crypto trading bot
 
 positional arguments:
-  {trade,create-userdir,new-config,new-strategy,download-data,convert-data,convert-trade-data,list-data,backtesting,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-hyperopts,list-markets,list-pairs,list-strategies,list-timeframes,show-trades,test-pairlist,install-ui,plot-dataframe,plot-profit,webserver}
+  {trade,create-userdir,new-config,show-config,new-strategy,download-data,convert-data,convert-trade-data,trades-to-ohlcv,list-data,backtesting,backtesting-show,backtesting-analysis,edge,hyperopt,hyperopt-list,hyperopt-show,list-exchanges,list-markets,list-pairs,list-strategies,list-freqaimodels,list-timeframes,show-trades,test-pairlist,convert-db,install-ui,plot-dataframe,plot-profit,webserver,strategy-updater,lookahead-analysis,recursive-analysis}
     trade               Trade module.
     create-userdir      Create user-data directory.
     new-config          Create new config
+    show-config         Show resolved config
     new-strategy        Create new strategy
     download-data       Download backtesting data.
     convert-data        Convert candle (OHLCV) data from one format to
                         another.
     convert-trade-data  Convert trade data from one format to another.
+    trades-to-ohlcv     Convert trade data to OHLCV data.
     list-data           List downloaded data.
     backtesting         Backtesting module.
+    backtesting-show    Show past Backtest results
+    backtesting-analysis
+                        Backtest Analysis module.
     edge                Edge module.
     hyperopt            Hyperopt module.
     hyperopt-list       List Hyperopt results
     hyperopt-show       Show details of Hyperopt results
     list-exchanges      Print available exchanges.
-    list-hyperopts      Print available hyperopt classes.
     list-markets        Print markets on exchange.
     list-pairs          Print pairs on exchange.
     list-strategies     Print available strategies.
+    list-freqaimodels   Print available freqAI models.
     list-timeframes     Print available timeframes for the exchange.
     show-trades         Show trades.
     test-pairlist       Test your pairlist configuration.
+    convert-db          Migrate database to different system
     install-ui          Install FreqUI
     plot-dataframe      Plot candles with indicators.
     plot-profit         Generate plot showing profits.
     webserver           Webserver module.
+    strategy-updater    updates outdated strategy files to the current version
+    lookahead-analysis  Check for potential look ahead bias.
+    recursive-analysis  Check for potential recursive formula issue.
 
-optional arguments:
+options:
   -h, --help            show this help message and exit
   -V, --version         show program's version number and exit
 

docs/configuration.md

@@ -123,6 +123,19 @@ This is similar to using multiple `--config` parameters, but simpler in usage as
 
     If multiple files are in the `add_config_files` section, then they will be assumed to be at identical levels, having the last occurrence override the earlier config (unless a parent already defined such a key).
 
+## Editor autocomplete and validation
+
+If you are using an editor that supports JSON schema, you can use the schema provided by Freqtrade to get autocompletion and validation of your configuration file by adding the following line to the top of your configuration file:
+
+``` json
+{
+    "$schema": "https://schema.freqtrade.io/schema.json",
+}
+```
+
+??? Note "Develop version"
+    The develop schema is available as `https://schema.freqtrade.io/schema_dev.json` - though we recommend to stick to the stable version for the best experience.
+
 ## Configuration parameters
 
 The table below will list all configuration parameters available.
@@ -209,7 +222,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `exchange.ccxt_async_config` | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange  and are documented in the [ccxt documentation](https://docs.ccxt.com/#/README?id=overriding-exchange-properties-upon-instantiation) <br> **Datatype:** Dict
 | `exchange.enable_ws` | Enable the usage of Websockets for the exchange. <br>[More information](#consuming-exchange-websockets).<br>*Defaults to `true`.* <br> **Datatype:** Boolean
 | `exchange.markets_refresh_interval` | The interval in minutes in which markets are reloaded. <br>*Defaults to `60` minutes.* <br> **Datatype:** Positive Integer
-| `exchange.skip_pair_validation` | Skip pairlist validation on startup.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `exchange.skip_open_order_update` | Skips open order updates on startup should the exchange cause problems. Only relevant in live conditions.<br>*Defaults to `false`*<br> **Datatype:** Boolean
 | `exchange.unknown_fee_rate` | Fallback value to use when calculating trading fees. This can be useful for exchanges which have fees in non-tradable currencies. The value provided here will be multiplied with the "fee cost".<br>*Defaults to `None`<br> **Datatype:** float
 | `exchange.log_responses` | Log relevant exchange responses. For debug mode only - use with care.<br>*Defaults to `false`*<br> **Datatype:** Boolean
@@ -217,7 +229,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | | **Plugins**
 | `edge.*` | Please refer to [edge configuration document](edge.md) for detailed explanation of all possible configuration options.
 | `pairlists` | Define one or more pairlists to be used. [More information](plugins.md#pairlists-and-pairlist-handlers). <br>*Defaults to `StaticPairList`.*  <br> **Datatype:** List of Dicts
-| `protections` | Define one or more protections to be used. [More information](plugins.md#protections). <br> **Datatype:** List of Dicts
 | | **Telegram**
 | `telegram.enabled` | Enable the usage of Telegram. <br> **Datatype:** Boolean
 | `telegram.token` | Your Telegram bot token. Only required if `telegram.enabled` is `true`. <br>**Keep it in secret, do not disclose publicly.** <br> **Datatype:** String

docs/data-download.md

@@ -423,7 +423,8 @@ You can get a list of downloaded data using the `list-data` sub-command.
 usage: freqtrade list-data [-h] [-v] [--logfile FILE] [-V] [-c PATH] [-d PATH]
                            [--userdir PATH] [--exchange EXCHANGE]
                            [--data-format-ohlcv {json,jsongz,hdf5,feather,parquet}]
-                           [-p PAIRS [PAIRS ...]]
+                           [--data-format-trades {json,jsongz,hdf5,feather,parquet}]
+                           [--trades] [-p PAIRS [PAIRS ...]]
                            [--trading-mode {spot,margin,futures}]
                            [--show-timerange]
 
@@ -433,6 +434,10 @@ options:
   --data-format-ohlcv {json,jsongz,hdf5,feather,parquet}
                         Storage format for downloaded candle (OHLCV) data.
                         (default: `feather`).
+  --data-format-trades {json,jsongz,hdf5,feather,parquet}
+                        Storage format for downloaded trades data. (default:
+                        `feather`).
+  --trades              Work on trades data instead of OHLCV data.
   -p PAIRS [PAIRS ...], --pairs PAIRS [PAIRS ...]
                         Limit command to these pairs. Pairs are space-
                         separated.
@@ -465,13 +470,29 @@ Common arguments:
 ```bash
 > freqtrade list-data --userdir ~/.freqtrade/user_data/
 
-Found 33 pair / timeframe combinations.
+              Found 33 pair / timeframe combinations.
-pairs       timeframe
+┏━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━┓
-----------  -----------------------------------------
+┃          Pair ┃                                 Timeframe ┃ Type ┃
-ADA/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+┡━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━┩
-ADA/ETH     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+│       ADA/BTC │     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
-ETH/BTC     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
+│       ADA/ETH │     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
-ETH/USDT    5m, 15m, 30m, 1h, 2h, 4h
+│       ETH/BTC │     5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d │ spot │
+│      ETH/USDT │                  5m, 15m, 30m, 1h, 2h, 4h │ spot │
+└───────────────┴───────────────────────────────────────────┴──────┘
+
+```
+
+Show all trades data including from/to timerange
+
+``` bash
+> freqtrade list-data --show --trades
+                     Found trades data for 1 pair.                     
+┏━━━━━━━━━┳━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┓
+┃    Pair ┃ Type ┃                From ┃                  To ┃ Trades ┃
+┡━━━━━━━━━╇━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━┩
+│ XRP/ETH │ spot │ 2019-10-11 00:00:11 │ 2019-10-13 11:19:28 │  12477 │
+└─────────┴──────┴─────────────────────┴─────────────────────┴────────┘
+
 ```
 
 ## Trades (tick) data

docs/deprecated.md

@@ -75,7 +75,10 @@ Webhook terminology changed from "sell" to "exit", and from "buy" to "entry", re
 * `webhooksellfill`, `webhookexitfill` -> `exit_fill`
 * `webhooksellcancel`, `webhookexitcancel` -> `exit_cancel`
 
-
 ## Removal of `populate_any_indicators`
 
 version 2023.3 saw the removal of `populate_any_indicators` in favor of split methods for feature engineering and targets. Please read the [migration document](strategy_migration.md#freqai-strategy) for full details.
+
+## Removal of `protections` from configuration
+
+ Setting protections from the configuration via `"protections": [],` has been removed in 2024.10, after having raised deprecation warnings for over 3 years.

docs/developer.md

@@ -116,7 +116,7 @@ A similar setup can also be taken for Pycharm - using `freqtrade` as module name
     ![Pycharm debug configuration](assets/pycharm_debug.png)
 
 !!! Note "Startup directory"
-    This assumes that you have the repository checked out, and the editor is started at the repository root level (so setup.py is at the top level of your repository).
+    This assumes that you have the repository checked out, and the editor is started at the repository root level (so pyproject.toml is at the top level of your repository).
 
 ## ErrorHandling
 
@@ -205,7 +205,7 @@ This is called with each iteration of the bot (only if the Pairlist Handler is a
 
 It must return the resulting pairlist (which may then be passed into the chain of Pairlist Handlers).
 
-Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the end-result is not shorter than expected.
+Validations are optional, the parent class exposes a `verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filtering. Use this if you limit your result to a certain number of pairs - so the end-result is not shorter than expected.
 
 #### filter_pairlist
 
@@ -219,7 +219,7 @@ The default implementation in the base class simply calls the `_validate_pair()`
 
 If overridden, it must return the resulting pairlist (which may then be passed into the next Pairlist Handler in the chain).
 
-Validations are optional, the parent class exposes a `_verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the end result is not shorter than expected.
+Validations are optional, the parent class exposes a `verify_blacklist(pairlist)` and `_whitelist_for_active_markets(pairlist)` to do default filters. Use this if you limit your result to a certain number of pairs - so the end result is not shorter than expected.
 
 In `VolumePairList`, this implements different methods of sorting, does early validation so only the expected number of pairs is returned.
 
@@ -241,7 +241,6 @@ No protection should use datetime directly, but use the provided `date_now` vari
 
 !!! Tip "Writing a new Protection"
     Best copy one of the existing Protections to have a good example.
-    Don't forget to register your protection in `constants.py` under the variable `AVAILABLE_PROTECTIONS` - otherwise it will not be selectable.
 
 #### Implementation of a new protection
 
@@ -481,21 +480,24 @@ Once the PR against stable is merged (best right after merging):
 
 ### pypi
 
-!!! Note
+!!! Warning "Manual Releases"
-    This process is now automated as part of Github Actions.
+    This process is automated as part of Github Actions.  
+    Manual pypi pushes should not be necessary.
 
-To create a pypi release, please run the following commands:
+??? example "Manual release"
+    To manually create a pypi release, please run the following commands:
 
-Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.
+    Additional requirement: `wheel`, `twine` (for uploading), account on pypi with proper permissions.
 
-``` bash
+    ``` bash
-python setup.py sdist bdist_wheel
+    pip install -U build
+    python -m build --sdist --wheel
 
-# For pypi test (to check if some change to the installation did work)
+    # For pypi test (to check if some change to the installation did work)
-twine upload --repository-url https://test.pypi.org/legacy/ dist/*
+    twine upload --repository-url https://test.pypi.org/legacy/ dist/*
 
-# For production:
+    # For production:
-twine upload dist/*
+    twine upload dist/*
-```
+    ```
 
-Please don't push non-releases to the productive / real pypi instance.
+    Please don't push non-releases to the productive / real pypi instance.

docs/exchanges.md

@@ -255,18 +255,24 @@ The configuration parameter `exchange.unknown_fee_rate` can be used to specify t
 ## Bybit
 
 Futures trading on bybit is currently supported for USDT markets, and will use isolated futures mode.
-Users with unified accounts (there's no way back) can create a Sub-account which will start as "non-unified", and can therefore use isolated futures.
+
-On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that changes to this setting may result in exceptions and errors
+On startup, freqtrade will set the position mode to "One-way Mode" for the whole (sub)account. This avoids making this call over and over again (slowing down bot operations), but means that changes to this setting may result in exceptions and errors.
 
 As bybit doesn't provide funding rate history, the dry-run calculation is used for live trades as well.
 
-API Keys for live futures trading (Subaccount on non-unified) must have the following permissions:
+API Keys for live futures trading must have the following permissions:
 * Read-write
 * Contract - Orders
 * Contract - Positions
 
 We do strongly recommend to limit all API keys to the IP you're going to use it from.
 
+!!! Warning "Unified accounts"
+    Freqtrade assumes accounts to be dedicated to the bot.
+    We therefore recommend the usage of one subaccount per bot. This is especially important when using unified accounts.  
+    Other configurations (multiple bots on one account, manual non-bot trades on the bot account) are not supported and may lead to unexpected behavior.
+
+
 !!! Tip "Stoploss on Exchange"
     Bybit (futures only) supports `stoploss_on_exchange` and uses `stop-loss-limit` orders. It provides great advantages, so we recommend to benefit from it by enabling stoploss on exchange.
     On futures, Bybit supports both `stop-limit` as well as `stop-market` orders. You can use either `"limit"` or `"market"` in the `order_types.stoploss` configuration setting to decide which type to use.

docs/freq-ui.md

@@ -58,7 +58,6 @@ The plot configuration can be accessed via the "Plot Configurator" (Cog icon) bu
 
 ### Settings
 
-
 Several UI related settings can be changed by accessing the settings page.
 
 Things you can change (among others):

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

@@ -445,7 +445,6 @@ While this strategy is most likely too simple to provide consistent profit, it s
 
     Whether you are using `.range` functionality or the alternatives above, you should try to use space ranges as small as possible since this will improve CPU/RAM usage.
 
-
 ## Optimizing protections
 
 Freqtrade can also optimize protections. How you optimize protections is up to you, and the following should be considered as example only.
@@ -589,14 +588,15 @@ Currently, the following loss functions are builtin:
 
 * `ShortTradeDurHyperOptLoss` - (default legacy Freqtrade hyperoptimization loss function) - Mostly for short trade duration and avoiding losses.
 * `OnlyProfitHyperOptLoss` - takes only amount of profit into consideration.
-* `SharpeHyperOptLoss` - optimizes Sharpe Ratio calculated on trade returns relative to standard deviation.
+* `SharpeHyperOptLoss` - Optimizes Sharpe Ratio calculated on trade returns relative to standard deviation.
-* `SharpeHyperOptLossDaily` - optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
+* `SharpeHyperOptLossDaily` - Optimizes Sharpe Ratio calculated on **daily** trade returns relative to standard deviation.
-* `SortinoHyperOptLoss` - optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
+* `SortinoHyperOptLoss` - Optimizes Sortino Ratio calculated on trade returns relative to **downside** standard deviation.
 * `SortinoHyperOptLossDaily` - optimizes Sortino Ratio calculated on **daily** trade returns relative to **downside** standard deviation.
 * `MaxDrawDownHyperOptLoss` - Optimizes Maximum absolute drawdown.
 * `MaxDrawDownRelativeHyperOptLoss` -  Optimizes both maximum absolute drawdown while also adjusting for maximum relative drawdown.
 * `CalmarHyperOptLoss` - Optimizes Calmar Ratio calculated on trade returns relative to max drawdown.
 * `ProfitDrawDownHyperOptLoss` - Optimizes by max Profit & min Drawdown objective. `DRAWDOWN_MULT` variable within the hyperoptloss file can be adjusted to be stricter or more flexible on drawdown purposes.
+* `MultiMetricHyperOptLoss` -  Optimizes by several key metrics to achieve balanced performance. The primary focus is on maximizing Profit and minimizing Drawdown, while also considering additional metrics such as Profit Factor, Expectancy Ratio and Winrate. Moreover, it applies a penalty for epochs with a low number of trades, encouraging strategies with adequate trade frequency.
 
 Creation of a custom loss function is covered in the [Advanced Hyperopt](advanced-hyperopt.md) part of the documentation.
 

docs/includes/pairlists.md

@@ -2,11 +2,11 @@
 
 Pairlist Handlers define the list of pairs (pairlist) that the bot should trade. They are configured in the `pairlists` section of the configuration settings.
 
-In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) Pairlist Handler).
+In your configuration, you can use Static Pairlist (defined by the [`StaticPairList`](#static-pair-list) Pairlist Handler) and Dynamic Pairlist (defined by the [`VolumePairList`](#volume-pair-list) and [`PercentChangePairList`](#percent-change-pair-list) Pairlist Handlers).
 
 Additionally, [`AgeFilter`](#agefilter), [`PrecisionFilter`](#precisionfilter), [`PriceFilter`](#pricefilter), [`ShuffleFilter`](#shufflefilter), [`SpreadFilter`](#spreadfilter) and [`VolatilityFilter`](#volatilityfilter) act as Pairlist Filters, removing certain pairs and/or moving their positions in the pairlist.
 
-If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList` or `MarketCapPairList` as the starting Pairlist Handler.
+If multiple Pairlist Handlers are used, they are chained and a combination of all Pairlist Handlers forms the resulting pairlist the bot uses for trading and backtesting. Pairlist Handlers are executed in the sequence they are configured. You can define either `StaticPairList`, `VolumePairList`, `ProducerPairList`, `RemotePairList`, `MarketCapPairList` or `PercentChangePairList` as the starting Pairlist Handler.
 
 Inactive markets are always removed from the resulting pairlist. Explicitly blacklisted pairs (those in the `pair_blacklist` configuration setting) are also always removed from the resulting pairlist.
 
@@ -22,6 +22,7 @@ You may also use something like `.*DOWN/BTC` or `.*UP/BTC` to exclude leveraged
 
 * [`StaticPairList`](#static-pair-list) (default, if not configured differently)
 * [`VolumePairList`](#volume-pair-list)
+* [`PercentChangePairList`](#percent-change-pair-list)
 * [`ProducerPairList`](#producerpairlist)
 * [`RemotePairList`](#remotepairlist)
 * [`MarketCapPairList`](#marketcappairlist)
@@ -54,7 +55,6 @@ It uses configuration from `exchange.pair_whitelist` and `exchange.pair_blacklis
 By default, only currently enabled pairs are allowed.
 To skip pair validation against active markets, set `"allow_inactive": true` within the `StaticPairList` configuration.
 This can be useful for backtesting expired pairs (like quarterly spot-markets).
-This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
 
 When used in a "follow-up" position (e.g. after VolumePairlist), all pairs in `'pair_whitelist'` will be added to the end of the pairlist.
 
@@ -152,6 +152,89 @@ More sophisticated approach can be used, by using `lookback_timeframe` for candl
 !!! Note
     `VolumePairList` does not support backtesting mode.
 
+#### Percent Change Pair List
+
+`PercentChangePairList` filters and sorts pairs based on the percentage change in their price over the last 24 hours or any defined timeframe as part of advanced options. This allows traders to focus on assets that have experienced significant price movements, either positive or negative.
+
+**Configuration Options**
+
+* `number_assets`: Specifies the number of top pairs to select based on the 24-hour percentage change.
+* `min_value`: Sets a minimum percentage change threshold. Pairs with a percentage change below this value will be filtered out.
+* `max_value`: Sets a maximum percentage change threshold. Pairs with a percentage change above this value will be filtered out.
+* `sort_direction`: Specifies the order in which pairs are sorted based on their percentage change. Accepts two values: `asc` for ascending order and `desc` for descending order.
+* `refresh_period`: Defines the interval (in seconds) at which the pairlist will be refreshed. The default is 1800 seconds (30 minutes).
+* `lookback_days`: Number of days to look back. When `lookback_days` is selected, the `lookback_timeframe` is defaulted to 1 day.
+* `lookback_timeframe`: Timeframe to use for the lookback period.
+* `lookback_period`: Number of periods to look back at. 
+
+When PercentChangePairList is used after other Pairlist Handlers, it will operate on the outputs of those handlers. If it is the leading Pairlist Handler, it will select pairs from all available markets with the specified stake currency.
+
+`PercentChangePairList` uses ticker data from the exchange, provided via the ccxt library:
+The percentage change is calculated as the change in price over the last 24 hours.
+
+??? Note "Unsupported exchanges"
+    On some exchanges (like HTX), regular PercentChangePairList does not work as the api does not natively provide 24h percent change in price. This can be worked around by using candle data to calculate the percentage change. To roughly simulate 24h percent change, you can use the following configuration. Please note that these pairlists will only refresh once per day.
+    ```json
+    "pairlists": [
+        {
+            "method": "PercentChangePairList",
+            "number_assets": 20,
+            "min_value": 0,
+            "refresh_period": 86400,
+            "lookback_days": 1
+        }
+    ],
+    ```
+
+**Example Configuration to Read from Ticker**
+
+```json
+"pairlists": [
+    {
+        "method": "PercentChangePairList",
+        "number_assets": 15,
+        "min_value": -10,
+        "max_value": 50
+    }
+],
+```
+
+In this configuration:
+
+1. The top 15 pairs are selected based on the highest percentage change in price over the last 24 hours.
+2. Only pairs with a percentage change between -10% and 50% are considered.
+
+**Example Configuration to Read from Candles**
+
+```json
+"pairlists": [
+    {
+        "method": "PercentChangePairList",
+        "number_assets": 15,
+        "sort_key": "percentage",
+        "min_value": 0,
+        "refresh_period": 3600,
+        "lookback_timeframe": "1h",
+        "lookback_period": 72
+    }
+],
+```
+
+This example builds the percent change pairs based on a rolling period of 3 days of 1-hour candles by using `lookback_timeframe` for candle size and `lookback_period` which specifies the number of candles.
+
+The percent change in price is calculated using the following formula, which expresses the percentage difference between the current candle's close price and the previous candle's close price, as defined by the specified timeframe and lookback period:
+
+$$ Percent Change = (\frac{Current Close - Previous Close}{Previous Close}) * 100 $$
+
+!!! Warning "Range look back and refresh period"
+    When used in conjunction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+
+!!! Warning "Performance implications when using lookback range"
+    If used in first position in combination with lookback, the computation of the range-based percent change can be time and resource consuming, as it downloads candles for all tradable pairs. Hence it's highly advised to use the standard approach with `PercentChangePairList` to narrow the pairlist down for further percent-change calculation.
+
+!!! Note "Backtesting"
+    `PercentChangePairList` does not support backtesting mode.
+
 #### ProducerPairList
 
 With `ProducerPairList`, you can reuse the pairlist from a [Producer](producer-consumer.md) without explicitly defining the pairlist on each consumer.
@@ -277,14 +360,21 @@ The optional `bearer_token` will be included in the requests Authorization Heade
         "method": "MarketCapPairList",
         "number_assets": 20,
         "max_rank": 50,
-        "refresh_period": 86400
+        "refresh_period": 86400,
+        "categories": ["layer-1"]
     }
 ]
 ```
 
 `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.
 
-`refresh_period` setting defines the period (in seconds) at which the marketcap rank data will be refreshed. Defaults to 86,400s (1 day). The pairlist cache (`refresh_period`) is applicable on both generating pairlists (first position in the list) and filtering instances (not the first position in the list).
+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).
+
+The `categories` setting specifies the [coingecko categories](https://www.coingecko.com/en/categories) from which to select coins from. The default is an empty list `[]`, meaning no category filtering is applied.
+If an incorrect category string is chosen, the plugin will print the available categories from CoinGecko and fail. The category should be the ID of the category, for example, for `https://www.coingecko.com/en/categories/layer-1`, the category ID would be `layer-1`. You can pass multiple categories such as `["layer-1", "meme-token"]` to select from several categories.
+
+!!! Warning "Many categories"
+    Each added category corresponds to one API call to CoinGecko. The more categories you add, the longer the pairlist generation will take, potentially causing rate limit issues.
 
 #### AgeFilter
 

docs/includes/protections.md

@@ -1,24 +1,16 @@
 ## Protections
 
-!!! Warning "Beta feature"
-    This feature is still in it's testing phase. Should you notice something you think is wrong please let us know via Discord or via Github Issue.
-
 Protections will protect your strategy from unexpected events and market conditions by temporarily stop trading for either one pair, or for all pairs.
 All protection end times are rounded up to the next candle to avoid sudden, unexpected intra-candle buys.
 
-!!! Note
+!!! Tip "Usage tips"
     Not all Protections will work for all strategies, and parameters will need to be tuned for your strategy to improve performance.  
 
-!!! Tip
     Each Protection can be configured multiple times with different parameters, to allow different levels of protection (short-term / long-term).
 
 !!! Note "Backtesting"
     Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
 
-!!! Warning "Setting protections from the configuration"
-    Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
-    It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
-
 ### Available Protections
 
 * [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
@@ -36,6 +28,7 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 | `lookback_period_candles` | Only trades that completed within the last `lookback_period_candles` candles will be considered. This setting may be ignored by some Protections. <br> **Datatype:** Positive integer (in candles).
 | `lookback_period` | Only trades that completed after `current_time - lookback_period` will be considered. <br>Cannot be used together with `lookback_period_candles`. <br>This setting may be ignored by some Protections. <br> **Datatype:**  Float (in minutes)
 | `trade_limit` | Number of trades required at minimum (not used by all Protections). <br> **Datatype:** Positive integer
+| `unlock_at` | Time when trading will be unlocked regularly (not used by all Protections). <br> **Datatype:** string <br>**Input Format:** "HH:MM" (24-hours)
 
 !!! Note "Durations"
     Durations (`stop_duration*` and `lookback_period*` can be defined in either minutes or candles).
@@ -44,7 +37,7 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
 #### Stoploss Guard
 
 `StoplossGuard` selects all trades within `lookback_period` in minutes (or in candles when using `lookback_period_candles`).
-If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+If `trade_limit` or more trades resulted in stoploss, trading will stop for `stop_duration` in minutes (or in candles when using `stop_duration_candles`, or until the set time when using `unlock_at`).
 
 This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
 
@@ -97,7 +90,7 @@ def protections(self):
 #### Low Profit Pairs
 
 `LowProfitPairs` uses all trades for a pair within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the overall profit ratio.
-If that ratio is below `required_profit`, that pair will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
+If that ratio is below `required_profit`, that pair will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`, or until the set time when using `unlock_at`).
 
 For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long losses.
 
@@ -120,7 +113,7 @@ def protections(self):
 
 #### Cooldown Period
 
-`CooldownPeriod` locks a pair for `stop_duration` in minutes (or in candles when using `stop_duration_candles`) after selling, avoiding a re-entry for this pair for `stop_duration` minutes.
+`CooldownPeriod` locks a pair for `stop_duration` in minutes (or in candles when using `stop_duration_candles`, or until the set time when using `unlock_at`) after exiting, avoiding a re-entry for this pair for `stop_duration` minutes.
 
 The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
 

docs/includes/strategy-imports.md

@@ -0,0 +1,45 @@
+## Imports necessary for a strategy
+
+When creating a strategy, you will need to import the necessary modules and classes. The following imports are required for a strategy:
+
+By default, we recommend the following imports as a base line for your strategy:
+This will cover all imports necessary for freqtrade functions to work.
+Obviously you can add more imports as needed for your strategy.
+
+``` python
+# flake8: noqa: F401
+# isort: skip_file
+# --- Do not remove these imports ---
+import numpy as np
+import pandas as pd
+from datetime import datetime, timedelta, timezone
+from pandas import DataFrame
+from typing import Dict, Optional, Union, Tuple
+
+from freqtrade.strategy import (
+    IStrategy,
+    Trade, 
+    Order,
+    PairLocks,
+    informative,  # @informative decorator
+    # Hyperopt Parameters
+    BooleanParameter,
+    CategoricalParameter,
+    DecimalParameter,
+    IntParameter,
+    RealParameter,
+    # timeframe helpers
+    timeframe_to_minutes,
+    timeframe_to_next_date,
+    timeframe_to_prev_date,
+    # Strategy helper functions
+    merge_informative_pair,
+    stoploss_from_absolute,
+    stoploss_from_open,
+)
+
+# --------------------------------
+# Add your lib to import here
+import talib.abstract as ta
+from technical import qtpylib
+```

docs/index.md

@@ -42,6 +42,7 @@ Please read the [exchange specific notes](exchanges.md) to learn about eventual,
 - [X] [Binance](https://www.binance.com/)
 - [X] [Bitmart](https://bitmart.com/)
 - [X] [BingX](https://bingx.com/invite/0EM9RX)
+- [X] [Bybit](https://bybit.com/)
 - [X] [Gate.io](https://www.gate.io/ref/6266643)
 - [X] [HTX](https://www.htx.com/) (Former Huobi)
 - [X] [Kraken](https://kraken.com/)
@@ -84,7 +85,7 @@ To run this bot we recommend you a linux cloud instance with a minimum of:
 
 Alternatively
 
-- Python 3.9+
+- Python 3.10+
 - pip (pip3)
 - git
 - TA-Lib

docs/installation.md

@@ -24,7 +24,7 @@ The easiest way to install and run Freqtrade is to clone the bot Github reposito
     The `stable` branch contains the code of the last release (done usually once per month on an approximately one week old snapshot of the `develop` branch to prevent packaging bugs, so potentially it's more stable).
 
 !!! Note
-    Python3.9 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
+    Python3.10 or higher and the corresponding `pip` are assumed to be available. The install-script will warn you and stop if that's not the case. `git` is also needed to clone the Freqtrade repository.  
     Also, python headers (`python<yourversion>-dev` / `python<yourversion>-devel`) must be available for the installation to complete successfully.
 
 !!! Warning "Up-to-date clock"
@@ -42,7 +42,7 @@ These requirements apply to both [Script Installation](#script-installation) and
 
 ### Install guide
 
-* [Python >= 3.9](http://docs.python-guide.org/en/latest/starting/installation/)
+* [Python >= 3.10](http://docs.python-guide.org/en/latest/starting/installation/)
 * [pip](https://pip.pypa.io/en/stable/installing/)
 * [git](https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
 * [virtualenv](https://virtualenv.pypa.io/en/stable/installation.html) (Recommended)
@@ -54,7 +54,7 @@ We've included/collected install instructions for Ubuntu, MacOS, and Windows. Th
 OS Specific steps are listed first, the common section below is necessary for all systems.
 
 !!! Note
-    Python3.9 or higher and the corresponding pip are assumed to be available.
+    Python3.10 or higher and the corresponding pip are assumed to be available.
 
 === "Debian/Ubuntu"
     #### Install necessary dependencies
@@ -69,7 +69,7 @@ OS Specific steps are listed first, the common section below is necessary for al
 
 === "RaspberryPi/Raspbian"
     The following assumes the latest [Raspbian Buster lite image](https://www.raspberrypi.org/downloads/raspbian/).
-    This image comes with python3.9 preinstalled, making it easy to get freqtrade up and running.
+    This image comes with python3.11 preinstalled, making it easy to get freqtrade up and running.
 
     Tested using a Raspberry Pi 3 with the Raspbian Buster lite image, all updates applied.
 
@@ -169,7 +169,7 @@ You can as well update, configure and reset the codebase of your bot with `./scr
 ** --install **
 
 With this option, the script will install the bot and most dependencies:
-You will need to have git and python3.9+ installed beforehand for this to work.
+You will need to have git and python3.10+ installed beforehand for this to work.
 
 * Mandatory software as: `ta-lib`
 * Setup your virtualenv under `.venv/`

docs/lookahead-analysis.md

@@ -101,3 +101,4 @@ This could lead to a false-negative (the strategy will then be reported as non-b
 - `lookahead-analysis` has access to everything that backtesting has too.
 Please don't provoke any configs like enabling position stacking.
 If you decide to do so, then make doubly sure that you won't ever run out of `max_open_trades` amount and neither leftover money in your wallet.
+- In the results table, the `biased_indicators` column will falsely flag FreqAI target indicators defined in `set_freqai_targets()` as biased. These are not biased and can safely be ignored.

docs/requirements-docs.txt

@@ -1,6 +1,7 @@
-markdown==3.6
+markdown==3.7
-mkdocs==1.6.0
+mkdocs==1.6.1
-mkdocs-material==9.5.29
+mkdocs-material==9.5.42
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.8.1
+pymdown-extensions==10.11.2
 jinja2==3.1.4
+mike==2.1.3

docs/strategy-101.md

@@ -0,0 +1,196 @@
+# Freqtrade Strategies 101: A Quick Start for Strategy Development
+
+For the purposes of this quick start, we are assuming you are familiar with the basics of trading, and have read the 
+[Freqtrade basics](bot-basics.md) page.
+
+## Required Knowledge
+
+A strategy in Freqtrade is a Python class that defines the logic for buying and selling cryptocurrency `assets`.
+
+Assets are defined as `pairs`, which represent the `coin` and the `stake`. The coin is the asset you are trading using another currency as the stake.
+
+Data is supplied by the exchange in the form of `candles`, which are made up of a six values: `date`, `open`, `high`, `low`, `close` and `volume`.
+
+`Technical analysis` functions analyse the candle data using various computational and statistical formulae, and produce secondary values called `indicators`.
+
+Indicators are analysed on the asset pair candles to generate `signals`.
+
+Signals are turned into `orders` on a cryptocurrency `exchange`, i.e. `trades`.
+
+We use the terms `entry` and `exit` instead of `buying` and `selling` because Freqtrade supports both `long` and `short` trades.
+
+- **long**: You buy the coin based on a stake, e.g. buying the coin BTC using USDT as your stake, and you make a profit by selling the coin at a higher rate than you paid for. In long trades, profits are made by the coin value going up versus the stake.
+- **short**: You borrow capital from the exchange in the form of the coin, and you pay back the stake value of the coin later. In short trades profits are made by the coin value going down versus the stake (you pay the loan off at a lower rate).
+
+Whilst Freqtrade supports spot and futures markets for certain exchanges, for simplicity we will focus on spot (long) trades only.
+
+## Structure of a Basic Strategy
+
+### Main dataframe
+
+Freqtrade strategies use a tabular data structure with rows and columns known as a `dataframe` to generate signals to enter and exit trades.
+
+Each pair in your configured pairlist has its own dataframe. Dataframes are indexed by the `date` column, e.g. `2024-06-31 12:00`.
+
+The next 5 columns represent the `open`, `high`, `low`, `close` and `volume` (OHLCV) data.
+
+### Populate indicator values
+
+The `populate_indicators` function adds columns to the dataframe that represent the technical analysis indicator values.
+
+Examples of common indicators include Relative Strength Index, Bollinger Bands, Money Flow Index, Moving Average, and Average True Range.
+
+Columns are added to the dataframe by calling technical analysis functions, e.g. ta-lib's RSI function `ta.RSI()`, and assigning them to a column name, e.g. `rsi`
+
+```python
+dataframe['rsi'] = ta.RSI(dataframe)
+```
+
+??? Hint "Technical Analysis libraries"
+    Different libraries work in different ways to generate indicator values. Please check the documentation of each library to understand
+    how to integrate it into your strategy. You can also check the [Freqtrade example strategies](https://github.com/freqtrade/freqtrade-strategies) to give you ideas.
+
+### Populate entry signals
+
+The `populate_entry_trend` function defines conditions for an entry signal.
+
+The dataframe column `enter_long` is added to the dataframe, and when a value of `1` is in this column, Freqtrade sees an entry signal.
+
+??? Hint "Shorting"
+    To enter short trades, use the `enter_short` column.
+
+### Populate exit signals
+
+The `populate_exit_trend` function defines conditions for an exit signal.
+
+The dataframe column `exit_long` is added to the dataframe, and when a value of `1` is in this column, Freqtrade sees an exit signal.
+
+??? Hint "Shorting"
+    To exit short trades, use the `exit_short` column.
+
+## A simple strategy
+
+Here is a minimal example of a Freqtrade strategy:
+
+```python
+from freqtrade.strategy import IStrategy
+from pandas import DataFrame
+import talib.abstract as ta
+
+class MyStrategy(IStrategy):
+
+    # set the initial stoploss to -10%
+    stoploss = -0.10
+
+    # exit profitable positions at any time when the profit is greater than 1%
+    minimal_roi = {"0": 0.01}
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # generate values for technical analysis indicators
+        dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # generate entry signals based on indicator values
+        dataframe.loc[
+            (dataframe['rsi'] < 30),
+            'enter_long'] = 1
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        # generate exit signals based on indicator values
+        dataframe.loc[
+            (dataframe['rsi'] > 70),
+            'exit_long'] = 1
+
+        return dataframe
+```
+
+## Making trades
+
+When a signal is found (a `1` in an entry or exit column), Freqtrade will attempt to make an order, i.e. a `trade` or `position`.
+
+Each new trade position takes up a `slot`. Slots represent the maximum number of concurrent new trades that can be opened.
+
+The number of slots is defined by the `max_open_trades` [configuration](configuration.md) option.
+
+However, there can be a range of scenarios where generating a signal does not always create a trade order. These include:
+
+- not enough remaining stake to buy an asset, or funds in your wallet to sell an asset (including any fees)
+- not enough remaining free slots for a new trade to be opened (the number of positions you have open equals the `max_open_trades` option)
+- there is already an open trade for a pair (Freqtrade cannot stack positions - however it can [adjust existing positions](strategy-callbacks.md#adjust-trade-position))
+- if an entry and exit signal is present on the same candle, they are considered as [colliding](strategy-customization.md#colliding-signals), and no order will be raised
+- the strategy actively rejects the trade order due to logic you specify by using one of the relevant [entry](strategy-callbacks.md#trade-entry-buy-order-confirmation) or [exit](strategy-callbacks.md#trade-exit-sell-order-confirmation) callbacks
+
+Read through the [strategy customization](strategy-customization.md) documentation for more details.
+
+## Backtesting and forward testing
+
+Strategy development can be a long and frustrating process, as turning our human "gut instincts" into a working computer-controlled
+("algo") strategy is not always straightforward.
+
+Therefore a strategy should be tested to verify that it is going to work as intended.
+
+Freqtrade has two testing modes:
+
+- **backtesting**: using historical data that you [download from an exchange](data-download.md), backtesting is a quick way to assess performance of a strategy. However, it can be very easy to distort results so a strategy will look a lot more profitable than it really is. Check the [backtesting documentation](backtesting.md) for more information.
+- **dry run**: often referred to as _forward testing_, dry runs use real time data from the exchange. However, any signals that would result in trades are tracked as normal by Freqtrade, but do not have any trades opened on the exchange itself. Forward testing runs in real time, so whilst it takes longer to get results it is a much more reliable indicator of **potential** performance than backtesting.
+
+Dry runs are enabled by setting `dry_run` to true in your [configuration](configuration.md#using-dry-run-mode).
+
+!!! Warning "Backtests can be very inaccurate"
+    There are many reasons why backtest results may not match reality. Please check the [backtesting assumptions](backtesting.md#assumptions-made-by-backtesting) and [common strategy mistakes](strategy-customization.md#common-mistakes-when-developing-strategies) documentation.
+    Some websites that list and rank Freqtrade strategies show impressive backtest results. Do not assume these results are achieveable or realistic.
+
+??? Hint "Useful commands"
+    Freqtrade includes two useful commands to check for basic flaws in strategies: [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md).
+
+### Assessing backtesting and dry run results
+
+Always dry run your strategy after backtesting it to see if backtesting and dry run results are sufficiently similar.
+
+If there is any significant difference, verify that your entry and exit signals are consistent and appear on the same candles between the two modes. However, there will always be differences between dry runs and backtests:
+
+- Backtesting assumes all orders fill. In dry runs this might not be the case if using limit orders or there is no volume on the exchange.
+- Following an entry signal on candle close, backtesting assumes trades enter at the next candle's open price (unless you have custom pricing callbacks in your strategy). In dry runs, there is often a delay between signals and trades opening.
+  This is because when new candles come in on your main timeframe, e.g. every 5 minutes, it takes time for Freqtrade to analyse all pair dataframes. Therefore, Freqtrade will attempt to open trades a few seconds (ideally a small a delay as possible)
+  after candle open.
+- As entry rates in dry runs might not match backtesting, this means profit calculations will also differ. Therefore, it is normal if ROI, stoploss, trailing stoploss and callback exits are not identical.
+- The more computational "lag" you have between new candles coming in and your signals being raised and trades being opened will result in greater price unpredictability. Make sure your computer is powerful enough to process the data for the number 
+  of pairs you have in your pairlist within a reasonable time. Freqtrade will warn you in the logs if there are significant data processing delays.
+
+## Controlling or monitoring a running bot
+
+Once your bot is running in dry or live mode, Freqtrade has five mechanisms to control or monitor a running bot:
+
+- **[FreqUI](freq-ui.md)**: The easiest to get started with, FreqUI is a web interface to see and control current activity of your bot.
+- **[Telegram](telegram-usage.md)**: On mobile devices, Telegram integration is available to get alerts about your bot activity and to control certain aspects.
+- **[FTUI](https://github.com/freqtrade/ftui)**: FTUI is a terminal (command line) interface to Freqtrade, and allows monitoring of a running bot only.
+- **[REST API](rest-api.md)**: The REST API allows programmers to develop their own tools to interact with a Freqtrade bot.
+- **[Webhooks](webhook-config.md)**: Freqtrade can send information to other services, e.g. discord, by webhooks.
+
+### Logs
+
+Freqtrade generates extensive debugging logs to help you understand what's happening. Please familiarise yourself with the information and error messages you might see in your bot logs.
+
+## Final Thoughts
+
+Algo trading is difficult, and most public strategies are not good performers due to the time and effort to make a strategy work profitably in multiple scenarios.
+
+Therefore, taking public strategies and using backtests as a way to assess performance is often problematic. However, Freqtrade provides useful ways to help you make decisions and do your due diligence.
+
+There are many different ways to achieve profitability, and there is no one single tip, trick or config option that will fix a poorly performing strategy.
+
+Freqtrade is an open source platform with a large and helpful community - make sure to visit our [discord channel](https://discord.gg/p7nuUNVfP7) to discuss your strategy with others!
+
+As always, only invest what you are willing to lose.
+
+## Conclusion
+
+Developing a strategy in Freqtrade involves defining entry and exit signals based on technical indicators. By following the structure and methods outlined above, you can create and test your own trading strategies.
+
+Common questions and answers are available on our [FAQ](faq.md).
+
+To continue, refer to the more in-depth [Freqtrade strategy customization documentation](strategy-customization.md).

docs/strategy-callbacks.md

@@ -24,6 +24,8 @@ Currently available callbacks:
 !!! Tip "Callback calling sequence"
     You can find the callback calling sequence in [bot-basics](bot-basics.md#bot-execution-logic)
 
+--8<-- "includes/strategy-imports.md"
+
 ## Bot start
 
 A simple callback which is called once when the strategy is loaded.
@@ -41,10 +43,10 @@ class AwesomeStrategy(IStrategy):
         Called only once after bot instantiation.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
-        if self.config['runmode'].value in ('live', 'dry_run'):
+        if self.config["runmode"].value in ("live", "dry_run"):
             # Assign this to the class by using self.*
             # can then be used by populate_* methods
-            self.custom_remote_data = requests.get('https://some_remote_source.example.com')
+            self.custom_remote_data = requests.get("https://some_remote_source.example.com")
 
 ```
 
@@ -57,6 +59,7 @@ seconds, unless configured differently) or once per candle in backtest/hyperopt
 This can be used to perform calculations which are pair independent (apply to all pairs), loading of external data, etc.
 
 ``` python
+# Default imports
 import requests
 
 class AwesomeStrategy(IStrategy):
@@ -71,10 +74,10 @@ class AwesomeStrategy(IStrategy):
         :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         """
-        if self.config['runmode'].value in ('live', 'dry_run'):
+        if self.config["runmode"].value in ("live", "dry_run"):
             # Assign this to the class by using self.*
             # can then be used by populate_* methods
-            self.remote_data = requests.get('https://some_remote_source.example.com')
+            self.remote_data = requests.get("https://some_remote_source.example.com")
 
 ```
 
@@ -83,6 +86,8 @@ class AwesomeStrategy(IStrategy):
 Called before entering a trade, makes it possible to manage your position size when placing a new trade.
 
 ```python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: Optional[float], max_stake: float,
@@ -92,13 +97,13 @@ class AwesomeStrategy(IStrategy):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
         current_candle = dataframe.iloc[-1].squeeze()
 
-        if current_candle['fastk_rsi_1h'] > current_candle['fastd_rsi_1h']:
+        if current_candle["fastk_rsi_1h"] > current_candle["fastd_rsi_1h"]:
-            if self.config['stake_amount'] == 'unlimited':
+            if self.config["stake_amount"] == "unlimited":
                 # Use entire available wallet during favorable conditions when in compounding mode.
                 return max_stake
             else:
                 # Compound profits during favorable conditions instead of using a static stake.
-                return self.wallets.get_total_stake_amount() / self.config['max_open_trades']
+                return self.wallets.get_total_stake_amount() / self.config["max_open_trades"]
 
         # Use default stake amount.
         return proposed_stake
@@ -129,25 +134,27 @@ Using `custom_exit()` signals in place of stoploss though *is not recommended*.
 An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day:
 
 ``` python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
-    def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+    def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs):
         dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
         last_candle = dataframe.iloc[-1].squeeze()
 
         # Above 20% profit, sell when rsi < 80
         if current_profit > 0.2:
-            if last_candle['rsi'] < 80:
+            if last_candle["rsi"] < 80:
-                return 'rsi_below_80'
+                return "rsi_below_80"
 
         # Between 2% and 10%, sell if EMA-long above EMA-short
         if 0.02 < current_profit < 0.1:
-            if last_candle['emalong'] > last_candle['emashort']:
+            if last_candle["emalong"] > last_candle["emashort"]:
-                return 'ema_long_below_80'
+                return "ema_long_below_80"
 
         # Sell any positions at a loss if they are held for more than one day.
         if current_profit < 0.0 and (current_time - trade.open_date_utc).days >= 1:
-            return 'unclog'
+            return "unclog"
 ```
 
 See [Dataframe access](strategy-advanced.md#dataframe-access) for more information about dataframe use in strategy callbacks.
@@ -168,7 +175,6 @@ The absolute value of the return value is used (the sign is ignored), so returni
 Returning `None` will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
 `NaN` and `inf` values are considered invalid and will be ignored (identical to `None`).
 
-
 Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).
 
 !!! Note "Use of dates"
@@ -196,9 +202,7 @@ Of course, many more things are possible, and all examples can be combined at wi
 To simulate a regular trailing stoploss of 4% (trailing 4% behind the maximum reached price) you would use the following very simple method:
 
 ``` python
-# additional imports required
+# Default imports
-from datetime import datetime
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
@@ -206,7 +210,7 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool, 
                         **kwargs) -> Optional[float]:
         """
@@ -236,8 +240,7 @@ class AwesomeStrategy(IStrategy):
 Use the initial stoploss for the first 60 minutes, after this change to 10% trailing stoploss, and after 2 hours (120 minutes) we use a 5% trailing stoploss.
 
 ``` python
-from datetime import datetime, timedelta
+# Default imports
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
@@ -245,7 +248,7 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool, 
                         **kwargs) -> Optional[float]:
 
@@ -263,8 +266,7 @@ Use the initial stoploss for the first 60 minutes, after this change to 10% trai
 If an additional order fills, set stoploss to -10% below the new `open_rate` ([Averaged across all entries](#position-adjust-calculations)).
 
 ``` python
-from datetime import datetime, timedelta
+# Default imports
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
@@ -272,7 +274,7 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool, 
                         **kwargs) -> Optional[float]:
 
@@ -293,8 +295,7 @@ Use a different stoploss depending on the pair.
 In this example, we'll trail the highest price with 10% trailing stoploss for `ETH/BTC` and `XRP/BTC`, with 5% trailing stoploss for `LTC/BTC` and with 15% for all other pairs.
 
 ``` python
-from datetime import datetime
+# Default imports
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
@@ -302,13 +303,13 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool,
                         **kwargs) -> Optional[float]:
 
-        if pair in ('ETH/BTC', 'XRP/BTC'):
+        if pair in ("ETH/BTC", "XRP/BTC"):
             return -0.10
-        elif pair in ('LTC/BTC'):
+        elif pair in ("LTC/BTC"):
             return -0.05
         return -0.15
 ```
@@ -320,8 +321,7 @@ Use the initial stoploss until the profit is above 4%, then use a trailing stopl
 Please note that the stoploss can only increase, values lower than the current stoploss are ignored.
 
 ``` python
-from datetime import datetime, timedelta
+# Default imports
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
@@ -329,7 +329,7 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool,
                         **kwargs) -> Optional[float]:
 
@@ -353,9 +353,7 @@ Instead of continuously trailing behind the current price, this example sets fix
 * Once profit is > 40% - set stoploss to 25% above open price.
 
 ``` python
-from datetime import datetime
+# Default imports
-from freqtrade.persistence import Trade
-from freqtrade.strategy import stoploss_from_open
 
 class AwesomeStrategy(IStrategy):
 
@@ -363,7 +361,7 @@ class AwesomeStrategy(IStrategy):
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool,
                         **kwargs) -> Optional[float]:
 
@@ -384,15 +382,17 @@ class AwesomeStrategy(IStrategy):
 Absolute stoploss value may be derived from indicators stored in dataframe. Example uses parabolic SAR below the price as stoploss.
 
 ``` python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         # <...>
-        dataframe['sar'] = ta.SAR(dataframe)
+        dataframe["sar"] = ta.SAR(dataframe)
 
     use_custom_stoploss = True
 
-    def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                         current_rate: float, current_profit: float, after_fill: bool,
                         **kwargs) -> Optional[float]:
 
@@ -400,7 +400,7 @@ class AwesomeStrategy(IStrategy):
         last_candle = dataframe.iloc[-1].squeeze()
 
         # Use parabolic sar as absolute stoploss price
-        stoploss_price = last_candle['sar']
+        stoploss_price = last_candle["sar"]
 
         # Convert absolute price to percentage relative to current_rate
         if stoploss_price < current_rate:
@@ -429,10 +429,7 @@ Stoploss values returned from `custom_stoploss()` must specify a percentage rela
 
 
     ``` python
-
+    # Default imports
-    from datetime import datetime
-    from freqtrade.persistence import Trade
-    from freqtrade.strategy import IStrategy, stoploss_from_open
 
     class AwesomeStrategy(IStrategy):
 
@@ -440,7 +437,7 @@ Stoploss values returned from `custom_stoploss()` must specify a percentage rela
 
         use_custom_stoploss = True
 
-        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+        def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                             current_rate: float, current_profit: float, after_fill: bool,
                             **kwargs) -> Optional[float]:
 
@@ -469,38 +466,34 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
 
 ??? Example "Returning a stoploss using absolute price from the custom stoploss function"
 
-    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
+    If we want to trail a stop price at 2xATR below current price we can call `stoploss_from_absolute(current_rate + (side * candle["atr"] * 2), current_rate=current_rate, is_short=trade.is_short, leverage=trade.leverage)`.
     For futures, we need to adjust the direction (up or down), as well as adjust for leverage, since the [`custom_stoploss`](strategy-callbacks.md#custom-stoploss) callback  returns the ["risk for this trade"](stoploss.md#stoploss-and-leverage) - not the relative price movement.
 
     ``` python
-
+    # Default imports
-    from datetime import datetime
-    from freqtrade.persistence import Trade
-    from freqtrade.strategy import IStrategy, stoploss_from_absolute, timeframe_to_prev_date
 
     class AwesomeStrategy(IStrategy):
 
         use_custom_stoploss = True
 
-        def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
-            dataframe['atr'] = ta.ATR(dataframe, timeperiod=14)
+            dataframe["atr"] = ta.ATR(dataframe, timeperiod=14)
             return dataframe
 
-        def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
+        def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
                             current_rate: float, current_profit: float, after_fill: bool,
                             **kwargs) -> Optional[float]:
             dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
             trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
             candle = dataframe.iloc[-1].squeeze()
             side = 1 if trade.is_short else -1
-            return stoploss_from_absolute(current_rate + (side * candle['atr'] * 2), 
+            return stoploss_from_absolute(current_rate + (side * candle["atr"] * 2), 
                                           current_rate=current_rate, 
                                           is_short=trade.is_short,
                                           leverage=trade.leverage)
 
     ```
 
-
 ---
 
 ## Custom order price rules
@@ -520,19 +513,18 @@ Each of these methods are called right before placing an order on the exchange.
 ### Custom order entry and exit price example
 
 ``` python
-from datetime import datetime, timedelta, timezone
+# Default imports
-from freqtrade.persistence import Trade
 
 class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
 
-    def custom_entry_price(self, pair: str, trade: Optional['Trade'], current_time: datetime, proposed_rate: float,
+    def custom_entry_price(self, pair: str, trade: Optional[Trade], current_time: datetime, proposed_rate: float,
                            entry_tag: Optional[str], side: str, **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        new_entryprice = dataframe['bollinger_10_lowerband'].iat[-1]
+        new_entryprice = dataframe["bollinger_10_lowerband"].iat[-1]
 
         return new_entryprice
 
@@ -542,7 +534,7 @@ class AwesomeStrategy(IStrategy):
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)
-        new_exitprice = dataframe['bollinger_10_upperband'].iat[-1]
+        new_exitprice = dataframe["bollinger_10_upperband"].iat[-1]
 
         return new_exitprice
 
@@ -579,8 +571,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
 The function must return either `True` (cancel order) or `False` (keep order alive).
 
 ``` python
-from datetime import datetime, timedelta
+    # Default imports
-from freqtrade.persistence import Trade, Order
 
 class AwesomeStrategy(IStrategy):
 
@@ -588,11 +579,11 @@ class AwesomeStrategy(IStrategy):
 
     # Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
     unfilledtimeout = {
-        'entry': 60 * 25,
+        "entry": 60 * 25,
-        'exit': 60 * 25
+        "exit": 60 * 25
     }
 
-    def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
+    def check_entry_timeout(self, pair: str, trade: Trade, order: Order,
                             current_time: datetime, **kwargs) -> bool:
         if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
@@ -603,7 +594,7 @@ class AwesomeStrategy(IStrategy):
         return False
 
 
-    def check_exit_timeout(self, pair: str, trade: Trade, order: 'Order',
+    def check_exit_timeout(self, pair: str, trade: Trade, order: Order,
                            current_time: datetime, **kwargs) -> bool:
         if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
             return True
@@ -620,8 +611,7 @@ class AwesomeStrategy(IStrategy):
 ### Custom order timeout example (using additional data)
 
 ``` python
-from datetime import datetime
+    # Default imports
-from freqtrade.persistence import Trade, Order
 
 class AwesomeStrategy(IStrategy):
 
@@ -629,24 +619,24 @@ class AwesomeStrategy(IStrategy):
 
     # Set unfilledtimeout to 25 hours, since the maximum timeout from below is 24 hours.
     unfilledtimeout = {
-        'entry': 60 * 25,
+        "entry": 60 * 25,
-        'exit': 60 * 25
+        "exit": 60 * 25
     }
 
-    def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
+    def check_entry_timeout(self, pair: str, trade: Trade, order: Order,
                             current_time: datetime, **kwargs) -> bool:
         ob = self.dp.orderbook(pair, 1)
-        current_price = ob['bids'][0][0]
+        current_price = ob["bids"][0][0]
         # Cancel buy order if price is more than 2% above the order.
         if current_price > order.price * 1.02:
             return True
         return False
 
 
-    def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
+    def check_exit_timeout(self, pair: str, trade: Trade, order: Order,
                            current_time: datetime, **kwargs) -> bool:
         ob = self.dp.orderbook(pair, 1)
-        current_price = ob['asks'][0][0]
+        current_price = ob["asks"][0][0]
         # Cancel sell order if price is more than 2% below the order.
         if current_price < order.price * 0.98:
             return True
@@ -665,6 +655,8 @@ This are the last methods that will be called before an order is placed.
 `confirm_trade_entry()` can be used to abort a trade entry at the latest second (maybe because the price is not what we expect).
 
 ``` python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
 
     # ... populate_* methods
@@ -689,7 +681,7 @@ class AwesomeStrategy(IStrategy):
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param current_time: datetime object, containing the current datetime
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
-        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :param side: "long" or "short" - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True is returned, then the buy-order is placed on the exchange.
             False aborts the process
@@ -711,8 +703,7 @@ The exit-reasons (if applicable) will be in the following sequence:
 * `trailing_stop_loss`
 
 ``` python
-from freqtrade.persistence import Trade
+# Default imports
-
 
 class AwesomeStrategy(IStrategy):
 
@@ -738,14 +729,14 @@ class AwesomeStrategy(IStrategy):
                      or current rate for market orders.
         :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
         :param exit_reason: Exit reason.
-            Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
+            Can be any of ["roi", "stop_loss", "stoploss_on_exchange", "trailing_stop_loss",
-                           'exit_signal', 'force_exit', 'emergency_exit']
+                           "exit_signal", "force_exit", "emergency_exit"]
         :param current_time: datetime object, containing the current datetime
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return bool: When True, then the exit-order is placed on the exchange.
             False aborts the process
         """
-        if exit_reason == 'force_exit' and trade.calc_profit_ratio(rate) < 0:
+        if exit_reason == "force_exit" and trade.calc_profit_ratio(rate) < 0:
             # Reject force-sells with negative profit
             # This is just a sample, please adjust to your needs
             # (this does not necessarily make sense, assuming you know when you're force-selling)
@@ -771,7 +762,7 @@ This callback is **not** called when there is an open order (either buy or sell)
 `adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
 
 Position adjustments will always be applied in the direction of the trade, so a positive value will always increase your position (negative values will decrease your position), no matter if it's a long or short trade.
-Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, 'increase_favorable_conditions'`).
+Adjustment orders can be assigned with a tag by returning a 2 element Tuple, with the first element being the adjustment amount, and the 2nd element the tag (e.g. `return 250, "increase_favorable_conditions"`).
 
 Modifications to leverage are not possible, and the stake-amount returned is assumed to be before applying leverage.
 
@@ -793,7 +784,7 @@ Returning a value more than the above (so remaining stake_amount would become ne
 !!! Note "About stake size"
     Using fixed stake size means it will be the amount used for the first order, just like without position adjustment.
     If you wish to buy additional orders with DCA, then make sure to leave enough funds in the wallet for that.
-    Using 'unlimited' stake amount with DCA orders requires you to also implement the `custom_stake_amount()` callback to avoid allocating all funds to the initial order.
+    Using `"unlimited"` stake amount with DCA orders requires you to also implement the `custom_stake_amount()` callback to avoid allocating all funds to the initial order.
 
 !!! Warning "Stoploss calculation"
     Stoploss is still calculated from the initial opening price, not averaged price.
@@ -811,9 +802,7 @@ Returning a value more than the above (so remaining stake_amount would become ne
     Trades with long duration and 10s or even 100ds of position adjustments are therefore not recommended, and should be closed at regular intervals to not affect performance.
 
 ``` python
-from freqtrade.persistence import Trade
+# Default imports
-from typing import Optional, Tuple, Union
-
 
 class DigDeeperStrategy(IStrategy):
 
@@ -876,7 +865,7 @@ class DigDeeperStrategy(IStrategy):
 
         if current_profit > 0.05 and trade.nr_of_successful_exits == 0:
             # Take half of the profit at +5%
-            return -(trade.stake_amount / 2), 'half_profit_5%'
+            return -(trade.stake_amount / 2), "half_profit_5%"
 
         if current_profit > -0.05:
             return None
@@ -886,7 +875,7 @@ class DigDeeperStrategy(IStrategy):
         # Only buy when not actively falling price.
         last_candle = dataframe.iloc[-1].squeeze()
         previous_candle = dataframe.iloc[-2].squeeze()
-        if last_candle['close'] < previous_candle['close']:
+        if last_candle["close"] < previous_candle["close"]:
             return None
 
         filled_entries = trade.select_filled_orders(trade.entry_side)
@@ -904,7 +893,7 @@ class DigDeeperStrategy(IStrategy):
             stake_amount = filled_entries[0].stake_amount
             # This then calculates current safety order size
             stake_amount = stake_amount * (1 + (count_of_entries * 0.25))
-            return stake_amount, '1/3rd_increase'
+            return stake_amount, "1/3rd_increase"
         except Exception as exception:
             return None
 
@@ -951,8 +940,7 @@ If the cancellation of the original order fails, then the order will not be repl
     Entry Orders that are cancelled via the above methods will not have this callback called. Be sure to update timeout values to match your expectations.
 
 ```python
-from freqtrade.persistence import Trade
+# Default imports
-from datetime import timedelta, datetime
 
 class AwesomeStrategy(IStrategy):
 
@@ -977,13 +965,18 @@ class AwesomeStrategy(IStrategy):
         :param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
         :param current_order_rate: Rate of the existing order in place.
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
-        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :param side: "long" or "short" - indicating the direction of the proposed trade
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New entry price value if provided
 
         """
         # Limit orders to use and follow SMA200 as price target for the first 10 minutes since entry trigger for BTC/USDT pair.
-        if pair == 'BTC/USDT' and entry_tag == 'long_sma200' and side == 'long' and (current_time - timedelta(minutes=10)) > trade.open_date_utc:
+        if (
+            pair == "BTC/USDT" 
+            and entry_tag == "long_sma200" 
+            and side == "long" 
+            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:
                 return None
@@ -991,7 +984,7 @@ class AwesomeStrategy(IStrategy):
                 dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
                 current_candle = dataframe.iloc[-1].squeeze()
                 # desired price
-                return current_candle['sma_200']
+                return current_candle["sma_200"]
         # default: maintain existing order
         return current_order_rate
 ```
@@ -1006,6 +999,8 @@ Values that are above `max_leverage` will be adjusted to `max_leverage`.
 For markets / exchanges that don't support leverage, this method is ignored.
 
 ``` python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
     def leverage(self, pair: str, current_time: datetime, current_rate: float,
                  proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
@@ -1019,7 +1014,7 @@ class AwesomeStrategy(IStrategy):
         :param proposed_leverage: A leverage proposed by the bot.
         :param max_leverage: Max leverage allowed on this pair
         :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
-        :param side: 'long' or 'short' - indicating the direction of the proposed trade
+        :param side: "long" or "short" - indicating the direction of the proposed trade
         :return: A leverage amount, which is between 1.0 and max_leverage.
         """
         return 1.0
@@ -1036,6 +1031,8 @@ It will be called independent of the order type (entry, exit, stoploss or positi
 Assuming that your strategy needs to store the high value of the candle at trade entry, this is possible with this callback as the following example show.
 
 ``` python
+# Default imports
+
 class AwesomeStrategy(IStrategy):
     def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
         """
@@ -1052,7 +1049,7 @@ class AwesomeStrategy(IStrategy):
         last_candle = dataframe.iloc[-1].squeeze()
         
         if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
-            trade.set_custom_data(key='entry_candle_high', value=last_candle['high'])
+            trade.set_custom_data(key="entry_candle_high", value=last_candle["high"])
 
         return None
 

docs/strategy-customization.md

@@ -2,52 +2,93 @@
 
 This page explains how to customize your strategies, add new indicators and set up trading rules.
 
-Please familiarize yourself with [Freqtrade basics](bot-basics.md) first, which provides overall info on how the bot operates.
+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 bot basics](bot-basics.md), which provides overall info on how the bot operates
 
 ## Develop your own strategy
 
 The bot includes a default strategy file.
+
 Also, several other strategies are available in the [strategy repository](https://github.com/freqtrade/freqtrade-strategies).
 
 You will however most likely have your own idea for a strategy.
-This document intends to help you convert your strategy idea into your own strategy.
 
-To get started, use `freqtrade new-strategy --strategy AwesomeStrategy` (you can obviously use your own naming for your strategy).
+This document intends to help you convert your ideas into a working strategy.
-This will create a new strategy file from a template, which will be located under `user_data/strategies/AwesomeStrategy.py`.
+
+### Generating a strategy template
+
+To get started, you can use the command:
+
+```bash
+freqtrade new-strategy --strategy AwesomeStrategy
+```
+
+This will create a new strategy called `AwesomeStrategy` from a template, which will be located using the filename `user_data/strategies/AwesomeStrategy.py`.
 
 !!! Note
-    This is just a template file, which will most likely not be profitable out of the box.
+    There is a difference between the *name* of the strategy and the filename. In most commands, Freqtrade uses the *name* of the strategy, *not the filename*.
+
+!!! Note
+    The `new-strategy` command generates starting examples which will not be profitable out of the box.
 
 ??? Hint "Different template levels"
-    `freqtrade new-strategy` has an additional parameter, `--template`, which controls the amount of pre-build information you get in the created strategy. Use `--template minimal` to get an empty strategy without any indicator examples, or `--template advanced` to get a template with most callbacks defined.
+    `freqtrade new-strategy` has an additional parameter, `--template`, which controls the amount of pre-build information you get in the created strategy. Use `--template minimal` to get an empty strategy without any indicator examples, or `--template advanced` to get a template with more complicated features defined.
 
 ### Anatomy of a strategy
 
-A strategy file contains all the information needed to build a good strategy:
+A strategy file contains all the information needed to build the strategy logic:
 
+- Candle data in OHLCV format
 - Indicators
-- Entry strategy rules
+- Entry logic
-- Exit strategy rules
+  - Signals
-- Minimal ROI recommended
+- Exit logic
-- Stoploss strongly recommended
+  - Signals
+  - Minimal ROI
+  - Callbacks ("custom functions")
+- Stoploss
+  - Fixed/absolute
+  - Trailing
+  - Callbacks ("custom functions")
+- Pricing [optional]
+- Position adjustment [optional]
 
-The bot also include a sample strategy called `SampleStrategy` you can update: `user_data/strategies/sample_strategy.py`.
+The bot includes a sample strategy called `SampleStrategy` that you can use as a basis: `user_data/strategies/sample_strategy.py`.
-You can test it with the parameter: `--strategy SampleStrategy`
+You can test it with the parameter: `--strategy SampleStrategy`. Remember that you use the strategy class name, not the filename.
 
 Additionally, there is an attribute called `INTERFACE_VERSION`, which defines the version of the strategy interface the bot should use.
 The current version is 3 - which is also the default when it's not set explicitly in the strategy.
 
-Future versions will require this to be set.
+You may see older strategies set to interface version 2, and these will need to be updated to v3 terminology as future versions will require this to be set.
+
+Starting the bot in dry or live mode is accomplished using the `trade` command:
 
 ```bash
 freqtrade trade --strategy AwesomeStrategy
 ```
 
+### Bot modes
+
+Freqtrade strategies can be processed by the Freqtrade bot in 5 main modes:
+
+- backtesting
+- hyperopting
+- dry ("forward testing")
+- live
+- FreqAI (not covered here)
+
+Check the [configuration documentation](configuration.md) about how to set the bot to dry or live mode.
+
+**Always use dry mode when testing as this gives you an idea of how your strategy will work in reality without risking capital.**
+
+## Diving in deeper
 **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py)
 file as reference.**
 
 !!! Note "Strategies and Backtesting"
-    To avoid problems and unexpected differences between Backtesting and dry/live modes, please be aware
+    To avoid problems and unexpected differences between backtesting and dry/live modes, please be aware
     that during backtesting the full time range is passed to the `populate_*()` methods at once.
     It is therefore best to use vectorized operations (across the whole dataframe, not loops) and
     avoid index referencing (`df.iloc[-1]`), but instead use `df.shift()` to get to the previous candle.
@@ -57,14 +98,22 @@ file as reference.**
     needs to take care to avoid having the strategy utilize data from the future.
     Some common patterns for this are listed in the [Common Mistakes](#common-mistakes-when-developing-strategies) section of this document.
 
+??? Hint "Lookahead and recursive analysis"
+    Freqtrade includes two helpful commands to help assess common lookahead (using future data) and 
+    recursive bias (variance in indicator values) issues. Before running a strategy in dry or live more, 
+    you should always use these commands first. Please check the relevant documentation for 
+    [lookahead](lookahead-analysis.md) and [recursive](recursive-analysis.md) analysis.
+
 ### Dataframe
 
 Freqtrade uses [pandas](https://pandas.pydata.org/) to store/provide the candlestick (OHLCV) data.
-Pandas is a great library developed for processing large amounts of data.
+Pandas is a great library developed for processing large amounts of data in tabular format.
 
-Each row in a dataframe corresponds to one candle on a chart, with the latest candle always being the last in the dataframe (sorted by date).
+Each row in a dataframe corresponds to one candle on a chart, with the latest complete candle always being the last in the dataframe (sorted by date).
 
-``` output
+If we were to look at the first few rows of the main dataframe using the pandas `head()` function, we would see:
+
+```output
 > dataframe.head()
                        date      open      high       low     close     volume
 0 2021-11-09 23:25:00+00:00  67279.67  67321.84  67255.01  67300.97   44.62253
@@ -74,20 +123,16 @@ Each row in a dataframe corresponds to one candle on a chart, with the latest ca
 4 2021-11-09 23:45:00+00:00  67160.48  67160.48  66901.26  66943.37  111.39292
 ```
 
-Pandas provides fast ways to calculate metrics. To benefit from this speed, it's advised to not use loops, but use vectorized methods instead.
+A dataframe is a table where columns are not single values, but a series of data values. As such, simple python comparisons like the following will not work:
-
-Vectorized operations perform calculations across the whole range of data and are therefore, compared to looping through each row, a lot faster when calculating indicators.
-
-As a dataframe is a table, simple python comparisons like the following will not work
 
 ``` python
     if dataframe['rsi'] > 30:
         dataframe['enter_long'] = 1
 ```
 
-The above section will fail with `The truth value of a Series is ambiguous. [...]`.
+The above section will fail with `The truth value of a Series is ambiguous [...]`.
 
-This must instead be written in a pandas-compatible way, so the operation is performed across the whole dataframe.
+This must instead be written in a pandas-compatible way, so the operation is performed across the whole dataframe, i.e. `vectorisation`.
 
 ``` python
     dataframe.loc[
@@ -97,13 +142,38 @@ This must instead be written in a pandas-compatible way, so the operation is per
 
 With this section, you have a new column in your dataframe, which has `1` assigned whenever RSI is above 30.
 
+Freqtrade uses this new column as an entry signal, where it is assumed that a trade will subsequently open on the next open candle.
+
+Pandas provides fast ways to calculate metrics, i.e. "vectorisation". To benefit from this speed, it is advised to not use loops, but use vectorized methods instead.
+
+Vectorized operations perform calculations across the whole range of data and are therefore, compared to looping through each row, a lot faster when calculating indicators.
+
+??? Hint "Signals vs Trades"
+    - Signals are generated from indicators at candle close, and are intentions to enter a trade.
+    - Trades are orders that are executed (on the exchange in live mode) where a trade will then open as close to next candle open as possible.
+
+!!! Warning "Trade order assumptions"
+    In backtesting, signals are generated on candle close. Trades are then initiated immeditely on next candle open.
+    
+    In dry and live, this may be delayed due to all pair dataframes needing to be analysed first, then trade processing 
+    for each of those pairs happens. This means that in dry/live you need to be mindful of having as low a computation 
+    delay as possible, usually by running a low number of pairs and having a CPU with a good clock speed.
+
+#### Why can't I see "real time" candle data?
+
+Freqtrade does not store incomplete/unfinished candles in the dataframe.
+
+The use of incomplete data for making strategy decisions is called "repainting" and you might see other platforms allow this.
+
+Freqtrade does not. Only complete/finished candle data is available in the dataframe.
+
 ### Customize Indicators
 
-Buy and sell signals need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file.
+Entry and exit signals need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file.
 
 You should only add the indicators used in either `populate_entry_trend()`, `populate_exit_trend()`, or to populate another indicator, otherwise performance may suffer.
 
-It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
+It's important to always return the dataframe from these three functions without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
 
 Sample:
 
@@ -124,7 +194,7 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     stoch = ta.STOCHF(dataframe)
     dataframe['fastd'] = stoch['fastd']
     dataframe['fastk'] = stoch['fastk']
-    dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
+    dataframe['bb_lower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
     dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
     dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
     dataframe['mfi'] = ta.MFI(dataframe)
@@ -145,6 +215,8 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
     dataframe['plus_di'] = ta.PLUS_DI(dataframe)
     dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
     dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+    # remember to always return the dataframe
     return dataframe
 ```
 
@@ -158,17 +230,19 @@ Out of the box, freqtrade installs the following technical libraries:
 
 - [ta-lib](https://ta-lib.github.io/ta-lib-python/)
 - [pandas-ta](https://twopirllc.github.io/pandas-ta/)
-- [technical](https://github.com/freqtrade/technical/)
+- [technical](https://technical.freqtrade.io)
 
 Additional technical libraries can be installed as necessary, or custom indicators may be written / invented by the strategy author.
 
 ### Strategy startup period
 
-Most indicators have an instable startup period, in which they are either not available (NaN), or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this instable period should be.
+Some indicators have an unstable startup period in which there isn't enough candle data to calculate any values (NaN), or the calculation is incorrect. This can lead to inconsistencies, since Freqtrade does not know how long this unstable period is and uses whatever indicator values are in the dataframe.
+
 To account for this, the strategy can be assigned the `startup_candle_count` attribute.
+
 This should be set to the maximum number of candles that the strategy requires to calculate stable indicators. In the case where a user includes higher timeframes with informative pairs, the `startup_candle_count` does not necessarily change. The value is the maximum period (in candles) that any of the informatives timeframes need to compute stable indicators.
 
-You can use [recursive-analysis](recursive-analysis.md) to check and find the correct `startup_candle_count` to be used.
+You can use [recursive-analysis](recursive-analysis.md) to check and find the correct `startup_candle_count` to be used. When recursive analysis shows a variance of 0%, then you can be sure that you have enough startup candle data.
 
 In this example strategy, this should be set to 400 (`startup_candle_count = 400`), since the minimum needed history for ema100 calculation to make sure the value is correct is 400 candles.
 
@@ -195,19 +269,22 @@ Let's try to backtest 1 month (January 2019) of 5m candles using an example stra
 freqtrade backtesting --timerange 20190101-20190201 --timeframe 5m
 ```
 
-Assuming `startup_candle_count` is set to 400, backtesting knows it needs 400 candles to generate valid buy signals. It will load data from `20190101 - (400 * 5m)` - which is ~2018-12-30 11:40:00.
+Assuming `startup_candle_count` is set to 400, backtesting knows it needs 400 candles to generate valid entry signals. It will load data from `20190101 - (400 * 5m)` - which is ~2018-12-30 11:40:00.
-If this data is available, indicators will be calculated with this extended timerange. The instable startup period (up to 2019-01-01 00:00:00) will then be removed before starting backtesting.
 
-!!! Note
+If this data is available, indicators will be calculated with this extended timerange. The unstable startup period (up to 2019-01-01 00:00:00) will then be removed before backtesting is carried out.
-    If data for the startup period is not available, then the timerange will be adjusted to account for this startup period - so Backtesting would start at 2019-01-02 09:20:00.
+
+!!! Note "Unavailable startup candle data"
+    If data for the startup period is not available, then the timerange will be adjusted to account for this startup period. In our example, backtesting would then start from 2019-01-02 09:20:00.
 
 ### Entry signal rules
 
 Edit the method `populate_entry_trend()` in your strategy file to update your entry strategy.
 
-It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
+It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected. The strategy may then produce invalid values, or cease to work entirely.
 
-This method will also define a new column, `"enter_long"` (`"enter_short"` for shorts), which needs to contain 1 for entries, and 0 for "no action". `enter_long` is a mandatory column that must be set even if the strategy is shorting only.
+This method will also define a new column, `"enter_long"` (`"enter_short"` for shorts), which needs to contain `1` for entries, and `0` for "no action". `enter_long` is a mandatory column that must be set even if the strategy is shorting only.
+
+You can name your entry signals by using the `"enter_tag"` column, which can help debug and assess your strategy later. 
 
 Sample from `user_data/strategies/sample_strategy.py`:
 
@@ -232,12 +309,15 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
 ```
 
 ??? Note "Enter short trades"
-    Short-entries can be created by setting `enter_short` (corresponds to `enter_long` for long trades).
+    Short entries can be created by setting `enter_short` (corresponds to `enter_long` for long trades).
     The `enter_tag` column remains identical.
-    Short-trades need to be supported by your exchange and market configuration!
+    Shorting needs to be supported by your exchange and market configuration!
-    Please make sure to set [`can_short`]() appropriately on your strategy if you intend to short.
+    Also, make sure you set [`can_short`](#can-short) appropriately on your strategy if you intend to short.
 
     ```python
+    # allow both long and short trades
+    can_short = True
+
     def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
@@ -261,17 +341,21 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
     ```
 
 !!! Note
-    Buying requires sellers to buy from - therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the bot does not buy/sell in no-activity periods.
+    Buying requires sellers to buy from. Therefore volume needs to be > 0 (`dataframe['volume'] > 0`) to make sure that the bot does not buy/sell in no-activity periods.
 
 ### Exit signal rules
 
 Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy.
+
 The exit-signal can be suppressed by setting `use_exit_signal` to false in the configuration or strategy.
+
 `use_exit_signal` will not influence [signal collision rules](#colliding-signals) - which will still apply and can prevent entries.
 
-It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected.
+It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected. The strategy may then produce invalid values, or cease to work entirely.
 
-This method will also define a new column, `"exit_long"` (`"exit_short"` for shorts), which needs to contain 1 for exits, and 0 for "no action".
+This method will also define a new column, `"exit_long"` (`"exit_short"` for shorts), which needs to contain `1` for exits, and `0` for "no action".
+
+You can name your exit signals by using the `"exit_tag"` column, which can help debug and assess your strategy later.
 
 Sample from `user_data/strategies/sample_strategy.py`:
 
@@ -295,11 +379,15 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
 ```
 
 ??? Note "Exit short trades"
-    Short-exits can be created by setting `exit_short` (corresponds to `exit_long`).
+    Short exits can be created by setting `exit_short` (corresponds to `exit_long`).
     The `exit_tag` column remains identical.
-    Short-trades need to be supported by your exchange and market configuration!
+    Shorting needs to be supported by your exchange and market configuration!
+    Also, make sure you set [`can_short`](#can-short) appropriately on your strategy if you intend to short.
 
     ```python
+    # allow both long and short trades
+    can_short = True
+
     def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
@@ -322,9 +410,9 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame
 
 ### Minimal ROI
 
-This dict defines the minimal Return On Investment (ROI) a trade should reach before exiting, independent from the exit signal.
+The `minimal_roi` strategy variable defines the minimal Return On Investment (ROI) a trade should reach before exiting, independent from the exit signal.
 
-It is of the following format, with the dict key (left side of the colon) being the minutes passed since the trade opened, and the value (right side of the colon) being the percentage.
+It is of the following format, i.e. a python `dict`, with the dict key (left side of the colon) being the minutes passed since the trade opened, and the value (right side of the colon) being the percentage.
 
 ```python
 minimal_roi = {
@@ -344,14 +432,19 @@ The above configuration would therefore mean:
 
 The calculation does include fees.
 
+#### Disabling minimal ROI
+
 To disable ROI completely, set it to an empty dictionary:
 
 ```python
 minimal_roi = {}
 ```
 
+#### Using calculations in minimal ROI
+
 To use times based on candle duration (timeframe), the following snippet can be handy.
-This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)
+
+This will allow you to change the timeframe for the strategy, but the minimal ROI times will still be set as candles, e.g. after 3 candles.
 
 ``` python
 from freqtrade.exchange import timeframe_to_minutes
@@ -368,9 +461,9 @@ class AwesomeStrategy(IStrategy):
 ```
 
 ??? info "Orders that don't fill immediately"
-    `minimal_roi` will take the `trade.open_date` as reference, which is the time the trade was initialized / the first order for this trade was placed.  
+    `minimal_roi` will take the `trade.open_date` as reference, which is the time the trade was initialized, i.e. when the first order for this trade was placed.
-    This will also hold true for limit orders that don't fill immediately  (usually in combination with "off-spot" prices through `custom_entry_price()`), as well as for cases where the initial order is replaced through `adjust_entry_price()`.
+    This will also hold true for limit orders that don't fill immediately (usually in combination with "off-spot" prices through `custom_entry_price()`), as well as for cases where the initial order price is replaced through `adjust_entry_price()`.
-    The time used will still be from the initial `trade.open_date` (when the initial order was first placed), not from the newly placed order date.
+    The time used will still be from the initial `trade.open_date` (when the initial order was first placed), not from the newly placed or adjusted order date.
 
 ### Stoploss
 
@@ -386,33 +479,44 @@ For the full documentation on stoploss features, look at the dedicated [stoploss
 
 ### Timeframe
 
-This is the set of candles the bot should download and use for the analysis.
+This is the periodicity of candles the bot should use in the strategy.
+
 Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
 
-Please note that the same entry/exit signals may work well with one timeframe, but not with the others.
+Please note that the same entry/exit signals may work well with one timeframe, but not with others.
 
 This setting is accessible within the strategy methods as the `self.timeframe` attribute.
 
 ### Can short
 
-To use short signals in futures markets, you will have to let us know to do so by setting `can_short=True`.
+To use short signals in futures markets, you will have to set `can_short = True`.
+
 Strategies which enable this will fail to load on spot markets.
-Disabling of this will have short signals ignored (also in futures markets).
+
+If you have `1` values in the `enter_short` column to raise short signals, setting `can_short = False` (which is the default) will mean that these short signals are ignored, even if you have specified futures markets in your configuration.
 
 ### Metadata dict
 
-The metadata-dict (available for `populate_entry_trend`, `populate_exit_trend`, `populate_indicators`) contains additional information.
+The `metadata` dict (available for `populate_entry_trend`, `populate_exit_trend`, `populate_indicators`) contains additional information.
-Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`.
+Currently this is `pair`, which can be accessed using `metadata['pair']`, and will return a pair in the format `XRP/BTC` (or `XRP/BTC:BTC` for futures markets).
 
-The Metadata-dict should not be modified and does not persist information across multiple calls.
+The metadata dict should not be modified and does not persist information across multiple functions in your strategy.
-Instead, have a look at the [Storing information](strategy-advanced.md#storing-information-persistent) section.
+
+Instead, please check the [Storing information](strategy-advanced.md#storing-information-persistent) section.
+
+--8<-- "includes/strategy-imports.md"
 
 ## Strategy file loading
 
-By default, freqtrade will attempt to load strategies from all `.py` files within `user_data/strategies`.
+By default, freqtrade will attempt to load strategies from all `.py` files within the `userdir` (default `user_data/strategies`).
 
-Assuming your strategy is called `AwesomeStrategy`, stored in the file `user_data/strategies/AwesomeStrategy.py`, then you can start freqtrade with `freqtrade trade --strategy AwesomeStrategy`.
+Assuming your strategy is called `AwesomeStrategy`, stored in the file `user_data/strategies/AwesomeStrategy.py`, then you can start freqtrade in dry (or live, depending on your configuration) mode with:
-Note that we're using the class-name, not the file name.
+
+```bash
+    freqtrade trade --strategy AwesomeStrategy`
+```
+
+Note that we're using the class name, not the file name.
 
 You can use `freqtrade list-strategies` to see a list of all strategies Freqtrade is able to load (all strategies in the correct folder).
 It will also include a "status" field, highlighting potential problems.
@@ -424,9 +528,11 @@ It will also include a "status" field, highlighting potential problems.
 
 ### Get data for non-tradeable pairs
 
-Data for additional, informative pairs (reference pairs) can be beneficial for some strategies.
+Data for additional, informative pairs (reference pairs) can be beneficial for some strategies to see data on a wider timeframe.
+
 OHLCV data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see below).
-These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
+
+These pairs will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting, e.g. `VolumePairlist`.
 
 The pairs need to be specified as tuples in the format `("pair", "timeframe")`, with pair as the first and timeframe as the second argument.
 
@@ -466,10 +572,13 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
 
 ### Informative pairs decorator (`@informative()`)
 
-In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
+To easily define informative pairs, use the `@informative` decorator. All decorated `populate_indicators_*` methods run in isolation,
-not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
+and do not have access to data from other informative pairs. However, all informative dataframes for each pair are merged and passed to main `populate_indicators()` method.
-When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
+
-for more information.
+!!! Note
+    Do not use the `@informative` decorator if you need to use data from one informative pair when generating another informative pair. Instead, define informative pairs manually as described [in the DataProvider section](#complete-data-provider-sample).
+
+When hyperopting, use of the hyperoptable parameter `.value` attribute is not supported. Please use the `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter) for more information.
 
 ??? info "Full documentation"
     ``` python
@@ -566,10 +675,6 @@ for more information.
 
     ```
 
-!!! Note
-    Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
-    manually as described [in the DataProvider section](#complete-data-provider-sample).
-
 !!! Note
     Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
 
@@ -590,18 +695,15 @@ for more information.
     Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
 
 !!! Warning "Duplicate method names"
-    Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
+    Methods tagged with the `@informative()` decorator must always have unique names! Reusing the same name (for example when copy-pasting already defined informative methods) will overwrite previously defined methods and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators created in methods higher up in the strategy file are not available in the dataframe. Carefully review method names and make sure they are unique!
-    will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
-    created in earlier-defined methods are not available in the dataframe. Carefully review method names and make sure they are unique!
 
 ### *merge_informative_pair()*
 
-This method helps you merge an informative pair to a regular dataframe without lookahead bias.
+This method helps you merge an informative pair to the regular main dataframe safely and consistently, without lookahead bias.
-It's there to help you merge the dataframe in a safe and consistent way.
 
 Options:
 
-- Rename the columns for you to create unique columns
+- Rename the columns to create unique columns
 - Merge the dataframe without lookahead bias
 - Forward-fill (optional)
 
@@ -652,20 +754,20 @@ All columns of the informative dataframe will be available on the returning data
     ```
 
 !!! Warning "Informative timeframe < timeframe"
-    Using informative timeframes smaller than the dataframe timeframe is not recommended with this method, as it will not use any of the additional information this would provide.
+    Using informative timeframes smaller than the main dataframe timeframe is not recommended with this method, as it will not use any of the additional information this would provide.
-    To use the more detailed information properly, more advanced methods should be applied (which are out of scope for freqtrade documentation, as it'll depend on the respective need).
+    To use the more detailed information properly, more advanced methods should be applied (which are out of scope for this documentation).
 
 ## Additional data (DataProvider)
 
 The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
 
-All methods return `None` in case of failure (do not raise an exception).
+All methods return `None` in case of failure, i.e. failures do not raise an exception.
 
-Please always check the mode of operation to select the correct method to get data (samples see below).
+Please always check the mode of operation to select the correct method to get data (see below for examples).
 
-!!! Warning "Hyperopt"
+!!! Warning "Hyperopt Limitations"
-    Dataprovider is available during hyperopt, however it can only be used in `populate_indicators()` within a strategy.
+    The DataProvider is available during hyperopt, however it can only be used in `populate_indicators()` **within a strategy**, not within a hyperopt class file.
-    It is not available in `populate_buy()` and `populate_sell()` methods, nor in `populate_indicators()`, if this method located in the hyperopt file.
+    It is also not available in `populate_entry_trend()` and `populate_exit_trend()` methods.
 
 ### Possible options for DataProvider
 
@@ -691,30 +793,31 @@ for pair, timeframe in self.dp.available_pairs:
 
 ### *current_whitelist()*
 
-Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 volume pairs by volume.
+Imagine you've developed a strategy that trades the `5m` timeframe using signals generated from a `1d` timeframe on the top 10 exchange pairs by volume.
 
-The strategy might look something like this:
+The strategy logic might look something like this:
 
-*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to buy and sell.*
+*Scan through the top 10 pairs by volume using the `VolumePairList` every 5 minutes and use a 14 day RSI to enter and exit.*
 
-Due to the limited available data, it's very difficult to resample `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit us to just 500-1000 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
+Due to the limited available data, it's very difficult to resample `5m` candles into daily candles for use in a 14 day RSI. Most exchanges limit users to just 500-1000 candles which effectively gives us around 1.74 daily candles. We need 14 days at least!
 
-Since we can't resample the data we will have to use an informative pair; and since the whitelist will be dynamic we don't know which pair(s) to use.
+Since we can't resample the data we will have to use an informative pair, and since the whitelist will be dynamic we don't know which pair(s) to use! We have a problem!
 
-This is where calling `self.dp.current_whitelist()` comes in handy.
+This is where calling `self.dp.current_whitelist()` comes in handy to retrieve only those pairs in the whitelist.
 
 ```python
     def informative_pairs(self):
 
         # get access to all pairs available in whitelist.
         pairs = self.dp.current_whitelist()
-        # Assign tf to each pair so they can be downloaded and cached for strategy.
+        # Assign timeframe to each pair so they can be downloaded and cached for strategy.
         informative_pairs = [(pair, '1d') for pair in pairs]
         return informative_pairs
 ```
 
 ??? Note "Plotting with current_whitelist"
-    Current whitelist is not supported for `plot-dataframe`, as this command is usually used by providing an explicit pairlist - and would therefore make the return values of this method misleading.
+    Current whitelist is not supported for `plot-dataframe`, as this command is usually used by providing an explicit pairlist and would therefore make the return values of this method misleading.
+    It's also not supported for FreqUI visualization in [webserver mode](utils.md#webserver-mode), as the configuration for webserver mode doesn't require a pairlist to be set.
 
 ### *get_pair_dataframe(pair, timeframe)*
 
@@ -755,7 +858,7 @@ if self.dp.runmode.value in ('live', 'dry_run'):
     dataframe['best_ask'] = ob['asks'][0][0]
 ```
 
-The orderbook structure is aligned with the order structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure), so the result will look as follows:
+The orderbook structure is aligned with the order structure from [ccxt](https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure), so the result will be formatted as follows:
 
 ``` js
 {
@@ -773,7 +876,7 @@ The orderbook structure is aligned with the order structure from [ccxt](https://
 }
 ```
 
-Therefore, using `ob['bids'][0][0]` as demonstrated above will result in using the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
+Therefore, using `ob['bids'][0][0]` as demonstrated above will use the best bid price. `ob['bids'][0][1]` would look at the amount at this orderbook position.
 
 !!! Warning "Warning about backtesting"
     The order book is not part of the historic data which means backtesting and hyperopt will not work correctly if this method is used, as the method will return up-to-date values.
@@ -790,12 +893,12 @@ if self.dp.runmode.value in ('live', 'dry_run'):
 
 !!! Warning
     Although the ticker data structure is a part of the ccxt Unified Interface, the values returned by this method can
-    vary for different exchanges. For instance, many exchanges do not return `vwap` values, some exchanges
+    vary for different exchanges. For instance, many exchanges do not return `vwap` values, and some exchanges
-    does not always fills in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
+    do not always fill in the `last` field (so it can be None), etc. So you need to carefully verify the ticker
     data returned from the exchange and add appropriate error handling / defaults.
 
 !!! Warning "Warning about backtesting"
-    This method will always return up-to-date values - so usage during backtesting / hyperopt without runmode checks will lead to wrong results.
+    This method will always return up-to-date / real-time values. As such, usage during backtesting / hyperopt without runmode checks will lead to wrong results, e.g. your whole dataframe will contain the same single value in all rows.
 
 ### Send Notification
 
@@ -814,7 +917,7 @@ Notifications will only be sent in trading modes (Live/Dry-run) - so this method
 !!! Warning "Spamming"
     You can spam yourself pretty good by setting `always_send=True` in this method. Use this with great care and only in conditions you know will not happen throughout a candle to avoid a message every 5 seconds.
 
-### Complete Data-provider sample
+### Complete DataProvider sample
 
 ```python
 from freqtrade.strategy import IStrategy, merge_informative_pair
@@ -881,14 +984,14 @@ class SampleStrategy(IStrategy):
 
 ## Additional data (Wallets)
 
-The strategy provides access to the `wallets` object. This contains the current balances on the exchange.
+The strategy provides access to the `wallets` object. This contains the current balances of your wallets/accounts on the exchange.
 
 !!! Note "Backtesting / Hyperopt"
-    Wallets behaves differently depending on the function it's called.
+    Wallets behaves differently depending on the function from which it is called.
     Within `populate_*()` methods, it'll return the full wallet as configured.
     Within [callbacks](strategy-callbacks.md), you'll get the wallet state corresponding to the actual simulated wallet at that point in the simulation process.
 
-Please always check if `wallets` is available to avoid failures during backtesting.
+Always check if `wallets` is available to avoid failures during backtesting.
 
 ``` python
 if self.wallets:
@@ -907,15 +1010,15 @@ if self.wallets:
 
 ## Additional data (Trades)
 
-A history of Trades can be retrieved in the strategy by querying the database.
+A history of trades can be retrieved in the strategy by querying the database.
 
-At the top of the file, import Trade.
+At the top of the file, import the required object:
 
 ```python
 from freqtrade.persistence import Trade
 ```
 
-The following example queries for the current pair and trades from today, however other filters can easily be added.
+The following example queries trades from today for the current pair (`metadata['pair']`). Other filters can easily be added.
 
 ``` python
 trades = Trade.get_trades_proxy(pair=metadata['pair'],
@@ -933,7 +1036,9 @@ For a full list of available methods, please consult the [Trade object](trade-ob
 
 ## Prevent trades from happening for a specific pair
 
-Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
+Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair exits, preventing an immediate re-entry of that pair.
+
+This is to prevent "waterfalls" of many and frequent trades within a single candle.
 
 Locked pairs will show the message `Pair <pair> is currently locked.`.
 
@@ -944,7 +1049,7 @@ Sometimes it may be desired to lock a pair after certain events happen (e.g. mul
 Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until, [reason])`.
 `until` must be a datetime object in the future, after which trading will be re-enabled for that pair, while `reason` is an optional string detailing why the pair was locked.
 
-Locks can also be lifted manually, by calling `self.unlock_pair(pair)` or `self.unlock_reason(<reason>)` - providing reason the pair was locked with.
+Locks can also be lifted manually, by calling `self.unlock_pair(pair)` or `self.unlock_reason(<reason>)`, providing the reason the pair was unlocked.
 `self.unlock_reason(<reason>)` will unlock all pairs currently locked with the provided reason.
 
 To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
@@ -953,7 +1058,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
     Locked pairs will always be rounded up to the next candle. So assuming a `5m` timeframe, a lock with `until` set to 10:18 will lock the pair until the candle from 10:15-10:20 will be finished.
 
 !!! Warning
-    Manually locking pairs is not available during backtesting, only locks via Protections are allowed.
+    Manually locking pairs is not available during backtesting. Only locks via Protections are allowed.
 
 #### Pair locking example
 
@@ -963,7 +1068,7 @@ from datetime import timedelta, datetime, timezone
 # Put the above lines a the top of the strategy file, next to all the other imports
 # --------
 
-# Within populate indicators (or populate_buy):
+# Within populate indicators (or populate_entry_trend):
 if self.config['runmode'].value in ('live', 'dry_run'):
     # fetch closed trades for the last 2 days
     trades = Trade.get_trades_proxy(
@@ -976,9 +1081,9 @@ if self.config['runmode'].value in ('live', 'dry_run'):
         self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
 ```
 
-## Print created dataframe
+## Print the main dataframe
 
-To inspect the created dataframe, you can issue a print-statement in either `populate_entry_trend()` or `populate_exit_trend()`.
+To inspect the current main dataframe, you can issue a print-statement in either `populate_entry_trend()` or `populate_exit_trend()`.
 You may also want to print the pair so it's clear what data is currently shown.
 
 ``` python
@@ -998,29 +1103,30 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
     return dataframe
 ```
 
-Printing more than a few rows is also possible (simply use  `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
+Printing more than a few rows is also possible by using `print(dataframe)` instead of `print(dataframe.tail())`. However this is not recommended, as can results in a lot of output (~500 lines per pair every 5 seconds).
 
 ## Common mistakes when developing strategies
 
-### Peeking into the future while backtesting
+### Looking into the future while backtesting
 
-Backtesting analyzes the whole time-range at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not look-ahead into the future.
+Backtesting analyzes the whole dataframe timerange at once for performance reasons. Because of this, strategy authors need to make sure that strategies do not lookahead into the future, i.e. using data that would not be available in dry or live mode.
-This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods, since they all use data which is not available during dry/live runs, so these strategies will perform well during backtesting, but will fail / perform badly in real conditions.
 
-The following lists some common patterns which should be avoided to prevent frustration:
+This is a common pain-point, which can cause huge differences between backtesting and dry/live run methods. Strategies that look into the future will perform well during backtesting, often with incredible profits or winrates, but will fail or perform badly in real conditions.
+
+The following list contains some common patterns which should be avoided to prevent frustration:
 
 - don't use `shift(-1)` or other negative values. This uses data from the future in backtesting, which is not available in dry or live modes.
 - don't use `.iloc[-1]` or any other absolute position in the dataframe within `populate_` functions, as this will be different between dry-run and backtesting. Absolute `iloc` indexing is safe to use in callbacks however - see [Strategy Callbacks](strategy-callbacks.md).
-- don't use `dataframe['volume'].mean()`. This uses the full DataFrame for backtesting, including data from the future. Use `dataframe['volume'].rolling(<window>).mean()` instead
+- don't use functions that use all dataframe or column values, e.g. `dataframe['mean_volume'] = dataframe['volume'].mean()`. As backtesting uses the full dataframe, at any point in the dataframe, the `'mean_volume'` series would include data from the future. Use rolling() calculations instead, e.g. `dataframe['volume'].rolling(<window>).mean()`.
-- don't use `.resample('1h')`. This uses the left border of the interval, so moves data from an hour to the start of the hour. Use `.resample('1h', label='right')` instead.
+- don't use `.resample('1h')`. This uses the left border of the period interval, so moves data from an hour boundary to the start of the hour. Use `.resample('1h', label='right')` instead.
 
 !!! Tip "Identifying problems"
-    You may also want to check the 2 helper commands [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md), which can each help you figure out problems with your strategy in different ways.
+    You should always use the two helper commands [lookahead-analysis](lookahead-analysis.md) and [recursive-analysis](recursive-analysis.md), which can each help you figure out problems with your strategy in different ways.
-    Please treat them as what they are - helpers to identify most common problems. A negative result of each does not guarantee that there's none of the above errors included.
+    Please treat them as what they are - helpers to identify most common problems. A negative result of each does not guarantee that there are none of the above errors included.
 
 ### Colliding signals
 
-When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are 1), freqtrade will do nothing and ignore the entry signal. This will avoid trades that enter, and exit immediately. Obviously, this can potentially lead to missed entries.
+When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are set to `1`), freqtrade will do nothing and ignore the entry signal. This will avoid trades that enter, and exit immediately. Obviously, this can potentially lead to missed entries.
 
 The following rules apply, and entry signals will be ignored if more than one of the 3 signals is set:
 
@@ -1029,11 +1135,11 @@ The following rules apply, and entry signals will be ignored if more than one of
 
 ## Further strategy ideas
 
-To get additional Ideas for strategies, head over to the [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as they are - but results will depend on the current market situation, pairs used etc. - therefore please backtest the strategy for your exchange/desired pairs first, evaluate carefully, use at your own risk.
+To get additional ideas for strategies, head over to the [strategy repository](https://github.com/freqtrade/freqtrade-strategies). Feel free to use them as examples, but results will depend on the current market situation, pairs used, etc. Therefore, these strategies should be considered only for learning purposes, not real world trading. Please backtest the strategy for your exchange/desired pairs first, then dry run to evaluate carefully, and use at your own risk.
-Feel free to use any of them as inspiration for your own strategies.
-We're happy to accept Pull Requests containing new Strategies to that repo.
 
-## Next step
+Feel free to use any of them as inspiration for your own strategies. We're happy to accept Pull Requests containing new strategies to the repository.
+
+## Next steps
 
 Now you have a perfect strategy you probably want to backtest it.
-Your next step is to learn [How to use the Backtesting](backtesting.md).
+Your next step is to learn [how to use backtesting](backtesting.md).

docs/strategy_analysis_example.md

@@ -13,19 +13,22 @@ Please follow the [documentation](https://www.freqtrade.io/en/stable/data-downlo
 import os
 from pathlib import Path
 
+
 # Change directory
 # Modify this cell to insure that the output shows the correct path.
 # Define all paths relative to the project root shown in the cell output
 project_root = "somedir/freqtrade"
-i=0
+i = 0
 try:
     os.chdir(project_root)
-    assert Path('LICENSE').is_file()
+    if not Path("LICENSE").is_file():
-except:
+        i = 0
-    while i<4 and (not Path('LICENSE').is_file()):
+        while i < 4 and (not Path("LICENSE").is_file()):
-        os.chdir(Path(Path.cwd(), '../'))
+            os.chdir(Path(Path.cwd(), "../"))
-        i+=1
+            i += 1
-    project_root = Path.cwd()
+        project_root = Path.cwd()
+except FileNotFoundError:
+    print("Please define the project root relative to the current directory")
 print(Path.cwd())
 ```
 
@@ -35,6 +38,7 @@ print(Path.cwd())
 ```python
 from freqtrade.configuration import Configuration
 
+
 # Customize these according to your needs.
 
 # Initialize empty configuration object
@@ -58,12 +62,14 @@ pair = "BTC/USDT"
 from freqtrade.data.history import load_pair_history
 from freqtrade.enums import CandleType
 
-candles = load_pair_history(datadir=data_location,
+
-                            timeframe=config["timeframe"],
+candles = load_pair_history(
-                            pair=pair,
+    datadir=data_location,
-                            data_format = "json",  # Make sure to update this to your data
+    timeframe=config["timeframe"],
-                            candle_type=CandleType.SPOT,
+    pair=pair,
-                            )
+    data_format="json",  # Make sure to update this to your data
+    candle_type=CandleType.SPOT,
+)
 
 # Confirm success
 print(f"Loaded {len(candles)} rows of data for {pair} from {data_location}")
@@ -76,14 +82,16 @@ candles.head()
 
 ```python
 # Load strategy using values set above
-from freqtrade.resolvers import StrategyResolver
 from freqtrade.data.dataprovider import DataProvider
+from freqtrade.resolvers import StrategyResolver
+
+
 strategy = StrategyResolver.load_strategy(config)
 strategy.dp = DataProvider(config, None, None)
 strategy.ft_bot_start()
 
 # Generate buy/sell signals using strategy
-df = strategy.analyze_ticker(candles, {'pair': pair})
+df = strategy.analyze_ticker(candles, {"pair": pair})
 df.tail()
 ```
 
@@ -102,7 +110,7 @@ df.tail()
 ```python
 # Report results
 print(f"Generated {df['enter_long'].sum()} entry signals")
-data = df.set_index('date', drop=False)
+data = df.set_index("date", drop=False)
 data.tail()
 ```
 
@@ -119,10 +127,13 @@ Analyze a trades dataframe (also used below for plotting)
 ```python
 from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
 
+
 # if backtest_dir points to a directory, it'll automatically load the last backtest file.
 backtest_dir = config["user_data_dir"] / "backtest_results"
-# backtest_dir can also point to a specific file 
+# backtest_dir can also point to a specific file
-# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
+# backtest_dir = (
+#   config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
+# )
 ```
 
 
@@ -131,24 +142,24 @@ backtest_dir = config["user_data_dir"] / "backtest_results"
 # This contains all information used to generate the backtest result.
 stats = load_backtest_stats(backtest_dir)
 
-strategy = 'SampleStrategy'
+strategy = "SampleStrategy"
-# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.
+# All statistics are available per strategy, so if `--strategy-list` was used during backtest,
+# this will be reflected here as well.
 # Example usages:
-print(stats['strategy'][strategy]['results_per_pair'])
+print(stats["strategy"][strategy]["results_per_pair"])
 # Get pairlist used for this backtest
-print(stats['strategy'][strategy]['pairlist'])
+print(stats["strategy"][strategy]["pairlist"])
 # Get market change (average change of all pairs from start to end of the backtest period)
-print(stats['strategy'][strategy]['market_change'])
+print(stats["strategy"][strategy]["market_change"])
 # Maximum drawdown ()
-print(stats['strategy'][strategy]['max_drawdown'])
+print(stats["strategy"][strategy]["max_drawdown"])
 # Maximum drawdown start and end
-print(stats['strategy'][strategy]['drawdown_start'])
+print(stats["strategy"][strategy]["drawdown_start"])
-print(stats['strategy'][strategy]['drawdown_end'])
+print(stats["strategy"][strategy]["drawdown_end"])
 
 
 # Get strategy comparison (only relevant if multiple strategies were compared)
-print(stats['strategy_comparison'])
+print(stats["strategy_comparison"])
-
 ```
 
 
@@ -166,24 +177,25 @@ trades.groupby("pair")["exit_reason"].value_counts()
 ```python
 # Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
 
+import pandas as pd
+import plotly.express as px
+
 from freqtrade.configuration import Configuration
 from freqtrade.data.btanalysis import load_backtest_stats
-import plotly.express as px
+
-import pandas as pd
 
 # strategy = 'SampleStrategy'
 # config = Configuration.from_files(["user_data/config.json"])
 # backtest_dir = config["user_data_dir"] / "backtest_results"
 
 stats = load_backtest_stats(backtest_dir)
-strategy_stats = stats['strategy'][strategy]
+strategy_stats = stats["strategy"][strategy]
 
-df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])
+df = pd.DataFrame(columns=["dates", "equity"], data=strategy_stats["daily_profit"])
-df['equity_daily'] = df['equity'].cumsum()
+df["equity_daily"] = df["equity"].cumsum()
 
 fig = px.line(df, x="dates", y="equity_daily")
 fig.show()
-
 ```
 
 ### Load live trading results into a pandas dataframe
@@ -194,6 +206,7 @@ In case you did already some trading and want to analyze your performance
 ```python
 from freqtrade.data.btanalysis import load_trades_from_db
 
+
 # Fetch trades from database
 trades = load_trades_from_db("sqlite:///tradesv3.sqlite")
 
@@ -210,8 +223,9 @@ This can be useful to find the best `max_open_trades` parameter, when used with
 ```python
 from freqtrade.data.btanalysis import analyze_trade_parallelism
 
+
 # Analyze the above
-parallel_trades = analyze_trade_parallelism(trades, '5m')
+parallel_trades = analyze_trade_parallelism(trades, "5m")
 
 parallel_trades.plot()
 ```
@@ -222,23 +236,23 @@ Freqtrade offers interactive plotting capabilities based on plotly.
 
 
 ```python
-from freqtrade.plot.plotting import  generate_candlestick_graph
+from freqtrade.plot.plotting import generate_candlestick_graph
+
+
 # Limit graph period to keep plotly quick and reactive
 
 # Filter trades to one pair
-trades_red = trades.loc[trades['pair'] == pair]
+trades_red = trades.loc[trades["pair"] == pair]
 
-data_red = data['2019-06-01':'2019-06-10']
+data_red = data["2019-06-01":"2019-06-10"]
 # Generate candlestick graph
-graph = generate_candlestick_graph(pair=pair,
+graph = generate_candlestick_graph(
-                                   data=data_red,
+    pair=pair,
-                                   trades=trades_red,
+    data=data_red,
-                                   indicators1=['sma20', 'ema50', 'ema55'],
+    trades=trades_red,
-                                   indicators2=['rsi', 'macd', 'macdsignal', 'macdhist']
+    indicators1=["sma20", "ema50", "ema55"],
-                                  )
+    indicators2=["rsi", "macd", "macdsignal", "macdhist"],
-
+)
-
-
 ```
 
 
@@ -248,7 +262,6 @@ graph = generate_candlestick_graph(pair=pair,
 
 # Render graph in a separate window
 graph.show(renderer="browser")
-
 ```
 
 ## Plot average profit per trade as distribution graph
@@ -257,12 +270,12 @@ graph.show(renderer="browser")
 ```python
 import plotly.figure_factory as ff
 
+
 hist_data = [trades.profit_ratio]
-group_labels = ['profit_ratio']  # name of the dataset
+group_labels = ["profit_ratio"]  # name of the dataset
 
 fig = ff.create_distplot(hist_data, group_labels, bin_size=0.01)
 fig.show()
-
 ```
 
 Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.

docs/stylesheets/ft.extra.css

@@ -11,3 +11,7 @@
 .rst-versions .rst-other-versions {
     color: white;
 }
+
+.md-version__list {
+    font-weight: 500 !important;
+}

docs/telegram-usage.md

@@ -231,7 +231,7 @@ Once all positions are sold, run `/stop` to completely stop the bot.
 `/reload_config` resets "max_open_trades" to the value set in the configuration and resets this command.
 
 !!! Warning
-   The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
+    The stop-buy signal is ONLY active while the bot is running, and is not persisted anyway, so restarting the bot will cause this to reset.
 
 ### /status
 

docs/trade-object.md

@@ -18,7 +18,7 @@ The following attributes / properties are available for each individual trade -
 | `open_rate` | float | Rate this trade was entered at (Avg. entry rate in case of trade-adjustments). |
 | `close_rate` | float | Close rate - only set when is_open = False. |
 | `stake_amount` | float | Amount in Stake (or Quote) currency. |
-| `amount` | float | Amount in Asset / Base currency that is currently owned. |
+| `amount` | float | Amount in Asset / Base currency that is currently owned. Will be 0.0 until the initial order fills. |
 | `open_date` | datetime | Timestamp when trade was opened **use `open_date_utc` instead** |
 | `open_date_utc` | datetime | Timestamp when trade was opened - in UTC. |
 | `close_date` | datetime | Timestamp when trade was closed **use `close_date_utc` instead** |
@@ -130,20 +130,20 @@ Most properties here can be None as they are dependent on the exchange response.
 
 |  Attribute | DataType | Description |
 |------------|-------------|-------------|
-`trade` | Trade | Trade object this order is attached to
+| `trade` | Trade | Trade object this order is attached to |
-`ft_pair` | string | Pair this order is for
+| `ft_pair` | string | Pair this order is for |
-`ft_is_open` | boolean | is the order filled?
+| `ft_is_open` | boolean | is the order filled? |
-`order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss
+| `order_type` | string | Order type as defined on the exchange - usually market, limit or stoploss |
-`status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled
+| `status` | string | Status as defined by ccxt. Usually open, closed, expired or canceled |
-`side` | string | Buy or Sell
+| `side` | string | Buy or Sell |
-`price` | float | Price the order was placed at
+| `price` | float | Price the order was placed at |
-`average` | float | Average price the order filled at
+| `average` | float | Average price the order filled at |
-`amount` | float | Amount in base currency
+| `amount` | float | Amount in base currency |
-`filled` | float | Filled amount (in base currency)
+| `filled` | float | Filled amount (in base currency) |
-`remaining` | float | Remaining amount
+| `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.*)
+| `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` | float | Stake amount used for this order. *Added in 2023.7.* |
-`order_date` | datetime | Order creation date **use `order_date_utc` instead**
+| `order_date` | datetime | Order creation date **use `order_date_utc` instead** |
-`order_date_utc` | datetime | Order creation date (in UTC)
+| `order_date_utc` | datetime | Order creation date (in UTC) |
-`order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead**
+| `order_fill_date` | datetime |  Order fill date **use `order_fill_utc` instead** |
-`order_fill_date_utc` | datetime | Order fill date
+| `order_fill_date_utc` | datetime | Order fill date |

docs/utils.md

@@ -216,6 +216,45 @@ Example: Search dedicated strategy path.
 freqtrade list-strategies --strategy-path ~/.freqtrade/strategies/
 ```
 
+## List Hyperopt-Loss functions
+
+Use the `list-hyperoptloss` subcommand to see all hyperopt loss functions available.
+
+It provides a quick list of all available loss functions in your environment.
+
+This subcommand can be useful for finding problems in your environment with loading loss functions: modules with Hyperopt-Loss functions that contain errors and failed to load are printed in red (LOAD FAILED), while hyperopt-Loss functions with duplicate names are printed in yellow (DUPLICATE NAME).
+
+```
+usage: freqtrade list-hyperoptloss [-h] [-v] [--logfile FILE] [-V] [-c PATH]
+                                   [-d PATH] [--userdir PATH]
+                                   [--hyperopt-path PATH] [-1] [--no-color]
+
+options:
+  -h, --help            show this help message and exit
+  --hyperopt-path PATH  Specify additional lookup path for Hyperopt Loss
+                        functions.
+  -1, --one-column      Print output in one column.
+  --no-color            Disable colorization of hyperopt results. May be
+                        useful if you are redirecting output to a file.
+
+Common arguments:
+  -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
+  --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
+  -c PATH, --config PATH
+                        Specify configuration file (default:
+                        `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, --data-dir PATH
+                        Path to directory with historical backtesting data.
+  --userdir PATH, --user-data-dir PATH
+                        Path to userdata directory.
+```
+
 ## List freqAI models
 
 Use the `list-freqaimodels` subcommand to see all freqAI models available.
@@ -418,8 +457,9 @@ Common arguments:
 
 ```
 
-By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded
+By default, only active pairs/markets are shown. Active pairs/markets are those that can currently be traded on the exchange.
-on the exchange. The see the list of all pairs/markets (not only the active ones), use the `-a`/`-all` option.
+You can use the `-a`/`-all` option to see the list of all pairs/markets, including the inactive ones.
+Pairs may be listed as untradeable if the smallest tradeable price for the market is very small, i.e. less than `1e-11` (`0.00000000001`)
 
 Pairs/markets are sorted by its symbol string in the printed output.
 

docs/windows_installation.md

@@ -5,7 +5,7 @@ We **strongly** recommend that Windows users use [Docker](docker_quickstart.md)
 If that is not possible, try using the Windows Linux subsystem (WSL) - for which the Ubuntu instructions should work.
 Otherwise, please follow the instructions below.
 
-All instructions assume that python 3.9+ is installed and available.
+All instructions assume that python 3.10+ is installed and available.
 
 ## Clone the git repository
 
@@ -42,7 +42,7 @@ cd freqtrade
 
 Install ta-lib according to the [ta-lib documentation](https://github.com/TA-Lib/ta-lib-python#windows).
 
-As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.9, 3.10, 3.11 and 3.12) and for 64bit Windows.
+As compiling from source on windows has heavy dependencies (requires a partial visual studio installation), Freqtrade provides these dependencies (in the binary wheel format) for the latest 3 Python versions (3.10, 3.11 and 3.12) and for 64bit Windows.
 These Wheels are also used by CI running on windows, and are therefore tested together with freqtrade.
 
 Other versions must be downloaded from the above link.

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2024.7.1"
+__version__ = "2024.10"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/__main__.py

@@ -3,7 +3,7 @@
 __main__.py for Freqtrade
 To launch Freqtrade as a module
 
-> python -m freqtrade (with Python >= 3.9)
+> python -m freqtrade (with Python >= 3.10)
 """
 
 from freqtrade import main

freqtrade/commands/__init__.py

@@ -15,6 +15,7 @@ from freqtrade.commands.data_commands import (
     start_convert_trades,
     start_download_data,
     start_list_data,
+    start_list_trades_data,
 )
 from freqtrade.commands.db_commands import start_convert_db
 from freqtrade.commands.deploy_commands import (
@@ -26,6 +27,7 @@ from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hype
 from freqtrade.commands.list_commands import (
     start_list_exchanges,
     start_list_freqAI_models,
+    start_list_hyperopt_loss_functions,
     start_list_markets,
     start_list_strategies,
     start_list_timeframes,

freqtrade/commands/analyze_commands.py

@@ -1,8 +1,7 @@
 import logging
 from pathlib import Path
-from typing import Any, Dict
+from typing import Any
 
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError, OperationalException
 
@@ -10,13 +9,15 @@ from freqtrade.exceptions import ConfigurationError, OperationalException
 logger = logging.getLogger(__name__)
 
 
-def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+def setup_analyze_configuration(args: dict[str, Any], method: RunMode) -> dict[str, Any]:
     """
     Prepare the configuration for the entry/exit reason analysis module
     :param args: Cli args from Arguments()
     :param method: Bot running mode
     :return: Configuration
     """
+    from freqtrade.configuration import setup_utils_configuration
+
     config = setup_utils_configuration(args, method)
 
     no_unlimited_runmodes = {
@@ -47,7 +48,7 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
     return config
 
 
-def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
+def start_analysis_entries_exits(args: dict[str, Any]) -> None:
     """
     Start analysis script
     :param args: Cli args from Arguments()

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, Dict, List, Optional, Union
+from typing import Any, Optional, Union
 
 from freqtrade.commands.cli_options import AVAILABLE_CLI_OPTIONS
 from freqtrade.constants import DEFAULT_CONFIG
@@ -23,7 +23,7 @@ ARGS_STRATEGY = [
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run", "dry_run_wallet", "fee"]
 
-ARGS_WEBSERVER: List[str] = []
+ARGS_WEBSERVER: list[str] = []
 
 ARGS_COMMON_OPTIMIZE = [
     "timeframe",
@@ -132,7 +132,15 @@ ARGS_CONVERT_TRADES = [
     "trading_mode",
 ]
 
-ARGS_LIST_DATA = ["exchange", "dataformat_ohlcv", "pairs", "trading_mode", "show_timerange"]
+ARGS_LIST_DATA = [
+    "exchange",
+    "dataformat_ohlcv",
+    "dataformat_trades",
+    "trades",
+    "pairs",
+    "trading_mode",
+    "show_timerange",
+]
 
 ARGS_DOWNLOAD_DATA = [
     "pairs",
@@ -220,6 +228,8 @@ ARGS_ANALYZE_ENTRIES_EXITS = [
     "enter_reason_list",
     "exit_reason_list",
     "indicator_list",
+    "entry_only",
+    "exit_only",
     "timerange",
     "analysis_rejected",
     "analysis_to_csv",
@@ -248,6 +258,7 @@ NO_CONF_REQURIED = [
     "list-pairs",
     "list-strategies",
     "list-freqaimodels",
+    "list-hyperoptloss",
     "list-data",
     "hyperopt-list",
     "hyperopt-show",
@@ -267,11 +278,11 @@ class Arguments:
     Arguments Class. Manage the arguments received by the cli
     """
 
-    def __init__(self, args: Optional[List[str]]) -> None:
+    def __init__(self, args: Optional[list[str]]) -> None:
         self.args = args
         self._parsed_arg: Optional[Namespace] = None
 
-    def get_parsed_arg(self) -> Dict[str, Any]:
+    def get_parsed_arg(self) -> dict[str, Any]:
         """
         Return the list of arguments
         :return: List[str] List of arguments
@@ -312,7 +323,7 @@ class Arguments:
         return parsed_arg
 
     def _build_args(
-        self, optionlist: List[str], parser: Union[ArgumentParser, _ArgumentGroup]
+        self, optionlist: list[str], parser: Union[ArgumentParser, _ArgumentGroup]
     ) -> None:
         for val in optionlist:
             opt = AVAILABLE_CLI_OPTIONS[val]
@@ -355,6 +366,7 @@ class Arguments:
             start_list_data,
             start_list_exchanges,
             start_list_freqAI_models,
+            start_list_hyperopt_loss_functions,
             start_list_markets,
             start_list_strategies,
             start_list_timeframes,
@@ -556,6 +568,15 @@ class Arguments:
         list_strategies_cmd.set_defaults(func=start_list_strategies)
         self._build_args(optionlist=ARGS_LIST_STRATEGIES, parser=list_strategies_cmd)
 
+        # Add list-Hyperopt loss subcommand
+        list_hyperopt_loss_cmd = subparsers.add_parser(
+            "list-hyperoptloss",
+            help="Print available hyperopt loss functions.",
+            parents=[_common_parser],
+        )
+        list_hyperopt_loss_cmd.set_defaults(func=start_list_hyperopt_loss_functions)
+        self._build_args(optionlist=ARGS_LIST_HYPEROPTS, parser=list_hyperopt_loss_cmd)
+
         # Add list-freqAI Models subcommand
         list_freqaimodels_cmd = subparsers.add_parser(
             "list-freqaimodels",

freqtrade/commands/build_config_commands.py

@@ -1,261 +1,27 @@
 import logging
-import secrets
 from pathlib import Path
-from typing import Any, Dict, List
+from typing import Any
 
-from questionary import Separator, prompt
-
-from freqtrade.configuration import sanitize_config
-from freqtrade.configuration.config_setup import setup_utils_configuration
-from freqtrade.configuration.detect_environment import running_in_docker
-from freqtrade.configuration.directory_operations import chown_user_directory
-from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS, available_exchanges
-from freqtrade.util import render_template
 
 
 logger = logging.getLogger(__name__)
 
 
-def validate_is_int(val):
+def start_new_config(args: dict[str, Any]) -> None:
-    try:
-        _ = int(val)
-        return True
-    except Exception:
-        return False
-
-
-def validate_is_float(val):
-    try:
-        _ = float(val)
-        return True
-    except Exception:
-        return False
-
-
-def ask_user_overwrite(config_path: Path) -> bool:
-    questions = [
-        {
-            "type": "confirm",
-            "name": "overwrite",
-            "message": f"File {config_path} already exists. Overwrite?",
-            "default": False,
-        },
-    ]
-    answers = prompt(questions)
-    return answers["overwrite"]
-
-
-def ask_user_config() -> Dict[str, Any]:
-    """
-    Ask user a few questions to build the configuration.
-    Interactive questions built using https://github.com/tmbo/questionary
-    :returns: Dict with keys to put into template
-    """
-    questions: List[Dict[str, Any]] = [
-        {
-            "type": "confirm",
-            "name": "dry_run",
-            "message": "Do you want to enable Dry-run (simulated trades)?",
-            "default": True,
-        },
-        {
-            "type": "text",
-            "name": "stake_currency",
-            "message": "Please insert your stake currency:",
-            "default": "USDT",
-        },
-        {
-            "type": "text",
-            "name": "stake_amount",
-            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
-            "default": "unlimited",
-            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
-            "filter": lambda val: (
-                '"' + UNLIMITED_STAKE_AMOUNT + '"' if val == UNLIMITED_STAKE_AMOUNT else val
-            ),
-        },
-        {
-            "type": "text",
-            "name": "max_open_trades",
-            "message": "Please insert max_open_trades (Integer or -1 for unlimited open trades):",
-            "default": "3",
-            "validate": lambda val: validate_is_int(val),
-        },
-        {
-            "type": "select",
-            "name": "timeframe_in_config",
-            "message": "Time",
-            "choices": ["Have the strategy define timeframe.", "Override in configuration."],
-        },
-        {
-            "type": "text",
-            "name": "timeframe",
-            "message": "Please insert your desired timeframe (e.g. 5m):",
-            "default": "5m",
-            "when": lambda x: x["timeframe_in_config"] == "Override in configuration.",
-        },
-        {
-            "type": "text",
-            "name": "fiat_display_currency",
-            "message": (
-                "Please insert your display Currency for reporting "
-                "(leave empty to disable FIAT conversion):"
-            ),
-            "default": "USD",
-        },
-        {
-            "type": "select",
-            "name": "exchange_name",
-            "message": "Select exchange",
-            "choices": [
-                "binance",
-                "binanceus",
-                "bingx",
-                "gate",
-                "htx",
-                "kraken",
-                "kucoin",
-                "okx",
-                Separator("------------------"),
-                "other",
-            ],
-        },
-        {
-            "type": "confirm",
-            "name": "trading_mode",
-            "message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
-            "default": False,
-            "filter": lambda val: "futures" if val else "spot",
-            "when": lambda x: x["exchange_name"] in ["binance", "gate", "okx", "bybit"],
-        },
-        {
-            "type": "autocomplete",
-            "name": "exchange_name",
-            "message": "Type your exchange name (Must be supported by ccxt)",
-            "choices": available_exchanges(),
-            "when": lambda x: x["exchange_name"] == "other",
-        },
-        {
-            "type": "password",
-            "name": "exchange_key",
-            "message": "Insert Exchange Key",
-            "when": lambda x: not x["dry_run"],
-        },
-        {
-            "type": "password",
-            "name": "exchange_secret",
-            "message": "Insert Exchange Secret",
-            "when": lambda x: not x["dry_run"],
-        },
-        {
-            "type": "password",
-            "name": "exchange_key_password",
-            "message": "Insert Exchange API Key password",
-            "when": lambda x: not x["dry_run"] and x["exchange_name"] in ("kucoin", "okx"),
-        },
-        {
-            "type": "confirm",
-            "name": "telegram",
-            "message": "Do you want to enable Telegram?",
-            "default": False,
-        },
-        {
-            "type": "password",
-            "name": "telegram_token",
-            "message": "Insert Telegram token",
-            "when": lambda x: x["telegram"],
-        },
-        {
-            "type": "password",
-            "name": "telegram_chat_id",
-            "message": "Insert Telegram chat id",
-            "when": lambda x: x["telegram"],
-        },
-        {
-            "type": "confirm",
-            "name": "api_server",
-            "message": "Do you want to enable the Rest API (includes FreqUI)?",
-            "default": False,
-        },
-        {
-            "type": "text",
-            "name": "api_server_listen_addr",
-            "message": (
-                "Insert Api server Listen Address (0.0.0.0 for docker, "
-                "otherwise best left untouched)"
-            ),
-            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",  # noqa: S104
-            "when": lambda x: x["api_server"],
-        },
-        {
-            "type": "text",
-            "name": "api_server_username",
-            "message": "Insert api-server username",
-            "default": "freqtrader",
-            "when": lambda x: x["api_server"],
-        },
-        {
-            "type": "password",
-            "name": "api_server_password",
-            "message": "Insert api-server password",
-            "when": lambda x: x["api_server"],
-        },
-    ]
-    answers = prompt(questions)
-
-    if not answers:
-        # Interrupted questionary sessions return an empty dict.
-        raise OperationalException("User interrupted interactive questions.")
-    # Ensure default is set for non-futures exchanges
-    answers["trading_mode"] = answers.get("trading_mode", "spot")
-    answers["margin_mode"] = "isolated" if answers.get("trading_mode") == "futures" else ""
-    # Force JWT token to be a random string
-    answers["api_server_jwt_key"] = secrets.token_hex()
-    answers["api_server_ws_token"] = secrets.token_urlsafe(25)
-
-    return answers
-
-
-def deploy_new_config(config_path: Path, selections: Dict[str, Any]) -> None:
-    """
-    Applies selections to the template and writes the result to config_path
-    :param config_path: Path object for new config file. Should not exist yet
-    :param selections: Dict containing selections taken by the user.
-    """
-    from jinja2.exceptions import TemplateNotFound
-
-    try:
-        exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
-            selections["exchange_name"], selections["exchange_name"]
-        )
-
-        selections["exchange"] = render_template(
-            templatefile=f"subtemplates/exchange_{exchange_template}.j2", arguments=selections
-        )
-    except TemplateNotFound:
-        selections["exchange"] = render_template(
-            templatefile="subtemplates/exchange_generic.j2", arguments=selections
-        )
-
-    config_text = render_template(templatefile="base_config.json.j2", arguments=selections)
-
-    logger.info(f"Writing config to `{config_path}`.")
-    logger.info(
-        "Please make sure to check the configuration contents and adjust settings to your needs."
-    )
-
-    config_path.write_text(config_text)
-
-
-def start_new_config(args: Dict[str, Any]) -> None:
     """
     Create a new strategy from a template
     Asking the user questions to fill out the template accordingly.
     """
 
+    from freqtrade.configuration.deploy_config import (
+        ask_user_config,
+        ask_user_overwrite,
+        deploy_new_config,
+    )
+    from freqtrade.configuration.directory_operations import chown_user_directory
+
     config_path = Path(args["config"][0])
     chown_user_directory(config_path.parent)
     if config_path.exists():
@@ -271,10 +37,11 @@ def start_new_config(args: Dict[str, Any]) -> None:
     deploy_new_config(config_path, selections)
 
 
-def start_show_config(args: Dict[str, Any]) -> None:
+def start_show_config(args: dict[str, Any]) -> None:
-    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE, set_dry=False)
+    from freqtrade.configuration import sanitize_config
+    from freqtrade.configuration.config_setup import setup_utils_configuration
 
-    # TODO: Sanitize from sensitive info before printing
+    config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE, set_dry=False)
 
     print("Your combined configuration is:")
     config_sanitized = sanitize_config(

freqtrade/commands/cli_options.py

@@ -446,8 +446,12 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "download_trades": Arg(
         "--dl-trades",
-        help="Download trades instead of OHLCV data. The bot will resample trades to the "
+        help="Download trades instead of OHLCV data.",
-        "desired timeframe as specified as --timeframes/-t.",
+        action="store_true",
+    ),
+    "trades": Arg(
+        "--trades",
+        help="Work on trades data instead of OHLCV data.",
         action="store_true",
     ),
     "convert_trades": Arg(
@@ -715,6 +719,12 @@ AVAILABLE_CLI_OPTIONS = {
         nargs="+",
         default=[],
     ),
+    "entry_only": Arg(
+        "--entry-only", help=("Only analyze entry signals."), action="store_true", default=False
+    ),
+    "exit_only": Arg(
+        "--exit-only", help=("Only analyze exit signals."), action="store_true", default=False
+    ),
     "analysis_rejected": Arg(
         "--rejected-signals",
         help="Analyse rejected signals",

freqtrade/commands/data_commands.py

@@ -1,23 +1,12 @@
 import logging
 import sys
 from collections import defaultdict
-from typing import Any, Dict
+from typing import Any
 
-from freqtrade.configuration import TimeRange, setup_utils_configuration
 from freqtrade.constants import DATETIME_PRINT_FORMAT, DL_DATA_TIMEFRAMES, Config
-from freqtrade.data.converter import (
-    convert_ohlcv_format,
-    convert_trades_format,
-    convert_trades_to_ohlcv,
-)
-from freqtrade.data.history import download_data_main
 from freqtrade.enums import CandleType, RunMode, TradingMode
 from freqtrade.exceptions import ConfigurationError
-from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
-from freqtrade.resolvers import ExchangeResolver
-from freqtrade.util import print_rich_table
-from freqtrade.util.migrations import migrate_data
 
 
 logger = logging.getLogger(__name__)
@@ -37,10 +26,13 @@ def _check_data_config_download_sanity(config: Config) -> None:
         )
 
 
-def start_download_data(args: Dict[str, Any]) -> None:
+def start_download_data(args: dict[str, Any]) -> None:
     """
     Download data (former download_backtest_data.py script)
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.data.history import download_data_main
+
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     _check_data_config_download_sanity(config)
@@ -52,7 +44,11 @@ def start_download_data(args: Dict[str, Any]) -> None:
         sys.exit("SIGINT received, aborting ...")
 
 
-def start_convert_trades(args: Dict[str, Any]) -> None:
+def start_convert_trades(args: dict[str, Any]) -> None:
+    from freqtrade.configuration import TimeRange, setup_utils_configuration
+    from freqtrade.data.converter import convert_trades_to_ohlcv
+    from freqtrade.resolvers import ExchangeResolver
+
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     timerange = TimeRange()
@@ -91,10 +87,14 @@ def start_convert_trades(args: Dict[str, Any]) -> None:
     )
 
 
-def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
+def start_convert_data(args: dict[str, Any], ohlcv: bool = True) -> None:
     """
     Convert data from one format to another
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.data.converter import convert_ohlcv_format, convert_trades_format
+    from freqtrade.util.migrations import migrate_data
+
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
     if ohlcv:
         migrate_data(config)
@@ -113,10 +113,17 @@ def start_convert_data(args: Dict[str, Any], ohlcv: bool = True) -> None:
         )
 
 
-def start_list_data(args: Dict[str, Any]) -> None:
+def start_list_data(args: dict[str, Any]) -> None:
     """
-    List available backtest data
+    List available OHLCV data
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.exchange import timeframe_to_minutes
+    from freqtrade.util import print_rich_table
+
+    if args["trades"]:
+        start_list_trades_data(args)
+        return
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -127,7 +134,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
     paircombs = dhc.ohlcv_get_available_data(
         config["datadir"], config.get("trading_mode", TradingMode.SPOT)
     )
-
     if args["pairs"]:
         paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
     title = f"Found {len(paircombs)} pair / timeframe combinations."
@@ -171,3 +177,54 @@ def start_list_data(args: Dict[str, Any]) -> None:
             summary=title,
             table_kwargs={"min_width": 50},
         )
+
+
+def start_list_trades_data(args: dict[str, Any]) -> None:
+    """
+    List available Trades data
+    """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.misc import plural
+    from freqtrade.util import print_rich_table
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    from freqtrade.data.history import get_datahandler
+
+    dhc = get_datahandler(config["datadir"], config["dataformat_trades"])
+
+    paircombs = dhc.trades_get_available_data(
+        config["datadir"], config.get("trading_mode", TradingMode.SPOT)
+    )
+
+    if args["pairs"]:
+        paircombs = [comb for comb in paircombs if comb in args["pairs"]]
+
+    title = f"Found trades data for {len(paircombs)} {plural(len(paircombs), 'pair')}."
+    if not config.get("show_timerange"):
+        print_rich_table(
+            [(pair, config.get("candle_type_def", CandleType.SPOT)) for pair in sorted(paircombs)],
+            ("Pair", "Type"),
+            title,
+            table_kwargs={"min_width": 50},
+        )
+    else:
+        paircombs1 = [
+            (pair, *dhc.trades_data_min_max(pair, config.get("trading_mode", TradingMode.SPOT)))
+            for pair in paircombs
+        ]
+        print_rich_table(
+            [
+                (
+                    pair,
+                    config.get("candle_type_def", CandleType.SPOT),
+                    start.strftime(DATETIME_PRINT_FORMAT),
+                    end.strftime(DATETIME_PRINT_FORMAT),
+                    str(length),
+                )
+                for pair, start, end, length in sorted(paircombs1, key=lambda x: (x[0]))
+            ],
+            ("Pair", "Type", "From", "To", "Trades"),
+            summary=title,
+            table_kwargs={"min_width": 50},
+        )

freqtrade/commands/db_commands.py

@@ -1,18 +1,17 @@
 import logging
-from typing import Any, Dict
+from typing import Any
 
-from sqlalchemy import func, select
-
-from freqtrade.configuration.config_setup import setup_utils_configuration
 from freqtrade.enums import RunMode
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_convert_db(args: Dict[str, Any]) -> None:
+def start_convert_db(args: dict[str, Any]) -> None:
+    from sqlalchemy import func, select
     from sqlalchemy.orm import make_transient
 
+    from freqtrade.configuration.config_setup import setup_utils_configuration
     from freqtrade.persistence import Order, Trade, init_db
     from freqtrade.persistence.migrations import set_sequence_ids
     from freqtrade.persistence.pairlock import PairLock

freqtrade/commands/deploy_commands.py

@@ -1,16 +1,11 @@
 import logging
 import sys
 from pathlib import Path
-from typing import Any, Dict, Optional, Tuple
+from typing import Any
 
-import requests
-
-from freqtrade.configuration import setup_utils_configuration
-from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
 from freqtrade.constants import USERPATH_STRATEGIES
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError, OperationalException
-from freqtrade.util import render_template, render_template_with_fallback
 
 
 logger = logging.getLogger(__name__)
@@ -20,12 +15,14 @@ logger = logging.getLogger(__name__)
 req_timeout = 30
 
 
-def start_create_userdir(args: Dict[str, Any]) -> None:
+def start_create_userdir(args: dict[str, Any]) -> None:
     """
     Create "user_data" directory to contain user data strategies, hyperopt, ...)
     :param args: Cli args from Arguments()
     :return: None
     """
+    from freqtrade.configuration.directory_operations import copy_sample_files, create_userdata_dir
+
     if "user_data_dir" in args and args["user_data_dir"]:
         userdir = create_userdata_dir(args["user_data_dir"], create_dir=True)
         copy_sample_files(userdir, overwrite=args["reset"])
@@ -38,6 +35,8 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     """
     Deploy new strategy from template to strategy_path
     """
+    from freqtrade.util import render_template, render_template_with_fallback
+
     fallback = "full"
     attributes = render_template_with_fallback(
         templatefile=f"strategy_subtemplates/strategy_attributes_{subtemplate}.j2",
@@ -81,7 +80,9 @@ def deploy_new_strategy(strategy_name: str, strategy_path: Path, subtemplate: st
     strategy_path.write_text(strategy_text)
 
 
-def start_new_strategy(args: Dict[str, Any]) -> None:
+def start_new_strategy(args: dict[str, Any]) -> None:
+    from freqtrade.configuration import setup_utils_configuration
+
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     if "strategy" in args and args["strategy"]:
@@ -98,80 +99,14 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
         raise ConfigurationError("`new-strategy` requires --strategy to be set.")
 
 
-def clean_ui_subdir(directory: Path):
+def start_install_ui(args: dict[str, Any]) -> None:
-    if directory.is_dir():
+    from freqtrade.commands.deploy_ui import (
-        logger.info("Removing UI directory content.")
+        clean_ui_subdir,
+        download_and_install_ui,
+        get_ui_download_url,
+        read_ui_version,
+    )
 
-        for p in reversed(list(directory.glob("**/*"))):  # iterate contents from leaves to root
-            if p.name in (".gitkeep", "fallback_file.html"):
-                continue
-            if p.is_file():
-                p.unlink()
-            elif p.is_dir():
-                p.rmdir()
-
-
-def read_ui_version(dest_folder: Path) -> Optional[str]:
-    file = dest_folder / ".uiversion"
-    if not file.is_file():
-        return None
-
-    with file.open("r") as f:
-        return f.read()
-
-
-def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
-    from io import BytesIO
-    from zipfile import ZipFile
-
-    logger.info(f"Downloading {dl_url}")
-    resp = requests.get(dl_url, timeout=req_timeout).content
-    dest_folder.mkdir(parents=True, exist_ok=True)
-    with ZipFile(BytesIO(resp)) as zf:
-        for fn in zf.filelist:
-            with zf.open(fn) as x:
-                destfile = dest_folder / fn.filename
-                if fn.is_dir():
-                    destfile.mkdir(exist_ok=True)
-                else:
-                    destfile.write_bytes(x.read())
-    with (dest_folder / ".uiversion").open("w") as f:
-        f.write(version)
-
-
-def get_ui_download_url(version: Optional[str] = None) -> Tuple[str, str]:
-    base_url = "https://api.github.com/repos/freqtrade/frequi/"
-    # Get base UI Repo path
-
-    resp = requests.get(f"{base_url}releases", timeout=req_timeout)
-    resp.raise_for_status()
-    r = resp.json()
-
-    if version:
-        tmp = [x for x in r if x["name"] == version]
-        if tmp:
-            latest_version = tmp[0]["name"]
-            assets = tmp[0].get("assets", [])
-        else:
-            raise ValueError("UI-Version not found.")
-    else:
-        latest_version = r[0]["name"]
-        assets = r[0].get("assets", [])
-    dl_url = ""
-    if assets and len(assets) > 0:
-        dl_url = assets[0]["browser_download_url"]
-
-    # URL not found - try assets url
-    if not dl_url:
-        assets = r[0]["assets_url"]
-        resp = requests.get(assets, timeout=req_timeout)
-        r = resp.json()
-        dl_url = r[0]["browser_download_url"]
-
-    return dl_url, latest_version
-
-
-def start_install_ui(args: Dict[str, Any]) -> None:
     dest_folder = Path(__file__).parents[1] / "rpc/api_server/ui/installed/"
     # First make sure the assets are removed.
     dl_url, latest_version = get_ui_download_url(args.get("ui_version"))

freqtrade/commands/deploy_ui.py

@@ -0,0 +1,84 @@
+import logging
+from pathlib import Path
+from typing import Optional
+
+import requests
+
+
+logger = logging.getLogger(__name__)
+
+# Timeout for requests
+req_timeout = 30
+
+
+def clean_ui_subdir(directory: Path):
+    if directory.is_dir():
+        logger.info("Removing UI directory content.")
+
+        for p in reversed(list(directory.glob("**/*"))):  # iterate contents from leaves to root
+            if p.name in (".gitkeep", "fallback_file.html"):
+                continue
+            if p.is_file():
+                p.unlink()
+            elif p.is_dir():
+                p.rmdir()
+
+
+def read_ui_version(dest_folder: Path) -> Optional[str]:
+    file = dest_folder / ".uiversion"
+    if not file.is_file():
+        return None
+
+    with file.open("r") as f:
+        return f.read()
+
+
+def download_and_install_ui(dest_folder: Path, dl_url: str, version: str):
+    from io import BytesIO
+    from zipfile import ZipFile
+
+    logger.info(f"Downloading {dl_url}")
+    resp = requests.get(dl_url, timeout=req_timeout).content
+    dest_folder.mkdir(parents=True, exist_ok=True)
+    with ZipFile(BytesIO(resp)) as zf:
+        for fn in zf.filelist:
+            with zf.open(fn) as x:
+                destfile = dest_folder / fn.filename
+                if fn.is_dir():
+                    destfile.mkdir(exist_ok=True)
+                else:
+                    destfile.write_bytes(x.read())
+    with (dest_folder / ".uiversion").open("w") as f:
+        f.write(version)
+
+
+def get_ui_download_url(version: Optional[str] = None) -> tuple[str, str]:
+    base_url = "https://api.github.com/repos/freqtrade/frequi/"
+    # Get base UI Repo path
+
+    resp = requests.get(f"{base_url}releases", timeout=req_timeout)
+    resp.raise_for_status()
+    r = resp.json()
+
+    if version:
+        tmp = [x for x in r if x["name"] == version]
+        if tmp:
+            latest_version = tmp[0]["name"]
+            assets = tmp[0].get("assets", [])
+        else:
+            raise ValueError("UI-Version not found.")
+    else:
+        latest_version = r[0]["name"]
+        assets = r[0].get("assets", [])
+    dl_url = ""
+    if assets and len(assets) > 0:
+        dl_url = assets[0]["browser_download_url"]
+
+    # URL not found - try assets url
+    if not dl_url:
+        assets = r[0]["assets_url"]
+        resp = requests.get(assets, timeout=req_timeout)
+        r = resp.json()
+        dl_url = r[0]["browser_download_url"]
+
+    return dl_url, latest_version

freqtrade/commands/hyperopt_commands.py

@@ -1,21 +1,20 @@
 import logging
 from operator import itemgetter
-from typing import Any, Dict
+from typing import Any
 
-from freqtrade.configuration import setup_utils_configuration
-from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
-from freqtrade.optimize.optimize_reports import show_backtest_result
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_hyperopt_list(args: Dict[str, Any]) -> None:
+def start_hyperopt_list(args: dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.data.btanalysis import get_latest_hyperopt_file
     from freqtrade.optimize.hyperopt_output import HyperoptOutput
     from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
@@ -57,11 +56,14 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
         HyperoptTools.export_csv_file(config, epochs, export_csv)
 
 
-def start_hyperopt_show(args: Dict[str, Any]) -> None:
+def start_hyperopt_show(args: dict[str, Any]) -> None:
     """
     Show details of a hyperopt epoch previously evaluated
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.data.btanalysis import get_latest_hyperopt_file
     from freqtrade.optimize.hyperopt_tools import HyperoptTools
+    from freqtrade.optimize.optimize_reports import show_backtest_result
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 

freqtrade/commands/list_commands.py

@@ -1,38 +1,34 @@
 import csv
 import logging
 import sys
-from typing import Any, Dict, List, Union
+from typing import Any, Union
 
-import rapidjson
-from rich.console import Console
-from rich.table import Table
-from rich.text import Text
-
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError, OperationalException
-from freqtrade.exchange import list_available_exchanges, market_is_active
+from freqtrade.ft_types import ValidExchangesType
-from freqtrade.misc import parse_db_uri_for_logging, plural
-from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.types.valid_exchanges_type import ValidExchangesType
-from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_list_exchanges(args: Dict[str, Any]) -> None:
+def start_list_exchanges(args: dict[str, Any]) -> None:
     """
     Print available exchanges
     :param args: Cli args from Arguments()
     :return: None
     """
-    available_exchanges: List[ValidExchangesType] = list_available_exchanges(
+    from rich.console import Console
+    from rich.table import Table
+    from rich.text import Text
+
+    from freqtrade.exchange import list_available_exchanges
+
+    available_exchanges: list[ValidExchangesType] = list_available_exchanges(
         args["list_exchanges_all"]
     )
 
     if args["print_one_column"]:
-        print("\n".join([e["name"] for e in available_exchanges]))
+        print("\n".join([e["classname"] for e in available_exchanges]))
     else:
         if args["list_exchanges_all"]:
             title = (
@@ -46,14 +42,20 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
         table = Table(title=title)
 
         table.add_column("Exchange Name")
+        table.add_column("Class Name")
         table.add_column("Markets")
         table.add_column("Reason")
 
         for exchange in available_exchanges:
             name = Text(exchange["name"])
             if exchange["supported"]:
-                name.append(" (Official)", style="italic")
+                name.append(" (Supported)", style="italic")
                 name.stylize("green bold")
+            classname = Text(exchange["classname"])
+            if exchange["is_alias"]:
+                name.stylize("strike")
+                classname.stylize("strike")
+                classname.append(f" (use {exchange['alias_for']})", style="italic")
 
             trade_modes = Text(
                 ", ".join(
@@ -68,6 +70,7 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
 
             table.add_row(
                 name,
+                classname,
                 trade_modes,
                 exchange["comment"],
                 style=None if exchange["valid"] else "red",
@@ -78,9 +81,13 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
         console.print(table)
 
 
-def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
+def _print_objs_tabular(objs: list, print_colorized: bool) -> None:
+    from rich.console import Console
+    from rich.table import Table
+    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, Union[Text, str]]] = [
         {
             "name": Text(s["name"] if s["name"] else "--"),
             "location": s["location_rel"],
@@ -118,10 +125,13 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
     console.print(table)
 
 
-def start_list_strategies(args: Dict[str, Any]) -> None:
+def start_list_strategies(args: dict[str, Any]) -> None:
     """
     Print files with Strategy custom classes available in the directory
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.resolvers import StrategyResolver
+
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
     strategy_objs = StrategyResolver.search_all_objects(
@@ -141,13 +151,15 @@ def start_list_strategies(args: Dict[str, Any]) -> None:
         _print_objs_tabular(strategy_objs, config.get("print_colorized", False))
 
 
-def start_list_freqAI_models(args: Dict[str, Any]) -> None:
+def start_list_freqAI_models(args: dict[str, Any]) -> None:
     """
     Print files with FreqAI models custom classes available in the directory
     """
-    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
 
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
     model_objs = FreqaiModelResolver.search_all_objects(config, not args["print_one_column"])
     # Sort alphabetically
     model_objs = sorted(model_objs, key=lambda x: x["name"])
@@ -157,10 +169,31 @@ def start_list_freqAI_models(args: Dict[str, Any]) -> None:
         _print_objs_tabular(model_objs, config.get("print_colorized", False))
 
 
-def start_list_timeframes(args: Dict[str, Any]) -> None:
+def start_list_hyperopt_loss_functions(args: dict[str, Any]) -> None:
+    """
+    Print files with FreqAI models custom classes available in the directory
+    """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    model_objs = HyperOptLossResolver.search_all_objects(config, not args["print_one_column"])
+    # Sort alphabetically
+    model_objs = sorted(model_objs, key=lambda x: x["name"])
+    if args["print_one_column"]:
+        print("\n".join([s["name"] for s in model_objs]))
+    else:
+        _print_objs_tabular(model_objs, config.get("print_colorized", False))
+
+
+def start_list_timeframes(args: dict[str, Any]) -> None:
     """
     Print timeframes available on Exchange
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.resolvers import ExchangeResolver
+
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
     # Do not use timeframe set in the config
     config["timeframe"] = None
@@ -177,13 +210,19 @@ def start_list_timeframes(args: Dict[str, Any]) -> None:
         )
 
 
-def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
+def start_list_markets(args: dict[str, Any], pairs_only: bool = False) -> None:
     """
     Print pairs/markets on the exchange
     :param args: Cli args from Arguments()
     :param pairs_only: if True print only pairs, otherwise print all instruments (markets)
     :return: None
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.exchange import market_is_active
+    from freqtrade.misc import plural
+    from freqtrade.resolvers import ExchangeResolver
+    from freqtrade.util import print_rich_table
+
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 
     # Init exchange
@@ -274,6 +313,8 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             elif args.get("print_one_column", False):
                 print("\n".join(pairs.keys()))
             elif args.get("list_pairs_print_json", False):
+                import rapidjson
+
                 print(rapidjson.dumps(list(pairs.keys()), default=str))
             elif args.get("print_csv", False):
                 writer = csv.DictWriter(sys.stdout, fieldnames=headers)
@@ -289,12 +330,14 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
             print(f"{summary_str}.")
 
 
-def start_show_trades(args: Dict[str, Any]) -> None:
+def start_show_trades(args: dict[str, Any]) -> None:
     """
     Show trades
     """
     import json
 
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.misc import parse_db_uri_for_logging
     from freqtrade.persistence import Trade, init_db
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)

freqtrade/commands/optimize_commands.py

@@ -1,23 +1,24 @@
 import logging
-from typing import Any, Dict
+from typing import Any
 
 from freqtrade import constants
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError, OperationalException
-from freqtrade.util import fmt_coin
 
 
 logger = logging.getLogger(__name__)
 
 
-def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+def setup_optimize_configuration(args: dict[str, Any], method: RunMode) -> dict[str, Any]:
     """
     Prepare the configuration for the Hyperopt module
     :param args: Cli args from Arguments()
     :param method: Bot running mode
     :return: Configuration
     """
+    from freqtrade.configuration import setup_utils_configuration
+    from freqtrade.util import fmt_coin
+
     config = setup_utils_configuration(args, method)
 
     no_unlimited_runmodes = {
@@ -41,7 +42,7 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
     return config
 
 
-def start_backtesting(args: Dict[str, Any]) -> None:
+def start_backtesting(args: dict[str, Any]) -> None:
     """
     Start Backtesting script
     :param args: Cli args from Arguments()
@@ -60,10 +61,11 @@ def start_backtesting(args: Dict[str, Any]) -> None:
     backtesting.start()
 
 
-def start_backtesting_show(args: Dict[str, Any]) -> None:
+def start_backtesting_show(args: dict[str, Any]) -> None:
     """
     Show previous backtest result
     """
+    from freqtrade.configuration import setup_utils_configuration
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -76,7 +78,7 @@ def start_backtesting_show(args: Dict[str, Any]) -> None:
     show_sorted_pairlist(config, results)
 
 
-def start_hyperopt(args: Dict[str, Any]) -> None:
+def start_hyperopt(args: dict[str, Any]) -> None:
     """
     Start hyperopt script
     :param args: Cli args from Arguments()
@@ -121,7 +123,7 @@ def start_hyperopt(args: Dict[str, Any]) -> None:
         # Same in Edge and Backtesting start() functions.
 
 
-def start_edge(args: Dict[str, Any]) -> None:
+def start_edge(args: dict[str, Any]) -> None:
     """
     Start Edge script
     :param args: Cli args from Arguments()
@@ -138,24 +140,26 @@ def start_edge(args: Dict[str, Any]) -> None:
     edge_cli.start()
 
 
-def start_lookahead_analysis(args: Dict[str, Any]) -> None:
+def start_lookahead_analysis(args: dict[str, Any]) -> None:
     """
     Start the backtest bias tester script
     :param args: Cli args from Arguments()
     :return: None
     """
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.optimize.analysis.lookahead_helpers import LookaheadAnalysisSubFunctions
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
     LookaheadAnalysisSubFunctions.start(config)
 
 
-def start_recursive_analysis(args: Dict[str, Any]) -> None:
+def start_recursive_analysis(args: dict[str, Any]) -> None:
     """
     Start the backtest recursive tester script
     :param args: Cli args from Arguments()
     :return: None
     """
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.optimize.analysis.recursive_helpers import RecursiveAnalysisSubFunctions
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)

freqtrade/commands/pairlist_commands.py

@@ -1,22 +1,22 @@
 import logging
-from typing import Any, Dict
+from typing import Any
 
 import rapidjson
 
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.resolvers import ExchangeResolver
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_test_pairlist(args: Dict[str, Any]) -> None:
+def start_test_pairlist(args: dict[str, Any]) -> None:
     """
     Test Pairlist configuration
     """
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.persistence import FtNoDBContext
     from freqtrade.plugins.pairlistmanager import PairListManager
+    from freqtrade.resolvers import ExchangeResolver
 
     config = setup_utils_configuration(args, RunMode.UTIL_EXCHANGE)
 

freqtrade/commands/plot_commands.py

@@ -1,11 +1,10 @@
-from typing import Any, Dict
+from typing import Any
 
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import ConfigurationError
 
 
-def validate_plot_args(args: Dict[str, Any]) -> None:
+def validate_plot_args(args: dict[str, Any]) -> None:
     if not args.get("datadir") and not args.get("config"):
         raise ConfigurationError(
             "You need to specify either `--datadir` or `--config` "
@@ -13,11 +12,12 @@ def validate_plot_args(args: Dict[str, Any]) -> None:
         )
 
 
-def start_plot_dataframe(args: Dict[str, Any]) -> None:
+def start_plot_dataframe(args: dict[str, Any]) -> None:
     """
     Entrypoint for dataframe plotting
     """
     # Import here to avoid errors if plot-dependencies are not installed.
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.plot.plotting import load_and_plot_trades
 
     validate_plot_args(args)
@@ -26,11 +26,12 @@ def start_plot_dataframe(args: Dict[str, Any]) -> None:
     load_and_plot_trades(config)
 
 
-def start_plot_profit(args: Dict[str, Any]) -> None:
+def start_plot_profit(args: dict[str, Any]) -> None:
     """
     Entrypoint for plot_profit
     """
     # Import here to avoid errors if plot-dependencies are not installed.
+    from freqtrade.configuration import setup_utils_configuration
     from freqtrade.plot.plotting import plot_profit
 
     validate_plot_args(args)

freqtrade/commands/strategy_utils_commands.py

@@ -1,27 +1,22 @@
 import logging
-import sys
 import time
 from pathlib import Path
-from typing import Any, Dict
+from typing import Any
 
-from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
-from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.strategyupdater import StrategyUpdater
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_strategy_update(args: Dict[str, Any]) -> None:
+def start_strategy_update(args: dict[str, Any]) -> None:
     """
     Start the strategy updating script
     :param args: Cli args from Arguments()
     :return: None
     """
-
+    from freqtrade.configuration import setup_utils_configuration
-    if sys.version_info == (3, 8):  # pragma: no cover
+    from freqtrade.resolvers import StrategyResolver
-        sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
@@ -49,6 +44,8 @@ def start_strategy_update(args: Dict[str, Any]) -> None:
 
 
 def start_conversion(strategy_obj, config):
+    from freqtrade.strategy.strategyupdater import StrategyUpdater
+
     print(f"Conversion of {Path(strategy_obj['location']).name} started.")
     instance_strategy_updater = StrategyUpdater()
     start = time.perf_counter()

freqtrade/commands/trade_commands.py

@@ -1,12 +1,12 @@
 import logging
 import signal
-from typing import Any, Dict
+from typing import Any
 
 
 logger = logging.getLogger(__name__)
 
 
-def start_trading(args: Dict[str, Any]) -> int:
+def start_trading(args: dict[str, Any]) -> int:
     """
     Main entry point for trading mode
     """

freqtrade/commands/webserver_commands.py

@@ -1,9 +1,9 @@
-from typing import Any, Dict
+from typing import Any
 
 from freqtrade.enums import RunMode
 
 
-def start_webserver(args: Dict[str, Any]) -> None:
+def start_webserver(args: dict[str, Any]) -> None:
     """
     Main entry point for webserver mode
     """

freqtrade/configuration/config_schema.py

@@ -1,10 +1,8 @@
 # Required json-schema for user specified config
-from typing import Dict
 
 from freqtrade.constants import (
     AVAILABLE_DATAHANDLERS,
     AVAILABLE_PAIRLISTS,
-    AVAILABLE_PROTECTIONS,
     BACKTEST_BREAKDOWNS,
     DRY_RUN_WALLET,
     EXPORT_OPTIONS,
@@ -24,7 +22,7 @@ from freqtrade.constants import (
 from freqtrade.enums import RPCMessageType
 
 
-__MESSAGE_TYPE_DICT: Dict[str, Dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType}
+__MESSAGE_TYPE_DICT: dict[str, dict[str, str]] = {x: {"type": "object"} for x in RPCMessageType}
 
 __IN_STRATEGY = "\nUsually specified in the strategy and missing in the configuration."
 
@@ -36,11 +34,6 @@ CONF_SCHEMA = {
             "type": ["integer", "number"],
             "minimum": -1,
         },
-        "new_pairs_days": {
-            "description": "Download data of new pairs for given number of days",
-            "type": "integer",
-            "default": 30,
-        },
         "timeframe": {
             "description": (
                 f"The timeframe to use (e.g `1m`, `5m`, `15m`, `30m`, `1h` ...). {__IN_STRATEGY}"
@@ -185,6 +178,7 @@ CONF_SCHEMA = {
             "type": "boolean",
             "default": False,
         },
+        # Lookahead analysis section
         "minimum_trade_amount": {
             "description": "Minimum amount for a trade - only used for lookahead-analysis",
             "type": "number",
@@ -453,54 +447,7 @@ CONF_SCHEMA = {
                 "required": ["method"],
             },
         },
-        "protections": {
+        # RPC section
-            "description": "Configuration for various protections.",
-            "type": "array",
-            "items": {
-                "type": "object",
-                "properties": {
-                    "method": {
-                        "description": "Method used for the protection.",
-                        "type": "string",
-                        "enum": AVAILABLE_PROTECTIONS,
-                    },
-                    "stop_duration": {
-                        "description": (
-                            "Duration to lock the pair after a protection is triggered, "
-                            "in minutes."
-                        ),
-                        "type": "number",
-                        "minimum": 0.0,
-                    },
-                    "stop_duration_candles": {
-                        "description": (
-                            "Duration to lock the pair after a protection is triggered, in "
-                            "number of candles."
-                        ),
-                        "type": "number",
-                        "minimum": 0,
-                    },
-                    "trade_limit": {
-                        "description": "Minimum number of trades required during lookback period.",
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                    "lookback_period": {
-                        "description": "Period to look back for protection checks, in minutes.",
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                    "lookback_period_candles": {
-                        "description": (
-                            "Period to look back for protection checks, in number " "of candles."
-                        ),
-                        "type": "number",
-                        "minimum": 1,
-                    },
-                },
-                "required": ["method"],
-            },
-        },
         "telegram": {
             "description": "Telegram settings.",
             "type": "object",
@@ -701,6 +648,7 @@ CONF_SCHEMA = {
             },
             "required": ["enabled", "listen_ip_address", "listen_port", "username", "password"],
         },
+        # end of RPC section
         "db_url": {
             "description": "Database connection URL.",
             "type": "string",
@@ -734,7 +682,7 @@ CONF_SCHEMA = {
             "default": {},
             "properties": {
                 "process_throttle_secs": {
-                    "description": "Throttle time in seconds for processing.",
+                    "description": "Minimum loop duration for one bot iteration in seconds.",
                     "type": "integer",
                 },
                 "interval": {
@@ -763,11 +711,26 @@ CONF_SCHEMA = {
             "description": f"Enable position adjustment. {__IN_STRATEGY}",
             "type": "boolean",
         },
+        # Download data section
+        "new_pairs_days": {
+            "description": "Download data of new pairs for given number of days",
+            "type": "integer",
+            "default": 30,
+        },
+        "download_trades": {
+            "description": "Download trades data by default (instead of ohlcv data).",
+            "type": "boolean",
+        },
         "max_entry_position_adjustment": {
             "description": f"Maximum entry position adjustment allowed. {__IN_STRATEGY}",
             "type": ["integer", "number"],
             "minimum": -1,
         },
+        "add_config_files": {
+            "description": "Additional configuration files to load.",
+            "type": "array",
+            "items": {"type": "string"},
+        },
         "orderflow": {
             "description": "Settings related to order flow.",
             "type": "object",
@@ -853,6 +816,14 @@ CONF_SCHEMA = {
                     "items": {"type": "string"},
                     "uniqueItems": True,
                 },
+                "log_responses": {
+                    "description": (
+                        "Log responses from the exchange."
+                        "Useful/required to debug issues with order processing."
+                    ),
+                    "type": "boolean",
+                    "default": False,
+                },
                 "unknown_fee_rate": {
                     "description": "Fee rate for unknown markets.",
                     "type": "number",
@@ -1024,6 +995,13 @@ 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/config_secrets.py

@@ -14,12 +14,16 @@ def sanitize_config(config: Config, *, show_sensitive: bool = False) -> Config:
         return config
     keys_to_remove = [
         "exchange.key",
+        "exchange.api_key",
         "exchange.apiKey",
         "exchange.secret",
         "exchange.password",
         "exchange.uid",
+        "exchange.account_id",
         "exchange.accountId",
+        "exchange.wallet_address",
         "exchange.walletAddress",
+        "exchange.private_key",
         "exchange.privateKey",
         "telegram.token",
         "telegram.chat_id",
@@ -33,8 +37,10 @@ def sanitize_config(config: Config, *, show_sensitive: bool = False) -> Config:
             nested_config = config
             for nested_key in nested_keys[:-1]:
                 nested_config = nested_config.get(nested_key, {})
-            nested_config[nested_keys[-1]] = "REDACTED"
+            if nested_keys[-1] in nested_config:
+                nested_config[nested_keys[-1]] = "REDACTED"
         else:
-            config[key] = "REDACTED"
+            if key in config:
+                config[key] = "REDACTED"
 
     return config

freqtrade/configuration/config_setup.py

@@ -1,5 +1,5 @@
 import logging
-from typing import Any, Dict
+from typing import Any
 
 from freqtrade.enums import RunMode
 
@@ -11,8 +11,8 @@ logger = logging.getLogger(__name__)
 
 
 def setup_utils_configuration(
-    args: Dict[str, Any], method: RunMode, *, set_dry: bool = True
+    args: dict[str, Any], method: RunMode, *, set_dry: bool = True
-) -> Dict[str, Any]:
+) -> dict[str, Any]:
     """
     Prepare the configuration for utils subcommands
     :param args: Cli args from Arguments()

freqtrade/configuration/config_validation.py

@@ -1,7 +1,7 @@
 import logging
 from collections import Counter
 from copy import deepcopy
-from typing import Any, Dict
+from typing import Any
 
 from jsonschema import Draft4Validator, validators
 from jsonschema.exceptions import ValidationError, best_match
@@ -43,7 +43,7 @@ def _extend_validator(validator_class):
 FreqtradeValidator = _extend_validator(Draft4Validator)
 
 
-def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> Dict[str, Any]:
+def validate_config_schema(conf: dict[str, Any], preliminary: bool = False) -> dict[str, Any]:
     """
     Validate the configuration follow the Config Schema
     :param conf: Config in JSON format
@@ -69,7 +69,7 @@ def validate_config_schema(conf: Dict[str, Any], preliminary: bool = False) -> D
         raise ValidationError(best_match(Draft4Validator(conf_schema).iter_errors(conf)).message)
 
 
-def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = False) -> None:
+def validate_config_consistency(conf: dict[str, Any], *, preliminary: bool = False) -> None:
     """
     Validate the configuration consistency.
     Should be ran after loading both configuration and strategy,
@@ -83,7 +83,6 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
     _validate_price_config(conf)
     _validate_edge(conf)
     _validate_whitelist(conf)
-    _validate_protections(conf)
     _validate_unlimited_amount(conf)
     _validate_ask_orderbook(conf)
     _validate_freqai_hyperopt(conf)
@@ -98,7 +97,7 @@ def validate_config_consistency(conf: Dict[str, Any], *, preliminary: bool = Fal
     validate_config_schema(conf, preliminary=preliminary)
 
 
-def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
+def _validate_unlimited_amount(conf: dict[str, Any]) -> None:
     """
     If edge is disabled, either max_open_trades or stake_amount need to be set.
     :raise: ConfigurationError if config validation failed
@@ -111,7 +110,7 @@ def _validate_unlimited_amount(conf: Dict[str, Any]) -> None:
         raise ConfigurationError("`max_open_trades` and `stake_amount` cannot both be unlimited.")
 
 
-def _validate_price_config(conf: Dict[str, Any]) -> None:
+def _validate_price_config(conf: dict[str, Any]) -> None:
     """
     When using market orders, price sides must be using the "other" side of the price
     """
@@ -127,7 +126,7 @@ def _validate_price_config(conf: Dict[str, Any]) -> None:
         raise ConfigurationError('Market exit orders require exit_pricing.price_side = "other".')
 
 
-def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
+def _validate_trailing_stoploss(conf: dict[str, Any]) -> None:
     if conf.get("stoploss") == 0.0:
         raise ConfigurationError(
             "The config stoploss needs to be different from 0 to avoid problems with sell orders."
@@ -160,7 +159,7 @@ def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
         )
 
 
-def _validate_edge(conf: Dict[str, Any]) -> None:
+def _validate_edge(conf: dict[str, Any]) -> None:
     """
     Edge and Dynamic whitelist should not both be enabled, since edge overrides dynamic whitelists.
     """
@@ -174,7 +173,7 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
         )
 
 
-def _validate_whitelist(conf: Dict[str, Any]) -> None:
+def _validate_whitelist(conf: dict[str, Any]) -> None:
     """
     Dynamic whitelist does not require pair_whitelist to be set - however StaticWhitelist does.
     """
@@ -195,26 +194,7 @@ def _validate_whitelist(conf: Dict[str, Any]) -> None:
             raise ConfigurationError("StaticPairList requires pair_whitelist to be set.")
 
 
-def _validate_protections(conf: Dict[str, Any]) -> None:
+def _validate_ask_orderbook(conf: dict[str, Any]) -> None:
-    """
-    Validate protection configuration validity
-    """
-
-    for prot in conf.get("protections", []):
-        if "stop_duration" in prot and "stop_duration_candles" in prot:
-            raise ConfigurationError(
-                "Protections must specify either `stop_duration` or `stop_duration_candles`.\n"
-                f"Please fix the protection {prot.get('method')}"
-            )
-
-        if "lookback_period" in prot and "lookback_period_candles" in prot:
-            raise ConfigurationError(
-                "Protections must specify either `lookback_period` or `lookback_period_candles`.\n"
-                f"Please fix the protection {prot.get('method')}"
-            )
-
-
-def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
     ask_strategy = conf.get("exit_pricing", {})
     ob_min = ask_strategy.get("order_book_min")
     ob_max = ask_strategy.get("order_book_max")
@@ -234,7 +214,7 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
             )
 
 
-def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
+def validate_migrated_strategy_settings(conf: dict[str, Any]) -> None:
     _validate_time_in_force(conf)
     _validate_order_types(conf)
     _validate_unfilledtimeout(conf)
@@ -242,7 +222,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
     _strategy_settings(conf)
 
 
-def _validate_time_in_force(conf: Dict[str, Any]) -> None:
+def _validate_time_in_force(conf: dict[str, Any]) -> None:
     time_in_force = conf.get("order_time_in_force", {})
     if "buy" in time_in_force or "sell" in time_in_force:
         if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
@@ -263,7 +243,7 @@ def _validate_time_in_force(conf: Dict[str, Any]) -> None:
             )
 
 
-def _validate_order_types(conf: Dict[str, Any]) -> None:
+def _validate_order_types(conf: dict[str, Any]) -> None:
     order_types = conf.get("order_types", {})
     old_order_types = [
         "buy",
@@ -298,7 +278,7 @@ def _validate_order_types(conf: Dict[str, Any]) -> None:
                 process_deprecated_setting(conf, "order_types", o, "order_types", n)
 
 
-def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
+def _validate_unfilledtimeout(conf: dict[str, Any]) -> None:
     unfilledtimeout = conf.get("unfilledtimeout", {})
     if any(x in unfilledtimeout for x in ["buy", "sell"]):
         if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
@@ -317,7 +297,7 @@ def _validate_unfilledtimeout(conf: Dict[str, Any]) -> None:
                 process_deprecated_setting(conf, "unfilledtimeout", o, "unfilledtimeout", n)
 
 
-def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
+def _validate_pricing_rules(conf: dict[str, Any]) -> None:
     if conf.get("ask_strategy") or conf.get("bid_strategy"):
         if conf.get("trading_mode", TradingMode.SPOT) != TradingMode.SPOT:
             raise ConfigurationError("Please migrate your pricing settings to use the new wording.")
@@ -347,7 +327,7 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
             del conf["ask_strategy"]
 
 
-def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
+def _validate_freqai_hyperopt(conf: dict[str, Any]) -> None:
     freqai_enabled = conf.get("freqai", {}).get("enabled", False)
     analyze_per_epoch = conf.get("analyze_per_epoch", False)
     if analyze_per_epoch and freqai_enabled:
@@ -356,7 +336,7 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
         )
 
 
-def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool) -> None:
+def _validate_freqai_include_timeframes(conf: dict[str, Any], preliminary: bool) -> None:
     freqai_enabled = conf.get("freqai", {}).get("enabled", False)
     if freqai_enabled:
         main_tf = conf.get("timeframe", "5m")
@@ -387,7 +367,7 @@ def _validate_freqai_include_timeframes(conf: Dict[str, Any], preliminary: bool)
             )
 
 
-def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
+def _validate_freqai_backtest(conf: dict[str, Any]) -> None:
     if conf.get("runmode", RunMode.OTHER) == RunMode.BACKTEST:
         freqai_enabled = conf.get("freqai", {}).get("enabled", False)
         timerange = conf.get("timerange")
@@ -410,7 +390,7 @@ def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
             )
 
 
-def _validate_consumers(conf: Dict[str, Any]) -> None:
+def _validate_consumers(conf: dict[str, Any]) -> None:
     emc_conf = conf.get("external_message_consumer", {})
     if emc_conf.get("enabled", False):
         if len(emc_conf.get("producers", [])) < 1:
@@ -430,7 +410,7 @@ def _validate_consumers(conf: Dict[str, Any]) -> None:
             )
 
 
-def _validate_orderflow(conf: Dict[str, Any]) -> None:
+def _validate_orderflow(conf: dict[str, Any]) -> None:
     if conf.get("exchange", {}).get("use_public_trades"):
         if "orderflow" not in conf:
             raise ConfigurationError(
@@ -438,7 +418,7 @@ def _validate_orderflow(conf: Dict[str, Any]) -> None:
             )
 
 
-def _strategy_settings(conf: Dict[str, Any]) -> None:
+def _strategy_settings(conf: dict[str, Any]) -> None:
     process_deprecated_setting(conf, None, "use_sell_signal", None, "use_exit_signal")
     process_deprecated_setting(conf, None, "sell_profit_only", None, "exit_profit_only")
     process_deprecated_setting(conf, None, "sell_profit_offset", None, "exit_profit_offset")

freqtrade/configuration/configuration.py

@@ -7,7 +7,7 @@ import logging
 import warnings
 from copy import deepcopy
 from pathlib import Path
-from typing import Any, Callable, Dict, List, Optional, Tuple
+from typing import Any, Callable, Optional
 
 from freqtrade import constants
 from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
@@ -15,7 +15,14 @@ from freqtrade.configuration.directory_operations import create_datadir, create_
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_file, load_from_files
 from freqtrade.constants import Config
-from freqtrade.enums import NON_UTIL_MODES, TRADE_MODES, CandleType, RunMode, TradingMode
+from freqtrade.enums import (
+    NON_UTIL_MODES,
+    TRADE_MODES,
+    CandleType,
+    MarginMode,
+    RunMode,
+    TradingMode,
+)
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
@@ -30,7 +37,7 @@ 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: Optional[RunMode] = None) -> None:
         self.args = args
         self.config: Optional[Config] = None
         self.runmode = runmode
@@ -46,7 +53,7 @@ class Configuration:
         return self.config
 
     @staticmethod
-    def from_files(files: List[str]) -> Dict[str, Any]:
+    def from_files(files: list[str]) -> dict[str, Any]:
         """
         Iterate through the config files passed in, loading all of them
         and merging their contents.
@@ -61,7 +68,7 @@ class Configuration:
         c = Configuration({"config": files}, RunMode.OTHER)
         return c.get_config()
 
-    def load_config(self) -> Dict[str, Any]:
+    def load_config(self) -> dict[str, Any]:
         """
         Extract information for sys.argv and load the bot configuration
         :return: Configuration dictionary
@@ -389,6 +396,7 @@ class Configuration:
             config.get("trading_mode", "spot") or "spot"
         )
         config["trading_mode"] = TradingMode(config.get("trading_mode", "spot") or "spot")
+        config["margin_mode"] = MarginMode(config.get("margin_mode", "") or "")
         self._args_to_config(
             config, argname="candle_types", logstring="Detected --candle-types: {}"
         )
@@ -399,6 +407,8 @@ class Configuration:
             ("enter_reason_list", "Analysis enter tag list: {}"),
             ("exit_reason_list", "Analysis exit tag list: {}"),
             ("indicator_list", "Analysis indicator list: {}"),
+            ("entry_only", "Only analyze entry signals: {}"),
+            ("exit_only", "Only analyze exit signals: {}"),
             ("timerange", "Filter trades by timerange: {}"),
             ("analysis_rejected", "Analyse rejected signals: {}"),
             ("analysis_to_csv", "Store analysis tables to CSV: {}"),
@@ -411,7 +421,7 @@ class Configuration:
         ]
         self._args_to_config_loop(config, configurations)
 
-    def _args_to_config_loop(self, config, configurations: List[Tuple[str, str]]) -> None:
+    def _args_to_config_loop(self, config, configurations: list[tuple[str, str]]) -> None:
         for argname, logstring in configurations:
             self._args_to_config(config, argname=argname, logstring=logstring)
 
@@ -468,7 +478,7 @@ class Configuration:
             else:
                 logger.info(logstring.format(config[argname]))
             if deprecated_msg:
-                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning)
+                warnings.warn(f"DEPRECATED: {deprecated_msg}", DeprecationWarning, stacklevel=1)
 
     def _resolve_pairs_list(self, config: Config) -> None:
         """

freqtrade/configuration/deploy_config.py

@@ -0,0 +1,250 @@
+import logging
+import secrets
+from pathlib import Path
+from typing import Any
+
+from questionary import Separator, prompt
+
+from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def validate_is_int(val):
+    try:
+        _ = int(val)
+        return True
+    except Exception:
+        return False
+
+
+def validate_is_float(val):
+    try:
+        _ = float(val)
+        return True
+    except Exception:
+        return False
+
+
+def ask_user_overwrite(config_path: Path) -> bool:
+    questions = [
+        {
+            "type": "confirm",
+            "name": "overwrite",
+            "message": f"File {config_path} already exists. Overwrite?",
+            "default": False,
+        },
+    ]
+    answers = prompt(questions)
+    return answers["overwrite"]
+
+
+def ask_user_config() -> dict[str, Any]:
+    """
+    Ask user a few questions to build the configuration.
+    Interactive questions built using https://github.com/tmbo/questionary
+    :returns: Dict with keys to put into template
+    """
+
+    from freqtrade.configuration.detect_environment import running_in_docker
+    from freqtrade.exchange import available_exchanges
+
+    questions: list[dict[str, Any]] = [
+        {
+            "type": "confirm",
+            "name": "dry_run",
+            "message": "Do you want to enable Dry-run (simulated trades)?",
+            "default": True,
+        },
+        {
+            "type": "text",
+            "name": "stake_currency",
+            "message": "Please insert your stake currency:",
+            "default": "USDT",
+        },
+        {
+            "type": "text",
+            "name": "stake_amount",
+            "message": f"Please insert your stake amount (Number or '{UNLIMITED_STAKE_AMOUNT}'):",
+            "default": "unlimited",
+            "validate": lambda val: val == UNLIMITED_STAKE_AMOUNT or validate_is_float(val),
+            "filter": lambda val: (
+                '"' + UNLIMITED_STAKE_AMOUNT + '"' if val == UNLIMITED_STAKE_AMOUNT else val
+            ),
+        },
+        {
+            "type": "text",
+            "name": "max_open_trades",
+            "message": "Please insert max_open_trades (Integer or -1 for unlimited open trades):",
+            "default": "3",
+            "validate": lambda val: validate_is_int(val),
+        },
+        {
+            "type": "select",
+            "name": "timeframe_in_config",
+            "message": "Time",
+            "choices": ["Have the strategy define timeframe.", "Override in configuration."],
+        },
+        {
+            "type": "text",
+            "name": "timeframe",
+            "message": "Please insert your desired timeframe (e.g. 5m):",
+            "default": "5m",
+            "when": lambda x: x["timeframe_in_config"] == "Override in configuration.",
+        },
+        {
+            "type": "text",
+            "name": "fiat_display_currency",
+            "message": (
+                "Please insert your display Currency for reporting "
+                "(leave empty to disable FIAT conversion):"
+            ),
+            "default": "USD",
+        },
+        {
+            "type": "select",
+            "name": "exchange_name",
+            "message": "Select exchange",
+            "choices": [
+                "binance",
+                "binanceus",
+                "bingx",
+                "gate",
+                "htx",
+                "kraken",
+                "kucoin",
+                "okx",
+                Separator("------------------"),
+                "other",
+            ],
+        },
+        {
+            "type": "confirm",
+            "name": "trading_mode",
+            "message": "Do you want to trade Perpetual Swaps (perpetual futures)?",
+            "default": False,
+            "filter": lambda val: "futures" if val else "spot",
+            "when": lambda x: x["exchange_name"] in ["binance", "gate", "okx", "bybit"],
+        },
+        {
+            "type": "autocomplete",
+            "name": "exchange_name",
+            "message": "Type your exchange name (Must be supported by ccxt)",
+            "choices": available_exchanges(),
+            "when": lambda x: x["exchange_name"] == "other",
+        },
+        {
+            "type": "password",
+            "name": "exchange_key",
+            "message": "Insert Exchange Key",
+            "when": lambda x: not x["dry_run"],
+        },
+        {
+            "type": "password",
+            "name": "exchange_secret",
+            "message": "Insert Exchange Secret",
+            "when": lambda x: not x["dry_run"],
+        },
+        {
+            "type": "password",
+            "name": "exchange_key_password",
+            "message": "Insert Exchange API Key password",
+            "when": lambda x: not x["dry_run"] and x["exchange_name"] in ("kucoin", "okx"),
+        },
+        {
+            "type": "confirm",
+            "name": "telegram",
+            "message": "Do you want to enable Telegram?",
+            "default": False,
+        },
+        {
+            "type": "password",
+            "name": "telegram_token",
+            "message": "Insert Telegram token",
+            "when": lambda x: x["telegram"],
+        },
+        {
+            "type": "password",
+            "name": "telegram_chat_id",
+            "message": "Insert Telegram chat id",
+            "when": lambda x: x["telegram"],
+        },
+        {
+            "type": "confirm",
+            "name": "api_server",
+            "message": "Do you want to enable the Rest API (includes FreqUI)?",
+            "default": False,
+        },
+        {
+            "type": "text",
+            "name": "api_server_listen_addr",
+            "message": (
+                "Insert Api server Listen Address (0.0.0.0 for docker, "
+                "otherwise best left untouched)"
+            ),
+            "default": "127.0.0.1" if not running_in_docker() else "0.0.0.0",  # noqa: S104
+            "when": lambda x: x["api_server"],
+        },
+        {
+            "type": "text",
+            "name": "api_server_username",
+            "message": "Insert api-server username",
+            "default": "freqtrader",
+            "when": lambda x: x["api_server"],
+        },
+        {
+            "type": "password",
+            "name": "api_server_password",
+            "message": "Insert api-server password",
+            "when": lambda x: x["api_server"],
+        },
+    ]
+    answers = prompt(questions)
+
+    if not answers:
+        # Interrupted questionary sessions return an empty dict.
+        raise OperationalException("User interrupted interactive questions.")
+    # Ensure default is set for non-futures exchanges
+    answers["trading_mode"] = answers.get("trading_mode", "spot")
+    answers["margin_mode"] = "isolated" if answers.get("trading_mode") == "futures" else ""
+    # Force JWT token to be a random string
+    answers["api_server_jwt_key"] = secrets.token_hex()
+    answers["api_server_ws_token"] = secrets.token_urlsafe(25)
+
+    return answers
+
+
+def deploy_new_config(config_path: Path, selections: dict[str, Any]) -> None:
+    """
+    Applies selections to the template and writes the result to config_path
+    :param config_path: Path object for new config file. Should not exist yet
+    :param selections: Dict containing selections taken by the user.
+    """
+    from jinja2.exceptions import TemplateNotFound
+
+    from freqtrade.exchange import MAP_EXCHANGE_CHILDCLASS
+    from freqtrade.util import render_template
+
+    try:
+        exchange_template = MAP_EXCHANGE_CHILDCLASS.get(
+            selections["exchange_name"], selections["exchange_name"]
+        )
+
+        selections["exchange"] = render_template(
+            templatefile=f"subtemplates/exchange_{exchange_template}.j2", arguments=selections
+        )
+    except TemplateNotFound:
+        selections["exchange"] = render_template(
+            templatefile="subtemplates/exchange_generic.j2", arguments=selections
+        )
+
+    config_text = render_template(templatefile="base_config.json.j2", arguments=selections)
+
+    logger.info(f"Writing config to `{config_path}`.")
+    logger.info(
+        "Please make sure to check the configuration contents and adjust settings to your needs."
+    )
+
+    config_path.write_text(config_text)

freqtrade/configuration/deprecated_settings.py

@@ -177,4 +177,6 @@ def process_temporary_deprecated_settings(config: Config) -> None:
         )
 
     if "protections" in config:
-        logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
+        raise ConfigurationError(
+            "DEPRECATED: Setting 'protections' in the configuration is deprecated."
+        )

freqtrade/configuration/directory_operations.py

@@ -82,6 +82,11 @@ def create_userdata_dir(directory: str, create_dir: bool = False) -> Path:
     for f in sub_dirs:
         subfolder = folder / f
         if not subfolder.is_dir():
+            if subfolder.exists() or subfolder.is_symlink():
+                raise OperationalException(
+                    f"File `{subfolder}` exists already and is not a directory. "
+                    "Freqtrade requires this to be a directory."
+                )
             subfolder.mkdir(parents=False)
     return folder
 

freqtrade/configuration/environment_vars.py

@@ -1,6 +1,6 @@
 import logging
 import os
-from typing import Any, Dict
+from typing import Any
 
 from freqtrade.constants import ENV_VAR_PREFIX
 from freqtrade.misc import deep_merge_dicts
@@ -24,7 +24,7 @@ def _get_var_typed(val):
     return val
 
 
-def _flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str, Any]:
+def _flat_vars_to_nested_dict(env_dict: dict[str, Any], prefix: str) -> dict[str, Any]:
     """
     Environment variables must be prefixed with FREQTRADE.
     FREQTRADE__{section}__{key}
@@ -33,7 +33,7 @@ def _flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str
     :return: Nested dict based on available and relevant variables.
     """
     no_convert = ["CHAT_ID", "PASSWORD"]
-    relevant_vars: Dict[str, Any] = {}
+    relevant_vars: dict[str, Any] = {}
 
     for env_var, val in sorted(env_dict.items()):
         if env_var.startswith(prefix):
@@ -51,7 +51,7 @@ def _flat_vars_to_nested_dict(env_dict: Dict[str, Any], prefix: str) -> Dict[str
     return relevant_vars
 
 
-def enironment_vars_to_dict() -> Dict[str, Any]:
+def enironment_vars_to_dict() -> dict[str, Any]:
     """
     Read environment variables and return a nested dict for relevant variables
     Relevant variables must follow the FREQTRADE__{section}__{key} pattern

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, Dict, List, Optional
+from typing import Any, Optional
 
 import rapidjson
 
@@ -42,7 +42,7 @@ def log_config_error_range(path: str, errmsg: str) -> str:
     return ""
 
 
-def load_file(path: Path) -> Dict[str, Any]:
+def load_file(path: Path) -> dict[str, Any]:
     try:
         with path.open("r") as file:
             config = rapidjson.load(file, parse_mode=CONFIG_PARSE_MODE)
@@ -51,7 +51,7 @@ def load_file(path: Path) -> Dict[str, Any]:
     return config
 
 
-def load_config_file(path: str) -> Dict[str, Any]:
+def load_config_file(path: str) -> dict[str, Any]:
     """
     Loads a config file from the given path
     :param path: path as str
@@ -78,8 +78,8 @@ 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: Optional[Path] = None, level: int = 0
-) -> Dict[str, Any]:
+) -> dict[str, Any]:
     """
     Recursively load configuration files if specified.
     Sub-files are assumed to be relative to the initial config.

freqtrade/constants.py

@@ -4,7 +4,7 @@
 bot constants
 """
 
-from typing import Any, Dict, List, Literal, Optional, Tuple
+from typing import Any, Literal, Optional
 
 from freqtrade.enums import CandleType, PriceType
 
@@ -42,6 +42,7 @@ HYPEROPT_LOSS_BUILTIN = [
 AVAILABLE_PAIRLISTS = [
     "StaticPairList",
     "VolumePairList",
+    "PercentChangePairList",
     "ProducerPairList",
     "RemotePairList",
     "MarketCapPairList",
@@ -56,7 +57,6 @@ AVAILABLE_PAIRLISTS = [
     "SpreadFilter",
     "VolatilityFilter",
 ]
-AVAILABLE_PROTECTIONS = ["CooldownPeriod", "LowProfitPairs", "MaxDrawdown", "StoplossGuard"]
 AVAILABLE_DATAHANDLERS = ["json", "jsongz", "hdf5", "feather", "parquet"]
 BACKTEST_BREAKDOWNS = ["day", "week", "month"]
 BACKTEST_CACHE_AGE = ["none", "day", "week", "month"]
@@ -187,14 +187,14 @@ CANCEL_REASON = {
 }
 
 # List of pairs with their timeframes
-PairWithTimeframe = Tuple[str, str, CandleType]
+PairWithTimeframe = tuple[str, str, CandleType]
-ListPairsWithTimeframes = List[PairWithTimeframe]
+ListPairsWithTimeframes = list[PairWithTimeframe]
 
 # Type for trades list
-TradeList = List[List]
+TradeList = list[list]
 # ticks, pair, timeframe, CandleType
-TickWithTimeframe = Tuple[str, str, CandleType, Optional[int], Optional[int]]
+TickWithTimeframe = tuple[str, str, CandleType, Optional[int], Optional[int]]
-ListTicksWithTimeframes = List[TickWithTimeframe]
+ListTicksWithTimeframes = list[TickWithTimeframe]
 
 LongShort = Literal["long", "short"]
 EntryExit = Literal["entry", "exit"]
@@ -203,9 +203,9 @@ MakerTaker = Literal["maker", "taker"]
 BidAsk = Literal["bid", "ask"]
 OBLiteral = Literal["asks", "bids"]
 
-Config = Dict[str, Any]
+Config = dict[str, Any]
 # Exchange part of the configuration.
-ExchangeConfig = Dict[str, Any]
+ExchangeConfig = dict[str, Any]
 IntOrInf = float
 
 

freqtrade/data/btanalysis.py

@@ -6,17 +6,17 @@ import logging
 from copy import copy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Literal, Optional, Union
+from typing import Any, Literal, Optional, Union
 
 import numpy as np
 import pandas as pd
 
 from freqtrade.constants import LAST_BT_RESULT_FN, IntOrInf
 from freqtrade.exceptions import ConfigurationError, OperationalException
+from freqtrade.ft_types import BacktestHistoryEntryType, BacktestResultType
 from freqtrade.misc import file_dump_json, json_load
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 from freqtrade.persistence import LocalTrade, Trade, init_db
-from freqtrade.types import BacktestHistoryEntryType, BacktestResultType
 
 
 logger = logging.getLogger(__name__)
@@ -137,7 +137,7 @@ 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: Union[Path, str]) -> dict[str, Any]:
     """
     Read metadata dictionary from backtest results file without reading and deserializing entire
     file.
@@ -176,7 +176,7 @@ def load_backtest_stats(filename: Union[Path, str]) -> BacktestResultType:
     return data
 
 
-def load_and_merge_backtest_result(strategy_name: str, filename: Path, results: Dict[str, Any]):
+def load_and_merge_backtest_result(strategy_name: str, filename: Path, results: dict[str, Any]):
     """
     Load one strategy from multi-strategy result and merge it with results
     :param strategy_name: Name of the strategy contained in the result
@@ -195,12 +195,12 @@ def load_and_merge_backtest_result(strategy_name: str, filename: Path, results:
             break
 
 
-def _get_backtest_files(dirname: Path) -> List[Path]:
+def _get_backtest_files(dirname: Path) -> list[Path]:
     # Weird glob expression here avoids including .meta.json files.
     return list(reversed(sorted(dirname.glob("backtest-result-*-[0-9][0-9].json"))))
 
 
-def _extract_backtest_result(filename: Path) -> List[BacktestHistoryEntryType]:
+def _extract_backtest_result(filename: Path) -> list[BacktestHistoryEntryType]:
     metadata = load_backtest_metadata(filename)
     return [
         {
@@ -220,14 +220,14 @@ def _extract_backtest_result(filename: Path) -> List[BacktestHistoryEntryType]:
     ]
 
 
-def get_backtest_result(filename: Path) -> List[BacktestHistoryEntryType]:
+def get_backtest_result(filename: Path) -> list[BacktestHistoryEntryType]:
     """
     Get backtest result read from metadata file
     """
     return _extract_backtest_result(filename)
 
 
-def get_backtest_resultlist(dirname: Path) -> List[BacktestHistoryEntryType]:
+def get_backtest_resultlist(dirname: Path) -> list[BacktestHistoryEntryType]:
     """
     Get list of backtest results read from metadata files
     """
@@ -244,12 +244,13 @@ def delete_backtest_result(file_abs: Path):
     """
     # *.meta.json
     logger.info(f"Deleting backtest result file: {file_abs.name}")
-    file_abs_meta = file_abs.with_suffix(".meta.json")
+
-    file_abs.unlink()
+    for file in file_abs.parent.glob(f"{file_abs.stem}*"):
-    file_abs_meta.unlink()
+        logger.info(f"Deleting file: {file}")
+        file.unlink()
 
 
-def update_backtest_metadata(filename: Path, strategy: str, content: Dict[str, Any]):
+def update_backtest_metadata(filename: Path, strategy: str, content: dict[str, Any]):
     """
     Updates backtest metadata file with new content.
     :raises: ValueError if metadata file does not exist, or strategy is not in this file.
@@ -275,8 +276,8 @@ 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: Union[Path, str], run_ids: dict[str, str], min_backtest_date: Optional[datetime] = None
-) -> Dict[str, Any]:
+) -> dict[str, Any]:
     """
     Find existing backtest stats that match specified run IDs and load them.
     :param dirname: pathlib.Path object, or string pointing to the file.
@@ -287,7 +288,7 @@ def find_existing_backtest_stats(
     # Copy so we can modify this dict without affecting parent scope.
     run_ids = copy(run_ids)
     dirname = Path(dirname)
-    results: Dict[str, Any] = {
+    results: dict[str, Any] = {
         "metadata": {},
         "strategy": {},
         "strategy_comparison": [],
@@ -401,7 +402,15 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
 
     timeframe_freq = timeframe_to_resample_freq(timeframe)
     dates = [
-        pd.Series(pd.date_range(row[1]["open_date"], row[1]["close_date"], freq=timeframe_freq))
+        pd.Series(
+            pd.date_range(
+                row[1]["open_date"],
+                row[1]["close_date"],
+                freq=timeframe_freq,
+                # Exclude right boundary - the date is the candle open date.
+                inclusive="left",
+            )
+        )
         for row in results[["open_date", "close_date"]].iterrows()
     ]
     deltas = [len(x) for x in dates]
@@ -430,7 +439,7 @@ 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: Union[list[Trade], list[LocalTrade]]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe
     :param trades: List of trade objects

freqtrade/data/converter/converter.py

@@ -3,7 +3,6 @@ Functions to convert data from one format to another
 """
 
 import logging
-from typing import Dict
 
 import numpy as np
 import pandas as pd
@@ -158,8 +157,8 @@ def trim_dataframe(
 
 
 def trim_dataframes(
-    preprocessed: Dict[str, DataFrame], timerange, startup_candles: int
+    preprocessed: dict[str, DataFrame], timerange, startup_candles: int
-) -> Dict[str, DataFrame]:
+) -> dict[str, DataFrame]:
     """
     Trim startup period from analyzed dataframes
     :param preprocessed: Dict of pair: dataframe
@@ -167,7 +166,7 @@ def trim_dataframes(
     :param startup_candles: Startup-candles that should be removed
     :return: Dict of trimmed dataframes
     """
-    processed: Dict[str, DataFrame] = {}
+    processed: dict[str, DataFrame] = {}
 
     for pair, df in preprocessed.items():
         trimed_df = trim_dataframe(df, timerange, startup_candles=startup_candles)

freqtrade/data/converter/orderflow.py

@@ -7,12 +7,11 @@ import time
 import typing
 from collections import OrderedDict
 from datetime import datetime
-from typing import Tuple
 
 import numpy as np
 import pandas as pd
 
-from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS
+from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, Config
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import DependencyException
 
@@ -62,11 +61,11 @@ def _calculate_ohlcv_candle_start_and_end(df: pd.DataFrame, timeframe: str):
 
 
 def populate_dataframe_with_trades(
-    cached_grouped_trades: OrderedDict[Tuple[datetime, datetime], pd.DataFrame],
+    cached_grouped_trades: OrderedDict[tuple[datetime, datetime], pd.DataFrame],
-    config,
+    config: Config,
     dataframe: pd.DataFrame,
     trades: pd.DataFrame,
-) -> Tuple[pd.DataFrame, OrderedDict[Tuple[datetime, datetime], pd.DataFrame]]:
+) -> tuple[pd.DataFrame, OrderedDict[tuple[datetime, datetime], pd.DataFrame]]:
     """
     Populates a dataframe with trades
     :param dataframe: Dataframe to populate
@@ -78,6 +77,8 @@ def populate_dataframe_with_trades(
 
     # create columns for trades
     _init_dataframe_with_trades_columns(dataframe)
+    if trades is None or trades.empty:
+        return dataframe, cached_grouped_trades
 
     try:
         start_time = time.time()
@@ -88,7 +89,7 @@ def populate_dataframe_with_trades(
         max_candles = config_orderflow["max_candles"]
         start_date = dataframe.tail(max_candles).date.iat[0]
         # slice of trades that are before current ohlcv candles to make groupby faster
-        trades = trades.loc[trades.candle_start >= start_date]
+        trades = trades.loc[trades["candle_start"] >= start_date]
         trades.reset_index(inplace=True, drop=True)
 
         # group trades by candle start

freqtrade/data/converter/trade_converter.py

@@ -4,7 +4,6 @@ Functions to convert data from one format to another
 
 import logging
 from pathlib import Path
-from typing import Dict, List
 
 import pandas as pd
 from pandas import DataFrame, to_datetime
@@ -34,7 +33,7 @@ def trades_df_remove_duplicates(trades: pd.DataFrame) -> pd.DataFrame:
     return trades.drop_duplicates(subset=["timestamp", "id"])
 
 
-def trades_dict_to_list(trades: List[Dict]) -> TradeList:
+def trades_dict_to_list(trades: list[dict]) -> TradeList:
     """
     Convert fetch_trades result into a List (to be more memory efficient).
     :param trades: List of trades, as returned by ccxt.fetch_trades.
@@ -91,8 +90,8 @@ def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:
 
 
 def convert_trades_to_ohlcv(
-    pairs: List[str],
+    pairs: list[str],
-    timeframes: List[str],
+    timeframes: list[str],
     datadir: Path,
     timerange: TimeRange,
     erase: bool,

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, Dict, List, Optional, Tuple
+from typing import Any, Optional
 
 from pandas import DataFrame, Timedelta, Timestamp, to_timedelta
 
@@ -23,7 +23,7 @@ from freqtrade.data.history import get_datahandler, load_pair_history
 from freqtrade.enums import CandleType, RPCMessageType, RunMode, TradingMode
 from freqtrade.exceptions import ExchangeError, OperationalException
 from freqtrade.exchange import Exchange, timeframe_to_prev_date, timeframe_to_seconds
-from freqtrade.exchange.types import OrderBook
+from freqtrade.exchange.exchange_types import OrderBook
 from freqtrade.misc import append_candles_to_dataframe
 from freqtrade.rpc import RPCManager
 from freqtrade.rpc.rpc_types import RPCAnalyzedDFMsg
@@ -48,15 +48,15 @@ class DataProvider:
         self._exchange = exchange
         self._pairlists = pairlists
         self.__rpc = rpc
-        self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
+        self.__cached_pairs: dict[PairWithTimeframe, tuple[DataFrame, datetime]] = {}
         self.__slice_index: Optional[int] = None
         self.__slice_date: Optional[datetime] = None
 
-        self.__cached_pairs_backtesting: Dict[PairWithTimeframe, DataFrame] = {}
+        self.__cached_pairs_backtesting: dict[PairWithTimeframe, DataFrame] = {}
-        self.__producer_pairs_df: Dict[
+        self.__producer_pairs_df: dict[
-            str, Dict[PairWithTimeframe, Tuple[DataFrame, datetime]]
+            str, dict[PairWithTimeframe, tuple[DataFrame, datetime]]
         ] = {}
-        self.__producer_pairs: Dict[str, List[str]] = {}
+        self.__producer_pairs: dict[str, list[str]] = {}
         self._msg_queue: deque = deque()
 
         self._default_candle_type = self._config.get("candle_type_def", CandleType.SPOT)
@@ -101,7 +101,7 @@ class DataProvider:
         self.__cached_pairs[pair_key] = (dataframe, datetime.now(timezone.utc))
 
     # For multiple producers we will want to merge the pairlists instead of overwriting
-    def _set_producer_pairs(self, pairlist: List[str], producer_name: str = "default"):
+    def _set_producer_pairs(self, pairlist: list[str], producer_name: str = "default"):
         """
         Set the pairs received to later be used.
 
@@ -109,7 +109,7 @@ class DataProvider:
         """
         self.__producer_pairs[producer_name] = pairlist
 
-    def get_producer_pairs(self, producer_name: str = "default") -> List[str]:
+    def get_producer_pairs(self, producer_name: str = "default") -> list[str]:
         """
         Get the pairs cached from the producer
 
@@ -177,7 +177,7 @@ class DataProvider:
         timeframe: str,
         candle_type: CandleType,
         producer_name: str = "default",
-    ) -> Tuple[bool, int]:
+    ) -> tuple[bool, int]:
         """
         Append a candle to the existing external dataframe. The incoming dataframe
         must have at least 1 candle.
@@ -258,7 +258,7 @@ class DataProvider:
         timeframe: Optional[str] = None,
         candle_type: Optional[CandleType] = None,
         producer_name: str = "default",
-    ) -> Tuple[DataFrame, datetime]:
+    ) -> tuple[DataFrame, datetime]:
         """
         Get the pair data from producers.
 
@@ -377,7 +377,7 @@ class DataProvider:
             logger.warning(f"No data found for ({pair}, {timeframe}, {candle_type}).")
         return data
 
-    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
+    def get_analyzed_dataframe(self, pair: str, timeframe: str) -> tuple[DataFrame, datetime]:
         """
         Retrieve the analyzed dataframe. Returns the full dataframe in trade mode (live / dry),
         and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
@@ -408,7 +408,7 @@ class DataProvider:
         """
         return RunMode(self._config.get("runmode", RunMode.OTHER))
 
-    def current_whitelist(self) -> List[str]:
+    def current_whitelist(self) -> list[str]:
         """
         fetch latest available whitelist.
 
@@ -520,22 +520,16 @@ class DataProvider:
             return self._exchange.trades(
                 (pair, timeframe or self._config["timeframe"], _candle_type), copy=copy
             )
-        elif self.runmode in (RunMode.BACKTEST, RunMode.HYPEROPT):
+        else:
-            _candle_type = (
-                CandleType.from_string(candle_type)
-                if candle_type != ""
-                else self._config["candle_type_def"]
-            )
             data_handler = get_datahandler(
                 self._config["datadir"], data_format=self._config["dataformat_trades"]
             )
-            trades_df = data_handler.trades_load(pair, TradingMode.FUTURES)
+            trades_df = data_handler.trades_load(
+                pair, self._config.get("trading_mode", TradingMode.SPOT)
+            )
             return trades_df
 
-        else:
+    def market(self, pair: str) -> Optional[dict[str, Any]]:
-            return DataFrame()
-
-    def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair
         :param pair: Pair to get the data for

freqtrade/data/entryexitanalysis.py

@@ -1,6 +1,5 @@
 import logging
 from pathlib import Path
-from typing import List
 
 import joblib
 import pandas as pd
@@ -8,6 +7,7 @@ import pandas as pd
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
 from freqtrade.data.btanalysis import (
+    BT_DATA_COLUMNS,
     get_latest_backtest_filename,
     load_backtest_data,
     load_backtest_stats,
@@ -47,9 +47,14 @@ def _load_signal_candles(backtest_dir: Path):
     return _load_backtest_analysis_data(backtest_dir, "signals")
 
 
-def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles):
+def _load_exit_signal_candles(backtest_dir: Path) -> dict[str, dict[str, pd.DataFrame]]:
-    analysed_trades_dict = {}
+    return _load_backtest_analysis_data(backtest_dir, "exited")
-    analysed_trades_dict[strategy_name] = {}
+
+
+def _process_candles_and_indicators(
+    pairlist, strategy_name, trades, signal_candles, date_col: str = "open_date"
+):
+    analysed_trades_dict: dict[str, dict] = {strategy_name: {}}
 
     try:
         logger.info(f"Processing {strategy_name} : {len(pairlist)} pairs")
@@ -57,7 +62,7 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
         for pair in pairlist:
             if pair in signal_candles[strategy_name]:
                 analysed_trades_dict[strategy_name][pair] = _analyze_candles_and_indicators(
-                    pair, trades, signal_candles[strategy_name][pair]
+                    pair, trades, signal_candles[strategy_name][pair], date_col
                 )
     except Exception as e:
         print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
@@ -65,7 +70,9 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
     return analysed_trades_dict
 
 
-def _analyze_candles_and_indicators(pair, trades: pd.DataFrame, signal_candles: pd.DataFrame):
+def _analyze_candles_and_indicators(
+    pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, date_col: str = "open_date"
+) -> pd.DataFrame:
     buyf = signal_candles
 
     if len(buyf) > 0:
@@ -75,8 +82,8 @@ def _analyze_candles_and_indicators(pair, trades: pd.DataFrame, signal_candles:
         trades_inds = pd.DataFrame()
 
         if trades_red.shape[0] > 0 and buyf.shape[0] > 0:
-            for t, v in trades_red.open_date.items():
+            for t, v in trades_red.iterrows():
-                allinds = buyf.loc[(buyf["date"] < v)]
+                allinds = buyf.loc[(buyf["date"] < v[date_col])]
                 if allinds.shape[0] > 0:
                     tmp_inds = allinds.iloc[[-1]]
 
@@ -235,7 +242,7 @@ def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
 
 def prepare_results(
     analysed_trades, stratname, enter_reason_list, exit_reason_list, timerange=None
-):
+) -> pd.DataFrame:
     res_df = pd.DataFrame()
     for pair, trades in analysed_trades[stratname].items():
         if trades.shape[0] > 0:
@@ -252,8 +259,11 @@ def prepare_results(
 
 def print_results(
     res_df: pd.DataFrame,
-    analysis_groups: List[str],
+    exit_df: pd.DataFrame,
-    indicator_list: List[str],
+    analysis_groups: list[str],
+    indicator_list: list[str],
+    entry_only: bool,
+    exit_only: bool,
     csv_path: Path,
     rejected_signals=None,
     to_csv=False,
@@ -278,9 +288,11 @@ def print_results(
             for ind in indicator_list:
                 if ind in res_df:
                     available_inds.append(ind)
-            ilist = ["pair", "enter_reason", "exit_reason"] + available_inds
+
+            merged_df = _merge_dfs(res_df, exit_df, available_inds, entry_only, exit_only)
+
             _print_table(
-                res_df[ilist],
+                merged_df,
                 sortcols=["exit_reason"],
                 show_index=False,
                 name="Indicators:",
@@ -291,6 +303,36 @@ def print_results(
         print("\\No trades to show")
 
 
+def _merge_dfs(
+    entry_df: pd.DataFrame,
+    exit_df: pd.DataFrame,
+    available_inds: list[str],
+    entry_only: bool,
+    exit_only: bool,
+):
+    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"]
+
+    if exit_df is None or exit_df.empty or entry_only is True:
+        return entry_df[columns_to_keep + available_inds]
+
+    if exit_only is True:
+        return pd.merge(
+            entry_df[columns_to_keep],
+            exit_df[merge_on + signal_wide_indicators],
+            on=merge_on,
+            suffixes=(" (entry)", " (exit)"),
+        )
+
+    return pd.merge(
+        entry_df[columns_to_keep + available_inds],
+        exit_df[merge_on + signal_wide_indicators],
+        on=merge_on,
+        suffixes=(" (entry)", " (exit)"),
+    )
+
+
 def _print_table(
     df: pd.DataFrame, sortcols=None, *, show_index=False, name=None, to_csv=False, csv_path: Path
 ):
@@ -316,9 +358,16 @@ def process_entry_exit_reasons(config: Config):
         enter_reason_list = config.get("enter_reason_list", ["all"])
         exit_reason_list = config.get("exit_reason_list", ["all"])
         indicator_list = config.get("indicator_list", [])
+        entry_only = config.get("entry_only", False)
+        exit_only = config.get("exit_only", False)
         do_rejected = config.get("analysis_rejected", False)
         to_csv = config.get("analysis_to_csv", False)
         csv_path = Path(config.get("analysis_csv_path", config["exportfilename"]))
+
+        if entry_only is True and exit_only is True:
+            raise OperationalException(
+                "Cannot use --entry-only and --exit-only at the same time. Please choose one."
+            )
         if to_csv and not csv_path.is_dir():
             raise OperationalException(f"Specified directory {csv_path} does not exist.")
 
@@ -333,6 +382,7 @@ def process_entry_exit_reasons(config: Config):
 
             if trades is not None and not trades.empty:
                 signal_candles = _load_signal_candles(config["exportfilename"])
+                exit_signals = _load_exit_signal_candles(config["exportfilename"])
 
                 rej_df = None
                 if do_rejected:
@@ -345,22 +395,35 @@ def process_entry_exit_reasons(config: Config):
                         timerange=timerange,
                     )
 
-                analysed_trades_dict = _process_candles_and_indicators(
+                entry_df = _generate_dfs(
-                    config["exchange"]["pair_whitelist"], strategy_name, trades, signal_candles
+                    config["exchange"]["pair_whitelist"],
-                )
-
-                res_df = prepare_results(
-                    analysed_trades_dict,
-                    strategy_name,
                     enter_reason_list,
                     exit_reason_list,
-                    timerange=timerange,
+                    signal_candles,
+                    strategy_name,
+                    timerange,
+                    trades,
+                    "open_date",
+                )
+
+                exit_df = _generate_dfs(
+                    config["exchange"]["pair_whitelist"],
+                    enter_reason_list,
+                    exit_reason_list,
+                    exit_signals,
+                    strategy_name,
+                    timerange,
+                    trades,
+                    "close_date",
                 )
 
                 print_results(
-                    res_df,
+                    entry_df,
+                    exit_df,
                     analysis_groups,
                     indicator_list,
+                    entry_only,
+                    exit_only,
                     rejected_signals=rej_df,
                     to_csv=to_csv,
                     csv_path=csv_path,
@@ -368,3 +431,30 @@ def process_entry_exit_reasons(config: Config):
 
     except ValueError as e:
         raise OperationalException(e) from e
+
+
+def _generate_dfs(
+    pairlist: list,
+    enter_reason_list: list,
+    exit_reason_list: list,
+    signal_candles: dict,
+    strategy_name: str,
+    timerange: TimeRange,
+    trades: pd.DataFrame,
+    date_col: str,
+) -> pd.DataFrame:
+    analysed_trades_dict = _process_candles_and_indicators(
+        pairlist,
+        strategy_name,
+        trades,
+        signal_candles,
+        date_col,
+    )
+    res_df = prepare_results(
+        analysed_trades_dict,
+        strategy_name,
+        enter_reason_list,
+        exit_reason_list,
+        timerange=timerange,
+    )
+    return res_df

freqtrade/data/history/datahandlers/idatahandler.py

@@ -10,9 +10,9 @@ from abc import ABC, abstractmethod
 from copy import deepcopy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import List, Optional, Tuple, Type
+from typing import Optional
 
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
@@ -32,6 +32,7 @@ logger = logging.getLogger(__name__)
 
 class IDataHandler(ABC):
     _OHLCV_REGEX = r"^([a-zA-Z_\d-]+)\-(\d+[a-zA-Z]{1,2})\-?([a-zA-Z_]*)?(?=\.)"
+    _TRADES_REGEX = r"^([a-zA-Z_\d-]+)\-(trades)?(?=\.)"
 
     def __init__(self, datadir: Path) -> None:
         self._datadir = datadir
@@ -70,7 +71,7 @@ class IDataHandler(ABC):
         ]
 
     @classmethod
-    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> List[str]:
+    def ohlcv_get_pairs(cls, datadir: Path, timeframe: str, candle_type: CandleType) -> list[str]:
         """
         Returns a list of all pairs with ohlcv data available in this datadir
         for the specified timeframe
@@ -106,7 +107,7 @@ class IDataHandler(ABC):
 
     def ohlcv_data_min_max(
         self, pair: str, timeframe: str, candle_type: CandleType
-    ) -> Tuple[datetime, datetime, int]:
+    ) -> tuple[datetime, datetime, int]:
         """
         Returns the min and max timestamp for the given pair and timeframe.
         :param pair: Pair to get min/max for
@@ -167,7 +168,51 @@ class IDataHandler(ABC):
         """
 
     @classmethod
-    def trades_get_pairs(cls, datadir: Path) -> List[str]:
+    def trades_get_available_data(cls, datadir: Path, trading_mode: TradingMode) -> list[str]:
+        """
+        Returns a list of all pairs with ohlcv data available in this datadir
+        :param datadir: Directory to search for ohlcv files
+        :param trading_mode: trading-mode to be used
+        :return: List of Tuples of (pair, timeframe, CandleType)
+        """
+        if trading_mode == TradingMode.FUTURES:
+            datadir = datadir.joinpath("futures")
+        _tmp = [
+            re.search(cls._TRADES_REGEX, p.name)
+            for p in datadir.glob(f"*.{cls._get_file_extension()}")
+        ]
+        return [
+            cls.rebuild_pair_from_filename(match[1])
+            for match in _tmp
+            if match and len(match.groups()) > 1
+        ]
+
+    def trades_data_min_max(
+        self,
+        pair: str,
+        trading_mode: TradingMode,
+    ) -> tuple[datetime, datetime, int]:
+        """
+        Returns the min and max timestamp for the given pair's trades data.
+        :param pair: Pair to get min/max for
+        :param trading_mode: Trading mode to use (used to determine the filename)
+        :return: (min, max, len)
+        """
+        df = self._trades_load(pair, trading_mode)
+        if df.empty:
+            return (
+                datetime.fromtimestamp(0, tz=timezone.utc),
+                datetime.fromtimestamp(0, tz=timezone.utc),
+                0,
+            )
+        return (
+            to_datetime(df.iloc[0]["timestamp"], unit="ms", utc=True).to_pydatetime(),
+            to_datetime(df.iloc[-1]["timestamp"], unit="ms", utc=True).to_pydatetime(),
+            len(df),
+        )
+
+    @classmethod
+    def trades_get_pairs(cls, datadir: Path) -> list[str]:
         """
         Returns a list of all pairs for which trade data is available in this
         :param datadir: Directory to search for ohlcv files
@@ -247,9 +292,13 @@ class IDataHandler(ABC):
         :param timerange: Timerange to load trades for - currently not implemented
         :return: List of trades
         """
-        trades = trades_df_remove_duplicates(
+        try:
-            self._trades_load(pair, trading_mode, timerange=timerange)
+            trades = self._trades_load(pair, trading_mode, timerange=timerange)
-        )
+        except Exception:
+            logger.exception(f"Error loading trades for {pair}")
+            return DataFrame(columns=DEFAULT_TRADES_COLUMNS)
+
+        trades = trades_df_remove_duplicates(trades)
 
         trades = trades_convert_types(trades)
         return trades
@@ -483,7 +532,7 @@ class IDataHandler(ABC):
             Path(old_name).rename(new_name)
 
 
-def get_datahandlerclass(datatype: str) -> Type[IDataHandler]:
+def get_datahandlerclass(datatype: str) -> type[IDataHandler]:
     """
     Get datahandler class.
     Could be done using Resolvers, but since this may be called often and resolvers

freqtrade/data/history/history_utils.py

@@ -2,7 +2,7 @@ import logging
 import operator
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Dict, List, Optional, Tuple
+from typing import Optional
 
 from pandas import DataFrame, concat
 
@@ -17,7 +17,6 @@ from freqtrade.constants import (
 from freqtrade.data.converter import (
     clean_ohlcv_dataframe,
     convert_trades_to_ohlcv,
-    ohlcv_to_dataframe,
     trades_df_remove_duplicates,
     trades_list_to_df,
 )
@@ -78,7 +77,7 @@ def load_pair_history(
 def load_data(
     datadir: Path,
     timeframe: str,
-    pairs: List[str],
+    pairs: list[str],
     *,
     timerange: Optional[TimeRange] = None,
     fill_up_missing: bool = True,
@@ -87,7 +86,7 @@ def load_data(
     data_format: str = "feather",
     candle_type: CandleType = CandleType.SPOT,
     user_futures_funding_rate: Optional[int] = None,
-) -> Dict[str, DataFrame]:
+) -> dict[str, DataFrame]:
     """
     Load ohlcv history data for a list of pairs.
 
@@ -102,7 +101,7 @@ def load_data(
     :param candle_type: Any of the enum CandleType (must match trading mode!)
     :return: dict(<pair>:<Dataframe>)
     """
-    result: Dict[str, DataFrame] = {}
+    result: dict[str, DataFrame] = {}
     if startup_candles > 0 and timerange:
         logger.info(f"Using indicator startup period: {startup_candles} ...")
 
@@ -136,7 +135,7 @@ def refresh_data(
     *,
     datadir: Path,
     timeframe: str,
-    pairs: List[str],
+    pairs: list[str],
     exchange: Exchange,
     data_format: Optional[str] = None,
     timerange: Optional[TimeRange] = None,
@@ -173,7 +172,7 @@ def _load_cached_data_for_updating(
     data_handler: IDataHandler,
     candle_type: CandleType,
     prepend: bool = False,
-) -> Tuple[DataFrame, Optional[int], Optional[int]]:
+) -> tuple[DataFrame, Optional[int], Optional[int]]:
     """
     Load cached data to download more data.
     If timerange is passed in, checks whether data from an before the stored data will be
@@ -273,7 +272,7 @@ def _download_pair_history(
         )
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(
+        new_dataframe = exchange.get_historic_ohlcv(
             pair=pair,
             timeframe=timeframe,
             since_ms=(
@@ -285,10 +284,6 @@ def _download_pair_history(
             candle_type=candle_type,
             until_ms=until_ms if until_ms else None,
         )
-        # TODO: Maybe move parsing to exchange class (?)
-        new_dataframe = ohlcv_to_dataframe(
-            new_data, timeframe, pair, fill_missing=False, drop_incomplete=True
-        )
         if data.empty:
             data = new_dataframe
         else:
@@ -323,8 +318,8 @@ def _download_pair_history(
 
 def refresh_backtest_ohlcv_data(
     exchange: Exchange,
-    pairs: List[str],
+    pairs: list[str],
-    timeframes: List[str],
+    timeframes: list[str],
     datadir: Path,
     trading_mode: str,
     timerange: Optional[TimeRange] = None,
@@ -332,7 +327,7 @@ def refresh_backtest_ohlcv_data(
     erase: bool = False,
     data_format: Optional[str] = None,
     prepend: bool = False,
-) -> List[str]:
+) -> list[str]:
     """
     Refresh stored ohlcv data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -494,14 +489,14 @@ def _download_trades_history(
 
 def refresh_backtest_trades_data(
     exchange: Exchange,
-    pairs: List[str],
+    pairs: list[str],
     datadir: Path,
     timerange: TimeRange,
     trading_mode: TradingMode,
     new_pairs_days: int = 30,
     erase: bool = False,
     data_format: str = "feather",
-) -> List[str]:
+) -> list[str]:
     """
     Refresh stored trades data for backtesting and hyperopt operations.
     Used by freqtrade download-data subcommand.
@@ -536,7 +531,7 @@ def refresh_backtest_trades_data(
     return pairs_not_available
 
 
-def get_timerange(data: Dict[str, DataFrame]) -> Tuple[datetime, datetime]:
+def get_timerange(data: dict[str, DataFrame]) -> tuple[datetime, datetime]:
     """
     Get the maximum common timerange for the given backtest data.
 
@@ -588,12 +583,12 @@ def download_data_main(config: Config) -> None:
         timerange = TimeRange.parse_timerange(f"{time_since}-")
 
     if "timerange" in config:
-        timerange = timerange.parse_timerange(config["timerange"])
+        timerange = TimeRange.parse_timerange(config["timerange"])
 
     # Remove stake-currency to skip checks which are not relevant for datadownload
     config["stake_currency"] = ""
 
-    pairs_not_available: List[str] = []
+    pairs_not_available: list[str] = []
 
     # Init exchange
     from freqtrade.resolvers.exchange_resolver import ExchangeResolver
@@ -610,9 +605,6 @@ def download_data_main(config: Config) -> None:
     if "timeframes" not in config:
         config["timeframes"] = DL_DATA_TIMEFRAMES
 
-    # Manual validations of relevant settings
-    if not config["exchange"].get("skip_pair_validation", False):
-        exchange.validate_pairs(expanded_pairs)
     logger.info(
         f"About to download pairs: {expanded_pairs}, "
         f"intervals: {config['timeframes']} to {config['datadir']}"

freqtrade/data/metrics.py

@@ -2,7 +2,6 @@ import logging
 import math
 from dataclasses import dataclass
 from datetime import datetime
-from typing import Dict, Tuple
 
 import numpy as np
 import pandas as pd
@@ -11,7 +10,7 @@ import pandas as pd
 logger = logging.getLogger(__name__)
 
 
-def calculate_market_change(data: Dict[str, pd.DataFrame], column: str = "close") -> float:
+def calculate_market_change(data: dict[str, pd.DataFrame], column: str = "close") -> float:
     """
     Calculate market change based on "column".
     Calculation is done by taking the first non-null and the last non-null element of each column
@@ -32,7 +31,7 @@ def calculate_market_change(data: Dict[str, pd.DataFrame], column: str = "close"
 
 
 def combine_dataframes_by_column(
-    data: Dict[str, pd.DataFrame], column: str = "close"
+    data: dict[str, pd.DataFrame], column: str = "close"
 ) -> pd.DataFrame:
     """
     Combine multiple dataframes "column"
@@ -50,7 +49,7 @@ def combine_dataframes_by_column(
 
 
 def combined_dataframes_with_rel_mean(
-    data: Dict[str, pd.DataFrame], fromdt: datetime, todt: datetime, column: str = "close"
+    data: dict[str, pd.DataFrame], fromdt: datetime, todt: datetime, column: str = "close"
 ) -> pd.DataFrame:
     """
     Combine multiple dataframes "column"
@@ -70,7 +69,7 @@ def combined_dataframes_with_rel_mean(
 
 
 def combine_dataframes_with_mean(
-    data: Dict[str, pd.DataFrame], column: str = "close"
+    data: dict[str, pd.DataFrame], column: str = "close"
 ) -> pd.DataFrame:
     """
     Combine multiple dataframes "column"
@@ -222,7 +221,7 @@ def calculate_max_drawdown(
     )
 
 
-def calculate_csum(trades: pd.DataFrame, starting_balance: float = 0) -> Tuple[float, float]:
+def calculate_csum(trades: pd.DataFrame, starting_balance: float = 0) -> tuple[float, float]:
     """
     Calculate min/max cumsum of trades, to show if the wallet/stake amount ratio is sane
     :param trades: DataFrame containing trades (requires columns close_date and profit_percent)
@@ -255,15 +254,15 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
     return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
 
 
-def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]:
+def calculate_expectancy(trades: pd.DataFrame) -> tuple[float, float]:
     """
     Calculate expectancy
     :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
     :return: expectancy, expectancy_ratio
     """
 
-    expectancy = 0
+    expectancy = 0.0
-    expectancy_ratio = 100
+    expectancy_ratio = 100.0
 
     if len(trades) > 0:
         winning_trades = trades.loc[trades["profit_abs"] > 0]

freqtrade/edge/edge_positioning.py

@@ -5,7 +5,7 @@ import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import timedelta
-from typing import Any, Dict, List, NamedTuple
+from typing import Any, NamedTuple
 
 import numpy as np
 import utils_find_1st as utf1st
@@ -44,7 +44,7 @@ class Edge:
     Author: https://github.com/mishaker
     """
 
-    _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
+    _cached_pairs: dict[str, Any] = {}  # Keeps a list of pairs
 
     def __init__(self, config: Config, exchange, strategy) -> None:
         self.config = config
@@ -52,7 +52,7 @@ class Edge:
         self.strategy: IStrategy = strategy
 
         self.edge_config = self.config.get("edge", {})
-        self._cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
+        self._cached_pairs: dict[str, Any] = {}  # Keeps a list of pairs
         self._final_pairs: list = []
 
         # checking max_open_trades. it should be -1 as with Edge
@@ -93,7 +93,7 @@ class Edge:
             except IndexError:
                 self.fee = None
 
-    def calculate(self, pairs: List[str]) -> bool:
+    def calculate(self, pairs: list[str]) -> bool:
         if self.fee is None and pairs:
             self.fee = self.exchange.get_fee(pairs[0])
 
@@ -104,7 +104,7 @@ class Edge:
         ):
             return False
 
-        data: Dict[str, Any] = {}
+        data: dict[str, Any] = {}
         logger.info("Using stake_currency: %s ...", self.config["stake_currency"])
         logger.info("Using local backtesting data (using whitelist in given config) ...")
 
@@ -231,7 +231,7 @@ class Edge:
             )
             return self.strategy.stoploss
 
-    def adjust(self, pairs: List[str]) -> list:
+    def adjust(self, pairs: list[str]) -> list:
         """
         Filters out and sorts "pairs" according to Edge calculated pairs
         """
@@ -260,7 +260,7 @@ class Edge:
 
         return self._final_pairs
 
-    def accepted_pairs(self) -> List[Dict[str, Any]]:
+    def accepted_pairs(self) -> list[dict[str, Any]]:
         """
         return a list of accepted pairs along with their winrate, expectancy and stoploss
         """
@@ -322,7 +322,7 @@ class Edge:
 
         return result
 
-    def _process_expectancy(self, results: DataFrame) -> Dict[str, Any]:
+    def _process_expectancy(self, results: DataFrame) -> dict[str, Any]:
         """
         This calculates WinRate, Required Risk Reward, Risk Reward and Expectancy of all pairs
         The calculation will be done per pair and per strategy.

freqtrade/enums/marginmode.py

@@ -11,3 +11,6 @@ class MarginMode(str, Enum):
     CROSS = "cross"
     ISOLATED = "isolated"
     NONE = ""
+
+    def __str__(self):
+        return f"{self.name.lower()}"

freqtrade/enums/tradingmode.py

@@ -10,3 +10,6 @@ class TradingMode(str, Enum):
     SPOT = "spot"
     MARGIN = "margin"
     FUTURES = "futures"
+
+    def __str__(self):
+        return f"{self.name.lower()}"

freqtrade/exchange/__init__.py

@@ -39,7 +39,9 @@ from freqtrade.exchange.exchange_utils_timeframe import (
 from freqtrade.exchange.gate import Gate
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.htx import Htx
+from freqtrade.exchange.hyperliquid import Hyperliquid
 from freqtrade.exchange.idex import Idex
 from freqtrade.exchange.kraken import Kraken
 from freqtrade.exchange.kucoin import Kucoin
+from freqtrade.exchange.lbank import Lbank
 from freqtrade.exchange.okx import Okx

freqtrade/exchange/binance.py

@@ -3,7 +3,7 @@
 import logging
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Dict, List, Optional, Tuple
+from typing import Optional
 
 import ccxt
 
@@ -11,7 +11,7 @@ from freqtrade.enums import CandleType, MarginMode, PriceType, TradingMode
 from freqtrade.exceptions import DDosProtection, OperationalException, TemporaryError
 from freqtrade.exchange import Exchange
 from freqtrade.exchange.common import retrier
-from freqtrade.exchange.types import OHLCVResponse, Tickers
+from freqtrade.exchange.exchange_types import FtHas, OHLCVResponse, Tickers
 from freqtrade.misc import deep_merge_dicts, json_load
 
 
@@ -19,7 +19,7 @@ logger = logging.getLogger(__name__)
 
 
 class Binance(Exchange):
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "stoploss_on_exchange": True,
         "stop_price_param": "stopPrice",
         "stop_price_prop": "stopPrice",
@@ -30,9 +30,9 @@ class Binance(Exchange):
         "trades_pagination_arg": "fromId",
         "trades_has_history": True,
         "l2_limit_range": [5, 10, 20, 50, 100, 500, 1000],
-        "ws.enabled": True,
+        "ws_enabled": True,
     }
-    _ft_has_futures: Dict = {
+    _ft_has_futures: FtHas = {
         "stoploss_order_types": {"limit": "stop", "market": "stop_market"},
         "order_time_in_force": ["GTC", "FOK", "IOC"],
         "tickers_have_price": False,
@@ -43,17 +43,17 @@ class Binance(Exchange):
             PriceType.LAST: "CONTRACT_PRICE",
             PriceType.MARK: "MARK_PRICE",
         },
-        "ws.enabled": False,
+        "ws_enabled": False,
     }
 
-    _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
+    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.MARGIN, MarginMode.CROSS),
         # (TradingMode.FUTURES, MarginMode.CROSS),
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
-    def get_tickers(self, symbols: Optional[List[str]] = None, cached: bool = False) -> Tickers:
+    def get_tickers(self, symbols: Optional[list[str]] = 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.
@@ -144,6 +144,29 @@ class Binance(Exchange):
         """
         return open_date.minute == 0 and open_date.second < 15
 
+    def fetch_funding_rates(
+        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
+        :return: Dict of funding rates for the given symbols
+        """
+        try:
+            if self.trading_mode == TradingMode.FUTURES:
+                rates = self._api.fetch_funding_rates(symbols)
+                return rates
+            return {}
+        except ccxt.DDoSProtection as e:
+            raise DDosProtection(e) from e
+        except (ccxt.OperationFailed, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f"Error in additional_exchange_init due to {e.__class__.__name__}. Message: {e}"
+            ) from e
+
+        except ccxt.BaseError as e:
+            raise OperationalException(e) from e
+
     def dry_run_liquidation_price(
         self,
         pair: str,
@@ -153,8 +176,7 @@ class Binance(Exchange):
         stake_amount: float,
         leverage: float,
         wallet_balance: float,  # Or margin balance
-        mm_ex_1: float = 0.0,  # (Binance) Cross only
+        open_trades: list,
-        upnl_ex_1: float = 0.0,  # (Binance) Cross only
     ) -> Optional[float]:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
@@ -172,6 +194,7 @@ class Binance(Exchange):
         :param wallet_balance: Amount of margin_mode in the wallet being used to trade
             Cross-Margin Mode: crossWalletBalance
             Isolated-Margin Mode: isolatedWalletBalance
+        :param open_trades: List of open trades in the same wallet
 
         # * Only required for Cross
         :param mm_ex_1: (TMM)
@@ -180,19 +203,45 @@ class Binance(Exchange):
         :param upnl_ex_1: (UPNL)
             Cross-Margin Mode: Unrealized PNL of all other contracts, excluding Contract 1.
             Isolated-Margin Mode: 0
+        :param other
         """
-
+        cross_vars: float = 0.0
-        side_1 = -1 if is_short else 1
-        cross_vars = upnl_ex_1 - mm_ex_1 if self.margin_mode == MarginMode.CROSS else 0.0
 
         # mm_ratio: Binance's formula specifies maintenance margin rate which is mm_ratio * 100%
         # maintenance_amt: (CUM) Maintenance Amount of position
         mm_ratio, maintenance_amt = self.get_maintenance_ratio_and_amt(pair, stake_amount)
 
+        if self.margin_mode == MarginMode.CROSS:
+            mm_ex_1: float = 0.0
+            upnl_ex_1: float = 0.0
+            pairs = [trade.pair for trade in open_trades]
+            if self._config["runmode"] in ("live", "dry_run"):
+                funding_rates = self.fetch_funding_rates(pairs)
+            for trade in open_trades:
+                if trade.pair == pair:
+                    # Only "other" trades are considered
+                    continue
+                if self._config["runmode"] in ("live", "dry_run"):
+                    mark_price = funding_rates[trade.pair]["markPrice"]
+                else:
+                    # Fall back to open rate for backtesting
+                    mark_price = trade.open_rate
+                mm_ratio1, maint_amnt1 = self.get_maintenance_ratio_and_amt(
+                    trade.pair, trade.stake_amount
+                )
+                maint_margin = trade.amount * mark_price * mm_ratio1 - maint_amnt1
+                mm_ex_1 += maint_margin
+
+                upnl_ex_1 += trade.amount * mark_price - trade.amount * trade.open_rate
+
+            cross_vars = upnl_ex_1 - mm_ex_1
+
+        side_1 = -1 if is_short else 1
+
         if maintenance_amt is None:
             raise OperationalException(
                 "Parameter maintenance_amt is required by Binance.liquidation_price"
-                f"for {self.trading_mode.value}"
+                f"for {self.trading_mode}"
             )
 
         if self.trading_mode == TradingMode.FUTURES:
@@ -204,7 +253,7 @@ class Binance(Exchange):
                 "Freqtrade only supports isolated futures for leverage trading"
             )
 
-    def load_leverage_tiers(self) -> Dict[str, List[Dict]]:
+    def load_leverage_tiers(self) -> dict[str, list[dict]]:
         if self.trading_mode == TradingMode.FUTURES:
             if self._config["dry_run"]:
                 leverage_tiers_path = Path(__file__).parent / "binance_leverage_tiers.json"

freqtrade/exchange/bingx.py

@@ -1,9 +1,9 @@
 """Bingx exchange subclass"""
 
 import logging
-from typing import Dict
 
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -15,7 +15,7 @@ class Bingx(Exchange):
     with this exchange.
     """
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "ohlcv_candle_limit": 1000,
         "stoploss_on_exchange": True,
         "stoploss_order_types": {"limit": "limit", "market": "market"},

freqtrade/exchange/bitmart.py

@@ -1,9 +1,9 @@
 """Bitmart exchange subclass"""
 
 import logging
-from typing import Dict
 
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -15,7 +15,7 @@ class Bitmart(Exchange):
     with this exchange.
     """
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "stoploss_on_exchange": False,  # Bitmart API does not support stoploss orders
         "ohlcv_candle_limit": 200,
         "trades_has_history": False,  # Endpoint doesn't seem to support pagination

freqtrade/exchange/bitpanda.py

@@ -2,7 +2,7 @@
 
 import logging
 from datetime import datetime, timezone
-from typing import Dict, List, Optional
+from typing import Optional
 
 from freqtrade.exchange import Exchange
 
@@ -17,8 +17,8 @@ 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: Optional[dict] = None
-    ) -> List:
+    ) -> list:
         """
         Fetch Orders using the "fetch_my_trades" endpoint and filter them by order-id.
         The "since" argument passed in is coming from the database and is in UTC,

freqtrade/exchange/bitvavo.py

@@ -1,9 +1,11 @@
-"""Kucoin exchange subclass."""
+"""Bitvavo exchange subclass."""
 
 import logging
-from typing import Dict
+
+from ccxt import DECIMAL_PLACES
 
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -19,6 +21,14 @@ class Bitvavo(Exchange):
     may still not work as expected.
     """
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "ohlcv_candle_limit": 1440,
     }
+
+    @property
+    def precisionMode(self) -> int:
+        """
+        Exchange ccxt precisionMode
+        Override due to https://github.com/ccxt/ccxt/issues/20408
+        """
+        return DECIMAL_PLACES

freqtrade/exchange/bybit.py

@@ -2,7 +2,7 @@
 
 import logging
 from datetime import datetime, timedelta
-from typing import Any, Dict, List, Optional, Tuple
+from typing import Any, Optional
 
 import ccxt
 
@@ -11,6 +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.util.datetime_helpers import dt_now, dt_ts
 
 
@@ -29,14 +30,20 @@ class Bybit(Exchange):
 
     unified_account = False
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "ohlcv_candle_limit": 1000,
         "ohlcv_has_history": True,
         "order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
-        "ws.enabled": True,
+        "ws_enabled": True,
         "trades_has_history": False,  # Endpoint doesn't support pagination
+        "exchange_has_overrides": {
+            # Bybit spot does not support fetch_order
+            # Unless the account is unified.
+            # TODO: Can be removed once bybit fully forces all accounts to unified mode.
+            "fetchOrder": False,
+        },
     }
-    _ft_has_futures: Dict = {
+    _ft_has_futures: FtHas = {
         "ohlcv_has_history": True,
         "mark_ohlcv_timeframe": "4h",
         "funding_fee_timeframe": "8h",
@@ -50,16 +57,19 @@ class Bybit(Exchange):
             PriceType.MARK: "MarkPrice",
             PriceType.INDEX: "IndexPrice",
         },
+        "exchange_has_overrides": {
+            "fetchOrder": True,
+        },
     }
 
-    _supported_trading_mode_margin_pairs: List[Tuple[TradingMode, MarginMode]] = [
+    _supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [
         # TradingMode.SPOT always supported and not required in this list
         # (TradingMode.FUTURES, MarginMode.CROSS),
         (TradingMode.FUTURES, MarginMode.ISOLATED)
     ]
 
     @property
-    def _ccxt_config(self) -> Dict:
+    def _ccxt_config(self) -> dict:
         # Parameters to add directly to ccxt sync/async initialization.
         # ccxt defaults to swap mode.
         config = {}
@@ -68,7 +78,7 @@ class Bybit(Exchange):
         config.update(super()._ccxt_config)
         return config
 
-    def market_is_future(self, market: Dict[str, Any]) -> bool:
+    def market_is_future(self, market: dict[str, Any]) -> bool:
         main = super().market_is_future(market)
         # For ByBit, we'll only support USDT markets for now.
         return main and market["settle"] == "USDT"
@@ -89,10 +99,8 @@ class Bybit(Exchange):
                 # Returns a tuple of bools, first for margin, second for Account
                 if is_unified and len(is_unified) > 1 and is_unified[1]:
                     self.unified_account = True
-                    logger.info("Bybit: Unified account.")
+                    logger.info(
-                    raise OperationalException(
+                        "Bybit: Unified account. Assuming dedicated subaccount for this bot."
-                        "Bybit: Unified account is not supported. "
-                        "Please use a standard (sub)account."
                     )
                 else:
                     self.unified_account = False
@@ -109,7 +117,7 @@ class Bybit(Exchange):
     def ohlcv_candle_limit(
         self, timeframe: str, candle_type: CandleType, since_ms: Optional[int] = 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)
@@ -127,7 +135,7 @@ class Bybit(Exchange):
         leverage: float,
         reduceOnly: bool,
         time_in_force: str = "GTC",
-    ) -> Dict:
+    ) -> dict:
         params = super()._get_params(
             side=side,
             ordertype=ordertype,
@@ -148,8 +156,7 @@ class Bybit(Exchange):
         stake_amount: float,
         leverage: float,
         wallet_balance: float,  # Or margin balance
-        mm_ex_1: float = 0.0,  # (Binance) Cross only
+        open_trades: list,
-        upnl_ex_1: float = 0.0,  # (Binance) Cross only
     ) -> Optional[float]:
         """
         Important: Must be fetching data from cached values as this is used by backtesting!
@@ -179,6 +186,7 @@ class Bybit(Exchange):
         :param wallet_balance: Amount of margin_mode in the wallet being used to trade
             Cross-Margin Mode: crossWalletBalance
             Isolated-Margin Mode: isolatedWalletBalance
+        :param open_trades: List of other open trades in the same wallet
         """
 
         market = self.markets[pair]
@@ -221,7 +229,7 @@ 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: Optional[dict] = None) -> list[dict]:
         """
         Fetch all orders for a pair "since"
         :param pair: Pair for the query
@@ -238,8 +246,14 @@ 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: Optional[dict] = None) -> dict:
+        if self.exchange_has("fetchOrder"):
+            # Set acknowledged to True to avoid ccxt exception
+            params = {"acknowledged": True}
+
         order = super().fetch_order(order_id, pair, params)
+        if not order:
+            order = self.fetch_order_emulated(order_id, pair, {})
         if (
             order.get("status") == "canceled"
             and order.get("filled") == 0.0
@@ -250,7 +264,7 @@ class Bybit(Exchange):
         return order
 
     @retrier
-    def get_leverage_tiers(self) -> Dict[str, List[Dict]]:
+    def get_leverage_tiers(self) -> dict[str, list[dict]]:
         """
         Cache leverage tiers for 1 day, since they are not expected to change often, and
         bybit requires pagination to fetch all tiers.

freqtrade/exchange/coinbasepro.py

@@ -1,9 +1,9 @@
 """CoinbasePro exchange subclass"""
 
 import logging
-from typing import Dict
 
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -19,6 +19,6 @@ class Coinbasepro(Exchange):
     may still not work as expected.
     """
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "ohlcv_candle_limit": 300,
     }

freqtrade/exchange/common.py

@@ -2,7 +2,7 @@ import asyncio
 import logging
 import time
 from functools import wraps
-from typing import Any, Callable, Dict, List, Optional, TypeVar, cast, overload
+from typing import Any, Callable, Optional, TypeVar, cast, overload
 
 from freqtrade.constants import ExchangeConfig
 from freqtrade.exceptions import DDosProtection, RetryableOrderError, TemporaryError
@@ -54,6 +54,7 @@ SUPPORTED_EXCHANGES = [
     "binance",
     "bingx",
     "bitmart",
+    "bybit",
     "gate",
     "htx",
     "kraken",
@@ -61,7 +62,7 @@ SUPPORTED_EXCHANGES = [
 ]
 
 # either the main, or replacement methods (array) is required
-EXCHANGE_HAS_REQUIRED: Dict[str, List[str]] = {
+EXCHANGE_HAS_REQUIRED: dict[str, list[str]] = {
     # Required / private
     "fetchOrder": ["fetchOpenOrder", "fetchClosedOrder"],
     "fetchL2OrderBook": ["fetchTicker"],
@@ -163,6 +164,10 @@ F = TypeVar("F", bound=Callable[..., Any])
 def retrier(_func: F) -> F: ...
 
 
+@overload
+def retrier(_func: F, *, retries=API_RETRY_COUNT) -> F: ...
+
+
 @overload
 def retrier(*, retries=API_RETRY_COUNT) -> Callable[[F], F]: ...
 

freqtrade/exchange/cryptocom.py

@@ -1,9 +1,9 @@
 """Crypto.com exchange subclass"""
 
 import logging
-from typing import Dict
 
 from freqtrade.exchange import Exchange
+from freqtrade.exchange.exchange_types import FtHas
 
 
 logger = logging.getLogger(__name__)
@@ -14,6 +14,6 @@ class Cryptocom(Exchange):
     Contains adjustments needed for Freqtrade to work with this exchange.
     """
 
-    _ft_has: Dict = {
+    _ft_has: FtHas = {
         "ohlcv_candle_limit": 300,
     }