Merge branch 'freqtrade:develop' into freqtrade-develop

.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

@@ -537,12 +537,12 @@ jobs:
 
 
     - name: Publish to PyPI (Test)
-      uses: pypa/[email protected].0
+      uses: pypa/[email protected].1
       with:
         repository-url: https://test.pypi.org/legacy/
 
     - name: Publish to PyPI
-      uses: pypa/[email protected].0
+      uses: pypa/[email protected].1
 
 
   deploy-docker:

.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

.pre-commit-config.yaml

@@ -16,10 +16,10 @@ repos:
         additional_dependencies:
           - types-cachetools==5.5.0.20240820
           - types-filelock==3.2.7
-          - types-requests==2.32.0.20240712
+          - types-requests==2.32.0.20240914
           - types-tabulate==0.9.0.20240106
-          - types-python-dateutil==2.9.0.20240821
-          - SQLAlchemy==2.0.32
+          - types-python-dateutil==2.9.0.20240906
+          - SQLAlchemy==2.0.34
         # stages: [push]
 
   - repo: https://github.com/pycqa/isort
@@ -31,9 +31,10 @@ repos:
 
   - repo: https://github.com/charliermarsh/ruff-pre-commit
     # Ruff version.
-    rev: 'v0.6.3'
+    rev: 'v0.6.5'
     hooks:
       - id: ruff
+      - id: ruff-format
 
   - repo: https://github.com/pre-commit/pre-commit-hooks
     rev: v4.6.0

Dockerfile

@@ -1,4 +1,4 @@
-FROM python:3.12.5-slim-bookworm as base
+FROM python:3.12.6-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8

docker/Dockerfile.armhf

@@ -1,4 +1,4 @@
-FROM python:3.11.9-slim-bookworm as base
+FROM python:3.11.10-slim-bookworm as base
 
 # Setup env
 ENV LANG C.UTF-8

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
-makes, this file may get quite large, so periodically check your `user_data/backtest_results`
-folder to delete old exports.
+DataFrame of the candles that resulted in entry and exit signals.
+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.
 
 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
-`user_data/backtest_results` folder.
+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.
 
 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/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.

docs/configuration.md

@@ -222,7 +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

docs/developer.md

@@ -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.
 

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/includes/pairlists.md

@@ -55,7 +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.
 

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.

freqtrade/commands/arguments.py

@@ -228,6 +228,8 @@
     "enter_reason_list",
     "exit_reason_list",
     "indicator_list",
+    "entry_only",
+    "exit_only",
     "timerange",
     "analysis_rejected",
     "analysis_to_csv",

freqtrade/commands/cli_options.py

@@ -719,6 +719,12 @@ def __init__(self, *args, **kwargs):
         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/configuration/configuration.py

@@ -15,7 +15,14 @@
 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
@@ -389,6 +396,7 @@ def _process_data_options(self, config: Config) -> None:
             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 @@ def _process_analyze_options(self, config: Config) -> None:
             ("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: {}"),

freqtrade/data/converter/orderflow.py

@@ -12,7 +12,7 @@
 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
 
@@ -63,7 +63,7 @@ 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],
-    config,
+    config: Config,
     dataframe: pd.DataFrame,
     trades: pd.DataFrame,
 ) -> Tuple[pd.DataFrame, OrderedDict[Tuple[datetime, datetime], pd.DataFrame]]:

freqtrade/data/dataprovider.py

@@ -520,7 +520,7 @@ def trades(
             return self._exchange.trades(
                 (pair, timeframe or self._config["timeframe"], _candle_type), copy=copy
             )
-        elif self.runmode in (RunMode.BACKTEST, RunMode.HYPEROPT):
+        else:
             data_handler = get_datahandler(
                 self._config["datadir"], data_format=self._config["dataformat_trades"]
             )
@@ -529,9 +529,6 @@ def trades(
             )
             return trades_df
 
-        else:
-            return DataFrame()
-
     def market(self, pair: str) -> Optional[Dict[str, Any]]:
         """
         Return market data for the pair