Merge branch 'freqtrade:develop' into develop

Author: JamesLinxun

.github/workflows/ci.yml

@@ -38,8 +38,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@d4b2f3b6ecc6e67c4457f6d3e41ec42d3d0fcb86 # v5.4.2
+      uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -144,7 +145,7 @@ jobs:
         mypy freqtrade scripts tests
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -170,8 +171,9 @@ jobs:
         check-latest: true
 
     - name: Install uv
-      uses: astral-sh/setup-uv@d4b2f3b6ecc6e67c4457f6d3e41ec42d3d0fcb86 # v5.4.2
+      uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -270,7 +272,7 @@ jobs:
         mypy freqtrade scripts
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: info
@@ -296,8 +298,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
 
     - name: Install uv
-      uses: astral-sh/setup-uv@d4b2f3b6ecc6e67c4457f6d3e41ec42d3d0fcb86 # v5.4.2
+      uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
       with:
+        activate-environment: true
         enable-cache: true
         python-version: ${{ matrix.python-version }}
         cache-dependency-glob: "requirements**.txt"
@@ -363,7 +366,7 @@ jobs:
       shell: powershell
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -421,7 +424,7 @@ jobs:
         mkdocs build
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: failure() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: error
@@ -443,8 +446,9 @@ jobs:
         python-version: "3.12"
 
     - name: Install uv
-      uses: astral-sh/setup-uv@d4b2f3b6ecc6e67c4457f6d3e41ec42d3d0fcb86 # v5.4.2
+      uses: astral-sh/setup-uv@c7f87aa956e4c323abf06d5dec078e358f6b4d04 # v6.0.0
       with:
+        activate-environment: true
         enable-cache: true
         python-version: "3.12"
         cache-dependency-glob: "requirements**.txt"
@@ -508,7 +512,7 @@ jobs:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: always() && steps.check.outputs.has-permission && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false)
       with:
           severity: info
@@ -703,7 +707,7 @@ jobs:
         build_helpers/publish_docker_arm64.sh
 
     - name: Discord notification
-      uses: rjstone/discord-webhook-notify@89b0bf43c2c8514f70d0dcba4a706b904e8a3112 #v1.0.4
+      uses: rjstone/discord-webhook-notify@1399c1b2d57cc05894d506d2cfdc33c5f012b993 #v1.1.1
       if: always() && ( github.event_name != 'pull_request' || github.event.pull_request.head.repo.fork == false) && (github.event_name != 'schedule')
       with:
           severity: info

…rrow-19.0.1-cp311-cp311-linux_armv7l.whl …rrow-20.0.0-cp311-cp311-linux_armv7l.whlbuild_helpers/pyarrow-19.0.1-cp311-cp311-linux_armv7l.whl renamed to build_helpers/pyarrow-20.0.0-cp311-cp311-linux_armv7l.whl build_helpers/pyarrow-19.0.1-cp311-cp311-linux_armv7l.whl renamed to build_helpers/pyarrow-20.0.0-cp311-cp311-linux_armv7l.whl

@@ -2,6 +2,6 @@ markdown==3.8
 mkdocs==1.6.1
 mkdocs-material==9.6.12
 mdx_truly_sane_lists==1.3
-pymdown-extensions==10.14.3
+pymdown-extensions==10.15
 jinja2==3.1.6
 mike==2.1.3

docs/requirements-docs.txt

@@ -0,0 +1,31 @@
+# flake8: noqa: F401
+from .bt_fileutils import (
+    BT_DATA_COLUMNS,
+    delete_backtest_result,
+    extract_trades_of_period,
+    find_existing_backtest_stats,
+    get_backtest_market_change,
+    get_backtest_result,
+    get_backtest_resultlist,
+    get_latest_backtest_filename,
+    get_latest_hyperopt_file,
+    get_latest_hyperopt_filename,
+    get_latest_optimize_filename,
+    load_and_merge_backtest_result,
+    load_backtest_analysis_data,
+    load_backtest_data,
+    load_backtest_metadata,
+    load_backtest_stats,
+    load_exit_signal_candles,
+    load_file_from_zip,
+    load_rejected_signals,
+    load_signal_candles,
+    load_trades,
+    load_trades_from_db,
+    trade_list_to_dataframe,
+    update_backtest_metadata,
+)
+from .trade_parallelism import (
+    analyze_trade_parallelism,
+    evaluate_result_multi,
+)

freqtrade/data/btanalysis/__init__.py

@@ -13,7 +13,7 @@
 import numpy as np
 import pandas as pd
 
-from freqtrade.constants import LAST_BT_RESULT_FN, IntOrInf
+from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.ft_types import BacktestHistoryEntryType, BacktestResultType
 from freqtrade.misc import file_dump_json, json_load
@@ -491,55 +491,6 @@ def load_exit_signal_candles(backtest_dir: Path) -> dict[str, dict[str, pd.DataF
     return load_backtest_analysis_data(backtest_dir, "exited")
 
 
-def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataFrame:
-    """
-    Find overlapping trades by expanding each trade once per period it was open
-    and then counting overlaps.
-    :param results: Results Dataframe - can be loaded
-    :param timeframe: Timeframe used for backtest
-    :return: dataframe with open-counts per time-period in timeframe
-    """
-    from freqtrade.exchange import timeframe_to_resample_freq
-
-    timeframe_freq = timeframe_to_resample_freq(timeframe)
-    dates = [
-        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]
-    dates = pd.Series(pd.concat(dates).values, name="date")
-    df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
-
-    df2 = pd.concat([dates, df2], axis=1)
-    df2 = df2.set_index("date")
-    df_final = df2.resample(timeframe_freq)[["pair"]].count()
-    df_final = df_final.rename({"pair": "open_trades"}, axis=1)
-    return df_final
-
-
-def evaluate_result_multi(
-    results: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
-) -> pd.DataFrame:
-    """
-    Find overlapping trades by expanding each trade once per period it was open
-    and then counting overlaps
-    :param results: Results Dataframe - can be loaded
-    :param timeframe: Frequency used for the backtest
-    :param max_open_trades: parameter max_open_trades used during backtest run
-    :return: dataframe with open-counts per time-period in freq
-    """
-    df_final = analyze_trade_parallelism(results, timeframe)
-    return df_final[df_final["open_trades"] > max_open_trades]
-
-
 def trade_list_to_dataframe(trades: list[Trade] | list[LocalTrade]) -> pd.DataFrame:
     """
     Convert list of Trade objects to pandas Dataframe

freqtrade/data/btanalysis.py freqtrade/data/btanalysis/bt_fileutils.pyfreqtrade/data/btanalysis.py renamed to freqtrade/data/btanalysis/bt_fileutils.py

@@ -0,0 +1,60 @@
+import logging
+
+import numpy as np
+import pandas as pd
+
+from freqtrade.constants import IntOrInf
+
+
+logger = logging.getLogger(__name__)
+
+
+def analyze_trade_parallelism(trades: pd.DataFrame, timeframe: str) -> pd.DataFrame:
+    """
+    Find overlapping trades by expanding each trade once per period it was open
+    and then counting overlaps.
+    :param trades: Trades Dataframe - can be loaded from backtest, or created
+        via trade_list_to_dataframe
+    :param timeframe: Timeframe used for backtest
+    :return: dataframe with open-counts per time-period in timeframe
+    """
+    from freqtrade.exchange import timeframe_to_resample_freq
+
+    timeframe_freq = timeframe_to_resample_freq(timeframe)
+    dates = [
+        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 trades[["open_date", "close_date"]].iterrows()
+    ]
+    deltas = [len(x) for x in dates]
+    dates = pd.Series(pd.concat(dates).values, name="date")
+    df2 = pd.DataFrame(np.repeat(trades.values, deltas, axis=0), columns=trades.columns)
+
+    df2 = pd.concat([dates, df2], axis=1)
+    df2 = df2.set_index("date")
+    df_final = df2.resample(timeframe_freq)[["pair"]].count()
+    df_final = df_final.rename({"pair": "open_trades"}, axis=1)
+    return df_final
+
+
+def evaluate_result_multi(
+    trades: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
+) -> pd.DataFrame:
+    """
+    Find overlapping trades by expanding each trade once per period it was open
+    and then counting overlaps
+    :param trades: Trades Dataframe - can be loaded from backtest, or created
+        via trade_list_to_dataframe
+    :param timeframe: Frequency used for the backtest
+    :param max_open_trades: parameter max_open_trades used during backtest run
+    :return: dataframe with open-counts per time-period in freq
+    """
+    df_final = analyze_trade_parallelism(trades, timeframe)
+    return df_final[df_final["open_trades"] > max_open_trades]

freqtrade/data/btanalysis/trade_parallelism.py

@@ -123,7 +123,7 @@ def __init__(self, config: Config, exchange: Exchange | None = None) -> None:
         config["dry_run"] = True
         self.run_ids: dict[str, str] = {}
         self.strategylist: list[IStrategy] = []
-        self.all_results: dict[str, BacktestContentType] = {}
+        self.all_bt_content: dict[str, BacktestContentType] = {}
         self.analysis_results: dict[str, dict[str, DataFrame]] = {
             "signals": {},
             "rejected": {},
@@ -1717,7 +1717,7 @@ def backtest_one_strategy(
                 "backtest_end_time": int(backtest_end_time.timestamp()),
             }
         )
-        self.all_results[strategy_name] = results
+        self.all_bt_content[strategy_name] = results
 
         if (
             self.config.get("export", "none") == "signals"
@@ -1780,9 +1780,9 @@ def start(self) -> None:
             min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
 
         # Update old results with new ones.
-        if len(self.all_results) > 0:
+        if len(self.all_bt_content) > 0:
             results = generate_backtest_stats(
-                data, self.all_results, min_date=min_date, max_date=max_date
+                data, self.all_bt_content, min_date=min_date, max_date=max_date
             )
             if self.results:
                 self.results["metadata"].update(results["metadata"])

freqtrade/optimize/backtesting.py

@@ -1,6 +1,6 @@
 from datetime import datetime, timezone
 from enum import Enum
-from typing import ClassVar
+from typing import ClassVar, Literal
 
 from sqlalchemy import String
 from sqlalchemy.orm import Mapped, mapped_column
@@ -18,9 +18,11 @@ class ValueTypesEnum(str, Enum):
     INT = "int"
 
 
-class KeyStoreKeys(str, Enum):
-    BOT_START_TIME = "bot_start_time"
-    STARTUP_TIME = "startup_time"
+KeyStoreKeys = Literal[
+    "bot_start_time",
+    "startup_time",
+    "binance_migration",
+]
 
 
 class _KeyValueStoreModel(ModelBase):
@@ -192,7 +194,7 @@ def get_int_value(key: KeyStoreKeys) -> int | None:
         return kv.int_value
 
 
-def set_startup_time():
+def set_startup_time() -> None:
     """
     sets bot_start_time to the first trade open date - or "now" on new databases.
     sets startup_time to "now"

freqtrade/persistence/key_value_store.py

@@ -1,6 +1,6 @@
 import logging
 
-from sqlalchemy import inspect, select, text, update
+from sqlalchemy import Engine, inspect, select, text, update
 
 from freqtrade.exceptions import OperationalException
 from freqtrade.persistence.trade_model import Order, Trade
@@ -9,7 +9,7 @@
 logger = logging.getLogger(__name__)
 
 
-def get_table_names_for_table(inspector, tabletype) -> list[str]:
+def get_table_names_for_table(inspector, tabletype: str) -> list[str]:
     return [t for t in inspector.get_table_names() if t.startswith(tabletype)]
 
 
@@ -350,7 +350,7 @@ def fix_wrong_max_stake_amount(engine):
         connection.execute(stmt)
 
 
-def check_migrate(engine, decl_base, previous_tables) -> None:
+def check_migrate(engine: Engine, decl_base, previous_tables: list[str]) -> None:
     """
     Checks if migration is necessary and migrates if necessary
     """

freqtrade/persistence/migrations.py

@@ -96,7 +96,10 @@ def __run_backtest_bg(btconfig: Config):
             )
 
             ApiBG.bt["bt"].results = generate_backtest_stats(
-                ApiBG.bt["data"], ApiBG.bt["bt"].all_results, min_date=min_date, max_date=max_date
+                ApiBG.bt["data"],
+                ApiBG.bt["bt"].all_bt_content,
+                min_date=min_date,
+                max_date=max_date,
             )
 
             if btconfig.get("export", "none") == "trades":