diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 376730d0f..5a3b790c9 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -78,7 +78,7 @@ class Backtesting(object):
         Generates and returns a text table for the given backtest data and the results dataframe
         :return: pretty printed table with tabulate as str
         """
-        stake_currency = self.config.get('stake_currency')
+        stake_currency = str(self.config.get('stake_currency'))
 
         floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
         tabular_data = []
@@ -168,7 +168,7 @@ class Backtesting(object):
         record = args.get('record', None)
         records = []
         trades = []
-        trade_count_lock = {}
+        trade_count_lock: Dict = {}
         for pair, pair_data in processed.items():
             pair_data['buy'], pair_data['sell'] = 0, 0  # cleanup from previous run
 
@@ -230,7 +230,7 @@ class Backtesting(object):
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')
 
-            timerange = Arguments.parse_timerange(self.config.get('timerange'))
+            timerange = Arguments.parse_timerange(str(self.config.get('timerange')))
             data = optimize.load_data(
                 self.config['datadir'],
                 pairs=pairs,
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b4f534d7c..f6cbb270b 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -494,9 +494,10 @@ class Hyperopt(Backtesting):
                 )
 
     def start(self) -> None:
-        timerange = Arguments.parse_timerange(self.config.get('timerange'))
+        timerange = Arguments.parse_timerange(self.config.get('timerange') if self.config.get(
+            'timerange') is None else str(self.config.get('timerange')))
         data = load_data(
-            datadir=self.config.get('datadir'),
+            datadir=str(self.config.get('datadir')),
             pairs=self.config['exchange']['pair_whitelist'],
             ticker_interval=self.ticker_interval,
             timerange=timerange
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index df809cc2f..3e39657f2 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -2,7 +2,7 @@
 This module contains class to define a RPC communications
 """
 import logging
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, date
 from decimal import Decimal
 from typing import Dict, Tuple, Any, Optional
 
@@ -114,7 +114,7 @@ class RPC(object):
             self, timescale: int,
             stake_currency: str, fiat_display_currency: str) -> Tuple[bool, Any]:
         today = datetime.utcnow().date()
-        profit_days: Dict[int, Dict] = {}
+        profit_days: Dict[date, Dict] = {}
 
         if not (isinstance(timescale, int) and timescale > 0):
             return True, '*Daily [n]:* `must be an integer greater than 0`'
@@ -172,7 +172,7 @@ class RPC(object):
         durations = []
 
         for trade in trades:
-            current_rate: Optional[float] = None
+            current_rate: float = 0.0
 
             if not trade.open_rate:
                 continue