From 69e8da30e53ee6a69183b9ce645b632eda37b0e4 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Oct 2020 10:13:54 +0100
Subject: [PATCH 1/6] Ensure times that fall on a candle are also shifted

---
 tests/exchange/test_exchange.py | 5 ++++-
 1 file changed, 4 insertions(+), 1 deletion(-)

diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index b23c18bb3..a01700e5d 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1,6 +1,6 @@
 import copy
 import logging
-from datetime import datetime, timezone
+from datetime import datetime, timedelta, timezone
 from random import randint
 from unittest.mock import MagicMock, Mock, PropertyMock, patch
 
@@ -2300,6 +2300,9 @@ def test_timeframe_to_next_date():
     date = datetime.now(tz=timezone.utc)
     assert timeframe_to_next_date("5m") > date
 
+    date = datetime(2019, 8, 12, 13, 30, 0, tzinfo=timezone.utc)
+    assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
+
 
 @pytest.mark.parametrize("market_symbol,base,quote,exchange,add_dict,expected_result", [
     ("BTC/USDT", 'BTC', 'USDT', "binance", {}, True),

From e602ac3406ae2d23210811bc2b21503b39303fa9 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 25 Oct 2020 10:54:30 +0100
Subject: [PATCH 2/6] Introduce Pairlocks middleware

---
 freqtrade/freqtradebot.py                    | 32 +++----
 freqtrade/persistence/__init__.py            |  4 +-
 freqtrade/persistence/models.py              | 50 +---------
 freqtrade/persistence/pairlock_middleware.py | 97 ++++++++++++++++++++
 freqtrade/rpc/rpc.py                         |  4 +-
 freqtrade/strategy/interface.py              | 10 +-
 tests/pairlist/test_pairlocks.py             | 81 ++++++++++++++++
 tests/rpc/test_rpc_apiserver.py              |  6 +-
 tests/rpc/test_rpc_telegram.py               |  6 +-
 tests/strategy/test_interface.py             |  4 +-
 tests/test_freqtradebot.py                   |  3 +-
 tests/test_persistence.py                    | 49 +---------
 12 files changed, 216 insertions(+), 130 deletions(-)
 create mode 100644 freqtrade/persistence/pairlock_middleware.py
 create mode 100644 tests/pairlist/test_pairlocks.py

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 6112a599e..5a399801a 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -345,23 +345,23 @@ class FreqtradeBot:
         whitelist = copy.deepcopy(self.active_pair_whitelist)
         if not whitelist:
             logger.info("Active pair whitelist is empty.")
-        else:
-            # Remove pairs for currently opened trades from the whitelist
-            for trade in Trade.get_open_trades():
-                if trade.pair in whitelist:
-                    whitelist.remove(trade.pair)
-                    logger.debug('Ignoring %s in pair whitelist', trade.pair)
+            return trades_created
+        # Remove pairs for currently opened trades from the whitelist
+        for trade in Trade.get_open_trades():
+            if trade.pair in whitelist:
+                whitelist.remove(trade.pair)
+                logger.debug('Ignoring %s in pair whitelist', trade.pair)
 
-            if not whitelist:
-                logger.info("No currency pair in active pair whitelist, "
-                            "but checking to sell open trades.")
-            else:
-                # Create entity and execute trade for each pair from whitelist
-                for pair in whitelist:
-                    try:
-                        trades_created += self.create_trade(pair)
-                    except DependencyException as exception:
-                        logger.warning('Unable to create trade for %s: %s', pair, exception)
+        if not whitelist:
+            logger.info("No currency pair in active pair whitelist, "
+                        "but checking to sell open trades.")
+            return trades_created
+        # Create entity and execute trade for each pair from whitelist
+        for pair in whitelist:
+            try:
+                trades_created += self.create_trade(pair)
+            except DependencyException as exception:
+                logger.warning('Unable to create trade for %s: %s', pair, exception)
 
                 if not trades_created:
                     logger.debug("Found no buy signals for whitelisted currencies. "
diff --git a/freqtrade/persistence/__init__.py b/freqtrade/persistence/__init__.py
index e184e7d9a..35f2bc406 100644
--- a/freqtrade/persistence/__init__.py
+++ b/freqtrade/persistence/__init__.py
@@ -1,4 +1,4 @@
 # flake8: noqa: F401
 
-from freqtrade.persistence.models import (Order, PairLock, Trade, clean_dry_run_db, cleanup_db,
-                                          init_db)
+from freqtrade.persistence.models import Order, Trade, clean_dry_run_db, cleanup_db, init_db
+from freqtrade.persistence.pairlock_middleware import PairLocks
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 22efed78d..62b033bdf 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -684,19 +684,7 @@ class PairLock(_DECL_BASE):
                 f'lock_end_time={lock_end_time})')
 
     @staticmethod
-    def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
-        lock = PairLock(
-            pair=pair,
-            lock_time=datetime.now(timezone.utc),
-            lock_end_time=until,
-            reason=reason,
-            active=True
-        )
-        PairLock.session.add(lock)
-        PairLock.session.flush()
-
-    @staticmethod
-    def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List['PairLock']:
+    def query_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> Query:
         """
         Get all locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
@@ -713,41 +701,7 @@ class PairLock(_DECL_BASE):
             filters.append(PairLock.pair == pair)
         return PairLock.query.filter(
             *filters
-        ).all()
-
-    @staticmethod
-    def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
-        """
-        Release all locks for this pair.
-        :param pair: Pair to unlock
-        :param now: Datetime object (generated via datetime.now(timezone.utc)).
-            defaults to datetime.utcnow()
-        """
-        if not now:
-            now = datetime.now(timezone.utc)
-
-        logger.info(f"Releasing all locks for {pair}.")
-        locks = PairLock.get_pair_locks(pair, now)
-        for lock in locks:
-            lock.active = False
-        PairLock.session.flush()
-
-    @staticmethod
-    def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
-        """
-        :param pair: Pair to check for
-        :param now: Datetime object (generated via datetime.now(timezone.utc)).
-            defaults to datetime.utcnow()
-        """
-        if not now:
-            now = datetime.now(timezone.utc)
-
-        return PairLock.query.filter(
-            PairLock.pair == pair,
-            func.datetime(PairLock.lock_end_time) >= now,
-            # Only active locks
-            PairLock.active.is_(True),
-        ).first() is not None
+        )
 
     def to_json(self) -> Dict[str, Any]:
         return {
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
new file mode 100644
index 000000000..ca2c31e36
--- /dev/null
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -0,0 +1,97 @@
+
+
+import logging
+from datetime import datetime, timezone
+from typing import List, Optional
+
+from freqtrade.persistence.models import PairLock
+
+
+logger = logging.getLogger(__name__)
+
+
+class PairLocks():
+    """
+    Pairlocks intermediate class
+
+    """
+
+    use_db = True
+    locks: List[PairLock] = []
+
+    @staticmethod
+    def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
+        lock = PairLock(
+            pair=pair,
+            lock_time=datetime.now(timezone.utc),
+            lock_end_time=until,
+            reason=reason,
+            active=True
+        )
+        if PairLocks.use_db:
+            PairLock.session.add(lock)
+            PairLock.session.flush()
+        else:
+            PairLocks.locks.append(lock)
+
+    @staticmethod
+    def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
+        """
+        Get all currently active locks for this pair
+        :param pair: Pair to check for. Returns all current locks if pair is empty
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+                    defaults to datetime.utcnow()
+        """
+        if not now:
+            now = datetime.now(timezone.utc)
+
+        if PairLocks.use_db:
+            return PairLock.query_pair_locks(pair, now).all()
+        else:
+            locks = [lock for lock in PairLocks.locks if (
+                lock.lock_end_time > now
+                and lock.active is True
+                and (pair is None or lock.pair == pair)
+            )]
+            return locks
+
+    @staticmethod
+    def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
+        """
+        Release all locks for this pair.
+        :param pair: Pair to unlock
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+            defaults to datetime.now(timezone.utc)
+        """
+        if not now:
+            now = datetime.now(timezone.utc)
+
+        logger.info(f"Releasing all locks for {pair}.")
+        locks = PairLocks.get_pair_locks(pair, now)
+        for lock in locks:
+            lock.active = False
+        if PairLocks.use_db:
+            PairLock.session.flush()
+
+    @staticmethod
+    def is_global_lock(now: Optional[datetime] = None) -> bool:
+        """
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+            defaults to datetime.now(timezone.utc)
+        """
+        if not now:
+            now = datetime.now(timezone.utc)
+
+        return len(PairLocks.get_pair_locks('*', now)) > 0
+
+    @staticmethod
+    def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
+        """
+        :param pair: Pair to check for
+        :param now: Datetime object (generated via datetime.now(timezone.utc)).
+            defaults to datetime.now(timezone.utc)
+        """
+        if not now:
+            now = datetime.now(timezone.utc)
+
+        return len(PairLocks.get_pair_locks(pair, now)) > 0 or PairLocks.is_global_lock(now)
diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py
index de8bcaefb..10aaf56fa 100644
--- a/freqtrade/rpc/rpc.py
+++ b/freqtrade/rpc/rpc.py
@@ -19,7 +19,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
 from freqtrade.misc import shorten_date
-from freqtrade.persistence import PairLock, Trade
+from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
 from freqtrade.state import State
 from freqtrade.strategy.interface import SellType
@@ -604,7 +604,7 @@ class RPC:
         if self._freqtrade.state != State.RUNNING:
             raise RPCException('trader is not running')
 
-        locks = PairLock.get_pair_locks(None)
+        locks = PairLocks.get_pair_locks(None)
         return {
             'lock_count': len(locks),
             'locks': [lock.to_json() for lock in locks]
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index e6256cafb..1c6aa535d 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -17,7 +17,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.exchange.exchange import timeframe_to_next_date
-from freqtrade.persistence import PairLock, Trade
+from freqtrade.persistence import PairLocks, Trade
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.wallets import Wallets
 
@@ -288,7 +288,7 @@ class IStrategy(ABC):
                 Needs to be timezone aware `datetime.now(timezone.utc)`
         :param reason: Optional string explaining why the pair was locked.
         """
-        PairLock.lock_pair(pair, until, reason)
+        PairLocks.lock_pair(pair, until, reason)
 
     def unlock_pair(self, pair: str) -> None:
         """
@@ -297,7 +297,7 @@ class IStrategy(ABC):
         manually from within the strategy, to allow an easy way to unlock pairs.
         :param pair: Unlock pair to allow trading again
         """
-        PairLock.unlock_pair(pair, datetime.now(timezone.utc))
+        PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
 
     def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
         """
@@ -312,10 +312,10 @@ class IStrategy(ABC):
 
         if not candle_date:
             # Simple call ...
-            return PairLock.is_pair_locked(pair, candle_date)
+            return PairLocks.is_pair_locked(pair, candle_date)
         else:
             lock_time = timeframe_to_next_date(self.timeframe, candle_date)
-            return PairLock.is_pair_locked(pair, lock_time)
+            return PairLocks.is_pair_locked(pair, lock_time)
 
     def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
diff --git a/tests/pairlist/test_pairlocks.py b/tests/pairlist/test_pairlocks.py
new file mode 100644
index 000000000..3ed7d643e
--- /dev/null
+++ b/tests/pairlist/test_pairlocks.py
@@ -0,0 +1,81 @@
+from datetime import datetime, timedelta, timezone
+
+import arrow
+import pytest
+
+from freqtrade.persistence import PairLocks
+from freqtrade.persistence.models import PairLock
+
+
+@pytest.mark.parametrize('use_db', (False, True))
+@pytest.mark.usefixtures("init_persistence")
+def test_PairLocks(use_db):
+    # No lock should be present
+    if use_db:
+        assert len(PairLock.query.all()) == 0
+    else:
+        PairLocks.use_db = False
+
+    assert PairLocks.use_db == use_db
+
+    pair = 'ETH/BTC'
+    assert not PairLocks.is_pair_locked(pair)
+    PairLocks.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
+    # ETH/BTC locked for 4 minutes
+    assert PairLocks.is_pair_locked(pair)
+
+    # XRP/BTC should not be locked now
+    pair = 'XRP/BTC'
+    assert not PairLocks.is_pair_locked(pair)
+    # Unlocking a pair that's not locked should not raise an error
+    PairLocks.unlock_pair(pair)
+
+    PairLocks.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
+    assert PairLocks.is_pair_locked(pair)
+
+    # Get both locks from above
+    locks = PairLocks.get_pair_locks(None)
+    assert len(locks) == 2
+
+    # Unlock original pair
+    pair = 'ETH/BTC'
+    PairLocks.unlock_pair(pair)
+    assert not PairLocks.is_pair_locked(pair)
+    assert not PairLocks.is_global_lock()
+
+    pair = 'BTC/USDT'
+    # Lock until 14:30
+    lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
+    PairLocks.lock_pair(pair, lock_time)
+
+    assert not PairLocks.is_pair_locked(pair)
+    assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-10))
+    assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-10))
+    assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
+    assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
+
+    # Should not be locked after time expired
+    assert not PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=10))
+
+    locks = PairLocks.get_pair_locks(pair, lock_time + timedelta(minutes=-2))
+    assert len(locks) == 1
+    assert 'PairLock' in str(locks[0])
+
+    # Unlock all
+    PairLocks.unlock_pair(pair, lock_time + timedelta(minutes=-2))
+    assert not PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
+
+    # Global lock
+    PairLocks.lock_pair('*', lock_time)
+    assert PairLocks.is_global_lock(lock_time + timedelta(minutes=-50))
+    # Global lock also locks every pair seperately
+    assert PairLocks.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
+    assert PairLocks.is_pair_locked('XRP/USDT', lock_time + timedelta(minutes=-50))
+
+    if use_db:
+        assert len(PairLock.query.all()) > 0
+    else:
+        # Nothing was pushed to the database
+        assert len(PairLock.query.all()) == 0
+    # Reset use-db variable
+    PairLocks.use_db = True
diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 34e959875..0dd15a777 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -12,7 +12,7 @@ from requests.auth import _basic_auth_str
 
 from freqtrade.__init__ import __version__
 from freqtrade.loggers import setup_logging, setup_logging_pre
-from freqtrade.persistence import PairLock, Trade
+from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc.api_server import BASE_URI, ApiServer
 from freqtrade.state import State
 from tests.conftest import create_mock_trades, get_patched_freqtradebot, log_has, patch_get_signal
@@ -339,8 +339,8 @@ def test_api_locks(botclient):
     assert rc.json['lock_count'] == 0
     assert rc.json['lock_count'] == len(rc.json['locks'])
 
-    PairLock.lock_pair('ETH/BTC', datetime.utcnow() + timedelta(minutes=4), 'randreason')
-    PairLock.lock_pair('XRP/BTC', datetime.utcnow() + timedelta(minutes=20), 'deadbeef')
+    PairLocks.lock_pair('ETH/BTC', datetime.utcnow() + timedelta(minutes=4), 'randreason')
+    PairLocks.lock_pair('XRP/BTC', datetime.utcnow() + timedelta(minutes=20), 'deadbeef')
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py
index c412313ad..f1246005f 100644
--- a/tests/rpc/test_rpc_telegram.py
+++ b/tests/rpc/test_rpc_telegram.py
@@ -18,7 +18,7 @@ from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
-from freqtrade.persistence import PairLock, Trade
+from freqtrade.persistence import PairLocks, Trade
 from freqtrade.rpc import RPCMessageType
 from freqtrade.rpc.telegram import Telegram, authorized_only
 from freqtrade.state import State
@@ -1047,8 +1047,8 @@ def test_telegram_lock_handle(default_conf, update, ticker, fee, mocker) -> None
     msg_mock.reset_mock()
     freqtradebot.state = State.RUNNING
 
-    PairLock.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=4).datetime, 'randreason')
-    PairLock.lock_pair('XRP/BTC', arrow.utcnow().shift(minutes=20).datetime, 'deadbeef')
+    PairLocks.lock_pair('ETH/BTC', arrow.utcnow().shift(minutes=4).datetime, 'randreason')
+    PairLocks.lock_pair('XRP/BTC', arrow.utcnow().shift(minutes=20).datetime, 'deadbeef')
 
     telegram._locks(update=update, context=MagicMock())
 
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index dc5cd47e7..96d4882da 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -11,7 +11,7 @@ from freqtrade.configuration import TimeRange
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import load_data
 from freqtrade.exceptions import StrategyError
-from freqtrade.persistence import PairLock, Trade
+from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from tests.conftest import log_has, log_has_re
@@ -364,7 +364,7 @@ def test_is_pair_locked(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
     strategy = StrategyResolver.load_strategy(default_conf)
     # No lock should be present
-    assert len(PairLock.query.all()) == 0
+    assert len(PairLocks.get_pair_locks(None)) == 0
 
     pair = 'ETH/BTC'
     assert not strategy.is_pair_locked(pair)
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 2a1b0c3cc..29df9c012 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -15,7 +15,8 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.persistence import Order, PairLock, Trade
+from freqtrade.persistence import Order, PairLocks, Trade
+from freqtrade.persistence.models import PairLock
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import RunMode, State
 from freqtrade.strategy.interface import SellCheckTuple, SellType
diff --git a/tests/test_persistence.py b/tests/test_persistence.py
index 243da3396..4216565ac 100644
--- a/tests/test_persistence.py
+++ b/tests/test_persistence.py
@@ -1,6 +1,5 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
-from datetime import datetime, timedelta, timezone
 from unittest.mock import MagicMock
 
 import arrow
@@ -9,7 +8,7 @@ from sqlalchemy import create_engine
 
 from freqtrade import constants
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.persistence import Order, PairLock, Trade, clean_dry_run_db, init_db
+from freqtrade.persistence import Order, Trade, clean_dry_run_db, init_db
 from tests.conftest import create_mock_trades, log_has, log_has_re
 
 
@@ -1159,49 +1158,3 @@ def test_select_order(fee):
     assert order.ft_order_side == 'stoploss'
     order = trades[4].select_order('sell', False)
     assert order is None
-
-
-@pytest.mark.usefixtures("init_persistence")
-def test_PairLock(default_conf):
-    # No lock should be present
-    assert len(PairLock.query.all()) == 0
-
-    pair = 'ETH/BTC'
-    assert not PairLock.is_pair_locked(pair)
-    PairLock.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
-    # ETH/BTC locked for 4 minutes
-    assert PairLock.is_pair_locked(pair)
-
-    # XRP/BTC should not be locked now
-    pair = 'XRP/BTC'
-    assert not PairLock.is_pair_locked(pair)
-    # Unlocking a pair that's not locked should not raise an error
-    PairLock.unlock_pair(pair)
-
-    PairLock.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
-    assert PairLock.is_pair_locked(pair)
-
-    # Get both locks from above
-    locks = PairLock.get_pair_locks(None)
-    assert len(locks) == 2
-
-    # Unlock original pair
-    pair = 'ETH/BTC'
-    PairLock.unlock_pair(pair)
-    assert not PairLock.is_pair_locked(pair)
-
-    pair = 'BTC/USDT'
-    # Lock until 14:30
-    lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
-    PairLock.lock_pair(pair, lock_time)
-
-    assert not PairLock.is_pair_locked(pair)
-    assert PairLock.is_pair_locked(pair, lock_time + timedelta(minutes=-10))
-    assert PairLock.is_pair_locked(pair, lock_time + timedelta(minutes=-50))
-
-    # Should not be locked after time expired
-    assert not PairLock.is_pair_locked(pair, lock_time + timedelta(minutes=10))
-
-    locks = PairLock.get_pair_locks(pair, lock_time + timedelta(minutes=-2))
-    assert len(locks) == 1
-    assert 'PairLock' in str(locks[0])

From 9c54c9a2bfdec85369c02d93d649f45e130ba72c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Oct 2020 07:36:25 +0100
Subject: [PATCH 3/6] Use correct timezone for tests

---
 tests/rpc/test_rpc_apiserver.py  | 6 +++---
 tests/strategy/test_interface.py | 3 ++-
 2 files changed, 5 insertions(+), 4 deletions(-)

diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py
index 0dd15a777..7b4e2e153 100644
--- a/tests/rpc/test_rpc_apiserver.py
+++ b/tests/rpc/test_rpc_apiserver.py
@@ -2,7 +2,7 @@
 Unit test file for rpc/api_server.py
 """
 
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
 
@@ -339,8 +339,8 @@ def test_api_locks(botclient):
     assert rc.json['lock_count'] == 0
     assert rc.json['lock_count'] == len(rc.json['locks'])
 
-    PairLocks.lock_pair('ETH/BTC', datetime.utcnow() + timedelta(minutes=4), 'randreason')
-    PairLocks.lock_pair('XRP/BTC', datetime.utcnow() + timedelta(minutes=20), 'deadbeef')
+    PairLocks.lock_pair('ETH/BTC', datetime.now(timezone.utc) + timedelta(minutes=4), 'randreason')
+    PairLocks.lock_pair('XRP/BTC', datetime.now(timezone.utc) + timedelta(minutes=20), 'deadbeef')
 
     rc = client_get(client, f"{BASE_URI}/locks")
     assert_response(rc)
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index 96d4882da..e87fb7182 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -362,13 +362,14 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
 @pytest.mark.usefixtures("init_persistence")
 def test_is_pair_locked(default_conf):
     default_conf.update({'strategy': 'DefaultStrategy'})
+    PairLocks.timeframe = default_conf['timeframe']
     strategy = StrategyResolver.load_strategy(default_conf)
     # No lock should be present
     assert len(PairLocks.get_pair_locks(None)) == 0
 
     pair = 'ETH/BTC'
     assert not strategy.is_pair_locked(pair)
-    strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
+    strategy.lock_pair(pair, arrow.now(timezone.utc).shift(minutes=4).datetime)
     # ETH/BTC locked for 4 minutes
     assert strategy.is_pair_locked(pair)
 

From 6c913fa6179e93ba922a6a7ef62fec839391d485 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 26 Oct 2020 07:37:07 +0100
Subject: [PATCH 4/6] Fix locking - should round before storing to have a
 consistent picture

---
 docs/strategy-customization.md               |  2 +-
 freqtrade/freqtradebot.py                    | 18 ++++++++++--------
 freqtrade/persistence/models.py              |  2 +-
 freqtrade/persistence/pairlock_middleware.py |  7 +++++--
 tests/strategy/test_interface.py             |  3 ++-
 tests/test_freqtradebot.py                   |  2 +-
 6 files changed, 20 insertions(+), 14 deletions(-)

diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md
index c0506203f..6c7d78864 100644
--- a/docs/strategy-customization.md
+++ b/docs/strategy-customization.md
@@ -704,7 +704,7 @@ 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
-    Locking pairs is not functioning during backtesting.
+    Locking pairs is not available during backtesting.
 
 #### Pair locking example
 
diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index 5a399801a..ae46d335b 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime
+from datetime import datetime, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional
@@ -19,10 +19,10 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.persistence import Order, Trade, cleanup_db, init_db
+from freqtrade.persistence import Order, Trade, cleanup_db, init_db, PairLocks
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
@@ -72,6 +72,8 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
+        PairLocks.timeframe = self.config['timeframe']
+
         self.pairlists = PairListManager(self.exchange, self.config)
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
@@ -363,9 +365,9 @@ class FreqtradeBot:
             except DependencyException as exception:
                 logger.warning('Unable to create trade for %s: %s', pair, exception)
 
-                if not trades_created:
-                    logger.debug("Found no buy signals for whitelisted currencies. "
-                                 "Trying again...")
+        if not trades_created:
+            logger.debug("Found no buy signals for whitelisted currencies. "
+                         "Trying again...")
 
         return trades_created
 
@@ -937,7 +939,7 @@ class FreqtradeBot:
             self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
                                     stoploss_order=True)
             # Lock pair for one candle to prevent immediate rebuys
-            self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
+            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                     reason='Auto lock')
             self._notify_sell(trade, "stoploss")
             return True
@@ -1264,7 +1266,7 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
+        self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
         self._notify_sell(trade, order_type)
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 62b033bdf..3c62a7268 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -694,7 +694,7 @@ class PairLock(_DECL_BASE):
         if not now:
             now = datetime.now(timezone.utc)
 
-        filters = [func.datetime(PairLock.lock_end_time) >= now,
+        filters = [PairLock.lock_end_time > now,
                    # Only active locks
                    PairLock.active.is_(True), ]
         if pair:
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index ca2c31e36..c1acc2423 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -5,6 +5,7 @@ from datetime import datetime, timezone
 from typing import List, Optional
 
 from freqtrade.persistence.models import PairLock
+from freqtrade.exchange import timeframe_to_next_date
 
 
 logger = logging.getLogger(__name__)
@@ -19,12 +20,14 @@ class PairLocks():
     use_db = True
     locks: List[PairLock] = []
 
+    timeframe: str = ''
+
     @staticmethod
     def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
         lock = PairLock(
             pair=pair,
             lock_time=datetime.now(timezone.utc),
-            lock_end_time=until,
+            lock_end_time=timeframe_to_next_date(PairLocks.timeframe, until),
             reason=reason,
             active=True
         )
@@ -49,7 +52,7 @@ class PairLocks():
             return PairLock.query_pair_locks(pair, now).all()
         else:
             locks = [lock for lock in PairLocks.locks if (
-                lock.lock_end_time > now
+                lock.lock_end_time >= now
                 and lock.active is True
                 and (pair is None or lock.pair == pair)
             )]
diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py
index e87fb7182..7cf9a0624 100644
--- a/tests/strategy/test_interface.py
+++ b/tests/strategy/test_interface.py
@@ -388,7 +388,8 @@ def test_is_pair_locked(default_conf):
     pair = 'BTC/USDT'
     # Lock until 14:30
     lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
-    strategy.lock_pair(pair, lock_time)
+    # Subtract 2 seconds, as locking rounds up to the next candle.
+    strategy.lock_pair(pair, lock_time - timedelta(seconds=2))
 
     assert not strategy.is_pair_locked(pair)
     # latest candle is from 14:20, lock goes to 14:30
diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py
index 29df9c012..1f5b3ecaa 100644
--- a/tests/test_freqtradebot.py
+++ b/tests/test_freqtradebot.py
@@ -15,7 +15,7 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.persistence import Order, PairLocks, Trade
+from freqtrade.persistence import Order, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import RunMode, State

From 5c8779b1550ab2cd8ad4649420833e5c7fb592e7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 27 Oct 2020 08:09:18 +0100
Subject: [PATCH 5/6] Sort imports

---
 freqtrade/freqtradebot.py                    |  2 +-
 freqtrade/persistence/pairlock_middleware.py | 11 +++++------
 2 files changed, 6 insertions(+), 7 deletions(-)

diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py
index ae46d335b..7416d8236 100644
--- a/freqtrade/freqtradebot.py
+++ b/freqtrade/freqtradebot.py
@@ -22,7 +22,7 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.persistence import Order, Trade, cleanup_db, init_db, PairLocks
+from freqtrade.persistence import Order, PairLocks, Trade, cleanup_db, init_db
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
diff --git a/freqtrade/persistence/pairlock_middleware.py b/freqtrade/persistence/pairlock_middleware.py
index c1acc2423..44fc228f6 100644
--- a/freqtrade/persistence/pairlock_middleware.py
+++ b/freqtrade/persistence/pairlock_middleware.py
@@ -1,11 +1,9 @@
-
-
 import logging
 from datetime import datetime, timezone
 from typing import List, Optional
 
-from freqtrade.persistence.models import PairLock
 from freqtrade.exchange import timeframe_to_next_date
+from freqtrade.persistence.models import PairLock
 
 
 logger = logging.getLogger(__name__)
@@ -13,8 +11,9 @@ logger = logging.getLogger(__name__)
 
 class PairLocks():
     """
-    Pairlocks intermediate class
-
+    Pairlocks middleware class
+    Abstracts the database layer away so it becomes optional - which will be necessary to support
+    backtesting and hyperopt in the future.
     """
 
     use_db = True
@@ -43,7 +42,7 @@ class PairLocks():
         Get all currently active locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
-                    defaults to datetime.utcnow()
+                    defaults to datetime.now(timezone.utc)
         """
         if not now:
             now = datetime.now(timezone.utc)

From 72f61f4682e926a33018e6767b005a1bd78236c6 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 27 Oct 2020 10:08:24 +0100
Subject: [PATCH 6/6] Remove optional, now is not optional

---
 freqtrade/persistence/models.py | 5 +----
 1 file changed, 1 insertion(+), 4 deletions(-)

diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
index 3c62a7268..7e6d967c1 100644
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -684,15 +684,12 @@ class PairLock(_DECL_BASE):
                 f'lock_end_time={lock_end_time})')
 
     @staticmethod
-    def query_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> Query:
+    def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
         """
         Get all locks for this pair
         :param pair: Pair to check for. Returns all current locks if pair is empty
         :param now: Datetime object (generated via datetime.now(timezone.utc)).
-                    defaults to datetime.utcnow()
         """
-        if not now:
-            now = datetime.now(timezone.utc)
 
         filters = [PairLock.lock_end_time > now,
                    # Only active locks