diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 460e20e91..05946e008 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -5,10 +5,8 @@ import gzip
 import logging
 import re
 from datetime import datetime
-from typing import Dict
 
 import numpy as np
-from pandas import DataFrame
 import rapidjson
 
 
@@ -41,24 +39,6 @@ def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray:
     return dates.dt.to_pydatetime()
 
 
-def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray:
-    """
-    Return dates from Dataframe
-    :param dfs: Dict with format pair: pair_data
-    :return: List of dates
-    """
-    alldates = {}
-    for pair, pair_data in dfs.items():
-        dates = datesarray_to_datetimearray(pair_data['date'])
-        for date in dates:
-            alldates[date] = 1
-    lst = []
-    for date, _ in alldates.items():
-        lst.append(date)
-    arr = np.array(lst)
-    return np.sort(arr, axis=0)
-
-
 def file_dump_json(filename, data, is_zip=False) -> None:
     """
     Dump JSON data into a file
diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py
index 079a098dc..ccb932698 100644
--- a/freqtrade/plot/plotting.py
+++ b/freqtrade/plot/plotting.py
@@ -266,8 +266,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
     return fig
 
 
-def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame], trades: pd.DataFrame = None,
-                          ) -> go.Figure:
+def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
+                          trades: pd.DataFrame) -> go.Figure:
     # Combine close-values for all pairs, rename columns to "pair"
     df_comb = combine_tickers_with_mean(tickers, "close")
 
diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py
index 7a7b15cf2..1a6b2a92d 100644
--- a/freqtrade/tests/test_misc.py
+++ b/freqtrade/tests/test_misc.py
@@ -4,10 +4,9 @@ import datetime
 from unittest.mock import MagicMock
 
 from freqtrade.data.converter import parse_ticker_dataframe
-from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
-                            file_dump_json, file_load_json, format_ms_time, shorten_date)
-from freqtrade.data.history import load_tickerdata_file, pair_data_filename
-from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.data.history import pair_data_filename
+from freqtrade.misc import (datesarray_to_datetimearray, file_dump_json,
+                            file_load_json, format_ms_time, shorten_date)
 
 
 def test_shorten_date() -> None:
@@ -32,20 +31,6 @@ def test_datesarray_to_datetimearray(ticker_history_list):
     assert date_len == 2
 
 
-def test_common_datearray(default_conf) -> None:
-    strategy = DefaultStrategy(default_conf)
-    tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
-                                                         fill_missing=True)}
-    dataframes = strategy.tickerdata_to_dataframe(tickerlist)
-
-    dates = common_datearray(dataframes)
-
-    assert dates.size == dataframes['UNITTEST/BTC']['date'].size
-    assert dates[0] == dataframes['UNITTEST/BTC']['date'][0]
-    assert dates[-1] == dataframes['UNITTEST/BTC']['date'].iloc[-1]
-
-
 def test_file_dump_json(mocker) -> None:
     file_open = mocker.patch('freqtrade.misc.open', MagicMock())
     json_dump = mocker.patch('rapidjson.dump', MagicMock())