Move tests out of freqtrade module

tests/config_test_comments.json

@@ -0,0 +1,133 @@
+{
+    /* Single-line C-style comment */
+    "max_open_trades": 3,
+    /*
+     * Multi-line C-style comment
+     */
+    "stake_currency": "BTC",
+    "stake_amount": 0.05,
+    "fiat_display_currency": "USD",             // C++-style comment
+    "amount_reserve_percent" : 0.05,		// And more, tabs before this comment
+    "dry_run": false,
+    "ticker_interval": "5m",
+    "trailing_stop": false,
+    "trailing_stop_positive": 0.005,
+    "trailing_stop_positive_offset": 0.0051,
+    "trailing_only_offset_is_reached": false,
+    "minimal_roi": {
+        "40":  0.0,
+        "30":  0.01,
+        "20":  0.02,
+        "0":  0.04
+    },
+    "stoploss": -0.10,
+    "unfilledtimeout": {
+        "buy": 10,
+        "sell": 30,				// Trailing comma should also be accepted now
+    },
+    "bid_strategy": {
+        "use_order_book": false,
+        "ask_last_balance": 0.0,
+        "order_book_top": 1,
+        "check_depth_of_market": {
+            "enabled": false,
+            "bids_to_ask_delta": 1
+        }
+    },
+    "ask_strategy":{
+        "use_order_book": false,
+        "order_book_min": 1,
+        "order_book_max": 9
+    },
+    "order_types": {
+        "buy": "limit",
+        "sell": "limit",
+        "stoploss": "market",
+        "stoploss_on_exchange": false,
+        "stoploss_on_exchange_interval": 60
+    },
+    "order_time_in_force": {
+        "buy": "gtc",
+        "sell": "gtc"
+    },
+    "pairlist": {
+        "method": "VolumePairList",
+        "config": {
+            "number_assets": 20,
+            "sort_key": "quoteVolume",
+            "precision_filter": false
+        }
+    },
+    "exchange": {
+        "name": "bittrex",
+        "sandbox": false,
+        "key": "your_exchange_key",
+        "secret": "your_exchange_secret",
+        "password": "",
+        "ccxt_config": {"enableRateLimit": true},
+        "ccxt_async_config": {
+            "enableRateLimit": false,
+            "rateLimit": 500,
+            "aiohttp_trust_env": false
+        },
+        "pair_whitelist": [
+            "ETH/BTC",
+            "LTC/BTC",
+            "ETC/BTC",
+            "DASH/BTC",
+            "ZEC/BTC",
+            "XLM/BTC",
+            "NXT/BTC",
+            "POWR/BTC",
+            "ADA/BTC",
+            "XMR/BTC"
+        ],
+        "pair_blacklist": [
+            "DOGE/BTC"
+        ],
+        "outdated_offset": 5,
+        "markets_refresh_interval": 60
+    },
+    "edge": {
+        "enabled": false,
+        "process_throttle_secs": 3600,
+        "calculate_since_number_of_days": 7,
+        "capital_available_percentage": 0.5,
+        "allowed_risk": 0.01,
+        "stoploss_range_min": -0.01,
+        "stoploss_range_max": -0.1,
+        "stoploss_range_step": -0.01,
+        "minimum_winrate": 0.60,
+        "minimum_expectancy": 0.20,
+        "min_trade_number": 10,
+        "max_trade_duration_minute": 1440,
+        "remove_pumps": false
+    },
+    "experimental": {
+        "use_sell_signal": false,
+        "sell_profit_only": false,
+        "ignore_roi_if_buy_signal": false
+    },
+    "telegram": {
+// We can now comment out some settings
+//        "enabled": true,
+        "enabled": false,
+        "token": "your_telegram_token",
+        "chat_id": "your_telegram_chat_id"
+    },
+    "api_server": {
+        "enabled": false,
+        "listen_ip_address": "127.0.0.1",
+        "listen_port": 8080,
+        "username": "freqtrader",
+        "password": "SuperSecurePassword"
+    },
+    "db_url": "sqlite:///tradesv3.sqlite",
+    "initial_state": "running",
+    "forcebuy_enable": false,
+    "internals": {
+        "process_throttle_secs": 5
+    },
+    "strategy": "DefaultStrategy",
+    "strategy_path": "user_data/strategies/"
+}

tests/data/test_btanalysis.py

@@ -0,0 +1,136 @@
+from unittest.mock import MagicMock
+
+import pytest
+from arrow import Arrow
+from pandas import DataFrame, to_datetime
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       combine_tickers_with_mean,
+                                       create_cum_profit,
+                                       extract_trades_of_period,
+                                       load_backtest_data, load_trades,
+                                       load_trades_from_db)
+from freqtrade.data.history import load_data, load_pair_history
+from freqtrade.tests.test_persistence import create_mock_trades
+
+
+def test_load_backtest_data(testdatadir):
+
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    assert isinstance(bt_data, DataFrame)
+    assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"]
+    assert len(bt_data) == 179
+
+    # Test loading from string (must yield same result)
+    bt_data2 = load_backtest_data(str(filename))
+    assert bt_data.equals(bt_data2)
+
+    with pytest.raises(ValueError, match=r"File .* does not exist\."):
+        load_backtest_data(str("filename") + "nofile")
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_load_trades_db(default_conf, fee, mocker):
+
+    create_mock_trades(fee)
+    # remove init so it does not init again
+    init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
+
+    trades = load_trades_from_db(db_url=default_conf['db_url'])
+    assert init_mock.call_count == 1
+    assert len(trades) == 3
+    assert isinstance(trades, DataFrame)
+    assert "pair" in trades.columns
+    assert "open_time" in trades.columns
+    assert "profitperc" in trades.columns
+
+    for col in BT_DATA_COLUMNS:
+        if col not in ['index', 'open_at_end']:
+            assert col in trades.columns
+
+
+def test_extract_trades_of_period(testdatadir):
+    pair = "UNITTEST/BTC"
+    timerange = TimeRange(None, 'line', 0, -1000)
+
+    data = load_pair_history(pair=pair, ticker_interval='1m',
+                             datadir=testdatadir, timerange=timerange)
+
+    # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
+    trades = DataFrame(
+        {'pair': [pair, pair, pair, pair],
+         'profit_percent': [0.0, 0.1, -0.2, -0.5],
+         'profit_abs': [0.0, 1, -2, -5],
+         'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime,
+                                   Arrow(2017, 11, 14, 9, 41, 0).datetime,
+                                   Arrow(2017, 11, 14, 14, 20, 0).datetime,
+                                   Arrow(2017, 11, 15, 3, 40, 0).datetime,
+                                   ], utc=True
+                                  ),
+         'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime,
+                                    Arrow(2017, 11, 14, 10, 41, 0).datetime,
+                                    Arrow(2017, 11, 14, 15, 25, 0).datetime,
+                                    Arrow(2017, 11, 15, 3, 55, 0).datetime,
+                                    ], utc=True)
+         })
+    trades1 = extract_trades_of_period(data, trades)
+    # First and last trade are dropped as they are out of range
+    assert len(trades1) == 2
+    assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime
+    assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
+    assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
+    assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
+
+
+def test_load_trades(default_conf, mocker):
+    db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
+    bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
+
+    load_trades("DB",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),
+                )
+
+    assert db_mock.call_count == 1
+    assert bt_mock.call_count == 0
+
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades("file",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),)
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 1
+
+
+def test_combine_tickers_with_mean(testdatadir):
+    pairs = ["ETH/BTC", "XLM/BTC"]
+    tickers = load_data(datadir=testdatadir,
+                        pairs=pairs,
+                        ticker_interval='5m'
+                        )
+    df = combine_tickers_with_mean(tickers)
+    assert isinstance(df, DataFrame)
+    assert "ETH/BTC" in df.columns
+    assert "XLM/BTC" in df.columns
+    assert "mean" in df.columns
+
+
+def test_create_cum_profit(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+
+    df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                           datadir=testdatadir, timerange=timerange)
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+    assert "cum_profits" in cum_profits.columns
+    assert cum_profits.iloc[0]['cum_profits'] == 0
+    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005

tests/data/test_converter.py

@@ -0,0 +1,148 @@
+# pragma pylint: disable=missing-docstring, C0103
+import logging
+
+from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
+from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe
+from freqtrade.tests.conftest import log_has
+
+
+def test_dataframe_correct_columns(result):
+    assert result.columns.tolist() == ['date', 'open', 'high', 'low', 'close', 'volume']
+
+
+def test_parse_ticker_dataframe(ticker_history_list, caplog):
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume']
+
+    caplog.set_level(logging.DEBUG)
+    # Test file with BV data
+    dataframe = parse_ticker_dataframe(ticker_history_list, '5m',
+                                       pair="UNITTEST/BTC", fill_missing=True)
+    assert dataframe.columns.tolist() == columns
+    assert log_has('Parsing tickerlist to dataframe', caplog)
+
+
+def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
+    data = load_pair_history(datadir=testdatadir,
+                             ticker_interval='1m',
+                             refresh_pairs=False,
+                             pair='UNITTEST/BTC',
+                             fill_up_missing=False)
+    caplog.set_level(logging.DEBUG)
+    data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC')
+    assert len(data2) > len(data)
+    # Column names should not change
+    assert (data.columns == data2.columns).all()
+
+    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
+                   f"{len(data)} - after: {len(data2)}", caplog)
+
+    # Test fillup actually fixes invalid backtest data
+    min_date, max_date = get_timeframe({'UNITTEST/BTC': data})
+    assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1)
+    assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1)
+
+
+def test_ohlcv_fill_up_missing_data2(caplog):
+    ticker_interval = '5m'
+    ticks = [[
+            1511686200000,  # 8:50:00
+            8.794e-05,  # open
+            8.948e-05,  # high
+            8.794e-05,  # low
+            8.88e-05,  # close
+            2255,  # volume (in quote currency)
+        ],
+        [
+            1511686500000,  # 8:55:00
+            8.88e-05,
+            8.942e-05,
+            8.88e-05,
+            8.893e-05,
+            9911,
+        ],
+        [
+            1511687100000,  # 9:05:00
+            8.891e-05,
+            8.893e-05,
+            8.875e-05,
+            8.877e-05,
+            2251
+        ],
+        [
+            1511687400000,  # 9:10:00
+            8.877e-05,
+            8.883e-05,
+            8.895e-05,
+            8.817e-05,
+            123551
+    ]
+    ]
+
+    # Generate test-data without filling missing
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
+    assert len(data) == 3
+    caplog.set_level(logging.DEBUG)
+    data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
+    assert len(data2) == 4
+    # 3rd candle has been filled
+    row = data2.loc[2, :]
+    assert row['volume'] == 0
+    # close shoult match close of previous candle
+    assert row['close'] == data.loc[1, 'close']
+    assert row['open'] == row['close']
+    assert row['high'] == row['close']
+    assert row['low'] == row['close']
+    # Column names should not change
+    assert (data.columns == data2.columns).all()
+
+    assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
+                   f"{len(data)} - after: {len(data2)}", caplog)
+
+
+def test_ohlcv_drop_incomplete(caplog):
+    ticker_interval = '1d'
+    ticks = [[
+            1559750400000,  # 2019-06-04
+            8.794e-05,  # open
+            8.948e-05,  # high
+            8.794e-05,  # low
+            8.88e-05,  # close
+            2255,  # volume (in quote currency)
+        ],
+        [
+            1559836800000,  # 2019-06-05
+            8.88e-05,
+            8.942e-05,
+            8.88e-05,
+            8.893e-05,
+            9911,
+        ],
+        [
+            1559923200000,  # 2019-06-06
+            8.891e-05,
+            8.893e-05,
+            8.875e-05,
+            8.877e-05,
+            2251
+        ],
+        [
+            1560009600000,  # 2019-06-07
+            8.877e-05,
+            8.883e-05,
+            8.895e-05,
+            8.817e-05,
+            123551
+     ]
+    ]
+    caplog.set_level(logging.DEBUG)
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+                                  fill_missing=False, drop_incomplete=False)
+    assert len(data) == 4
+    assert not log_has("Dropping last candle", caplog)
+
+    # Drop last candle
+    data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
+                                  fill_missing=False, drop_incomplete=True)
+    assert len(data) == 3
+
+    assert log_has("Dropping last candle", caplog)

tests/data/test_dataprovider.py

@@ -0,0 +1,123 @@
+from unittest.mock import MagicMock
+
+from pandas import DataFrame
+
+from freqtrade.data.dataprovider import DataProvider
+from freqtrade.state import RunMode
+from freqtrade.tests.conftest import get_patched_exchange
+
+
+def test_ohlcv(mocker, default_conf, ticker_history):
+    default_conf["runmode"] = RunMode.DRY_RUN
+    ticker_interval = default_conf["ticker_interval"]
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.DRY_RUN
+    assert ticker_history.equals(dp.ohlcv("UNITTEST/BTC", ticker_interval))
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.ohlcv("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert dp.ohlcv("UNITTEST/BTC", ticker_interval, copy=False) is ticker_history
+    assert not dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
+    assert dp.ohlcv("NONESENSE/AAA", ticker_interval).empty
+
+    # Test with and without parameter
+    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).equals(dp.ohlcv("UNITTEST/BTC"))
+
+    default_conf["runmode"] = RunMode.LIVE
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.LIVE
+    assert isinstance(dp.ohlcv("UNITTEST/BTC", ticker_interval), DataFrame)
+
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.BACKTEST
+    assert dp.ohlcv("UNITTEST/BTC", ticker_interval).empty
+
+
+def test_historic_ohlcv(mocker, default_conf, ticker_history):
+    historymock = MagicMock(return_value=ticker_history)
+    mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
+
+    dp = DataProvider(default_conf, None)
+    data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
+    assert isinstance(data, DataFrame)
+    assert historymock.call_count == 1
+    assert historymock.call_args_list[0][1]["refresh_pairs"] is False
+    assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
+
+
+def test_get_pair_dataframe(mocker, default_conf, ticker_history):
+    default_conf["runmode"] = RunMode.DRY_RUN
+    ticker_interval = default_conf["ticker_interval"]
+    exchange = get_patched_exchange(mocker, default_conf)
+    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.DRY_RUN
+    assert ticker_history.equals(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval))
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval) is not ticker_history
+    assert not dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval).empty
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    # Test with and without parameter
+    assert dp.get_pair_dataframe("UNITTEST/BTC",
+                                 ticker_interval).equals(dp.get_pair_dataframe("UNITTEST/BTC"))
+
+    default_conf["runmode"] = RunMode.LIVE
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.LIVE
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+    historymock = MagicMock(return_value=ticker_history)
+    mocker.patch("freqtrade.data.dataprovider.load_pair_history", historymock)
+    default_conf["runmode"] = RunMode.BACKTEST
+    dp = DataProvider(default_conf, exchange)
+    assert dp.runmode == RunMode.BACKTEST
+    assert isinstance(dp.get_pair_dataframe("UNITTEST/BTC", ticker_interval), DataFrame)
+    # assert dp.get_pair_dataframe("NONESENSE/AAA", ticker_interval).empty
+
+
+def test_available_pairs(mocker, default_conf, ticker_history):
+    exchange = get_patched_exchange(mocker, default_conf)
+    ticker_interval = default_conf["ticker_interval"]
+    exchange._klines[("XRP/BTC", ticker_interval)] = ticker_history
+    exchange._klines[("UNITTEST/BTC", ticker_interval)] = ticker_history
+
+    dp = DataProvider(default_conf, exchange)
+    assert len(dp.available_pairs) == 2
+    assert dp.available_pairs == [
+        ("XRP/BTC", ticker_interval),
+        ("UNITTEST/BTC", ticker_interval),
+    ]
+
+
+def test_refresh(mocker, default_conf, ticker_history):
+    refresh_mock = MagicMock()
+    mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
+
+    exchange = get_patched_exchange(mocker, default_conf, id="binance")
+    ticker_interval = default_conf["ticker_interval"]
+    pairs = [("XRP/BTC", ticker_interval), ("UNITTEST/BTC", ticker_interval)]
+
+    pairs_non_trad = [("ETH/USDT", ticker_interval), ("BTC/TUSD", "1h")]
+
+    dp = DataProvider(default_conf, exchange)
+    dp.refresh(pairs)
+
+    assert refresh_mock.call_count == 1
+    assert len(refresh_mock.call_args[0]) == 1
+    assert len(refresh_mock.call_args[0][0]) == len(pairs)
+    assert refresh_mock.call_args[0][0] == pairs
+
+    refresh_mock.reset_mock()
+    dp.refresh(pairs, pairs_non_trad)
+    assert refresh_mock.call_count == 1
+    assert len(refresh_mock.call_args[0]) == 1
+    assert len(refresh_mock.call_args[0][0]) == len(pairs) + len(pairs_non_trad)
+    assert refresh_mock.call_args[0][0] == pairs + pairs_non_trad

tests/data/test_history.py

@@ -0,0 +1,602 @@
+# pragma pylint: disable=missing-docstring, protected-access, C0103
+
+import json
+import os
+import uuid
+from pathlib import Path
+from shutil import copyfile
+from unittest.mock import MagicMock, PropertyMock
+
+import arrow
+import pytest
+from pandas import DataFrame
+
+from freqtrade import OperationalException
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.data.history import (download_pair_history,
+                                    load_cached_data_for_updating,
+                                    load_tickerdata_file,
+                                    refresh_backtest_ohlcv_data,
+                                    trim_tickerlist)
+from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.misc import file_dump_json
+from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange
+
+# Change this if modifying UNITTEST/BTC testdatafile
+_BTC_UNITTEST_LENGTH = 13681
+
+
+def _backup_file(file: str, copy_file: bool = False) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :param touch_file: create an empty file in replacement
+    :return: None
+    """
+    file_swp = file + '.swp'
+    if os.path.isfile(file):
+        os.rename(file, file_swp)
+
+        if copy_file:
+            copyfile(file_swp, file)
+
+
+def _clean_test_file(file: str) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :return: None
+    """
+    file_swp = file + '.swp'
+    # 1. Delete file from the test
+    if os.path.isfile(file):
+        os.remove(file)
+
+    # 2. Rollback to the initial file
+    if os.path.isfile(file_swp):
+        os.rename(file_swp, file)
+
+
+def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
+    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
+    assert isinstance(ld, DataFrame)
+    assert not log_has(
+        'Download history data for pair: "UNITTEST/BTC", interval: 30m '
+        'and store in None.', caplog
+    )
+
+
+def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
+    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
+    assert not isinstance(ld, DataFrame)
+    assert ld is None
+    assert log_has(
+        'No history data for pair: "UNITTEST/BTC", interval: 7m. '
+        'Use --refresh-pairs-cached option or `freqtrade download-data` '
+        'script to download the data', caplog
+    )
+
+
+def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
+    _backup_file(file, copy_file=True)
+    history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
+    assert os.path.isfile(file) is True
+    assert not log_has(
+        'Download history data for pair: "UNITTEST/BTC", interval: 1m '
+        'and store in None.', caplog
+    )
+    _clean_test_file(file)
+
+
+def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
+                                      default_conf, testdatadir) -> None:
+    """
+    Test load_pair_history() with 1 min ticker
+    """
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
+    exchange = get_patched_exchange(mocker, default_conf)
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+
+    _backup_file(file)
+    # do not download a new pair if refresh_pairs isn't set
+    history.load_pair_history(datadir=testdatadir,
+                              ticker_interval='1m',
+                              refresh_pairs=False,
+                              pair='MEME/BTC')
+    assert os.path.isfile(file) is False
+    assert log_has(
+        'No history data for pair: "MEME/BTC", interval: 1m. '
+        'Use --refresh-pairs-cached option or `freqtrade download-data` '
+        'script to download the data', caplog
+    )
+
+    # download a new pair if refresh_pairs is set
+    history.load_pair_history(datadir=testdatadir,
+                              ticker_interval='1m',
+                              refresh_pairs=True,
+                              exchange=exchange,
+                              pair='MEME/BTC')
+    assert os.path.isfile(file) is True
+    assert log_has_re(
+        'Download history data for pair: "MEME/BTC", interval: 1m '
+        'and store in .*', caplog
+    )
+    with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
+        history.load_pair_history(datadir=testdatadir,
+                                  ticker_interval='1m',
+                                  refresh_pairs=True,
+                                  exchange=None,
+                                  pair='MEME/BTC')
+    _clean_test_file(file)
+
+
+def test_load_data_live(default_conf, mocker, caplog, testdatadir) -> None:
+    refresh_mock = MagicMock()
+    mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    history.load_data(datadir=testdatadir, ticker_interval='5m',
+                      pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
+                      live=True,
+                      exchange=exchange)
+    assert refresh_mock.call_count == 1
+    assert len(refresh_mock.call_args_list[0][0][0]) == 2
+    assert log_has('Live: Downloading data for all defined pairs ...', caplog)
+
+
+def test_load_data_live_noexchange(default_conf, mocker, caplog, testdatadir) -> None:
+
+    with pytest.raises(OperationalException,
+                       match=r'Exchange needs to be initialized when using live data.'):
+        history.load_data(datadir=testdatadir, ticker_interval='5m',
+                          pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
+                          exchange=None,
+                          live=True,
+                          )
+
+
+def test_testdata_path(testdatadir) -> None:
+    assert str(Path('freqtrade') / 'tests' / 'testdata') in str(testdatadir)
+
+
+def test_load_cached_data_for_updating(mocker) -> None:
+    datadir = Path(__file__).parent.parent.joinpath('testdata')
+
+    test_data = None
+    test_filename = datadir.joinpath('UNITTEST_BTC-1m.json')
+    with open(test_filename, "rt") as file:
+        test_data = json.load(file)
+
+    # change now time to test 'line' cases
+    # now = last cached item + 1 hour
+    now_ts = test_data[-1][0] / 1000 + 60 * 60
+    mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
+
+    # timeframe starts earlier than the cached data
+    # should fully update data
+    timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == []
+    assert start_ts == test_data[0][0] - 1000
+
+    # same with 'line' timeframe
+    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m',
+                                                   TimeRange(None, 'line', 0, -num_lines))
+    assert data == []
+    assert start_ts < test_data[0][0] - 1
+
+    # timeframe starts in the center of the cached data
+    # should return the chached data w/o the last item
+    timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # same with 'line' timeframe
+    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # timeframe starts after the chached data
+    # should return the chached data w/o the last item
+    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # Try loading last 30 lines.
+    # Not supported by load_cached_data_for_updating, we always need to get the full data.
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # no timeframe is set
+    # should return the chached data w/o the last item
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(datadir, 'UNITTEST/BTC', '1m', timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # no datafile exist
+    # should return timestamp start time
+    timerange = TimeRange('date', None, now_ts - 10000, 0)
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
+    assert data == []
+    assert start_ts == (now_ts - 10000) * 1000
+
+    # same with 'line' timeframe
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', timerange)
+    assert data == []
+    assert start_ts == (now_ts - num_lines * 60) * 1000
+
+    # no datafile exist, no timeframe is set
+    # should return an empty array and None
+    data, start_ts = load_cached_data_for_updating(datadir, 'NONEXIST/BTC', '1m', None)
+    assert data == []
+    assert start_ts is None
+
+
+def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
+    exchange = get_patched_exchange(mocker, default_conf)
+    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
+    file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
+    file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
+
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+    _backup_file(file2_1)
+    _backup_file(file2_5)
+
+    assert os.path.isfile(file1_1) is False
+    assert os.path.isfile(file2_1) is False
+
+    assert download_pair_history(datadir=testdatadir, exchange=exchange,
+                                 pair='MEME/BTC',
+                                 ticker_interval='1m')
+    assert download_pair_history(datadir=testdatadir, exchange=exchange,
+                                 pair='CFI/BTC',
+                                 ticker_interval='1m')
+    assert not exchange._pairs_last_refresh_time
+    assert os.path.isfile(file1_1) is True
+    assert os.path.isfile(file2_1) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file2_1)
+
+    assert os.path.isfile(file1_5) is False
+    assert os.path.isfile(file2_5) is False
+
+    assert download_pair_history(datadir=testdatadir, exchange=exchange,
+                                 pair='MEME/BTC',
+                                 ticker_interval='5m')
+    assert download_pair_history(datadir=testdatadir, exchange=exchange,
+                                 pair='CFI/BTC',
+                                 ticker_interval='5m')
+    assert not exchange._pairs_last_refresh_time
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_5) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_5)
+    _clean_test_file(file2_5)
+
+
+def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
+    tick = [
+        [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
+        [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
+    ]
+    json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
+    exchange = get_patched_exchange(mocker, default_conf)
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
+    download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
+    assert json_dump_mock.call_count == 2
+
+
+def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
+                                             default_conf, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
+                 side_effect=Exception('File Error'))
+
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+
+    assert not download_pair_history(datadir=testdatadir, exchange=exchange,
+                                     pair='MEME/BTC',
+                                     ticker_interval='1m')
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    assert log_has(
+        'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
+        'Error: File Error', caplog
+    )
+
+
+def test_load_tickerdata_file(testdatadir) -> None:
+    # 7 does not exist in either format.
+    assert not load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '7m')
+    # 1 exists only as a .json
+    tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
+    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
+    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
+    tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '8m')
+    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
+
+
+def test_load_partial_missing(testdatadir, caplog) -> None:
+    # Make sure we start fresh - test missing data at start
+    start = arrow.get('2018-01-01T00:00:00')
+    end = arrow.get('2018-01-11T00:00:00')
+    tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'],
+                                   refresh_pairs=False,
+                                   timerange=TimeRange('date', 'date',
+                                                       start.timestamp, end.timestamp))
+    # timedifference in 5 minutes
+    td = ((end - start).total_seconds() // 60 // 5) + 1
+    assert td != len(tickerdata['UNITTEST/BTC'])
+    start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
+    assert log_has(f'Missing data at start for pair '
+                   f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   caplog)
+    # Make sure we start fresh - test missing data at end
+    caplog.clear()
+    start = arrow.get('2018-01-10T00:00:00')
+    end = arrow.get('2018-02-20T00:00:00')
+    tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
+                                   pairs=['UNITTEST/BTC'], refresh_pairs=False,
+                                   timerange=TimeRange('date', 'date',
+                                                       start.timestamp, end.timestamp))
+    # timedifference in 5 minutes
+    td = ((end - start).total_seconds() // 60 // 5) + 1
+    assert td != len(tickerdata['UNITTEST/BTC'])
+    # Shift endtime with +5 - as last candle is dropped (partial candle)
+    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
+    assert log_has(f'Missing data at end for pair '
+                   f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   caplog)
+
+
+def test_init(default_conf, mocker) -> None:
+    exchange = get_patched_exchange(mocker, default_conf)
+    assert {} == history.load_data(
+        datadir='',
+        exchange=exchange,
+        pairs=[],
+        refresh_pairs=True,
+        ticker_interval=default_conf['ticker_interval']
+    )
+
+
+def test_trim_tickerlist() -> None:
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
+    with open(file) as data_file:
+        ticker_list = json.load(data_file)
+    ticker_list_len = len(ticker_list)
+
+    # Test the pattern ^(-\d+)$
+    # This pattern uses the latest N elements
+    timerange = TimeRange(None, 'line', 0, -5)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[-1] is ticker[-1]  # The last element must be the same
+
+    # Test the pattern ^(\d+)-$
+    # This pattern keep X element from the end
+    timerange = TimeRange('line', None, 5, 0)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is ticker[0]  # The first element must be the same
+    assert ticker_list[-1] is not ticker[-1]  # The last element should be different
+
+    # Test the pattern ^(\d+)-(\d+)$
+    # This pattern extract a window
+    timerange = TimeRange('index', 'index', 5, 10)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
+    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
+
+    # Test the pattern ^(\d{8})-(\d{8})$
+    # This pattern extract a window between the dates
+    timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
+    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
+
+    # Test the pattern ^-(\d{8})$
+    # This pattern extracts elements from the start to the date
+    timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 10
+    assert ticker_list[0] is ticker[0]  # The start of the list is included
+    assert ticker_list[9] is ticker[-1]  # The element 10 is not included
+
+    # Test the pattern ^(\d{8})-$
+    # This pattern extracts elements from the date to now
+    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == ticker_list_len - 10
+    assert ticker_list[10] is ticker[0]  # The first element is element #10
+    assert ticker_list[-1] is ticker[-1]  # The last element is the same
+
+    # Test a wrong pattern
+    # This pattern must return the list unchanged
+    timerange = TimeRange(None, None, None, 5)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_list_len == ticker_len
+
+    # Test invalid timerange (start after stop)
+    timerange = TimeRange('index', 'index', 10, 5)
+    with pytest.raises(ValueError, match=r'The timerange .* is incorrect'):
+        trim_tickerlist(ticker_list, timerange)
+
+    assert ticker_list_len == ticker_len
+
+    # passing empty list
+    timerange = TimeRange(None, None, None, 5)
+    ticker = trim_tickerlist([], timerange)
+    assert 0 == len(ticker)
+    assert not ticker
+
+
+def test_file_dump_json_tofile() -> None:
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
+                        'test_{id}.json'.format(id=str(uuid.uuid4())))
+    data = {'bar': 'foo'}
+
+    # check the file we will create does not exist
+    assert os.path.isfile(file) is False
+
+    # Create the Json file
+    file_dump_json(file, data)
+
+    # Check the file was create
+    assert os.path.isfile(file) is True
+
+    # Open the Json file created and test the data is in it
+    with open(file) as data_file:
+        json_from_file = json.load(data_file)
+
+    assert 'bar' in json_from_file
+    assert json_from_file['bar'] == 'foo'
+
+    # Remove the file
+    _clean_test_file(file)
+
+
+def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    strategy = DefaultStrategy(default_conf)
+
+    data = strategy.tickerdata_to_dataframe(
+        history.load_data(
+            datadir=testdatadir,
+            ticker_interval='1m',
+            pairs=['UNITTEST/BTC']
+        )
+    )
+    min_date, max_date = history.get_timeframe(data)
+    assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
+    assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
+
+
+def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
+    patch_exchange(mocker)
+    strategy = DefaultStrategy(default_conf)
+
+    data = strategy.tickerdata_to_dataframe(
+        history.load_data(
+            datadir=testdatadir,
+            ticker_interval='1m',
+            pairs=['UNITTEST/BTC'],
+            fill_up_missing=False
+        )
+    )
+    min_date, max_date = history.get_timeframe(data)
+    caplog.clear()
+    assert history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
+                                          min_date, max_date, timeframe_to_minutes('1m'))
+    assert len(caplog.record_tuples) == 1
+    assert log_has(
+        "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
+        caplog)
+
+
+def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
+    patch_exchange(mocker)
+    strategy = DefaultStrategy(default_conf)
+
+    timerange = TimeRange('index', 'index', 200, 250)
+    data = strategy.tickerdata_to_dataframe(
+        history.load_data(
+            datadir=testdatadir,
+            ticker_interval='5m',
+            pairs=['UNITTEST/BTC'],
+            timerange=timerange
+        )
+    )
+
+    min_date, max_date = history.get_timeframe(data)
+    caplog.clear()
+    assert not history.validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
+                                              min_date, max_date, timeframe_to_minutes('5m'))
+    assert len(caplog.record_tuples) == 0
+
+
+def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, testdatadir):
+    dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "unlink", MagicMock())
+
+    ex = get_patched_exchange(mocker, default_conf)
+    timerange = TimeRange.parse_timerange("20190101-20190102")
+    refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
+                                timeframes=["1m", "5m"], dl_path=testdatadir,
+                                timerange=timerange, erase=True
+                                )
+
+    assert dl_mock.call_count == 4
+    assert dl_mock.call_args[1]['timerange'].starttype == 'date'
+
+    assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
+
+
+def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
+    dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    ex = get_patched_exchange(mocker, default_conf)
+    timerange = TimeRange.parse_timerange("20190101-20190102")
+    unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
+                                             timeframes=["1m", "5m"],
+                                             dl_path=testdatadir,
+                                             timerange=timerange, erase=False
+                                             )
+
+    assert dl_mock.call_count == 0
+    assert "ETH/BTC" in unav_pairs
+    assert "XRP/BTC" in unav_pairs
+    assert log_has("Skipping pair ETH/BTC...", caplog)

tests/edge/test_edge.py

@@ -0,0 +1,405 @@
+# pragma pylint: disable=missing-docstring, C0103, C0330
+# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
+
+import logging
+import math
+from unittest.mock import MagicMock
+
+import arrow
+import numpy as np
+import pytest
+from pandas import DataFrame, to_datetime
+
+from freqtrade import OperationalException
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.edge import Edge, PairInfo
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
+from freqtrade.tests.optimize import (BTContainer, BTrade,
+                                      _build_backtest_dataframe,
+                                      _get_frame_time_from_offset)
+
+# Cases to be tested:
+# 1) Open trade should be removed from the end
+# 2) Two complete trades within dataframe (with sell hit for all)
+# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
+# 4) Entered, sl 3%, candle drops 4%, recovers to 1% => Trade closed, 3% loss
+# 5) Stoploss and sell are hit. should sell on stoploss
+####################################################################
+
+ticker_start_time = arrow.get(2018, 10, 3)
+ticker_interval_in_minute = 60
+_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
+
+# Helpers for this test file
+
+
+def _validate_ohlc(buy_ohlc_sell_matrice):
+    for index, ohlc in enumerate(buy_ohlc_sell_matrice):
+        # if not high < open < low or not high < close < low
+        if not ohlc[3] >= ohlc[2] >= ohlc[4] or not ohlc[3] >= ohlc[5] >= ohlc[4]:
+            raise Exception('Line ' + str(index + 1) + ' of ohlc has invalid values!')
+    return True
+
+
+def _build_dataframe(buy_ohlc_sell_matrice):
+    _validate_ohlc(buy_ohlc_sell_matrice)
+    tickers = []
+    for ohlc in buy_ohlc_sell_matrice:
+        ticker = {
+            'date': ticker_start_time.shift(
+                minutes=(
+                    ohlc[0] *
+                    ticker_interval_in_minute)).timestamp *
+            1000,
+            'buy': ohlc[1],
+            'open': ohlc[2],
+            'high': ohlc[3],
+            'low': ohlc[4],
+            'close': ohlc[5],
+            'sell': ohlc[6]}
+        tickers.append(ticker)
+
+    frame = DataFrame(tickers)
+    frame['date'] = to_datetime(frame['date'],
+                                unit='ms',
+                                utc=True,
+                                infer_datetime_format=True)
+
+    return frame
+
+
+def _time_on_candle(number):
+    return np.datetime64(ticker_start_time.shift(
+        minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
+
+
+# End helper functions
+# Open trade should be removed from the end
+tc0 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1]],  # enter trade (signal on last candle)
+    stop_loss=-0.99, roi=float('inf'), profit_perc=0.00,
+    trades=[]
+)
+
+# Two complete trades within dataframe(with sell hit for all)
+tc1 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 1],  # enter trade (signal on last candle)
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],  # exit at open
+    [3, 5000, 5025, 4975, 4987, 6172, 1, 0],  # no action
+    [4, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should enter the trade
+    [5, 5000, 5025, 4975, 4987, 6172, 0, 1],  # no action
+    [6, 5000, 5025, 4975, 4987, 6172, 0, 0],  # should sell
+],
+    stop_loss=-0.99, roi=float('inf'), profit_perc=0.00,
+    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
+            BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)]
+)
+
+# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
+tc2 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4600, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+],
+    stop_loss=-0.01, roi=float('inf'), profit_perc=-0.01,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
+tc3 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 0],  # enter trade, stoploss hit
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+],
+    stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# 5) Stoploss and sell are hit. should sell on stoploss
+tc4 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4800, 4987, 6172, 0, 1],  # enter trade, stoploss hit, sell signal
+    [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
+],
+    stop_loss=-0.03, roi=float('inf'), profit_perc=-0.03,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+TESTS = [
+    tc0,
+    tc1,
+    tc2,
+    tc3,
+    tc4
+]
+
+
+@pytest.mark.parametrize("data", TESTS)
+def test_edge_results(edge_conf, mocker, caplog, data) -> None:
+    """
+    run functional tests
+    """
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    frame = _build_backtest_dataframe(data.data)
+    caplog.set_level(logging.DEBUG)
+    edge.fee = 0
+
+    trades = edge._find_trades_for_stoploss_range(frame, 'TEST/BTC', [data.stop_loss])
+    results = edge._fill_calculable_fields(DataFrame(trades)) if trades else DataFrame()
+
+    print(results)
+
+    assert len(trades) == len(data.trades)
+
+    if not results.empty:
+        assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
+
+    for c, trade in enumerate(data.trades):
+        res = results.iloc[c]
+        assert res.exit_type == trade.sell_reason
+        assert arrow.get(res.open_time) == _get_frame_time_from_offset(trade.open_tick)
+        assert arrow.get(res.close_time) == _get_frame_time_from_offset(trade.close_tick)
+
+
+def test_adjust(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
+        }
+    ))
+
+    pairs = ['A/B', 'C/D', 'E/F', 'G/H']
+    assert(edge.adjust(pairs) == ['E/F', 'C/D'])
+
+
+def test_stoploss(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
+        }
+    ))
+
+    assert edge.stoploss('E/F') == -0.01
+
+
+def test_nonexisting_stoploss(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+
+    assert edge.stoploss('N/O') == -0.1
+
+
+def test_stake_amount(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+    free = 100
+    total = 100
+    in_trade = 25
+    assert edge.stake_amount('E/F', free, total, in_trade) == 31.25
+
+    free = 20
+    total = 100
+    in_trade = 25
+    assert edge.stake_amount('E/F', free, total, in_trade) == 20
+
+    free = 0
+    total = 100
+    in_trade = 25
+    assert edge.stake_amount('E/F', free, total, in_trade) == 0
+
+
+def test_nonexisting_stake_amount(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.11, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+    # should use strategy stoploss
+    assert edge.stake_amount('N/O', 1, 2, 1) == 0.15
+
+
+def test_edge_heartbeat_calculate(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+    heartbeat = edge_conf['edge']['process_throttle_secs']
+
+    # should not recalculate if heartbeat not reached
+    edge._last_updated = arrow.utcnow().timestamp - heartbeat + 1
+
+    assert edge.calculate() is False
+
+
+def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+                     timerange=None, exchange=None):
+    hz = 0.1
+    base = 0.001
+
+    NEOBTC = [
+        [
+            ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            math.sin(x * hz) / 1000 + base,
+            math.sin(x * hz) / 1000 + base + 0.0001,
+            math.sin(x * hz) / 1000 + base - 0.0001,
+            math.sin(x * hz) / 1000 + base,
+            123.45
+        ] for x in range(0, 500)]
+
+    hz = 0.2
+    base = 0.002
+    LTCBTC = [
+        [
+            ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
+            math.sin(x * hz) / 1000 + base,
+            math.sin(x * hz) / 1000 + base + 0.0001,
+            math.sin(x * hz) / 1000 + base - 0.0001,
+            math.sin(x * hz) / 1000 + base,
+            123.45
+        ] for x in range(0, 500)]
+
+    pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True),
+                'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)}
+    return pairdata
+
+
+def test_edge_process_downloaded_data(mocker, edge_conf):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    assert edge.calculate()
+    assert len(edge._cached_pairs) == 2
+    assert edge._last_updated <= arrow.utcnow().timestamp + 2
+
+
+def test_edge_process_no_data(mocker, edge_conf, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    assert not edge.calculate()
+    assert len(edge._cached_pairs) == 0
+    assert log_has("No data found. Edge is stopped ...", caplog)
+    assert edge._last_updated == 0
+
+
+def test_edge_process_no_trades(mocker, edge_conf, caplog):
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
+    # Return empty
+    mocker.patch('freqtrade.edge.Edge._find_trades_for_stoploss_range', MagicMock(return_value=[]))
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    assert not edge.calculate()
+    assert len(edge._cached_pairs) == 0
+    assert log_has("No trades found.", caplog)
+
+
+def test_edge_init_error(mocker, edge_conf,):
+    edge_conf['stake_amount'] = 0.5
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
+    with pytest.raises(OperationalException,  match='Edge works only with unlimited stake amount'):
+        get_patched_freqtradebot(mocker, edge_conf)
+
+
+def test_process_expectancy(mocker, edge_conf):
+    edge_conf['edge']['min_trade_number'] = 2
+    freqtrade = get_patched_freqtradebot(mocker, edge_conf)
+
+    def get_fee():
+        return 0.001
+
+    freqtrade.exchange.get_fee = get_fee
+    edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
+
+    trades = [
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:05:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:10:00.000000000'),
+         'open_index': 1,
+         'close_index': 1,
+         'trade_duration': '',
+         'open_rate': 17,
+         'close_rate': 17,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:20:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:25:00.000000000'),
+         'open_index': 4,
+         'close_index': 4,
+         'trade_duration': '',
+         'open_rate': 20,
+         'close_rate': 20,
+         'exit_type': 'sell_signal'},
+
+        {'pair': 'TEST/BTC',
+         'stoploss': -0.9,
+         'profit_percent': '',
+         'profit_abs': '',
+         'open_time': np.datetime64('2018-10-03T00:30:00.000000000'),
+         'close_time': np.datetime64('2018-10-03T00:40:00.000000000'),
+         'open_index': 6,
+         'close_index': 7,
+         'trade_duration': '',
+         'open_rate': 26,
+         'close_rate': 34,
+         'exit_type': 'sell_signal'}
+    ]
+
+    trades_df = DataFrame(trades)
+    trades_df = edge._fill_calculable_fields(trades_df)
+    final = edge._process_expectancy(trades_df)
+    assert len(final) == 1
+
+    assert 'TEST/BTC' in final
+    assert final['TEST/BTC'].stoploss == -0.9
+    assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333
+    assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384
+    assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
+    assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128
+
+    # Pop last item so no trade is profitable
+    trades.pop()
+    trades_df = DataFrame(trades)
+    trades_df = edge._fill_calculable_fields(trades_df)
+    final = edge._process_expectancy(trades_df)
+    assert len(final) == 0
+    assert isinstance(final, dict)

tests/exchange/test_binance.py

@@ -0,0 +1,92 @@
+from random import randint
+from unittest.mock import MagicMock
+
+import ccxt
+import pytest
+
+from freqtrade import (DependencyException, InvalidOrderException,
+                       OperationalException, TemporaryError)
+from freqtrade.tests.conftest import get_patched_exchange
+
+
+def test_stoploss_limit_order(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop_loss_limit'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(InvalidOrderException):
+        api_mock.create_order = MagicMock(
+            side_effect=ccxt.InvalidOrder("binance Order would trigger immediately."))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(TemporaryError):
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError("No connection"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(OperationalException, match=r".*DeadBeef.*"):
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError("DeadBeef"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+
+def test_stoploss_limit_order_dry_run(default_conf, mocker):
+    api_mock = MagicMock()
+    order_type = 'stop_loss_limit'
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == order_type
+    assert order['price'] == 220
+    assert order['amount'] == 1

tests/exchange/test_kraken.py

@@ -0,0 +1,69 @@
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
+from random import randint
+from unittest.mock import MagicMock
+
+from freqtrade.tests.conftest import get_patched_exchange
+
+
+def test_buy_kraken_trading_agreement(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'limit'
+    time_in_force = 'ioc'
+    api_mock.options = {}
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+
+    order = exchange.buy(pair='ETH/BTC', ordertype=order_type,
+                         amount=1, rate=200, time_in_force=time_in_force)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'buy'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert api_mock.create_order.call_args[0][5] == {'timeInForce': 'ioc',
+                                                     'trading_agreement': 'agree'}
+
+
+def test_sell_kraken_trading_agreement(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_sell_{}'.format(randint(0, 10 ** 6))
+    order_type = 'market'
+    api_mock.options = {}
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+    default_conf['dry_run'] = False
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kraken")
+
+    order = exchange.sell(pair='ETH/BTC', ordertype=order_type, amount=1, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] is None
+    assert api_mock.create_order.call_args[0][5] == {'trading_agreement': 'agree'}

tests/optimize/__init__.py

@@ -0,0 +1,51 @@
+from typing import NamedTuple, List
+
+import arrow
+from pandas import DataFrame
+
+from freqtrade.exchange import timeframe_to_minutes
+from freqtrade.strategy.interface import SellType
+
+ticker_start_time = arrow.get(2018, 10, 3)
+tests_ticker_interval = '1h'
+
+
+class BTrade(NamedTuple):
+    """
+    Minimalistic Trade result used for functional backtesting
+    """
+    sell_reason: SellType
+    open_tick: int
+    close_tick: int
+
+
+class BTContainer(NamedTuple):
+    """
+    Minimal BacktestContainer defining Backtest inputs and results.
+    """
+    data: List[float]
+    stop_loss: float
+    roi: float
+    trades: List[BTrade]
+    profit_perc: float
+    trailing_stop: bool = False
+    trailing_only_offset_is_reached: bool = False
+    trailing_stop_positive: float = None
+    trailing_stop_positive_offset: float = 0.0
+    use_sell_signal: bool = False
+
+
+def _get_frame_time_from_offset(offset):
+    return ticker_start_time.shift(minutes=(offset * timeframe_to_minutes(tests_ticker_interval))
+                                   ).datetime
+
+
+def _build_backtest_dataframe(ticker_with_signals):
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+
+    frame = DataFrame.from_records(ticker_with_signals, columns=columns)
+    frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
+    # Ensure floats are in place
+    for column in ['open', 'high', 'low', 'close', 'volume']:
+        frame[column] = frame[column].astype('float64')
+    return frame

tests/optimize/test_backtest_detail.py

@@ -0,0 +1,322 @@
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, C0330, unused-argument
+import logging
+from unittest.mock import MagicMock
+
+import pytest
+from pandas import DataFrame
+
+from freqtrade.data.history import get_timeframe
+from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import patch_exchange
+from freqtrade.tests.optimize import (BTContainer, BTrade,
+                                      _build_backtest_dataframe,
+                                      _get_frame_time_from_offset,
+                                      tests_ticker_interval)
+
+# Test 0: Sell with signal sell in candle 3
+# Test with Stop-loss at 1%
+tc0 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True,
+    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
+)
+
+# Test 1: Stop-Loss Triggered 1% loss
+# Test with Stop-loss at 1%
+tc1 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
+    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    stop_loss=-0.01, roi=1, profit_perc=-0.01,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+
+# Test 2: Minus 4% Low, minus 1% close
+# Test with Stop-Loss at 3%
+tc2 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
+    [3, 4975, 5000, 4800, 4962, 6172, 0, 0],  # exit with stoploss hit
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.03, roi=1, profit_perc=-0.03,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
+)
+
+
+# Test 3: Multiple trades.
+#         Candle drops 4%, Recovers 1%.
+#         Entry Criteria Met
+#         Candle drops 20%
+#  Trade-A: Stop-Loss Triggered 2% Loss
+#           Trade-B: Stop-Loss Triggered 2% Loss
+tc3 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5012, 4800, 4975, 6172, 0, 0],  # exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
+    [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
+    [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
+    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
+    stop_loss=-0.02, roi=1, profit_perc=-0.04,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
+            BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
+)
+
+# Test 4: Minus 3% / recovery +15%
+# Candle Data for test 3 – Candle drops 3% Closed 15% up
+# Test with Stop-loss at 2% ROI 6%
+# Stop-Loss Triggered 2% Loss
+tc4 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5750, 4850, 5750, 6172, 0, 0],  # Exit with stoploss hit
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.02, roi=0.06, profit_perc=-0.02,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
+# stop-loss: 1%, ROI: 3%
+tc5 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
+    [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.01, roi=0.03, profit_perc=0.03,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
+)
+
+# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
+# stop-loss: 2% ROI: 5%
+tc6 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.02, roi=0.05, profit_perc=-0.02,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
+# stop-loss: 2% ROI: 3%
+tc7 = BTContainer(data=[
+    # D  O     H     L     C     V    B  S
+    [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
+    [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
+    [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
+    [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
+    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
+    stop_loss=-0.02, roi=0.03, profit_perc=0.03,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
+)
+
+
+# Test 8: trailing_stop should raise so candle 3 causes a stoploss.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
+tc8 = BTContainer(data=[
+    # D   O     H     L    C     V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.10, profit_perc=-0.055, trailing_stop=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+)
+
+
+# Test 9: trailing_stop should raise - high and low in same candle.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
+tc9 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
+    [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.10, profit_perc=-0.064, trailing_stop=True,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+)
+
+# Test 10: trailing_stop should raise so candle 3 causes a stoploss
+# without applying trailing_stop_positive since stoploss_offset is at 10%.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
+tc10 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.10, profit_perc=-0.1, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)]
+)
+
+# Test 11: trailing_stop should raise so candle 3 causes a stoploss
+# applying a positive trailing stop of 3% since stop_positive_offset is reached.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
+tc11 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
+)
+
+# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
+# applying a positive trailing stop of 3% since stop_positive_offset is reached.
+# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
+tc12 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.10, profit_perc=0.019, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 13: Buy and sell ROI on same candle
+# stop-loss: 10% (should not apply), ROI: 1%
+tc13 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi=0.01, profit_perc=0.01,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
+)
+
+# Test 14 - Buy and Stoploss on same candle
+# stop-loss: 5%, ROI: 10% (should not apply)
+tc14 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
+    [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.05, roi=0.10, profit_perc=-0.05,
+    trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+
+# Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
+# stop-loss: 5%, ROI: 10% (should not apply)
+tc15 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
+    [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
+    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.05, roi=0.01, profit_perc=-0.04,
+    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
+            BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)]
+)
+
+TESTS = [
+    tc0,
+    tc1,
+    tc2,
+    tc3,
+    tc4,
+    tc5,
+    tc6,
+    tc7,
+    tc8,
+    tc9,
+    tc10,
+    tc11,
+    tc12,
+    tc13,
+    tc14,
+    tc15,
+]
+
+
+@pytest.mark.parametrize("data", TESTS)
+def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
+    """
+    run functional tests
+    """
+    default_conf["stoploss"] = data.stop_loss
+    default_conf["minimal_roi"] = {"0": data.roi}
+    default_conf["ticker_interval"] = tests_ticker_interval
+    default_conf["trailing_stop"] = data.trailing_stop
+    default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
+    # Only add this to configuration If it's necessary
+    if data.trailing_stop_positive:
+        default_conf["trailing_stop_positive"] = data.trailing_stop_positive
+    default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
+    default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal}
+
+    mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
+    patch_exchange(mocker)
+    frame = _build_backtest_dataframe(data.data)
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = lambda a, m: frame
+    backtesting.advise_sell = lambda a, m: frame
+    caplog.set_level(logging.DEBUG)
+
+    pair = "UNITTEST/BTC"
+    # Dummy data as we mock the analyze functions
+    data_processed = {pair: DataFrame()}
+    min_date, max_date = get_timeframe({pair: frame})
+    results = backtesting.backtest(
+        {
+            'stake_amount': default_conf['stake_amount'],
+            'processed': data_processed,
+            'max_open_trades': 10,
+            'start_date': min_date,
+            'end_date': max_date,
+        }
+    )
+    print(results.T)
+
+    assert len(results) == len(data.trades)
+    assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
+
+    for c, trade in enumerate(data.trades):
+        res = results.iloc[c]
+        assert res.sell_reason == trade.sell_reason
+        assert res.open_time == _get_frame_time_from_offset(trade.open_tick)
+        assert res.close_time == _get_frame_time_from_offset(trade.close_tick)

tests/optimize/test_backtesting.py

@@ -0,0 +1,906 @@
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
+
+import math
+import random
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import numpy as np
+import pandas as pd
+import pytest
+from arrow import Arrow
+
+from freqtrade import DependencyException, OperationalException, constants
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.data.btanalysis import evaluate_result_multi
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.dataprovider import DataProvider
+from freqtrade.data.history import get_timeframe
+from freqtrade.optimize import setup_configuration, start_backtesting
+from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.state import RunMode
+from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
+
+
+def trim_dictlist(dict_list, num):
+    new = {}
+    for pair, pair_data in dict_list.items():
+        new[pair] = pair_data[num:].reset_index()
+    return new
+
+
+def load_data_test(what, testdatadir):
+    timerange = TimeRange(None, 'line', 0, -101)
+    pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
+                                        pair='UNITTEST/BTC', timerange=timerange)
+    datalen = len(pair)
+
+    base = 0.001
+    if what == 'raise':
+        data = [
+            [
+                pair[x][0],  # Keep old dates
+                x * base,  # But replace O,H,L,C
+                x * base + 0.0001,
+                x * base - 0.0001,
+                x * base,
+                pair[x][5],  # Keep old volume
+            ] for x in range(0, datalen)
+        ]
+    if what == 'lower':
+        data = [
+            [
+                pair[x][0],  # Keep old dates
+                1 - x * base,  # But replace O,H,L,C
+                1 - x * base + 0.0001,
+                1 - x * base - 0.0001,
+                1 - x * base,
+                pair[x][5]  # Keep old volume
+            ] for x in range(0, datalen)
+        ]
+    if what == 'sine':
+        hz = 0.1  # frequency
+        data = [
+            [
+                pair[x][0],  # Keep old dates
+                math.sin(x * hz) / 1000 + base,  # But replace O,H,L,C
+                math.sin(x * hz) / 1000 + base + 0.0001,
+                math.sin(x * hz) / 1000 + base - 0.0001,
+                math.sin(x * hz) / 1000 + base,
+                pair[x][5]  # Keep old volume
+            ] for x in range(0, datalen)
+        ]
+    return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC",
+                                                   fill_missing=True)}
+
+
+def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    config['ticker_interval'] = '1m'
+    backtesting = Backtesting(config)
+
+    data = load_data_test(contour, testdatadir)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
+    assert isinstance(processed, dict)
+    results = backtesting.backtest(
+        {
+            'stake_amount': config['stake_amount'],
+            'processed': processed,
+            'max_open_trades': 1,
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
+        }
+    )
+    # results :: <class 'pandas.core.frame.DataFrame'>
+    assert len(results) == num_results
+
+
+def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
+                     timerange=None, exchange=None, live=False):
+    tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
+    pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
+                                                       fill_missing=True)}
+    return pairdata
+
+
+# use for mock ccxt.fetch_ohlvc'
+def _load_pair_as_ticks(pair, tickfreq):
+    ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
+    ticks = ticks[-201:]
+    return ticks
+
+
+# FIX: fixturize this?
+def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
+    data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
+    data = trim_dictlist(data, -201)
+    patch_exchange(mocker)
+    backtesting = Backtesting(conf)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
+    return {
+        'stake_amount': conf['stake_amount'],
+        'processed': processed,
+        'max_open_trades': 10,
+        'position_stacking': False,
+        'record': record,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+
+
+def _trend(signals, buy_value, sell_value):
+    n = len(signals['low'])
+    buy = np.zeros(n)
+    sell = np.zeros(n)
+    for i in range(0, len(signals['buy'])):
+        if random.random() > 0.5:  # Both buy and sell signals at same timeframe
+            buy[i] = buy_value
+            sell[i] = sell_value
+    signals['buy'] = buy
+    signals['sell'] = sell
+    return signals
+
+
+def _trend_alternate(dataframe=None, metadata=None):
+    signals = dataframe
+    low = signals['low']
+    n = len(low)
+    buy = np.zeros(n)
+    sell = np.zeros(n)
+    for i in range(0, len(buy)):
+        if i % 2 == 0:
+            buy[i] = 1
+        else:
+            sell[i] = 1
+    signals['buy'] = buy
+    signals['sell'] = sell
+    return dataframe
+
+
+# Unit tests
+def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'backtesting'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.BACKTEST)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
+
+    assert 'position_stacking' not in config
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'refresh_pairs' not in config
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' not in config
+    assert 'export' not in config
+    assert 'runmode' in config
+    assert config['runmode'] == RunMode.BACKTEST
+
+
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
+def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--datadir', '/foo/bar',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--refresh-pairs-cached',
+        '--timerange', ':100',
+        '--export', '/bar/foo',
+        '--export-filename', 'foo_bar.json'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.BACKTEST)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert config['runmode'] == RunMode.BACKTEST
+
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'position_stacking' in config
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'use_max_market_positions' in config
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
+
+    assert 'refresh_pairs' in config
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' in config
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
+
+    assert 'export' in config
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
+    assert 'exportfilename' in config
+    assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
+
+
+def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'backtesting'
+    ]
+
+    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
+        setup_configuration(get_args(args), RunMode.BACKTEST)
+
+
+def test_start(mocker, fee, default_conf, caplog) -> None:
+    start_mock = MagicMock()
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.start', start_mock)
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'backtesting'
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+    assert log_has('Starting freqtrade in Backtesting mode', caplog)
+    assert start_mock.call_count == 1
+
+
+ORDER_TYPES = [
+    {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
+    },
+    {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True
+    }]
+
+
+@pytest.mark.parametrize("order_types", ORDER_TYPES)
+def test_backtesting_init(mocker, default_conf, order_types) -> None:
+    """
+    Check that stoploss_on_exchange is set to False while backtesting
+    since backtesting assumes a perfect stoploss anyway.
+    """
+    default_conf["order_types"] = order_types
+    patch_exchange(mocker)
+    get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
+    backtesting = Backtesting(default_conf)
+    assert backtesting.config == default_conf
+    assert backtesting.ticker_interval == '5m'
+    assert callable(backtesting.strategy.tickerdata_to_dataframe)
+    assert callable(backtesting.advise_buy)
+    assert callable(backtesting.advise_sell)
+    assert isinstance(backtesting.strategy.dp, DataProvider)
+    get_fee.assert_called()
+    assert backtesting.fee == 0.5
+    assert not backtesting.strategy.order_types["stoploss_on_exchange"]
+
+
+def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
+    """
+    Check that stoploss_on_exchange is set to False while backtesting
+    since backtesting assumes a perfect stoploss anyway.
+    """
+    patch_exchange(mocker)
+    del default_conf['ticker_interval']
+    default_conf['strategy_list'] = ['DefaultStrategy',
+                                     'SampleStrategy']
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
+    with pytest.raises(OperationalException):
+        Backtesting(default_conf)
+    log_has("Ticker-interval needs to be set in either configuration "
+            "or as cli argument `--ticker-interval 5m`", caplog)
+
+
+def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    timerange = TimeRange(None, 'line', 0, -100)
+    tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
+
+    backtesting = Backtesting(default_conf)
+    data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
+    assert len(data['UNITTEST/BTC']) == 102
+
+    # Load strategy to compare the result between Backtesting function and strategy are the same
+    strategy = DefaultStrategy(default_conf)
+    data2 = strategy.tickerdata_to_dataframe(tickerlist)
+    assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
+
+
+def test_generate_text_table(default_conf, mocker):
+    patch_exchange(mocker)
+    default_conf['max_open_trades'] = 2
+    backtesting = Backtesting(default_conf)
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2],
+            'profit_abs': [0.2, 0.4],
+            'trade_duration': [10, 30],
+            'profit': [2, 0],
+            'loss': [0, 0]
+        }
+    )
+
+    result_str = (
+        '| pair    |   buy count |   avg profit % |   cum profit % |   '
+        'tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
+        '|:--------|------------:|---------------:|---------------:|'
+        '-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC |           2 |          15.00 |          30.00 |       '
+        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |\n'
+        '| TOTAL   |           2 |          15.00 |          30.00 |       '
+        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
+    )
+    assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
+
+
+def test_generate_text_table_sell_reason(default_conf, mocker):
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+
+    results = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Sell Reason   |   Count |\n'
+        '|:--------------|--------:|\n'
+        '| roi           |       2 |\n'
+        '| stop_loss     |       1 |'
+    )
+    assert backtesting._generate_text_table_sell_reason(
+        data={'ETH/BTC': {}}, results=results) == result_str
+
+
+def test_generate_text_table_strategyn(default_conf, mocker):
+    """
+    Test Backtesting.generate_text_table_sell_reason() method
+    """
+    patch_exchange(mocker)
+    default_conf['max_open_trades'] = 2
+    backtesting = Backtesting(default_conf)
+    results = {}
+    results['ETH/BTC'] = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+    results['LTC/BTC'] = pd.DataFrame(
+        {
+            'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
+            'profit_percent': [0.4, 0.2, 0.3],
+            'profit_abs': [0.4, 0.4, 0.5],
+            'trade_duration': [15, 30, 15],
+            'profit': [4, 1, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Strategy   |   buy count |   avg profit % |   cum profit % '
+        '|   tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
+        '|:-----------|------------:|---------------:|---------------:'
+        '|-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC    |           3 |          20.00 |          60.00 '
+        '|       1.10000000 |          30.00 | 0:17:00        |        3 |      0 |\n'
+        '| LTC/BTC    |           3 |          30.00 |          90.00 '
+        '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
+    )
+    print(backtesting._generate_text_table_strategy(all_results=results))
+    assert backtesting._generate_text_table_strategy(all_results=results) == result_str
+
+
+def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
+    def get_timeframe(input1):
+        return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
+
+    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
+    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.optimize.backtesting.Backtesting',
+        backtest=MagicMock(),
+        _generate_text_table=MagicMock(return_value='1'),
+    )
+
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+    default_conf['ticker_interval'] = '1m'
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    default_conf['timerange'] = '-100'
+
+    backtesting = Backtesting(default_conf)
+    backtesting.start()
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Using stake_currency: BTC ...',
+        'Using stake_amount: 0.001 ...',
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'up to 2017-11-14T22:59:00+00:00 (0 days)..'
+    ]
+    for line in exists:
+        assert log_has(line, caplog)
+
+
+def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
+    def get_timeframe(input1):
+        return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
+
+    mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
+    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.optimize.backtesting.Backtesting',
+        backtest=MagicMock(),
+        _generate_text_table=MagicMock(return_value='1'),
+    )
+
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+    default_conf['ticker_interval'] = "1m"
+    default_conf['datadir'] = testdatadir
+    default_conf['export'] = None
+    default_conf['timerange'] = '20180101-20180102'
+
+    backtesting = Backtesting(default_conf)
+    backtesting.start()
+    # check the logs, that will contain the backtest result
+
+    assert log_has('No data found. Terminating.', caplog)
+
+
+def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+    pair = 'UNITTEST/BTC'
+    timerange = TimeRange(None, 'line', 0, -201)
+    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
+                             timerange=timerange)
+    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
+    results = backtesting.backtest(
+        {
+            'stake_amount': default_conf['stake_amount'],
+            'processed': data_processed,
+            'max_open_trades': 10,
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
+        }
+    )
+    assert not results.empty
+    assert len(results) == 2
+
+    expected = pd.DataFrame(
+        {'pair': [pair, pair],
+         'profit_percent': [0.0, 0.0],
+         'profit_abs': [0.0, 0.0],
+         'open_time': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
+                                      Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
+                                     ),
+         'close_time': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime,
+                                       Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
+         'open_index': [78, 184],
+         'close_index': [125, 192],
+         'trade_duration': [235, 40],
+         'open_at_end': [False, False],
+         'open_rate': [0.104445, 0.10302485],
+         'close_rate': [0.104969, 0.103541],
+         'sell_reason': [SellType.ROI, SellType.ROI]
+         })
+    pd.testing.assert_frame_equal(results, expected)
+    data_pair = data_processed[pair]
+    for _, t in results.iterrows():
+        ln = data_pair.loc[data_pair["date"] == t["open_time"]]
+        # Check open trade rate alignes to open rate
+        assert ln is not None
+        assert round(ln.iloc[0]["open"], 6) == round(t["open_rate"], 6)
+        # check close trade rate alignes to close rate or is between high and low
+        ln = data_pair.loc[data_pair["date"] == t["close_time"]]
+        assert (round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6) or
+                round(ln.iloc[0]["low"], 6) < round(
+                t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
+
+
+def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+
+    # Run a backtesting for an exiting 1min ticker_interval
+    timerange = TimeRange(None, 'line', 0, -200)
+    data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
+                             timerange=timerange)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
+    results = backtesting.backtest(
+        {
+            'stake_amount': default_conf['stake_amount'],
+            'processed': processed,
+            'max_open_trades': 1,
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
+        }
+    )
+    assert not results.empty
+    assert len(results) == 1
+
+
+def test_processed(default_conf, mocker, testdatadir) -> None:
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+
+    dict_of_tickerrows = load_data_test('raise', testdatadir)
+    dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows)
+    dataframe = dataframes['UNITTEST/BTC']
+    cols = dataframe.columns
+    # assert the dataframe got some of the indicator columns
+    for col in ['close', 'high', 'low', 'open', 'date',
+                'ema50', 'ao', 'macd', 'plus_dm']:
+        assert col in cols
+
+
+def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
+    # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    tests = [['raise', 19], ['lower', 0], ['sine', 35]]
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+
+    for [contour, numres] in tests:
+        simple_backtest(default_conf, contour, numres, mocker, testdatadir)
+
+
+def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
+    # Override the default buy trend function in our default_strategy
+    def fun(dataframe=None, pair=None):
+        buy_value = 1
+        sell_value = 1
+        return _trend(dataframe, buy_value, sell_value)
+
+    backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = fun  # Override
+    backtesting.advise_sell = fun  # Override
+    results = backtesting.backtest(backtest_conf)
+    assert results.empty
+
+
+def test_backtest_only_sell(mocker, default_conf, testdatadir):
+    # Override the default buy trend function in our default_strategy
+    def fun(dataframe=None, pair=None):
+        buy_value = 0
+        sell_value = 1
+        return _trend(dataframe, buy_value, sell_value)
+
+    backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = fun  # Override
+    backtesting.advise_sell = fun  # Override
+    results = backtesting.backtest(backtest_conf)
+    assert results.empty
+
+
+def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
+    backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
+                                        pair='UNITTEST/BTC', datadir=testdatadir)
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '1m'
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = _trend_alternate  # Override
+    backtesting.advise_sell = _trend_alternate  # Override
+    results = backtesting.backtest(backtest_conf)
+    backtesting._store_backtest_result("test_.json", results)
+    # 200 candles in backtest data
+    # won't buy on first (shifted by 1)
+    # 100 buys signals
+    assert len(results) == 100
+    # One trade was force-closed at the end
+    assert len(results.loc[results.open_at_end]) == 0
+
+
+@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
+@pytest.mark.parametrize("tres", [0, 20, 30])
+def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir):
+
+    def _trend_alternate_hold(dataframe=None, metadata=None):
+        """
+        Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)
+        """
+        if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+            multi = 20
+        else:
+            multi = 18
+        dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
+        dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
+        return dataframe
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+
+    pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
+    data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
+    # Only use 500 lines to increase performance
+    data = trim_dictlist(data, -500)
+
+    # Remove data for one pair from the beginning of the data
+    data[pair] = data[pair][tres:].reset_index()
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '5m'
+
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = _trend_alternate_hold  # Override
+    backtesting.advise_sell = _trend_alternate_hold  # Override
+
+    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 3,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+
+    results = backtesting.backtest(backtest_conf)
+
+    # Make sure we have parallel trades
+    assert len(evaluate_result_multi(results, '5min', 2)) > 0
+    # make sure we don't have trades with more than configured max_open_trades
+    assert len(evaluate_result_multi(results, '5min', 3)) == 0
+
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 1,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+    results = backtesting.backtest(backtest_conf)
+    assert len(evaluate_result_multi(results, '5min', 1)) == 0
+
+
+def test_backtest_record(default_conf, fee, mocker):
+    names = []
+    records = []
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch(
+        'freqtrade.optimize.backtesting.file_dump_json',
+        new=lambda n, r: (names.append(n), records.append(r))
+    )
+
+    backtesting = Backtesting(default_conf)
+    results = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
+                                     "UNITTEST/BTC", "UNITTEST/BTC"],
+                            "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
+                            "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
+                            "open_time": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
+                                          Arrow(2017, 11, 14, 21, 36, 00).datetime,
+                                          Arrow(2017, 11, 14, 22, 12, 00).datetime,
+                                          Arrow(2017, 11, 14, 22, 44, 00).datetime],
+                            "close_time": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
+                                           Arrow(2017, 11, 14, 22, 10, 00).datetime,
+                                           Arrow(2017, 11, 14, 22, 43, 00).datetime,
+                                           Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                            "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                            "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
+                            "open_index": [1, 119, 153, 185],
+                            "close_index": [118, 151, 184, 199],
+                            "trade_duration": [123, 34, 31, 14],
+                            "open_at_end": [False, False, False, True],
+                            "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
+                                            SellType.ROI, SellType.FORCE_SELL]
+                            })
+    backtesting._store_backtest_result("backtest-result.json", results)
+    assert len(results) == 4
+    # Assert file_dump_json was only called once
+    assert names == ['backtest-result.json']
+    records = records[0]
+    # Ensure records are of correct type
+    assert len(records) == 4
+
+    # reset test to test with strategy name
+    names = []
+    records = []
+    backtesting._store_backtest_result(Path("backtest-result.json"), results, "DefStrat")
+    assert len(results) == 4
+    # Assert file_dump_json was only called once
+    assert names == [Path('backtest-result-DefStrat.json')]
+    records = records[0]
+    # Ensure records are of correct type
+    assert len(records) == 4
+
+    # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
+    # Below follows just a typecheck of the schema/type of trade-records
+    oix = None
+    for (pair, profit, date_buy, date_sell, buy_index, dur,
+         openr, closer, open_at_end, sell_reason) in records:
+        assert pair == 'UNITTEST/BTC'
+        assert isinstance(profit, float)
+        # FIX: buy/sell should be converted to ints
+        assert isinstance(date_buy, float)
+        assert isinstance(date_sell, float)
+        assert isinstance(openr, float)
+        assert isinstance(closer, float)
+        assert isinstance(open_at_end, bool)
+        assert isinstance(sell_reason, str)
+        isinstance(buy_index, pd._libs.tslib.Timestamp)
+        if oix:
+            assert buy_index > oix
+        oix = buy_index
+        assert dur > 0
+
+
+def test_backtest_start_timerange(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+
+    async def load_pairs(pair, timeframe, since):
+        return _load_pair_as_ticks(pair, timeframe)
+
+    api_mock = MagicMock()
+    api_mock.fetch_ohlcv = load_pairs
+
+    patch_exchange(mocker, api_mock)
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', MagicMock())
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--datadir', 'freqtrade/tests/testdata',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--timerange', '-100',
+        '--enable-position-stacking',
+        '--disable-max-market-positions'
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+        'Parameter --timerange detected: -100 ...',
+        'Using data directory: freqtrade/tests/testdata ...',
+        'Using stake_currency: BTC ...',
+        'Using stake_amount: 0.001 ...',
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Parameter --enable-position-stacking detected ...'
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)
+
+
+def test_backtest_start_multi_strat(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+
+    async def load_pairs(pair, timeframe, since):
+        return _load_pair_as_ticks(pair, timeframe)
+    api_mock = MagicMock()
+    api_mock.fetch_ohlcv = load_pairs
+
+    patch_exchange(mocker, api_mock)
+    backtestmock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+    gen_table_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
+    gen_strattable_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
+                 gen_strattable_mock)
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--datadir', 'freqtrade/tests/testdata',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--timerange', '-100',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--strategy-list',
+        'DefaultStrategy',
+        'SampleStrategy',
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+    # 2 backtests, 4 tables
+    assert backtestmock.call_count == 2
+    assert gen_table_mock.call_count == 4
+    assert gen_strattable_mock.call_count == 1
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+        'Parameter --timerange detected: -100 ...',
+        'Using data directory: freqtrade/tests/testdata ...',
+        'Using stake_currency: BTC ...',
+        'Using stake_amount: 0.001 ...',
+        'Backtesting with data from 2017-11-14T21:17:00+00:00 '
+        'up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Parameter --enable-position-stacking detected ...',
+        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy SampleStrategy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog)

tests/optimize/test_edge_cli.py

@@ -0,0 +1,121 @@
+# pragma pylint: disable=missing-docstring, C0103, C0330
+# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
+
+from unittest.mock import MagicMock
+
+import pytest
+
+from freqtrade.edge import PairInfo
+from freqtrade.optimize import setup_configuration, start_edge
+from freqtrade.optimize.edge_cli import EdgeCli
+from freqtrade.state import RunMode
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
+
+
+def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'edge'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.EDGE)
+    assert config['runmode'] == RunMode.EDGE
+
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
+
+    assert 'refresh_pairs' not in config
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' not in config
+    assert 'stoploss_range' not in config
+
+
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
+def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, edge_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--datadir', '/foo/bar',
+        'edge',
+        '--ticker-interval', '1m',
+        '--refresh-pairs-cached',
+        '--timerange', ':100',
+        '--stoplosses=-0.01,-0.10,-0.001'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.EDGE)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert config['runmode'] == RunMode.EDGE
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'refresh_pairs' in config
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+    assert 'timerange' in config
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
+
+
+def test_start(mocker, fee, edge_conf, caplog) -> None:
+    start_mock = MagicMock()
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.edge_cli.EdgeCli.start', start_mock)
+    patched_configuration_load_config_file(mocker, edge_conf)
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'edge'
+    ]
+    args = get_args(args)
+    start_edge(args)
+    assert log_has('Starting freqtrade in Edge mode', caplog)
+    assert start_mock.call_count == 1
+
+
+def test_edge_init(mocker, edge_conf) -> None:
+    patch_exchange(mocker)
+    edge_conf['stake_amount'] = 20
+    edge_cli = EdgeCli(edge_conf)
+    assert edge_cli.config == edge_conf
+    assert edge_cli.config['stake_amount'] == 'unlimited'
+    assert callable(edge_cli.edge.calculate)
+
+
+def test_generate_edge_table(edge_conf, mocker):
+    patch_exchange(mocker)
+    edge_cli = EdgeCli(edge_conf)
+
+    results = {}
+    results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
+
+    assert edge_cli._generate_edge_table(results).count(':|') == 7
+    assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
+    assert edge_cli._generate_edge_table(results).count(
+        '|   risk reward ratio |   required risk reward |   expectancy |') == 1

tests/optimize/test_hyperopt.py

@@ -0,0 +1,875 @@
+# pragma pylint: disable=missing-docstring,W0212,C0103
+import os
+from datetime import datetime
+from unittest.mock import MagicMock, PropertyMock
+
+import pandas as pd
+import pytest
+from arrow import Arrow
+from filelock import Timeout
+from pathlib import Path
+
+from freqtrade import OperationalException
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.history import load_tickerdata_file
+from freqtrade.optimize import setup_configuration, start_hyperopt
+from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
+from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
+from freqtrade.optimize.hyperopt import Hyperopt
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver, HyperOptLossResolver
+from freqtrade.state import RunMode
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
+                                      patch_exchange,
+                                      patched_configuration_load_config_file)
+
+
+@pytest.fixture(scope='function')
+def hyperopt(default_conf, mocker):
+    default_conf.update({'spaces': ['all']})
+    patch_exchange(mocker)
+    return Hyperopt(default_conf)
+
+
+@pytest.fixture(scope='function')
+def hyperopt_results():
+    return pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+
+# Functions for recurrent object patching
+def create_trials(mocker, hyperopt) -> None:
+    """
+    When creating trials, mock the hyperopt Trials so that *by default*
+      - we don't create any pickle'd files in the filesystem
+      - we might have a pickle'd file so make sure that we return
+        false when looking for it
+    """
+    hyperopt.trials_file = Path('freqtrade/tests/optimize/ut_trials.pickle')
+
+    mocker.patch.object(Path, "is_file", MagicMock(return_value=False))
+    stat_mock = MagicMock()
+    stat_mock.st_size = PropertyMock(return_value=1)
+    mocker.patch.object(Path, "stat", MagicMock(return_value=False))
+
+    mocker.patch.object(Path, "unlink", MagicMock(return_value=True))
+    mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
+
+    return [{'loss': 1, 'result': 'foo', 'params': {}}]
+
+
+def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        '--config', 'config.json',
+        'hyperopt'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert not log_has_re('Parameter -i/--ticker-interval detected .*', caplog)
+
+    assert 'position_stacking' not in config
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'refresh_pairs' not in config
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' not in config
+    assert 'runmode' in config
+    assert config['runmode'] == RunMode.HYPEROPT
+
+
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
+def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+
+    args = [
+        '--config', 'config.json',
+        '--datadir', '/foo/bar',
+        'hyperopt',
+        '--ticker-interval', '1m',
+        '--timerange', ':100',
+        '--refresh-pairs-cached',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--epochs', '1000',
+        '--spaces', 'all',
+        '--print-all'
+    ]
+
+    config = setup_configuration(get_args(args), RunMode.HYPEROPT)
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert config['runmode'] == RunMode.HYPEROPT
+
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'position_stacking' in config
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'use_max_market_positions' in config
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
+
+    assert 'refresh_pairs' in config
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' in config
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
+
+    assert 'epochs' in config
+    assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 1000 epochs ...',
+                   caplog)
+
+    assert 'spaces' in config
+    assert log_has('Parameter -s/--spaces detected: {}'.format(config['spaces']), caplog)
+    assert 'print_all' in config
+    assert log_has('Parameter --print-all detected ...', caplog)
+
+
+def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    hyperopts = DefaultHyperOpts
+    delattr(hyperopts, 'populate_buy_trend')
+    delattr(hyperopts, 'populate_sell_trend')
+    mocker.patch(
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver._load_hyperopt',
+        MagicMock(return_value=hyperopts)
+    )
+    x = HyperOptResolver(default_conf, ).hyperopt
+    assert not hasattr(x, 'populate_buy_trend')
+    assert not hasattr(x, 'populate_sell_trend')
+    assert log_has("Custom Hyperopt does not provide populate_sell_trend. "
+                   "Using populate_sell_trend from DefaultStrategy.", caplog)
+    assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
+                   "Using populate_buy_trend from DefaultStrategy.", caplog)
+    assert hasattr(x, "ticker_interval")
+
+
+def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt': "NonExistingHyperoptClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load Hyperopt.*'):
+        HyperOptResolver(default_conf, ).hyperopt
+
+
+def test_hyperoptlossresolver(mocker, default_conf, caplog) -> None:
+
+    hl = DefaultHyperOptLoss
+    mocker.patch(
+        'freqtrade.resolvers.hyperopt_resolver.HyperOptLossResolver._load_hyperoptloss',
+        MagicMock(return_value=hl)
+    )
+    x = HyperOptLossResolver(default_conf, ).hyperoptloss
+    assert hasattr(x, "hyperopt_loss_function")
+
+
+def test_hyperoptlossresolver_wrongname(mocker, default_conf, caplog) -> None:
+    default_conf.update({'hyperopt_loss': "NonExistingLossClass"})
+
+    with pytest.raises(OperationalException, match=r'Impossible to load HyperoptLoss.*'):
+        HyperOptLossResolver(default_conf, ).hyperopt
+
+
+def test_start(mocker, default_conf, caplog) -> None:
+    start_mock = MagicMock()
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
+    patch_exchange(mocker)
+
+    args = [
+        '--config', 'config.json',
+        'hyperopt',
+        '--epochs', '5'
+    ]
+    args = get_args(args)
+    start_hyperopt(args)
+
+    import pprint
+    pprint.pprint(caplog.record_tuples)
+
+    assert log_has('Starting freqtrade in Hyperopt mode', caplog)
+    assert start_mock.call_count == 1
+
+
+def test_start_no_data(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={}))
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    patch_exchange(mocker)
+
+    args = [
+        '--config', 'config.json',
+        'hyperopt',
+        '--epochs', '5'
+    ]
+    args = get_args(args)
+    start_hyperopt(args)
+
+    import pprint
+    pprint.pprint(caplog.record_tuples)
+
+    assert log_has('No data found. Terminating.', caplog)
+
+
+def test_start_filelock(mocker, default_conf, caplog) -> None:
+    start_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(default_conf)))
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
+    patch_exchange(mocker)
+
+    args = [
+        '--config', 'config.json',
+        'hyperopt',
+        '--epochs', '5'
+    ]
+    args = get_args(args)
+    start_hyperopt(args)
+    assert log_has("Another running instance of freqtrade Hyperopt detected.", caplog)
+
+
+def test_loss_calculation_prefer_correct_trade_count(default_conf, hyperopt_results) -> None:
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
+    over = hl.hyperopt_loss_function(hyperopt_results, 600 + 100)
+    under = hl.hyperopt_loss_function(hyperopt_results, 600 - 100)
+    assert over > correct
+    assert under > correct
+
+
+def test_loss_calculation_prefer_shorter_trades(default_conf, hyperopt_results) -> None:
+    resultsb = hyperopt_results.copy()
+    resultsb.loc[1, 'trade_duration'] = 20
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    longer = hl.hyperopt_loss_function(hyperopt_results, 100)
+    shorter = hl.hyperopt_loss_function(resultsb, 100)
+    assert shorter < longer
+
+
+def test_loss_calculation_has_limited_profit(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, 600)
+    over = hl.hyperopt_loss_function(results_over, 600)
+    under = hl.hyperopt_loss_function(results_under, 600)
+    assert over < correct
+    assert under > correct
+
+
+def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
+def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
+    results_over = hyperopt_results.copy()
+    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_under = hyperopt_results.copy()
+    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+
+    default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
+    hl = HyperOptLossResolver(default_conf).hyperoptloss
+    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
+                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
+    over = hl.hyperopt_loss_function(results_over, len(hyperopt_results),
+                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
+    under = hl.hyperopt_loss_function(results_under, len(hyperopt_results),
+                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    assert over < correct
+    assert under > correct
+
+
+def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
+    hyperopt.current_best_loss = 2
+    hyperopt.total_epochs = 2
+    hyperopt.log_results(
+        {
+            'loss': 1,
+            'current_epoch': 1,
+            'results_explanation': 'foo.',
+            'is_initial_point': False
+        }
+    )
+    out, err = capsys.readouterr()
+    assert '    2/2: foo. Objective: 1.00000' in out
+
+
+def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
+    hyperopt.current_best_loss = 2
+    hyperopt.log_results(
+        {
+            'loss': 3,
+        }
+    )
+    assert caplog.record_tuples == []
+
+
+def test_save_trials_saves_trials(mocker, hyperopt, caplog) -> None:
+    trials = create_trials(mocker, hyperopt)
+    mock_dump = mocker.patch('freqtrade.optimize.hyperopt.dump', return_value=None)
+    hyperopt.trials = trials
+    hyperopt.save_trials()
+
+    trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
+    assert log_has("Saving 1 evaluations to '{}'".format(trials_file), caplog)
+    mock_dump.assert_called_once()
+
+
+def test_read_trials_returns_trials_file(mocker, hyperopt, caplog) -> None:
+    trials = create_trials(mocker, hyperopt)
+    mock_load = mocker.patch('freqtrade.optimize.hyperopt.load', return_value=trials)
+    hyperopt_trial = hyperopt.read_trials()
+    trials_file = os.path.join('freqtrade', 'tests', 'optimize', 'ut_trials.pickle')
+    assert log_has("Reading Trials from '{}'".format(trials_file), caplog)
+    assert hyperopt_trial == trials
+    mock_load.assert_called_once()
+
+
+def test_roi_table_generation(hyperopt) -> None:
+    params = {
+        'roi_t1': 5,
+        'roi_t2': 10,
+        'roi_t3': 15,
+        'roi_p1': 1,
+        'roi_p2': 2,
+        'roi_p3': 3,
+    }
+
+    assert hyperopt.custom_hyperopt.generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
+
+
+def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result',
+                                 'params': {'buy': {}, 'sell': {}, 'roi': {}, 'stoploss': 0.0}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
+
+
+def test_format_results(hyperopt):
+    # Test with BTC as stake_currency
+    trades = [
+        ('ETH/BTC', 2, 2, 123),
+        ('LTC/BTC', 1, 1, 123),
+        ('XPR/BTC', -1, -2, -246)
+    ]
+    labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
+    df = pd.DataFrame.from_records(trades, columns=labels)
+
+    result = hyperopt.format_results(df)
+    assert result.find(' 66.67%')
+    assert result.find('Total profit 1.00000000 BTC')
+    assert result.find('2.0000Σ %')
+
+    # Test with EUR as stake_currency
+    trades = [
+        ('ETH/EUR', 2, 2, 123),
+        ('LTC/EUR', 1, 1, 123),
+        ('XPR/EUR', -1, -2, -246)
+    ]
+    df = pd.DataFrame.from_records(trades, columns=labels)
+    result = hyperopt.format_results(df)
+    assert result.find('Total profit 1.00000000 EUR')
+
+
+def test_has_space(hyperopt):
+    hyperopt.config.update({'spaces': ['buy', 'roi']})
+    assert hyperopt.has_space('roi')
+    assert hyperopt.has_space('buy')
+    assert not hyperopt.has_space('stoploss')
+
+    hyperopt.config.update({'spaces': ['all']})
+    assert hyperopt.has_space('buy')
+
+
+def test_populate_indicators(hyperopt, testdatadir) -> None:
+    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
+    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
+    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
+                                                             {'pair': 'UNITTEST/BTC'})
+
+    # Check if some indicators are generated. We will not test all of them
+    assert 'adx' in dataframe
+    assert 'mfi' in dataframe
+    assert 'rsi' in dataframe
+
+
+def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
+    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
+    dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
+    dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
+                                                             {'pair': 'UNITTEST/BTC'})
+
+    populate_buy_trend = hyperopt.custom_hyperopt.buy_strategy_generator(
+        {
+            'adx-value': 20,
+            'fastd-value': 20,
+            'mfi-value': 20,
+            'rsi-value': 20,
+            'adx-enabled': True,
+            'fastd-enabled': True,
+            'mfi-enabled': True,
+            'rsi-enabled': True,
+            'trigger': 'bb_lower'
+        }
+    )
+    result = populate_buy_trend(dataframe, {'pair': 'UNITTEST/BTC'})
+    # Check if some indicators are generated. We will not test all of them
+    assert 'buy' in result
+    assert 1 in result['buy']
+
+
+def test_generate_optimizer(mocker, default_conf) -> None:
+    default_conf.update({'config': 'config.json.example'})
+    default_conf.update({'timerange': None})
+    default_conf.update({'spaces': 'all'})
+    default_conf.update({'hyperopt_min_trades': 1})
+
+    trades = [
+        ('POWR/BTC', 0.023117, 0.000233, 100)
+    ]
+    labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
+    backtest_result = pd.DataFrame.from_records(trades, columns=labels)
+
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.Backtesting.backtest',
+        MagicMock(return_value=backtest_result)
+    )
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
+    )
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
+
+    optimizer_param = {
+        'adx-value': 0,
+        'fastd-value': 35,
+        'mfi-value': 0,
+        'rsi-value': 0,
+        'adx-enabled': False,
+        'fastd-enabled': True,
+        'mfi-enabled': False,
+        'rsi-enabled': False,
+        'trigger': 'macd_cross_signal',
+        'sell-adx-value': 0,
+        'sell-fastd-value': 75,
+        'sell-mfi-value': 0,
+        'sell-rsi-value': 0,
+        'sell-adx-enabled': False,
+        'sell-fastd-enabled': True,
+        'sell-mfi-enabled': False,
+        'sell-rsi-enabled': False,
+        'sell-trigger': 'macd_cross_signal',
+        'roi_t1': 60.0,
+        'roi_t2': 30.0,
+        'roi_t3': 20.0,
+        'roi_p1': 0.01,
+        'roi_p2': 0.01,
+        'roi_p3': 0.1,
+        'stoploss': -0.4,
+    }
+    response_expected = {
+        'loss': 1.9840569076926293,
+        'results_explanation': '     1 trades. Avg profit  2.31%. Total profit  0.00023300 BTC '
+                               '(   2.31Σ%). Avg duration 100.0 mins.',
+        'params': optimizer_param,
+        'total_profit': 0.00023300
+    }
+
+    hyperopt = Hyperopt(default_conf)
+    generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
+    assert generate_optimizer_value == response_expected
+
+
+def test_clean_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    h = Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 2
+    assert log_has(f"Removing `{h.tickerdata_pickle}`.", caplog)
+
+
+def test_continue_hyperopt(mocker, default_conf, caplog):
+    patch_exchange(mocker)
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         'hyperopt_continue': True
+                         })
+    mocker.patch("freqtrade.optimize.hyperopt.Path.is_file", MagicMock(return_value=True))
+    unlinkmock = mocker.patch("freqtrade.optimize.hyperopt.Path.unlink", MagicMock())
+    Hyperopt(default_conf)
+
+    assert unlinkmock.call_count == 0
+    assert log_has(f"Continuing on previous hyperopt results.", caplog)
+
+
+def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1,
+                         'print_json': True,
+                         })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert '{"params":{"mfi-value":null,"fastd-value":null,"adx-value":null,"rsi-value":null,"mfi-enabled":null,"fastd-enabled":null,"adx-enabled":null,"rsi-enabled":null,"trigger":null,"sell-mfi-value":null,"sell-fastd-value":null,"sell-adx-value":null,"sell-rsi-value":null,"sell-mfi-enabled":null,"sell-fastd-enabled":null,"sell-adx-enabled":null,"sell-rsi-enabled":null,"sell-trigger":null},"minimal_roi":{},"stoploss":null}' in out  # noqa: E501
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+
+
+def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'roi stoploss',
+                         'hyperopt_jobs': 1,
+                         'print_json': True,
+                         })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert '{"minimal_roi":{},"stoploss":null}' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+
+
+def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{
+            'loss': 1, 'results_explanation': 'foo result', 'params': {'stoploss': 0.0}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'roi stoploss',
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.indicator_space
+    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
+
+
+def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -> None:
+    mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'all',
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.indicator_space
+    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
+
+    with pytest.raises(OperationalException, match=r"The 'buy' space is included into *"):
+        hyperopt.start()
+
+
+def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'buy',
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    # TODO: sell_strategy_generator() is actually not called because
+    # run_optimizer_parallel() is mocked
+    del hyperopt.custom_hyperopt.__class__.sell_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.sell_indicator_space
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
+
+
+def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None:
+    dumper = mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    parallel = mocker.patch(
+        'freqtrade.optimize.hyperopt.Hyperopt.run_optimizer_parallel',
+        MagicMock(return_value=[{'loss': 1, 'results_explanation': 'foo result', 'params': {}}])
+    )
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': 'sell',
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    # TODO: buy_strategy_generator() is actually not called because
+    # run_optimizer_parallel() is mocked
+    del hyperopt.custom_hyperopt.__class__.buy_strategy_generator
+    del hyperopt.custom_hyperopt.__class__.indicator_space
+
+    hyperopt.start()
+
+    parallel.assert_called_once()
+
+    out, err = capsys.readouterr()
+    assert 'Best result:\n\n*    1/1: foo result Objective: 1.00000\n' in out
+    assert dumper.called
+    # Should be called twice, once for tickerdata, once to save evaluations
+    assert dumper.call_count == 2
+    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.max_open_trades == default_conf['max_open_trades']
+    assert hasattr(hyperopt, "position_stacking")
+
+
+@pytest.mark.parametrize("method,space", [
+    ('buy_strategy_generator', 'buy'),
+    ('indicator_space', 'buy'),
+    ('sell_strategy_generator', 'sell'),
+    ('sell_indicator_space', 'sell'),
+])
+def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, method, space) -> None:
+    mocker.patch('freqtrade.optimize.hyperopt.dump', MagicMock())
+    mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock())
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
+
+    patch_exchange(mocker)
+
+    default_conf.update({'config': 'config.json.example',
+                         'epochs': 1,
+                         'timerange': None,
+                         'spaces': space,
+                         'hyperopt_jobs': 1, })
+
+    hyperopt = Hyperopt(default_conf)
+    hyperopt.backtesting.strategy.tickerdata_to_dataframe = MagicMock()
+    hyperopt.custom_hyperopt.generate_roi_table = MagicMock(return_value={})
+
+    delattr(hyperopt.custom_hyperopt.__class__, method)
+
+    with pytest.raises(OperationalException, match=f"The '{space}' space is included into *"):
+        hyperopt.start()

tests/pairlist/test_pairlist.py

@@ -0,0 +1,176 @@
+# pragma pylint: disable=missing-docstring,C0103,protected-access
+
+from unittest.mock import MagicMock, PropertyMock
+
+from freqtrade import OperationalException
+from freqtrade.constants import AVAILABLE_PAIRLISTS
+from freqtrade.resolvers import PairListResolver
+from freqtrade.tests.conftest import get_patched_freqtradebot
+import pytest
+
+# whitelist, blacklist
+
+
+@pytest.fixture(scope="function")
+def whitelist_conf(default_conf):
+    default_conf['stake_currency'] = 'BTC'
+    default_conf['exchange']['pair_whitelist'] = [
+        'ETH/BTC',
+        'TKN/BTC',
+        'TRST/BTC',
+        'SWT/BTC',
+        'BCC/BTC'
+    ]
+    default_conf['exchange']['pair_blacklist'] = [
+        'BLK/BTC'
+    ]
+    default_conf['pairlist'] = {'method': 'StaticPairList',
+                                'config': {'number_assets': 3}
+                                }
+
+    return default_conf
+
+
+def test_load_pairlist_noexist(mocker, markets, default_conf):
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    with pytest.raises(OperationalException,
+                       match=r"Impossible to load Pairlist 'NonexistingPairList'. "
+                             r"This class does not exist or contains Python code errors."):
+        PairListResolver('NonexistingPairList', freqtradebot, default_conf).pairlist
+
+
+def test_refresh_market_pair_not_in_whitelist(mocker, markets, whitelist_conf):
+
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    freqtradebot.pairlists.refresh_pairlist()
+    # List ordered by BaseVolume
+    whitelist = ['ETH/BTC', 'TKN/BTC']
+    # Ensure all except those in whitelist are removed
+    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    # Ensure config dict hasn't been changed
+    assert (whitelist_conf['exchange']['pair_whitelist'] ==
+            freqtradebot.config['exchange']['pair_whitelist'])
+
+
+def test_refresh_pairlists(mocker, markets, whitelist_conf):
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    freqtradebot.pairlists.refresh_pairlist()
+    # List ordered by BaseVolume
+    whitelist = ['ETH/BTC', 'TKN/BTC']
+    # Ensure all except those in whitelist are removed
+    assert set(whitelist) == set(freqtradebot.pairlists.whitelist)
+    assert whitelist_conf['exchange']['pair_blacklist'] == freqtradebot.pairlists.blacklist
+
+
+def test_refresh_pairlist_dynamic(mocker, markets, tickers, whitelist_conf):
+    whitelist_conf['pairlist'] = {'method': 'VolumePairList',
+                                  'config': {'number_assets': 5}
+                                  }
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        markets=PropertyMock(return_value=markets),
+        get_tickers=tickers,
+        exchange_has=MagicMock(return_value=True)
+    )
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+
+    # argument: use the whitelist dynamically by exchange-volume
+    whitelist = ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']
+    freqtradebot.pairlists.refresh_pairlist()
+
+    assert whitelist == freqtradebot.pairlists.whitelist
+
+    whitelist_conf['pairlist'] = {'method': 'VolumePairList',
+                                  'config': {}
+                                  }
+    with pytest.raises(OperationalException,
+                       match=r'`number_assets` not specified. Please check your configuration '
+                             r'for "pairlist.config.number_assets"'):
+        PairListResolver('VolumePairList', freqtradebot, whitelist_conf).pairlist
+
+
+def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
+    freqtradebot = get_patched_freqtradebot(mocker, whitelist_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets_empty))
+
+    # argument: use the whitelist dynamically by exchange-volume
+    whitelist = []
+    whitelist_conf['exchange']['pair_whitelist'] = []
+    freqtradebot.pairlists.refresh_pairlist()
+    pairslist = whitelist_conf['exchange']['pair_whitelist']
+
+    assert set(whitelist) == set(pairslist)
+
+
+@pytest.mark.parametrize("precision_filter,base_currency,key,whitelist_result", [
+    (False, "BTC", "quoteVolume", ['ETH/BTC', 'TKN/BTC', 'BTT/BTC']),
+    (False, "BTC", "bidVolume", ['BTT/BTC', 'TKN/BTC', 'ETH/BTC']),
+    (False, "USDT", "quoteVolume", ['ETH/USDT', 'LTC/USDT']),
+    (False, "ETH", "quoteVolume", []),  # this replaces tests that were removed from test_exchange
+    (True, "BTC", "quoteVolume", ["ETH/BTC", "TKN/BTC"]),
+    (True, "BTC", "bidVolume", ["TKN/BTC", "ETH/BTC"])
+])
+def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, markets, tickers, base_currency, key,
+                                      whitelist_result, precision_filter) -> None:
+    whitelist_conf['pairlist']['method'] = 'VolumePairList'
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, p, r: round(r, 8))
+
+    freqtrade.pairlists._precision_filter = precision_filter
+    freqtrade.config['stake_currency'] = base_currency
+    whitelist = freqtrade.pairlists._gen_pair_whitelist(base_currency=base_currency, key=key)
+    assert whitelist == whitelist_result
+
+
+def test_gen_pair_whitelist_not_supported(mocker, default_conf, tickers) -> None:
+    default_conf['pairlist'] = {'method': 'VolumePairList',
+                                'config': {'number_assets': 10}
+                                }
+    mocker.patch('freqtrade.exchange.Exchange.get_tickers', tickers)
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=False))
+
+    with pytest.raises(OperationalException):
+        get_patched_freqtradebot(mocker, default_conf)
+
+
+@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
+def test_pairlist_class(mocker, whitelist_conf, markets, pairlist):
+    whitelist_conf['pairlist']['method'] = pairlist
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+
+    assert freqtrade.pairlists.name == pairlist
+    assert pairlist in freqtrade.pairlists.short_desc()
+    assert isinstance(freqtrade.pairlists.whitelist, list)
+    assert isinstance(freqtrade.pairlists.blacklist, list)
+
+
+@pytest.mark.parametrize("pairlist", AVAILABLE_PAIRLISTS)
+@pytest.mark.parametrize("whitelist,log_message", [
+    (['ETH/BTC', 'TKN/BTC'], ""),
+    (['ETH/BTC', 'TKN/BTC', 'TRX/ETH'], "is not compatible with exchange"),  # TRX/ETH wrong stake
+    (['ETH/BTC', 'TKN/BTC', 'BCH/BTC'], "is not compatible with exchange"),  # BCH/BTC not available
+    (['ETH/BTC', 'TKN/BTC', 'BLK/BTC'], "is not compatible with exchange"),  # BLK/BTC in blacklist
+    (['ETH/BTC', 'TKN/BTC', 'LTC/BTC'], "Market is not active")  # LTC/BTC is inactive
+])
+def test_validate_whitelist(mocker, whitelist_conf, markets, pairlist, whitelist, caplog,
+                            log_message):
+    whitelist_conf['pairlist']['method'] = pairlist
+    mocker.patch('freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets))
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
+    caplog.clear()
+
+    new_whitelist = freqtrade.pairlists._validate_whitelist(whitelist)
+
+    assert set(new_whitelist) == set(['ETH/BTC', 'TKN/BTC'])
+    assert log_message in caplog.text

tests/rpc/test_fiat_convert.py

@@ -0,0 +1,212 @@
+# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
+# pragma pylint: disable=protected-access, C0103
+
+import time
+from unittest.mock import MagicMock
+
+import pytest
+from requests.exceptions import RequestException
+
+from freqtrade.rpc.fiat_convert import CryptoFiat, CryptoToFiatConverter
+from freqtrade.tests.conftest import log_has
+
+
+def test_pair_convertion_object():
+    pair_convertion = CryptoFiat(
+        crypto_symbol='btc',
+        fiat_symbol='usd',
+        price=12345.0
+    )
+
+    # Check the cache duration is 6 hours
+    assert pair_convertion.CACHE_DURATION == 6 * 60 * 60
+
+    # Check a regular usage
+    assert pair_convertion.crypto_symbol == 'BTC'
+    assert pair_convertion.fiat_symbol == 'USD'
+    assert pair_convertion.price == 12345.0
+    assert pair_convertion.is_expired() is False
+
+    # Update the expiration time (- 2 hours) and check the behavior
+    pair_convertion._expiration = time.time() - 2 * 60 * 60
+    assert pair_convertion.is_expired() is True
+
+    # Check set price behaviour
+    time_reference = time.time() + pair_convertion.CACHE_DURATION
+    pair_convertion.set_price(price=30000.123)
+    assert pair_convertion.is_expired() is False
+    assert pair_convertion._expiration >= time_reference
+    assert pair_convertion.price == 30000.123
+
+
+def test_fiat_convert_is_supported(mocker):
+    fiat_convert = CryptoToFiatConverter()
+    assert fiat_convert._is_supported_fiat(fiat='USD') is True
+    assert fiat_convert._is_supported_fiat(fiat='usd') is True
+    assert fiat_convert._is_supported_fiat(fiat='abc') is False
+    assert fiat_convert._is_supported_fiat(fiat='ABC') is False
+
+
+def test_fiat_convert_add_pair(mocker):
+
+    fiat_convert = CryptoToFiatConverter()
+
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
+
+    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 1
+    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert._pairs[0].price == 12345.0
+
+    fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 2
+    assert fiat_convert._pairs[1].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[1].fiat_symbol == 'EUR'
+    assert fiat_convert._pairs[1].price == 13000.2
+
+
+def test_fiat_convert_find_price(mocker):
+    fiat_convert = CryptoToFiatConverter()
+
+    with pytest.raises(ValueError, match=r'The fiat ABC is not supported.'):
+        fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='ABC')
+
+    assert fiat_convert.get_price(crypto_symbol='XRP', fiat_symbol='USD') == 0.0
+
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
+                 return_value=12345.0)
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 12345.0
+    assert fiat_convert.get_price(crypto_symbol='btc', fiat_symbol='usd') == 12345.0
+
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
+                 return_value=13000.2)
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='EUR') == 13000.2
+
+
+def test_fiat_convert_unsupported_crypto(mocker, caplog):
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._cryptomap', return_value=[])
+    fiat_convert = CryptoToFiatConverter()
+    assert fiat_convert._find_price(crypto_symbol='CRYPTO_123', fiat_symbol='EUR') == 0.0
+    assert log_has('unsupported crypto-symbol CRYPTO_123 - returning 0.0', caplog)
+
+
+def test_fiat_convert_get_price(mocker):
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
+                 return_value=28000.0)
+
+    fiat_convert = CryptoToFiatConverter()
+
+    with pytest.raises(ValueError, match=r'The fiat US DOLLAR is not supported.'):
+        fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='US Dollar')
+
+    # Check the value return by the method
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
+    assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
+    assert fiat_convert._pairs[0].fiat_symbol == 'USD'
+    assert fiat_convert._pairs[0].price == 28000.0
+    assert fiat_convert._pairs[0]._expiration != 0
+    assert len(fiat_convert._pairs) == 1
+
+    # Verify the cached is used
+    fiat_convert._pairs[0].price = 9867.543
+    expiration = fiat_convert._pairs[0]._expiration
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 9867.543
+    assert fiat_convert._pairs[0]._expiration == expiration
+
+    # Verify the cache expiration
+    expiration = time.time() - 2 * 60 * 60
+    fiat_convert._pairs[0]._expiration = expiration
+    assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
+    assert fiat_convert._pairs[0]._expiration is not expiration
+
+
+def test_fiat_convert_same_currencies(mocker):
+    fiat_convert = CryptoToFiatConverter()
+
+    assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='USD') == 1.0
+
+
+def test_fiat_convert_two_FIAT(mocker):
+    fiat_convert = CryptoToFiatConverter()
+
+    assert fiat_convert.get_price(crypto_symbol='USD', fiat_symbol='EUR') == 0.0
+
+
+def test_loadcryptomap(mocker):
+
+    fiat_convert = CryptoToFiatConverter()
+    assert len(fiat_convert._cryptomap) == 2
+
+    assert fiat_convert._cryptomap["BTC"] == "1"
+
+
+def test_fiat_init_network_exception(mocker):
+    # Because CryptoToFiatConverter is a Singleton we reset the listings
+    listmock = MagicMock(side_effect=RequestException)
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        listings=listmock,
+    )
+    # with pytest.raises(RequestEsxception):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._cryptomap = {}
+    fiat_convert._load_cryptomap()
+
+    length_cryptomap = len(fiat_convert._cryptomap)
+    assert length_cryptomap == 0
+
+
+def test_fiat_convert_without_network(mocker):
+    # Because CryptoToFiatConverter is a Singleton we reset the value of _coinmarketcap
+
+    fiat_convert = CryptoToFiatConverter()
+
+    cmc_temp = CryptoToFiatConverter._coinmarketcap
+    CryptoToFiatConverter._coinmarketcap = None
+
+    assert fiat_convert._coinmarketcap is None
+    assert fiat_convert._find_price(crypto_symbol='BTC', fiat_symbol='USD') == 0.0
+    CryptoToFiatConverter._coinmarketcap = cmc_temp
+
+
+def test_fiat_invalid_response(mocker, caplog):
+    # Because CryptoToFiatConverter is a Singleton we reset the listings
+    listmock = MagicMock(return_value="{'novalidjson':DEADBEEFf}")
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        listings=listmock,
+    )
+    # with pytest.raises(RequestEsxception):
+    fiat_convert = CryptoToFiatConverter()
+    fiat_convert._cryptomap = {}
+    fiat_convert._load_cryptomap()
+
+    length_cryptomap = len(fiat_convert._cryptomap)
+    assert length_cryptomap == 0
+    assert log_has('Could not load FIAT Cryptocurrency map for the following problem: TypeError',
+                   caplog)
+
+
+def test_convert_amount(mocker):
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter.get_price', return_value=12345.0)
+
+    fiat_convert = CryptoToFiatConverter()
+    result = fiat_convert.convert_amount(
+        crypto_amount=1.23,
+        crypto_symbol="BTC",
+        fiat_symbol="USD"
+    )
+    assert result == 15184.35
+
+    result = fiat_convert.convert_amount(
+        crypto_amount=1.23,
+        crypto_symbol="BTC",
+        fiat_symbol="BTC"
+    )
+    assert result == 1.23

tests/rpc/test_rpc.py

@@ -0,0 +1,813 @@
+# pragma pylint: disable=missing-docstring, C0103
+# pragma pylint: disable=invalid-sequence-index, invalid-name, too-many-arguments
+
+from datetime import datetime
+from unittest.mock import ANY, MagicMock, PropertyMock
+
+import pytest
+from numpy import isnan
+
+from freqtrade import DependencyException, TemporaryError
+from freqtrade.edge import PairInfo
+from freqtrade.freqtradebot import FreqtradeBot
+from freqtrade.persistence import Trade
+from freqtrade.rpc import RPC, RPCException
+from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
+from freqtrade.state import State
+from freqtrade.tests.conftest import patch_exchange, patch_get_signal
+
+
+# Functions for recurrent object patching
+def prec_satoshi(a, b) -> float:
+    """
+    :return: True if A and B differs less than one satoshi.
+    """
+    return abs(a - b) < 0.00000001
+
+
+# Unit tests
+def test_rpc_trade_status(default_conf, ticker, fee, markets, mocker) -> None:
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+
+    freqtradebot.state = State.RUNNING
+    with pytest.raises(RPCException, match=r'.*no active trade*'):
+        rpc._rpc_trade_status()
+
+    freqtradebot.create_trades()
+    results = rpc._rpc_trade_status()
+    assert {
+        'trade_id': 1,
+        'pair': 'ETH/BTC',
+        'base_currency': 'BTC',
+        'open_date': ANY,
+        'open_date_hum': ANY,
+        'close_date': None,
+        'close_date_hum': None,
+        'open_rate': 1.099e-05,
+        'close_rate': None,
+        'current_rate': 1.098e-05,
+        'amount': 90.99181074,
+        'stake_amount': 0.001,
+        'close_profit': None,
+        'current_profit': -0.59,
+        'stop_loss': 0.0,
+        'initial_stop_loss': 0.0,
+        'initial_stop_loss_pct': None,
+        'stop_loss_pct': None,
+        'open_order': '(limit buy rem=0.00000000)'
+    } == results[0]
+
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+    # invalidate ticker cache
+    rpc._freqtrade.exchange._cached_ticker = {}
+    results = rpc._rpc_trade_status()
+    assert isnan(results[0]['current_profit'])
+    assert isnan(results[0]['current_rate'])
+    assert {
+        'trade_id': 1,
+        'pair': 'ETH/BTC',
+        'base_currency': 'BTC',
+        'open_date': ANY,
+        'open_date_hum': ANY,
+        'close_date': None,
+        'close_date_hum': None,
+        'open_rate': 1.099e-05,
+        'close_rate': None,
+        'current_rate': ANY,
+        'amount': 90.99181074,
+        'stake_amount': 0.001,
+        'close_profit': None,
+        'current_profit': ANY,
+        'stop_loss': 0.0,
+        'initial_stop_loss': 0.0,
+        'initial_stop_loss_pct': None,
+        'stop_loss_pct': None,
+        'open_order': '(limit buy rem=0.00000000)'
+    } == results[0]
+
+
+def test_rpc_status_table(default_conf, ticker, fee, markets, mocker) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+
+    freqtradebot.state = State.RUNNING
+    with pytest.raises(RPCException, match=r'.*no active order*'):
+        rpc._rpc_status_table()
+
+    freqtradebot.create_trades()
+    result = rpc._rpc_status_table()
+    assert 'instantly' in result['Since'].all()
+    assert 'ETH/BTC' in result['Pair'].all()
+    assert '-0.59%' in result['Profit'].all()
+
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+    # invalidate ticker cache
+    rpc._freqtrade.exchange._cached_ticker = {}
+    result = rpc._rpc_status_table()
+    assert 'instantly' in result['Since'].all()
+    assert 'ETH/BTC' in result['Pair'].all()
+    assert 'nan%' in result['Profit'].all()
+
+
+def test_rpc_daily_profit(default_conf, update, ticker, fee,
+                          limit_buy_order, limit_sell_order, markets, mocker) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    stake_currency = default_conf['stake_currency']
+    fiat_display_currency = default_conf['fiat_display_currency']
+
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+    # Create some test data
+    freqtradebot.create_trades()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate buy & sell
+    trade.update(limit_buy_order)
+    trade.update(limit_sell_order)
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    # Try valid data
+    update.message.text = '/daily 2'
+    days = rpc._rpc_daily_profit(7, stake_currency, fiat_display_currency)
+    assert len(days) == 7
+    for day in days:
+        # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
+        assert (day[1] == '0.00000000 BTC' or
+                day[1] == '0.00006217 BTC')
+
+        assert (day[2] == '0.000 USD' or
+                day[2] == '0.933 USD')
+    # ensure first day is current date
+    assert str(days[0][0]) == str(datetime.utcnow().date())
+
+    # Try invalid data
+    with pytest.raises(RPCException, match=r'.*must be an integer greater than 0*'):
+        rpc._rpc_daily_profit(0, stake_currency, fiat_display_currency)
+
+
+def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
+                              limit_buy_order, limit_sell_order, markets, mocker) -> None:
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    stake_currency = default_conf['stake_currency']
+    fiat_display_currency = default_conf['fiat_display_currency']
+
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+
+    with pytest.raises(RPCException, match=r'.*no closed trade*'):
+        rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+
+    # Create some test data
+    freqtradebot.create_trades()
+    trade = Trade.query.first()
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Update the ticker with a market going up
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_up
+    )
+    trade.update(limit_sell_order)
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    freqtradebot.create_trades()
+    trade = Trade.query.first()
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Update the ticker with a market going up
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_up
+    )
+    trade.update(limit_sell_order)
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+    assert prec_satoshi(stats['profit_closed_coin'], 6.217e-05)
+    assert prec_satoshi(stats['profit_closed_percent'], 6.2)
+    assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
+    assert prec_satoshi(stats['profit_all_coin'], 5.632e-05)
+    assert prec_satoshi(stats['profit_all_percent'], 2.81)
+    assert prec_satoshi(stats['profit_all_fiat'], 0.8448)
+    assert stats['trade_count'] == 2
+    assert stats['first_trade_date'] == 'just now'
+    assert stats['latest_trade_date'] == 'just now'
+    assert stats['avg_duration'] == '0:00:00'
+    assert stats['best_pair'] == 'ETH/BTC'
+    assert prec_satoshi(stats['best_rate'], 6.2)
+
+    # Test non-available pair
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker',
+                 MagicMock(side_effect=DependencyException(f"Pair 'ETH/BTC' not available")))
+    # invalidate ticker cache
+    rpc._freqtrade.exchange._cached_ticker = {}
+    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+    assert stats['trade_count'] == 2
+    assert stats['first_trade_date'] == 'just now'
+    assert stats['latest_trade_date'] == 'just now'
+    assert stats['avg_duration'] == '0:00:00'
+    assert stats['best_pair'] == 'ETH/BTC'
+    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert isnan(stats['profit_all_coin'])
+
+
+# Test that rpc_trade_statistics can handle trades that lacks
+# trade.open_rate (it is set to None)
+def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee, markets,
+                                     ticker_sell_up, limit_buy_order, limit_sell_order):
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
+                 return_value=15000.0)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    stake_currency = default_conf['stake_currency']
+    fiat_display_currency = default_conf['fiat_display_currency']
+
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.create_trades()
+    trade = Trade.query.first()
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+    # Update the ticker with a market going up
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_up,
+        get_fee=fee
+    )
+    trade.update(limit_sell_order)
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    for trade in Trade.query.order_by(Trade.id).all():
+        trade.open_rate = None
+
+    stats = rpc._rpc_trade_statistics(stake_currency, fiat_display_currency)
+    assert prec_satoshi(stats['profit_closed_coin'], 0)
+    assert prec_satoshi(stats['profit_closed_percent'], 0)
+    assert prec_satoshi(stats['profit_closed_fiat'], 0)
+    assert prec_satoshi(stats['profit_all_coin'], 0)
+    assert prec_satoshi(stats['profit_all_percent'], 0)
+    assert prec_satoshi(stats['profit_all_fiat'], 0)
+    assert stats['trade_count'] == 1
+    assert stats['first_trade_date'] == 'just now'
+    assert stats['latest_trade_date'] == 'just now'
+    assert stats['avg_duration'] == '0:00:00'
+    assert stats['best_pair'] == 'ETH/BTC'
+    assert prec_satoshi(stats['best_rate'], 6.2)
+
+
+def test_rpc_balance_handle_error(default_conf, mocker):
+    mock_balance = {
+        'BTC': {
+            'free': 10.0,
+            'total': 12.0,
+            'used': 2.0,
+        },
+        'ETH': {
+            'free': 1.0,
+            'total': 5.0,
+            'used': 4.0,
+        }
+    }
+    # ETH will be skipped due to mocked Error below
+
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=mock_balance),
+        get_ticker=MagicMock(side_effect=TemporaryError('Could not load ticker due to xxx'))
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+
+    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    assert prec_satoshi(result['total'], 12)
+    assert prec_satoshi(result['value'], 180000)
+    assert 'USD' == result['symbol']
+    assert result['currencies'] == [{
+        'currency': 'BTC',
+        'free': 10.0,
+        'balance': 12.0,
+        'used': 2.0,
+        'est_btc': 12.0,
+    }]
+    assert result['total'] == 12.0
+
+
+def test_rpc_balance_handle(default_conf, mocker):
+    mock_balance = {
+        'BTC': {
+            'free': 10.0,
+            'total': 12.0,
+            'used': 2.0,
+        },
+        'ETH': {
+            'free': 1.0,
+            'total': 5.0,
+            'used': 4.0,
+        },
+        'PAX': {
+            'free': 5.0,
+            'total': 10.0,
+            'used': 5.0,
+        }
+    }
+
+    mocker.patch.multiple(
+        'freqtrade.rpc.fiat_convert.Market',
+        ticker=MagicMock(return_value={'price_usd': 15000.0}),
+    )
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=mock_balance),
+        get_ticker=MagicMock(
+            side_effect=lambda p, r: {'bid': 100} if p == "BTC/PAX" else {'bid': 0.01}),
+        get_valid_pair_combination=MagicMock(
+            side_effect=lambda a, b: f"{b}/{a}" if a == "PAX" else f"{a}/{b}")
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    rpc._fiat_converter = CryptoToFiatConverter()
+
+    result = rpc._rpc_balance(default_conf['fiat_display_currency'])
+    assert prec_satoshi(result['total'], 12.15)
+    assert prec_satoshi(result['value'], 182250)
+    assert 'USD' == result['symbol']
+    assert result['currencies'] == [
+        {'currency': 'BTC',
+            'free': 10.0,
+            'balance': 12.0,
+            'used': 2.0,
+            'est_btc': 12.0,
+         },
+        {'free': 1.0,
+         'balance': 5.0,
+         'currency': 'ETH',
+         'est_btc': 0.05,
+         'used': 4.0
+         },
+        {'free': 5.0,
+         'balance': 10.0,
+         'currency': 'PAX',
+         'est_btc': 0.1,
+         'used': 5.0}
+    ]
+    assert result['total'] == 12.15
+
+
+def test_rpc_start(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock()
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    freqtradebot.state = State.STOPPED
+
+    result = rpc._rpc_start()
+    assert {'status': 'starting trader ...'} == result
+    assert freqtradebot.state == State.RUNNING
+
+    result = rpc._rpc_start()
+    assert {'status': 'already running'} == result
+    assert freqtradebot.state == State.RUNNING
+
+
+def test_rpc_stop(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock()
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    freqtradebot.state = State.RUNNING
+
+    result = rpc._rpc_stop()
+    assert {'status': 'stopping trader ...'} == result
+    assert freqtradebot.state == State.STOPPED
+
+    result = rpc._rpc_stop()
+
+    assert {'status': 'already stopped'} == result
+    assert freqtradebot.state == State.STOPPED
+
+
+def test_rpc_stopbuy(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock()
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    freqtradebot.state = State.RUNNING
+
+    assert freqtradebot.config['max_open_trades'] != 0
+    result = rpc._rpc_stopbuy()
+    assert {'status': 'No more buy will occur from now. Run /reload_conf to reset.'} == result
+    assert freqtradebot.config['max_open_trades'] == 0
+
+
+def test_rpc_forcesell(default_conf, ticker, fee, mocker, markets) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    cancel_order_mock = MagicMock()
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker,
+        cancel_order=cancel_order_mock,
+        get_order=MagicMock(
+            return_value={
+                'status': 'closed',
+                'type': 'limit',
+                'side': 'buy'
+            }
+        ),
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+
+    freqtradebot.state = State.STOPPED
+    with pytest.raises(RPCException, match=r'.*trader is not running*'):
+        rpc._rpc_forcesell(None)
+
+    freqtradebot.state = State.RUNNING
+    with pytest.raises(RPCException, match=r'.*invalid argument*'):
+        rpc._rpc_forcesell(None)
+
+    msg = rpc._rpc_forcesell('all')
+    assert msg == {'result': 'Created sell orders for all open trades.'}
+
+    freqtradebot.create_trades()
+    msg = rpc._rpc_forcesell('all')
+    assert msg == {'result': 'Created sell orders for all open trades.'}
+
+    msg = rpc._rpc_forcesell('1')
+    assert msg == {'result': 'Created sell order for trade 1.'}
+
+    freqtradebot.state = State.STOPPED
+    with pytest.raises(RPCException, match=r'.*trader is not running*'):
+        rpc._rpc_forcesell(None)
+
+    with pytest.raises(RPCException, match=r'.*trader is not running*'):
+        rpc._rpc_forcesell('all')
+
+    freqtradebot.state = State.RUNNING
+    assert cancel_order_mock.call_count == 0
+    # make an limit-buy open trade
+    trade = Trade.query.filter(Trade.id == '1').first()
+    filled_amount = trade.amount / 2
+    mocker.patch(
+        'freqtrade.exchange.Exchange.get_order',
+        return_value={
+            'status': 'open',
+            'type': 'limit',
+            'side': 'buy',
+            'filled': filled_amount
+        }
+    )
+    # check that the trade is called, which is done by ensuring exchange.cancel_order is called
+    # and trade amount is updated
+    rpc._rpc_forcesell('1')
+    assert cancel_order_mock.call_count == 1
+    assert trade.amount == filled_amount
+
+    freqtradebot.create_trades()
+    trade = Trade.query.filter(Trade.id == '2').first()
+    amount = trade.amount
+    # make an limit-buy open trade, if there is no 'filled', don't sell it
+    mocker.patch(
+        'freqtrade.exchange.Exchange.get_order',
+        return_value={
+            'status': 'open',
+            'type': 'limit',
+            'side': 'buy',
+            'filled': None
+        }
+    )
+    # check that the trade is called, which is done by ensuring exchange.cancel_order is called
+    msg = rpc._rpc_forcesell('2')
+    assert msg == {'result': 'Created sell order for trade 2.'}
+    assert cancel_order_mock.call_count == 2
+    assert trade.amount == amount
+
+    freqtradebot.create_trades()
+    # make an limit-sell open trade
+    mocker.patch(
+        'freqtrade.exchange.Exchange.get_order',
+        return_value={
+            'status': 'open',
+            'type': 'limit',
+            'side': 'sell'
+        }
+    )
+    msg = rpc._rpc_forcesell('3')
+    assert msg == {'result': 'Created sell order for trade 3.'}
+    # status quo, no exchange calls
+    assert cancel_order_mock.call_count == 2
+
+
+def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
+                            limit_sell_order, markets, mocker) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+
+    # Create some test data
+    freqtradebot.create_trades()
+    trade = Trade.query.first()
+    assert trade
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+
+    # Simulate fulfilled LIMIT_SELL order for trade
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+    res = rpc._rpc_performance()
+    assert len(res) == 1
+    assert res[0]['pair'] == 'ETH/BTC'
+    assert res[0]['count'] == 1
+    assert prec_satoshi(res[0]['profit'], 6.2)
+
+
+def test_rpc_count(mocker, default_conf, ticker, fee, markets) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+
+    counts = rpc._rpc_count()
+    assert counts["current"] == 0
+
+    # Create some test data
+    freqtradebot.create_trades()
+    counts = rpc._rpc_count()
+    assert counts["current"] == 1
+
+
+def test_rpcforcebuy(mocker, default_conf, ticker, fee, markets, limit_buy_order) -> None:
+    default_conf['forcebuy_enable'] = True
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    buy_mm = MagicMock(return_value={'id': limit_buy_order['id']})
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets),
+        buy=buy_mm
+    )
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    pair = 'ETH/BTC'
+    trade = rpc._rpc_forcebuy(pair, None)
+    assert isinstance(trade, Trade)
+    assert trade.pair == pair
+    assert trade.open_rate == ticker()['ask']
+
+    # Test buy duplicate
+    with pytest.raises(RPCException, match=r'position for ETH/BTC already open - id: 1'):
+        rpc._rpc_forcebuy(pair, 0.0001)
+    pair = 'XRP/BTC'
+    trade = rpc._rpc_forcebuy(pair, 0.0001)
+    assert isinstance(trade, Trade)
+    assert trade.pair == pair
+    assert trade.open_rate == 0.0001
+
+    # Test buy pair not with stakes
+    with pytest.raises(RPCException, match=r'Wrong pair selected. Please pairs with stake.*'):
+        rpc._rpc_forcebuy('XRP/ETH', 0.0001)
+    pair = 'XRP/BTC'
+
+    # Test not buying
+    default_conf['stake_amount'] = 0.0000001
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    pair = 'TKN/BTC'
+    trade = rpc._rpc_forcebuy(pair, None)
+    assert trade is None
+
+
+def test_rpcforcebuy_stopped(mocker, default_conf) -> None:
+    default_conf['forcebuy_enable'] = True
+    default_conf['initial_state'] = 'stopped'
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    pair = 'ETH/BTC'
+    with pytest.raises(RPCException, match=r'trader is not running'):
+        rpc._rpc_forcebuy(pair, None)
+
+
+def test_rpcforcebuy_disabled(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    freqtradebot = FreqtradeBot(default_conf)
+    patch_get_signal(freqtradebot, (True, False))
+    rpc = RPC(freqtradebot)
+    pair = 'ETH/BTC'
+    with pytest.raises(RPCException, match=r'Forcebuy not enabled.'):
+        rpc._rpc_forcebuy(pair, None)
+
+
+def test_rpc_whitelist(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    freqtradebot = FreqtradeBot(default_conf)
+    rpc = RPC(freqtradebot)
+    ret = rpc._rpc_whitelist()
+    assert ret['method'] == 'StaticPairList'
+    assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
+
+
+def test_rpc_whitelist_dynamic(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    default_conf['pairlist'] = {'method': 'VolumePairList',
+                                'config': {'number_assets': 4}
+                                }
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    freqtradebot = FreqtradeBot(default_conf)
+    rpc = RPC(freqtradebot)
+    ret = rpc._rpc_whitelist()
+    assert ret['method'] == 'VolumePairList'
+    assert ret['length'] == 4
+    assert ret['whitelist'] == default_conf['exchange']['pair_whitelist']
+
+
+def test_rpc_blacklist(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+
+    freqtradebot = FreqtradeBot(default_conf)
+    rpc = RPC(freqtradebot)
+    ret = rpc._rpc_blacklist(None)
+    assert ret['method'] == 'StaticPairList'
+    assert len(ret['blacklist']) == 2
+    assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
+    assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC']
+
+    ret = rpc._rpc_blacklist(["ETH/BTC"])
+    assert ret['method'] == 'StaticPairList'
+    assert len(ret['blacklist']) == 3
+    assert ret['blacklist'] == default_conf['exchange']['pair_blacklist']
+    assert ret['blacklist'] == ['DOGE/BTC', 'HOT/BTC', 'ETH/BTC']
+
+
+def test_rpc_edge_disabled(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    freqtradebot = FreqtradeBot(default_conf)
+    rpc = RPC(freqtradebot)
+    with pytest.raises(RPCException, match=r'Edge is not enabled.'):
+        rpc._rpc_edge()
+
+
+def test_rpc_edge_enabled(mocker, edge_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
+    mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
+        return_value={
+            'E/F': PairInfo(-0.02, 0.66, 3.71, 0.50, 1.71, 10, 60),
+        }
+    ))
+    freqtradebot = FreqtradeBot(edge_conf)
+
+    rpc = RPC(freqtradebot)
+    ret = rpc._rpc_edge()
+
+    assert len(ret) == 1
+    assert ret[0]['Pair'] == 'E/F'
+    assert ret[0]['Winrate'] == 0.66
+    assert ret[0]['Expectancy'] == 1.71
+    assert ret[0]['Stoploss'] == -0.02

tests/rpc/test_rpc_apiserver.py

@@ -0,0 +1,556 @@
+"""
+Unit test file for rpc/api_server.py
+"""
+
+from datetime import datetime
+from unittest.mock import ANY, MagicMock, PropertyMock
+
+import pytest
+from flask import Flask
+from requests.auth import _basic_auth_str
+
+from freqtrade.__init__ import __version__
+from freqtrade.persistence import Trade
+from freqtrade.rpc.api_server import BASE_URI, ApiServer
+from freqtrade.state import State
+from freqtrade.tests.conftest import (get_patched_freqtradebot, log_has,
+                                      patch_get_signal)
+
+
+_TEST_USER = "FreqTrader"
+_TEST_PASS = "SuperSecurePassword1!"
+
+
+@pytest.fixture
+def botclient(default_conf, mocker):
+    default_conf.update({"api_server": {"enabled": True,
+                                        "listen_ip_address": "127.0.0.1",
+                                        "listen_port": "8080",
+                                        "username": _TEST_USER,
+                                        "password": _TEST_PASS,
+                                        }})
+
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock())
+    apiserver = ApiServer(ftbot)
+    yield ftbot, apiserver.app.test_client()
+    # Cleanup ... ?
+
+
+def client_post(client, url, data={}):
+    return client.post(url,
+                       content_type="application/json",
+                       data=data,
+                       headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+
+
+def client_get(client, url):
+    return client.get(url, headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS)})
+
+
+def assert_response(response, expected_code=200):
+    assert response.status_code == expected_code
+    assert response.content_type == "application/json"
+
+
+def test_api_not_found(botclient):
+    ftbot, client = botclient
+
+    rc = client_post(client, f"{BASE_URI}/invalid_url")
+    assert_response(rc, 404)
+    assert rc.json == {"status": "error",
+                       "reason": f"There's no API call for http://localhost{BASE_URI}/invalid_url.",
+                       "code": 404
+                       }
+
+
+def test_api_unauthorized(botclient):
+    ftbot, client = botclient
+    # Don't send user/pass information
+    rc = client.get(f"{BASE_URI}/version")
+    assert_response(rc, 401)
+    assert rc.json == {'error': 'Unauthorized'}
+
+    # Change only username
+    ftbot.config['api_server']['username'] = "Ftrader"
+    rc = client_get(client, f"{BASE_URI}/version")
+    assert_response(rc, 401)
+    assert rc.json == {'error': 'Unauthorized'}
+
+    # Change only password
+    ftbot.config['api_server']['username'] = _TEST_USER
+    ftbot.config['api_server']['password'] = "WrongPassword"
+    rc = client_get(client, f"{BASE_URI}/version")
+    assert_response(rc, 401)
+    assert rc.json == {'error': 'Unauthorized'}
+
+    ftbot.config['api_server']['username'] = "Ftrader"
+    ftbot.config['api_server']['password'] = "WrongPassword"
+
+    rc = client_get(client, f"{BASE_URI}/version")
+    assert_response(rc, 401)
+    assert rc.json == {'error': 'Unauthorized'}
+
+
+def test_api_stop_workflow(botclient):
+    ftbot, client = botclient
+    assert ftbot.state == State.RUNNING
+    rc = client_post(client, f"{BASE_URI}/stop")
+    assert_response(rc)
+    assert rc.json == {'status': 'stopping trader ...'}
+    assert ftbot.state == State.STOPPED
+
+    # Stop bot again
+    rc = client_post(client, f"{BASE_URI}/stop")
+    assert_response(rc)
+    assert rc.json == {'status': 'already stopped'}
+
+    # Start bot
+    rc = client_post(client, f"{BASE_URI}/start")
+    assert_response(rc)
+    assert rc.json == {'status': 'starting trader ...'}
+    assert ftbot.state == State.RUNNING
+
+    # Call start again
+    rc = client_post(client, f"{BASE_URI}/start")
+    assert_response(rc)
+    assert rc.json == {'status': 'already running'}
+
+
+def test_api__init__(default_conf, mocker):
+    """
+    Test __init__() method
+    """
+    mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
+    mocker.patch('freqtrade.rpc.api_server.ApiServer.run', MagicMock())
+
+    apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
+    assert apiserver._config == default_conf
+
+
+def test_api_run(default_conf, mocker, caplog):
+    default_conf.update({"api_server": {"enabled": True,
+                                        "listen_ip_address": "127.0.0.1",
+                                        "listen_port": "8080"}})
+    mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
+    mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
+
+    server_mock = MagicMock()
+    mocker.patch('freqtrade.rpc.api_server.make_server', server_mock)
+
+    apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
+
+    assert apiserver._config == default_conf
+    apiserver.run()
+    assert server_mock.call_count == 1
+    assert server_mock.call_args_list[0][0][0] == "127.0.0.1"
+    assert server_mock.call_args_list[0][0][1] == "8080"
+    assert isinstance(server_mock.call_args_list[0][0][2], Flask)
+    assert hasattr(apiserver, "srv")
+
+    assert log_has("Starting HTTP Server at 127.0.0.1:8080", caplog)
+    assert log_has("Starting Local Rest Server.", caplog)
+
+    # Test binding to public
+    caplog.clear()
+    server_mock.reset_mock()
+    apiserver._config.update({"api_server": {"enabled": True,
+                                             "listen_ip_address": "0.0.0.0",
+                                             "listen_port": "8089",
+                                             "password": "",
+                                             }})
+    apiserver.run()
+
+    assert server_mock.call_count == 1
+    assert server_mock.call_args_list[0][0][0] == "0.0.0.0"
+    assert server_mock.call_args_list[0][0][1] == "8089"
+    assert isinstance(server_mock.call_args_list[0][0][2], Flask)
+    assert log_has("Starting HTTP Server at 0.0.0.0:8089", caplog)
+    assert log_has("Starting Local Rest Server.", caplog)
+    assert log_has("SECURITY WARNING - Local Rest Server listening to external connections",
+                   caplog)
+    assert log_has("SECURITY WARNING - This is insecure please set to your loopback,"
+                   "e.g 127.0.0.1 in config.json", caplog)
+    assert log_has("SECURITY WARNING - No password for local REST Server defined. "
+                   "Please make sure that this is intentional!", caplog)
+
+    # Test crashing flask
+    caplog.clear()
+    mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock(side_effect=Exception))
+    apiserver.run()
+    assert log_has("Api server failed to start.", caplog)
+
+
+def test_api_cleanup(default_conf, mocker, caplog):
+    default_conf.update({"api_server": {"enabled": True,
+                                        "listen_ip_address": "127.0.0.1",
+                                        "listen_port": "8080"}})
+    mocker.patch('freqtrade.rpc.telegram.Updater', MagicMock())
+    mocker.patch('freqtrade.rpc.api_server.threading.Thread', MagicMock())
+    mocker.patch('freqtrade.rpc.api_server.make_server', MagicMock())
+
+    apiserver = ApiServer(get_patched_freqtradebot(mocker, default_conf))
+    apiserver.run()
+    stop_mock = MagicMock()
+    stop_mock.shutdown = MagicMock()
+    apiserver.srv = stop_mock
+
+    apiserver.cleanup()
+    assert stop_mock.shutdown.call_count == 1
+    assert log_has("Stopping API Server", caplog)
+
+
+def test_api_reloadconf(botclient):
+    ftbot, client = botclient
+
+    rc = client_post(client, f"{BASE_URI}/reload_conf")
+    assert_response(rc)
+    assert rc.json == {'status': 'reloading config ...'}
+    assert ftbot.state == State.RELOAD_CONF
+
+
+def test_api_stopbuy(botclient):
+    ftbot, client = botclient
+    assert ftbot.config['max_open_trades'] != 0
+
+    rc = client_post(client, f"{BASE_URI}/stopbuy")
+    assert_response(rc)
+    assert rc.json == {'status': 'No more buy will occur from now. Run /reload_conf to reset.'}
+    assert ftbot.config['max_open_trades'] == 0
+
+
+def test_api_balance(botclient, mocker, rpc_balance):
+    ftbot, client = botclient
+
+    def mock_ticker(symbol, refresh):
+        if symbol == 'BTC/USDT':
+            return {
+                'bid': 10000.00,
+                'ask': 10000.00,
+                'last': 10000.00,
+            }
+        elif symbol == 'XRP/BTC':
+            return {
+                'bid': 0.00001,
+                'ask': 0.00001,
+                'last': 0.00001,
+            }
+        return {
+            'bid': 0.1,
+            'ask': 0.1,
+            'last': 0.1,
+        }
+    mocker.patch('freqtrade.exchange.Exchange.get_balances', return_value=rpc_balance)
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker', side_effect=mock_ticker)
+    mocker.patch('freqtrade.exchange.Exchange.get_valid_pair_combination',
+                 side_effect=lambda a, b: f"{a}/{b}")
+
+    rc = client_get(client, f"{BASE_URI}/balance")
+    assert_response(rc)
+    assert "currencies" in rc.json
+    assert len(rc.json["currencies"]) == 5
+    assert rc.json['currencies'][0] == {
+        'currency': 'BTC',
+        'free': 12.0,
+        'balance': 12.0,
+        'used': 0.0,
+        'est_btc': 12.0,
+    }
+
+
+def test_api_count(botclient, mocker, ticker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+    rc = client_get(client, f"{BASE_URI}/count")
+    assert_response(rc)
+
+    assert rc.json["current"] == 0
+    assert rc.json["max"] == 1.0
+
+    # Create some test data
+    ftbot.create_trades()
+    rc = client_get(client, f"{BASE_URI}/count")
+    assert_response(rc)
+    assert rc.json["current"] == 1.0
+    assert rc.json["max"] == 1.0
+
+
+def test_api_daily(botclient, mocker, ticker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+    rc = client_get(client, f"{BASE_URI}/daily")
+    assert_response(rc)
+    assert len(rc.json) == 7
+    assert rc.json[0][0] == str(datetime.utcnow().date())
+
+
+def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+    rc = client_get(client, f"{BASE_URI}/edge")
+    assert_response(rc, 502)
+    assert rc.json == {"error": "Error querying _edge: Edge is not enabled."}
+
+
+def test_api_profit(botclient, mocker, ticker, fee, markets, limit_buy_order, limit_sell_order):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    rc = client_get(client, f"{BASE_URI}/profit")
+    assert_response(rc, 502)
+    assert len(rc.json) == 1
+    assert rc.json == {"error": "Error querying _profit: no closed trade"}
+
+    ftbot.create_trades()
+    trade = Trade.query.first()
+
+    # Simulate fulfilled LIMIT_BUY order for trade
+    trade.update(limit_buy_order)
+    rc = client_get(client, f"{BASE_URI}/profit")
+    assert_response(rc, 502)
+    assert rc.json == {"error": "Error querying _profit: no closed trade"}
+
+    trade.update(limit_sell_order)
+
+    trade.close_date = datetime.utcnow()
+    trade.is_open = False
+
+    rc = client_get(client, f"{BASE_URI}/profit")
+    assert_response(rc)
+    assert rc.json == {'avg_duration': '0:00:00',
+                       'best_pair': 'ETH/BTC',
+                       'best_rate': 6.2,
+                       'first_trade_date': 'just now',
+                       'latest_trade_date': 'just now',
+                       'profit_all_coin': 6.217e-05,
+                       'profit_all_fiat': 0,
+                       'profit_all_percent': 6.2,
+                       'profit_closed_coin': 6.217e-05,
+                       'profit_closed_fiat': 0,
+                       'profit_closed_percent': 6.2,
+                       'trade_count': 1
+                       }
+
+
+def test_api_performance(botclient, mocker, ticker, fee):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+
+    trade = Trade(
+        pair='LTC/ETH',
+        amount=1,
+        exchange='binance',
+        stake_amount=1,
+        open_rate=0.245441,
+        open_order_id="123456",
+        is_open=False,
+        fee_close=fee.return_value,
+        fee_open=fee.return_value,
+        close_rate=0.265441,
+
+    )
+    trade.close_profit = trade.calc_profit_percent()
+    Trade.session.add(trade)
+
+    trade = Trade(
+        pair='XRP/ETH',
+        amount=5,
+        stake_amount=1,
+        exchange='binance',
+        open_rate=0.412,
+        open_order_id="123456",
+        is_open=False,
+        fee_close=fee.return_value,
+        fee_open=fee.return_value,
+        close_rate=0.391
+    )
+    trade.close_profit = trade.calc_profit_percent()
+    Trade.session.add(trade)
+    Trade.session.flush()
+
+    rc = client_get(client, f"{BASE_URI}/performance")
+    assert_response(rc)
+    assert len(rc.json) == 2
+    assert rc.json == [{'count': 1, 'pair': 'LTC/ETH', 'profit': 7.61},
+                       {'count': 1, 'pair': 'XRP/ETH', 'profit': -5.57}]
+
+
+def test_api_status(botclient, mocker, ticker, fee, markets):
+    ftbot, client = botclient
+    patch_get_signal(ftbot, (True, False))
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+
+    rc = client_get(client, f"{BASE_URI}/status")
+    assert_response(rc, 502)
+    assert rc.json == {'error': 'Error querying _status: no active trade'}
+
+    ftbot.create_trades()
+    rc = client_get(client, f"{BASE_URI}/status")
+    assert_response(rc)
+    assert len(rc.json) == 1
+    assert rc.json == [{'amount': 90.99181074,
+                        'base_currency': 'BTC',
+                        'close_date': None,
+                        'close_date_hum': None,
+                        'close_profit': None,
+                        'close_rate': None,
+                        'current_profit': -0.59,
+                        'current_rate': 1.098e-05,
+                        'initial_stop_loss': 0.0,
+                        'initial_stop_loss_pct': None,
+                        'open_date': ANY,
+                        'open_date_hum': 'just now',
+                        'open_order': '(limit buy rem=0.00000000)',
+                        'open_rate': 1.099e-05,
+                        'pair': 'ETH/BTC',
+                        'stake_amount': 0.001,
+                        'stop_loss': 0.0,
+                        'stop_loss_pct': None,
+                        'trade_id': 1}]
+
+
+def test_api_version(botclient):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/version")
+    assert_response(rc)
+    assert rc.json == {"version": __version__}
+
+
+def test_api_blacklist(botclient, mocker):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/blacklist")
+    assert_response(rc)
+    assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC"],
+                       "length": 2,
+                       "method": "StaticPairList"}
+
+    # Add ETH/BTC to blacklist
+    rc = client_post(client, f"{BASE_URI}/blacklist",
+                     data='{"blacklist": ["ETH/BTC"]}')
+    assert_response(rc)
+    assert rc.json == {"blacklist": ["DOGE/BTC", "HOT/BTC", "ETH/BTC"],
+                       "length": 3,
+                       "method": "StaticPairList"}
+
+
+def test_api_whitelist(botclient):
+    ftbot, client = botclient
+
+    rc = client_get(client, f"{BASE_URI}/whitelist")
+    assert_response(rc)
+    assert rc.json == {"whitelist": ['ETH/BTC', 'LTC/BTC', 'XRP/BTC', 'NEO/BTC'],
+                       "length": 4,
+                       "method": "StaticPairList"}
+
+
+def test_api_forcebuy(botclient, mocker, fee):
+    ftbot, client = botclient
+
+    rc = client_post(client, f"{BASE_URI}/forcebuy",
+                     data='{"pair": "ETH/BTC"}')
+    assert_response(rc, 502)
+    assert rc.json == {"error": "Error querying _forcebuy: Forcebuy not enabled."}
+
+    # enable forcebuy
+    ftbot.config["forcebuy_enable"] = True
+
+    fbuy_mock = MagicMock(return_value=None)
+    mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
+    rc = client_post(client, f"{BASE_URI}/forcebuy",
+                     data='{"pair": "ETH/BTC"}')
+    assert_response(rc)
+    assert rc.json == {"status": "Error buying pair ETH/BTC."}
+
+    # Test creating trae
+    fbuy_mock = MagicMock(return_value=Trade(
+        pair='ETH/ETH',
+        amount=1,
+        exchange='bittrex',
+        stake_amount=1,
+        open_rate=0.245441,
+        open_order_id="123456",
+        open_date=datetime.utcnow(),
+        is_open=False,
+        fee_close=fee.return_value,
+        fee_open=fee.return_value,
+        close_rate=0.265441,
+    ))
+    mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
+
+    rc = client_post(client, f"{BASE_URI}/forcebuy",
+                     data='{"pair": "ETH/BTC"}')
+    assert_response(rc)
+    assert rc.json == {'amount': 1,
+                       'close_date': None,
+                       'close_date_hum': None,
+                       'close_rate': 0.265441,
+                       'initial_stop_loss': None,
+                       'initial_stop_loss_pct': None,
+                       'open_date': ANY,
+                       'open_date_hum': 'just now',
+                       'open_rate': 0.245441,
+                       'pair': 'ETH/ETH',
+                       'stake_amount': 1,
+                       'stop_loss': None,
+                       'stop_loss_pct': None,
+                       'trade_id': None}
+
+
+def test_api_forcesell(botclient, mocker, ticker, fee, markets):
+    ftbot, client = botclient
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value=ticker),
+        get_ticker=ticker,
+        get_fee=fee,
+        markets=PropertyMock(return_value=markets)
+    )
+    patch_get_signal(ftbot, (True, False))
+
+    rc = client_post(client, f"{BASE_URI}/forcesell",
+                     data='{"tradeid": "1"}')
+    assert_response(rc, 502)
+    assert rc.json == {"error": "Error querying _forcesell: invalid argument"}
+
+    ftbot.create_trades()
+
+    rc = client_post(client, f"{BASE_URI}/forcesell",
+                     data='{"tradeid": "1"}')
+    assert_response(rc)
+    assert rc.json == {'result': 'Created sell order for trade 1.'}

tests/rpc/test_rpc_manager.py

@@ -0,0 +1,182 @@
+# pragma pylint: disable=missing-docstring, C0103
+
+import logging
+from unittest.mock import MagicMock
+
+from freqtrade.rpc import RPCMessageType, RPCManager
+from freqtrade.tests.conftest import log_has, get_patched_freqtradebot
+
+
+def test__init__(mocker, default_conf) -> None:
+    default_conf['telegram']['enabled'] = False
+
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+    assert rpc_manager.registered_modules == []
+
+
+def test_init_telegram_disabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = False
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert not log_has('Enabling rpc.telegram ...', caplog)
+    assert rpc_manager.registered_modules == []
+
+
+def test_init_telegram_enabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert log_has('Enabling rpc.telegram ...', caplog)
+    len_modules = len(rpc_manager.registered_modules)
+    assert len_modules == 1
+    assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
+
+
+def test_cleanup_telegram_disabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.cleanup', MagicMock())
+    default_conf['telegram']['enabled'] = False
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.cleanup()
+
+    assert not log_has('Cleaning up rpc.telegram ...', caplog)
+    assert telegram_mock.call_count == 0
+
+
+def test_cleanup_telegram_enabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.cleanup', MagicMock())
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+
+    # Check we have Telegram as a registered modules
+    assert 'telegram' in [mod.name for mod in rpc_manager.registered_modules]
+
+    rpc_manager.cleanup()
+    assert log_has('Cleaning up rpc.telegram ...', caplog)
+    assert 'telegram' not in [mod.name for mod in rpc_manager.registered_modules]
+    assert telegram_mock.call_count == 1
+
+
+def test_send_msg_telegram_disabled(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    default_conf['telegram']['enabled'] = False
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.send_msg({
+        'type': RPCMessageType.STATUS_NOTIFICATION,
+        'status': 'test'
+    })
+
+    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog)
+    assert telegram_mock.call_count == 0
+
+
+def test_send_msg_telegram_enabled(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.send_msg({
+        'type': RPCMessageType.STATUS_NOTIFICATION,
+        'status': 'test'
+    })
+
+    assert log_has("Sending rpc message: {'type': status, 'status': 'test'}", caplog)
+    assert telegram_mock.call_count == 1
+
+
+def test_init_webhook_disabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = False
+    default_conf['webhook'] = {'enabled': False}
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert not log_has('Enabling rpc.webhook ...', caplog)
+    assert rpc_manager.registered_modules == []
+
+
+def test_init_webhook_enabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = False
+    default_conf['webhook'] = {'enabled': True, 'url': "https://DEADBEEF.com"}
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert log_has('Enabling rpc.webhook ...', caplog)
+    assert len(rpc_manager.registered_modules) == 1
+    assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
+
+
+def test_send_msg_webhook_CustomMessagetype(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    default_conf['telegram']['enabled'] = False
+    default_conf['webhook'] = {'enabled': True, 'url': "https://DEADBEEF.com"}
+    mocker.patch('freqtrade.rpc.webhook.Webhook.send_msg',
+                 MagicMock(side_effect=NotImplementedError))
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
+    rpc_manager.send_msg({'type': RPCMessageType.CUSTOM_NOTIFICATION,
+                          'status': 'TestMessage'})
+    assert log_has(
+        "Message type RPCMessageType.CUSTOM_NOTIFICATION not implemented by handler webhook.",
+        caplog)
+
+
+def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.startup_messages(default_conf, freqtradebot.pairlists)
+
+    assert telegram_mock.call_count == 3
+    assert "*Exchange:* `bittrex`" in telegram_mock.call_args_list[1][0][0]['status']
+
+    telegram_mock.reset_mock()
+    default_conf['dry_run'] = True
+    default_conf['whitelist'] = {'method': 'VolumePairList',
+                                 'config': {'number_assets': 20}
+                                 }
+
+    rpc_manager.startup_messages(default_conf,  freqtradebot.pairlists)
+    assert telegram_mock.call_count == 3
+    assert "Dry run is enabled." in telegram_mock.call_args_list[0][0][0]['status']
+
+
+def test_init_apiserver_disabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    run_mock = MagicMock()
+    mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock)
+    default_conf['telegram']['enabled'] = False
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert not log_has('Enabling rpc.api_server', caplog)
+    assert rpc_manager.registered_modules == []
+    assert run_mock.call_count == 0
+
+
+def test_init_apiserver_enabled(mocker, default_conf, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    run_mock = MagicMock()
+    mocker.patch('freqtrade.rpc.api_server.ApiServer.run', run_mock)
+
+    default_conf["telegram"]["enabled"] = False
+    default_conf["api_server"] = {"enabled": True,
+                                  "listen_ip_address": "127.0.0.1",
+                                  "listen_port": "8080"}
+    rpc_manager = RPCManager(get_patched_freqtradebot(mocker, default_conf))
+
+    assert log_has('Enabling rpc.api_server', caplog)
+    assert len(rpc_manager.registered_modules) == 1
+    assert 'apiserver' in [mod.name for mod in rpc_manager.registered_modules]
+    assert run_mock.call_count == 1

tests/rpc/test_rpc_webhook.py

@@ -0,0 +1,170 @@
+# pragma pylint: disable=missing-docstring, C0103, protected-access
+
+from unittest.mock import MagicMock
+
+import pytest
+from requests import RequestException
+
+from freqtrade.rpc import RPCMessageType
+from freqtrade.rpc.webhook import Webhook
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import get_patched_freqtradebot, log_has
+
+
+def get_webhook_dict() -> dict:
+    return {
+          "enabled": True,
+          "url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/",
+          "webhookbuy": {
+              "value1": "Buying {pair}",
+              "value2": "limit {limit:8f}",
+              "value3": "{stake_amount:8f} {stake_currency}"
+          },
+          "webhooksell": {
+              "value1": "Selling {pair}",
+              "value2": "limit {limit:8f}",
+              "value3": "profit: {profit_amount:8f} {stake_currency}"
+          },
+          "webhookstatus": {
+              "value1": "Status: {status}",
+              "value2": "",
+              "value3": ""
+          }
+      }
+
+
+def test__init__(mocker, default_conf):
+    default_conf['webhook'] = {'enabled': True, 'url': "https://DEADBEEF.com"}
+    webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    assert webhook._config == default_conf
+
+
+def test_send_msg(default_conf, mocker):
+    default_conf["webhook"] = get_webhook_dict()
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    msg = {
+        'type': RPCMessageType.BUY_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'limit': 0.005,
+        'stake_amount': 0.8,
+        'stake_amount_fiat': 500,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'EUR'
+    }
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhookbuy"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhookbuy"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhookbuy"]["value3"].format(**msg))
+    # Test sell
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg = {
+        'type': RPCMessageType.SELL_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'gain': "profit",
+        'limit': 0.005,
+        'amount': 0.8,
+        'order_type': 'limit',
+        'open_rate': 0.004,
+        'current_rate': 0.005,
+        'profit_amount': 0.001,
+        'profit_percent': 0.20,
+        'stake_currency': 'BTC',
+        'sell_reason': SellType.STOP_LOSS.value
+    }
+    webhook.send_msg(msg=msg)
+    assert msg_mock.call_count == 1
+    assert (msg_mock.call_args[0][0]["value1"] ==
+            default_conf["webhook"]["webhooksell"]["value1"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value2"] ==
+            default_conf["webhook"]["webhooksell"]["value2"].format(**msg))
+    assert (msg_mock.call_args[0][0]["value3"] ==
+            default_conf["webhook"]["webhooksell"]["value3"].format(**msg))
+
+    for msgtype in [RPCMessageType.STATUS_NOTIFICATION,
+                    RPCMessageType.WARNING_NOTIFICATION,
+                    RPCMessageType.CUSTOM_NOTIFICATION]:
+        # Test notification
+        msg = {
+            'type': msgtype,
+            'status': 'Unfilled sell order for BTC cancelled due to timeout'
+        }
+        msg_mock = MagicMock()
+        mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+        webhook.send_msg(msg)
+        assert msg_mock.call_count == 1
+        assert (msg_mock.call_args[0][0]["value1"] ==
+                default_conf["webhook"]["webhookstatus"]["value1"].format(**msg))
+        assert (msg_mock.call_args[0][0]["value2"] ==
+                default_conf["webhook"]["webhookstatus"]["value2"].format(**msg))
+        assert (msg_mock.call_args[0][0]["value3"] ==
+                default_conf["webhook"]["webhookstatus"]["value3"].format(**msg))
+
+
+def test_exception_send_msg(default_conf, mocker, caplog):
+    default_conf["webhook"] = get_webhook_dict()
+    default_conf["webhook"]["webhookbuy"] = None
+
+    webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    webhook.send_msg({'type': RPCMessageType.BUY_NOTIFICATION})
+    assert log_has(f"Message type {RPCMessageType.BUY_NOTIFICATION} not configured for webhooks",
+                   caplog)
+
+    default_conf["webhook"] = get_webhook_dict()
+    default_conf["webhook"]["webhookbuy"]["value1"] = "{DEADBEEF:8f}"
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    msg = {
+        'type': RPCMessageType.BUY_NOTIFICATION,
+        'exchange': 'Bittrex',
+        'pair': 'ETH/BTC',
+        'limit': 0.005,
+        'order_type': 'limit',
+        'stake_amount': 0.8,
+        'stake_amount_fiat': 500,
+        'stake_currency': 'BTC',
+        'fiat_currency': 'EUR'
+    }
+    webhook.send_msg(msg)
+    assert log_has("Problem calling Webhook. Please check your webhook configuration. "
+                   "Exception: 'DEADBEEF'", caplog)
+
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    msg = {
+        'type': 'DEADBEEF',
+        'status': 'whatever'
+    }
+    with pytest.raises(NotImplementedError):
+        webhook.send_msg(msg)
+
+
+def test__send_msg(default_conf, mocker, caplog):
+    default_conf["webhook"] = get_webhook_dict()
+    webhook = Webhook(get_patched_freqtradebot(mocker, default_conf))
+    msg = {'value1': 'DEADBEEF',
+           'value2': 'ALIVEBEEF',
+           'value3': 'FREQTRADE'}
+    post = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.post", post)
+    webhook._send_msg(msg)
+
+    assert post.call_count == 1
+    assert post.call_args[1] == {'data': msg}
+    assert post.call_args[0] == (default_conf['webhook']['url'], )
+
+    post = MagicMock(side_effect=RequestException)
+    mocker.patch("freqtrade.rpc.webhook.post", post)
+    webhook._send_msg(msg)
+    assert log_has('Could not call webhook url. Exception: ', caplog)

tests/strategy/legacy_strategy.py

@@ -0,0 +1,235 @@
+
+# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from pandas import DataFrame
+# --------------------------------
+
+# Add your lib to import here
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+import numpy  # noqa
+
+
+# This class is a sample. Feel free to customize it.
+class TestStrategyLegacy(IStrategy):
+    """
+    This is a test strategy using the legacy function headers, which will be
+    removed in a future update.
+    Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
+    for a uptodate version of this template.
+
+    """
+
+    # Minimal ROI designed for the strategy.
+    # This attribute will be overridden if the config file contains "minimal_roi"
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    # This attribute will be overridden if the config file contains "stoploss"
+    stoploss = -0.10
+
+    # Optimal ticker interval for the strategy
+    ticker_interval = '5m'
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Adds several different TA indicators to the given DataFrame
+
+        Performance Note: For the best performance be frugal on the number of indicators
+        you are using. Let uncomment only the indicator you are using in your strategies
+        or your hyperopt configuration, otherwise you will waste your memory and CPU usage.
+        """
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        """
+        # Awesome oscillator
+        dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
+
+        # Commodity Channel Index: values Oversold:<-100, Overbought:>100
+        dataframe['cci'] = ta.CCI(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # MFI
+        dataframe['mfi'] = ta.MFI(dataframe)
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_dm'] = ta.PLUS_DM(dataframe)
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # ROC
+        dataframe['roc'] = ta.ROC(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Inverse Fisher transform on RSI, values [-1.0, 1.0] (https://goo.gl/2JGGoy)
+        rsi = 0.1 * (dataframe['rsi'] - 50)
+        dataframe['fisher_rsi'] = (numpy.exp(2 * rsi) - 1) / (numpy.exp(2 * rsi) + 1)
+
+        # Inverse Fisher transform on RSI normalized, value [0.0, 100.0] (https://goo.gl/2JGGoy)
+        dataframe['fisher_rsi_norma'] = 50 * (dataframe['fisher_rsi'] + 1)
+
+        # Stoch
+        stoch = ta.STOCH(dataframe)
+        dataframe['slowd'] = stoch['slowd']
+        dataframe['slowk'] = stoch['slowk']
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # Stoch RSI
+        stoch_rsi = ta.STOCHRSI(dataframe)
+        dataframe['fastd_rsi'] = stoch_rsi['fastd']
+        dataframe['fastk_rsi'] = stoch_rsi['fastk']
+        """
+
+        # Overlap Studies
+        # ------------------------------------
+
+        # Bollinger bands
+        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
+        dataframe['bb_lowerband'] = bollinger['lower']
+        dataframe['bb_middleband'] = bollinger['mid']
+        dataframe['bb_upperband'] = bollinger['upper']
+
+        """
+        # EMA - Exponential Moving Average
+        dataframe['ema3'] = ta.EMA(dataframe, timeperiod=3)
+        dataframe['ema5'] = ta.EMA(dataframe, timeperiod=5)
+        dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
+        dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
+        dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
+
+        # SAR Parabol
+        dataframe['sar'] = ta.SAR(dataframe)
+
+        # SMA - Simple Moving Average
+        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
+        """
+
+        # TEMA - Triple Exponential Moving Average
+        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
+
+        # Cycle Indicator
+        # ------------------------------------
+        # Hilbert Transform Indicator - SineWave
+        hilbert = ta.HT_SINE(dataframe)
+        dataframe['htsine'] = hilbert['sine']
+        dataframe['htleadsine'] = hilbert['leadsine']
+
+        # Pattern Recognition - Bullish candlestick patterns
+        # ------------------------------------
+        """
+        # Hammer: values [0, 100]
+        dataframe['CDLHAMMER'] = ta.CDLHAMMER(dataframe)
+        # Inverted Hammer: values [0, 100]
+        dataframe['CDLINVERTEDHAMMER'] = ta.CDLINVERTEDHAMMER(dataframe)
+        # Dragonfly Doji: values [0, 100]
+        dataframe['CDLDRAGONFLYDOJI'] = ta.CDLDRAGONFLYDOJI(dataframe)
+        # Piercing Line: values [0, 100]
+        dataframe['CDLPIERCING'] = ta.CDLPIERCING(dataframe) # values [0, 100]
+        # Morningstar: values [0, 100]
+        dataframe['CDLMORNINGSTAR'] = ta.CDLMORNINGSTAR(dataframe) # values [0, 100]
+        # Three White Soldiers: values [0, 100]
+        dataframe['CDL3WHITESOLDIERS'] = ta.CDL3WHITESOLDIERS(dataframe) # values [0, 100]
+        """
+
+        # Pattern Recognition - Bearish candlestick patterns
+        # ------------------------------------
+        """
+        # Hanging Man: values [0, 100]
+        dataframe['CDLHANGINGMAN'] = ta.CDLHANGINGMAN(dataframe)
+        # Shooting Star: values [0, 100]
+        dataframe['CDLSHOOTINGSTAR'] = ta.CDLSHOOTINGSTAR(dataframe)
+        # Gravestone Doji: values [0, 100]
+        dataframe['CDLGRAVESTONEDOJI'] = ta.CDLGRAVESTONEDOJI(dataframe)
+        # Dark Cloud Cover: values [0, 100]
+        dataframe['CDLDARKCLOUDCOVER'] = ta.CDLDARKCLOUDCOVER(dataframe)
+        # Evening Doji Star: values [0, 100]
+        dataframe['CDLEVENINGDOJISTAR'] = ta.CDLEVENINGDOJISTAR(dataframe)
+        # Evening Star: values [0, 100]
+        dataframe['CDLEVENINGSTAR'] = ta.CDLEVENINGSTAR(dataframe)
+        """
+
+        # Pattern Recognition - Bullish/Bearish candlestick patterns
+        # ------------------------------------
+        """
+        # Three Line Strike: values [0, -100, 100]
+        dataframe['CDL3LINESTRIKE'] = ta.CDL3LINESTRIKE(dataframe)
+        # Spinning Top: values [0, -100, 100]
+        dataframe['CDLSPINNINGTOP'] = ta.CDLSPINNINGTOP(dataframe) # values [0, -100, 100]
+        # Engulfing: values [0, -100, 100]
+        dataframe['CDLENGULFING'] = ta.CDLENGULFING(dataframe) # values [0, -100, 100]
+        # Harami: values [0, -100, 100]
+        dataframe['CDLHARAMI'] = ta.CDLHARAMI(dataframe) # values [0, -100, 100]
+        # Three Outside Up/Down: values [0, -100, 100]
+        dataframe['CDL3OUTSIDE'] = ta.CDL3OUTSIDE(dataframe) # values [0, -100, 100]
+        # Three Inside Up/Down: values [0, -100, 100]
+        dataframe['CDL3INSIDE'] = ta.CDL3INSIDE(dataframe) # values [0, -100, 100]
+        """
+
+        # Chart type
+        # ------------------------------------
+        """
+        # Heikinashi stategy
+        heikinashi = qtpylib.heikinashi(dataframe)
+        dataframe['ha_open'] = heikinashi['open']
+        dataframe['ha_close'] = heikinashi['close']
+        dataframe['ha_high'] = heikinashi['high']
+        dataframe['ha_low'] = heikinashi['low']
+        """
+
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the buy signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 30) &
+                (dataframe['tema'] <= dataframe['bb_middleband']) &
+                (dataframe['tema'] > dataframe['tema'].shift(1))
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        """
+        Based on TA indicators, populates the sell signal for the given dataframe
+        :param dataframe: DataFrame
+        :return: DataFrame with buy column
+        """
+        dataframe.loc[
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['tema'] > dataframe['bb_middleband']) &
+                (dataframe['tema'] < dataframe['tema'].shift(1))
+            ),
+            'sell'] = 1
+        return dataframe

tests/strategy/test_default_strategy.py

@@ -0,0 +1,36 @@
+import json
+
+import pytest
+from pandas import DataFrame
+
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.strategy.default_strategy import DefaultStrategy
+
+
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
+                                      fill_missing=True)
+
+
+def test_default_strategy_structure():
+    assert hasattr(DefaultStrategy, 'minimal_roi')
+    assert hasattr(DefaultStrategy, 'stoploss')
+    assert hasattr(DefaultStrategy, 'ticker_interval')
+    assert hasattr(DefaultStrategy, 'populate_indicators')
+    assert hasattr(DefaultStrategy, 'populate_buy_trend')
+    assert hasattr(DefaultStrategy, 'populate_sell_trend')
+
+
+def test_default_strategy(result):
+    strategy = DefaultStrategy({})
+
+    metadata = {'pair': 'ETH/BTC'}
+    assert type(strategy.minimal_roi) is dict
+    assert type(strategy.stoploss) is float
+    assert type(strategy.ticker_interval) is str
+    indicators = strategy.populate_indicators(result, metadata)
+    assert type(indicators) is DataFrame
+    assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame
+    assert type(strategy.populate_sell_trend(indicators, metadata)) is DataFrame

tests/strategy/test_interface.py

@@ -0,0 +1,304 @@
+# pragma pylint: disable=missing-docstring, C0103
+
+import logging
+from unittest.mock import MagicMock
+
+import arrow
+from pandas import DataFrame
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.history import load_tickerdata_file
+from freqtrade.persistence import Trade
+from freqtrade.tests.conftest import get_patched_exchange, log_has
+from freqtrade.strategy.default_strategy import DefaultStrategy
+
+# Avoid to reinit the same object again and again
+_STRATEGY = DefaultStrategy(config={})
+
+
+def test_returns_latest_buy_signal(mocker, default_conf, ticker_history):
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
+
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
+
+
+def test_returns_latest_sell_signal(mocker, default_conf, ticker_history):
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
+    )
+
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (False, True)
+
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
+    )
+    assert _STRATEGY.get_signal('ETH/BTC', '5m', ticker_history) == (True, False)
+
+
+def test_get_signal_empty(default_conf, mocker, caplog):
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+                                                  DataFrame())
+    assert log_has('Empty ticker history for pair foo', caplog)
+    caplog.clear()
+
+    assert (False, False) == _STRATEGY.get_signal('bar', default_conf['ticker_interval'],
+                                                  [])
+    assert log_has('Empty ticker history for pair bar', caplog)
+
+
+def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ticker_history):
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        side_effect=ValueError('xyz')
+    )
+    assert (False, False) == _STRATEGY.get_signal('foo', default_conf['ticker_interval'],
+                                                  ticker_history)
+    assert log_has('Unable to analyze ticker for pair foo: xyz', caplog)
+
+
+def test_get_signal_empty_dataframe(default_conf, mocker, caplog, ticker_history):
+    caplog.set_level(logging.INFO)
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame([])
+    )
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+                                                  ticker_history)
+    assert log_has('Empty dataframe for pair xyz', caplog)
+
+
+def test_get_signal_old_dataframe(default_conf, mocker, caplog, ticker_history):
+    caplog.set_level(logging.INFO)
+    # default_conf defines a 5m interval. we check interval * 2 + 5m
+    # this is necessary as the last candle is removed (partial candles) by default
+    oldtime = arrow.utcnow().shift(minutes=-16)
+    ticks = DataFrame([{'buy': 1, 'date': oldtime}])
+    mocker.patch.object(
+        _STRATEGY, '_analyze_ticker_internal',
+        return_value=DataFrame(ticks)
+    )
+    assert (False, False) == _STRATEGY.get_signal('xyz', default_conf['ticker_interval'],
+                                                  ticker_history)
+    assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
+
+
+def test_get_signal_handles_exceptions(mocker, default_conf):
+    exchange = get_patched_exchange(mocker, default_conf)
+    mocker.patch.object(
+        _STRATEGY, 'analyze_ticker',
+        side_effect=Exception('invalid ticker history ')
+    )
+    assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
+
+
+def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
+    strategy = DefaultStrategy(default_conf)
+
+    timerange = TimeRange(None, 'line', 0, -100)
+    tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
+                                                         fill_missing=True)}
+    data = strategy.tickerdata_to_dataframe(tickerlist)
+    assert len(data['UNITTEST/BTC']) == 102       # partial candle was removed
+
+
+def test_min_roi_reached(default_conf, fee) -> None:
+
+    # Use list to confirm sequence does not matter
+    min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
+                    {0: 0.1, 20: 0.05, 55: 0.01}]
+    for roi in min_roi_list:
+        strategy = DefaultStrategy(default_conf)
+        strategy.minimal_roi = roi
+        trade = Trade(
+            pair='ETH/BTC',
+            stake_amount=0.001,
+            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            fee_open=fee.return_value,
+            fee_close=fee.return_value,
+            exchange='bittrex',
+            open_rate=1,
+        )
+
+        assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
+        assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
+
+        assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+        assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-39).datetime)
+
+        assert not strategy.min_roi_reached(trade, -0.01, arrow.utcnow().shift(minutes=-1).datetime)
+        assert strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-1).datetime)
+
+
+def test_min_roi_reached2(default_conf, fee) -> None:
+
+    # test with ROI raising after last interval
+    min_roi_list = [{20: 0.07,
+                     30: 0.05,
+                     55: 0.30,
+                     0: 0.1
+                     },
+                    {0: 0.1,
+                     20: 0.07,
+                     30: 0.05,
+                     55: 0.30
+                     },
+                    ]
+    for roi in min_roi_list:
+        strategy = DefaultStrategy(default_conf)
+        strategy.minimal_roi = roi
+        trade = Trade(
+            pair='ETH/BTC',
+            stake_amount=0.001,
+            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            fee_open=fee.return_value,
+            fee_close=fee.return_value,
+            exchange='bittrex',
+            open_rate=1,
+        )
+
+        assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
+        assert strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
+
+        assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+        assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
+
+        assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
+        assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
+
+        # Should not trigger with 20% profit since after 55 minutes only 30% is active.
+        assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
+        assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
+
+
+def test_min_roi_reached3(default_conf, fee) -> None:
+
+    # test for issue #1948
+    min_roi = {20: 0.07,
+               30: 0.05,
+               55: 0.30,
+               }
+    strategy = DefaultStrategy(default_conf)
+    strategy.minimal_roi = min_roi
+    trade = Trade(
+            pair='ETH/BTC',
+            stake_amount=0.001,
+            open_date=arrow.utcnow().shift(hours=-1).datetime,
+            fee_open=fee.return_value,
+            fee_close=fee.return_value,
+            exchange='bittrex',
+            open_rate=1,
+    )
+
+    assert not strategy.min_roi_reached(trade, 0.02, arrow.utcnow().shift(minutes=-56).datetime)
+    assert not strategy.min_roi_reached(trade, 0.12, arrow.utcnow().shift(minutes=-56).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-39).datetime)
+    assert strategy.min_roi_reached(trade, 0.071, arrow.utcnow().shift(minutes=-39).datetime)
+
+    assert not strategy.min_roi_reached(trade, 0.04, arrow.utcnow().shift(minutes=-26).datetime)
+    assert strategy.min_roi_reached(trade, 0.06, arrow.utcnow().shift(minutes=-26).datetime)
+
+    # Should not trigger with 20% profit since after 55 minutes only 30% is active.
+    assert not strategy.min_roi_reached(trade, 0.20, arrow.utcnow().shift(minutes=-2).datetime)
+    assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
+
+
+def test_analyze_ticker_default(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
+    caplog.clear()
+
+    strategy.analyze_ticker(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert buy_mock.call_count == 2
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
+
+
+def test__analyze_ticker_internal_skip_analyze(ticker_history, mocker, caplog) -> None:
+    caplog.set_level(logging.DEBUG)
+    ind_mock = MagicMock(side_effect=lambda x, meta: x)
+    buy_mock = MagicMock(side_effect=lambda x, meta: x)
+    sell_mock = MagicMock(side_effect=lambda x, meta: x)
+    mocker.patch.multiple(
+        'freqtrade.strategy.interface.IStrategy',
+        advise_indicators=ind_mock,
+        advise_buy=buy_mock,
+        advise_sell=sell_mock,
+
+    )
+    strategy = DefaultStrategy({})
+    strategy.process_only_new_candles = True
+
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
+    assert 'high' in ret.columns
+    assert 'low' in ret.columns
+    assert 'close' in ret.columns
+    assert isinstance(ret, DataFrame)
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert log_has('TA Analysis Launched', caplog)
+    assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
+    caplog.clear()
+
+    ret = strategy._analyze_ticker_internal(ticker_history, {'pair': 'ETH/BTC'})
+    # No analysis happens as process_only_new_candles is true
+    assert ind_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    assert buy_mock.call_count == 1
+    # only skipped analyze adds buy and sell columns, otherwise it's all mocked
+    assert 'buy' in ret.columns
+    assert 'sell' in ret.columns
+    assert ret['buy'].sum() == 0
+    assert ret['sell'].sum() == 0
+    assert not log_has('TA Analysis Launched', caplog)
+    assert log_has('Skipping TA Analysis for already analyzed candle', caplog)
+
+
+def test_is_pair_locked(default_conf):
+    strategy = DefaultStrategy(default_conf)
+    # dict should be empty
+    assert not strategy._pair_locked_until
+
+    pair = 'ETH/BTC'
+    assert not strategy.is_pair_locked(pair)
+    strategy.lock_pair(pair, arrow.utcnow().shift(minutes=4).datetime)
+    # ETH/BTC locked for 4 minutes
+    assert strategy.is_pair_locked(pair)
+
+    # XRP/BTC should not be locked now
+    pair = 'XRP/BTC'
+    assert not strategy.is_pair_locked(pair)

tests/strategy/test_strategy.py

@@ -0,0 +1,385 @@
+# pragma pylint: disable=missing-docstring, protected-access, C0103
+import logging
+import tempfile
+import warnings
+from base64 import urlsafe_b64encode
+from os import path
+from pathlib import Path
+
+import pytest
+from pandas import DataFrame
+
+from freqtrade import OperationalException
+from freqtrade.resolvers import StrategyResolver
+from freqtrade.strategy.interface import IStrategy
+from freqtrade.tests.conftest import log_has, log_has_re
+
+
+def test_search_strategy():
+    default_config = {}
+    default_location = Path(__file__).parent.parent.parent.joinpath('strategy').resolve()
+
+    s, _ = StrategyResolver._search_object(
+        directory=default_location,
+        object_type=IStrategy,
+        kwargs={'config': default_config},
+        object_name='DefaultStrategy'
+    )
+    assert isinstance(s, IStrategy)
+
+    s, _ = StrategyResolver._search_object(
+        directory=default_location,
+        object_type=IStrategy,
+        kwargs={'config': default_config},
+        object_name='NotFoundStrategy'
+    )
+    assert s is None
+
+
+def test_load_strategy(default_conf, result):
+    default_conf.update({'strategy': 'SampleStrategy'})
+    resolver = StrategyResolver(default_conf)
+    assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+
+
+def test_load_strategy_base64(result, caplog, default_conf):
+    with open("user_data/strategies/sample_strategy.py", "rb") as file:
+        encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
+    default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
+
+    resolver = StrategyResolver(default_conf)
+    assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+    # Make sure strategy was loaded from base64 (using temp directory)!!
+    assert log_has_re(r"Using resolved strategy SampleStrategy from '"
+                      + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
+
+
+def test_load_strategy_invalid_directory(result, caplog, default_conf):
+    resolver = StrategyResolver(default_conf)
+    extra_dir = Path.cwd() / 'some/path'
+    resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
+
+    assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
+
+    assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+
+
+def test_load_not_found_strategy(default_conf):
+    strategy = StrategyResolver(default_conf)
+    with pytest.raises(OperationalException,
+                       match=r"Impossible to load Strategy 'NotFoundStrategy'. "
+                             r"This class does not exist or contains Python code errors."):
+        strategy._load_strategy(strategy_name='NotFoundStrategy', config=default_conf)
+
+
+def test_strategy(result, default_conf):
+    default_conf.update({'strategy': 'DefaultStrategy'})
+
+    resolver = StrategyResolver(default_conf)
+    metadata = {'pair': 'ETH/BTC'}
+    assert resolver.strategy.minimal_roi[0] == 0.04
+    assert default_conf["minimal_roi"]['0'] == 0.04
+
+    assert resolver.strategy.stoploss == -0.10
+    assert default_conf['stoploss'] == -0.10
+
+    assert resolver.strategy.ticker_interval == '5m'
+    assert default_conf['ticker_interval'] == '5m'
+
+    df_indicators = resolver.strategy.advise_indicators(result, metadata=metadata)
+    assert 'adx' in df_indicators
+
+    dataframe = resolver.strategy.advise_buy(df_indicators, metadata=metadata)
+    assert 'buy' in dataframe.columns
+
+    dataframe = resolver.strategy.advise_sell(df_indicators, metadata=metadata)
+    assert 'sell' in dataframe.columns
+
+
+def test_strategy_override_minimal_roi(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'minimal_roi': {
+            "0": 0.5
+        }
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.minimal_roi[0] == 0.5
+    assert log_has("Override strategy 'minimal_roi' with value in config file: {'0': 0.5}.", caplog)
+
+
+def test_strategy_override_stoploss(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'stoploss': -0.5
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.stoploss == -0.5
+    assert log_has("Override strategy 'stoploss' with value in config file: -0.5.", caplog)
+
+
+def test_strategy_override_trailing_stop(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'trailing_stop': True
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.trailing_stop
+    assert isinstance(resolver.strategy.trailing_stop, bool)
+    assert log_has("Override strategy 'trailing_stop' with value in config file: True.", caplog)
+
+
+def test_strategy_override_trailing_stop_positive(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'trailing_stop_positive': -0.1,
+        'trailing_stop_positive_offset': -0.2
+
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.trailing_stop_positive == -0.1
+    assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
+                   caplog)
+
+    assert resolver.strategy.trailing_stop_positive_offset == -0.2
+    assert log_has("Override strategy 'trailing_stop_positive' with value in config file: -0.1.",
+                   caplog)
+
+
+def test_strategy_override_ticker_interval(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'ticker_interval': 60,
+        'stake_currency': 'ETH'
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.ticker_interval == 60
+    assert resolver.strategy.stake_currency == 'ETH'
+    assert log_has("Override strategy 'ticker_interval' with value in config file: 60.",
+                   caplog)
+
+
+def test_strategy_override_process_only_new_candles(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'process_only_new_candles': True
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.process_only_new_candles
+    assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
+                   caplog)
+
+
+def test_strategy_override_order_types(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+
+    order_types = {
+        'buy': 'market',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True,
+    }
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'order_types': order_types
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.order_types
+    for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
+        assert resolver.strategy.order_types[method] == order_types[method]
+
+    assert log_has("Override strategy 'order_types' with value in config file:"
+                   " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
+                   " 'stoploss_on_exchange': True}.", caplog)
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'order_types': {'buy': 'market'}
+    })
+    # Raise error for invalid configuration
+    with pytest.raises(ImportError,
+                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                             r"Order-types mapping is incomplete."):
+        StrategyResolver(default_conf)
+
+
+def test_strategy_override_order_tif(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+
+    order_time_in_force = {
+        'buy': 'fok',
+        'sell': 'gtc',
+    }
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'order_time_in_force': order_time_in_force
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.order_time_in_force
+    for method in ['buy', 'sell']:
+        assert resolver.strategy.order_time_in_force[method] == order_time_in_force[method]
+
+    assert log_has("Override strategy 'order_time_in_force' with value in config file:"
+                   " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'order_time_in_force': {'buy': 'fok'}
+    })
+    # Raise error for invalid configuration
+    with pytest.raises(ImportError,
+                       match=r"Impossible to load Strategy 'DefaultStrategy'. "
+                             r"Order-time-in-force mapping is incomplete."):
+        StrategyResolver(default_conf)
+
+
+def test_strategy_override_use_sell_signal(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+    })
+    resolver = StrategyResolver(default_conf)
+    assert not resolver.strategy.use_sell_signal
+    assert isinstance(resolver.strategy.use_sell_signal, bool)
+    # must be inserted to configuration
+    assert 'use_sell_signal' in default_conf['experimental']
+    assert not default_conf['experimental']['use_sell_signal']
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'experimental': {
+            'use_sell_signal': True,
+        },
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.use_sell_signal
+    assert isinstance(resolver.strategy.use_sell_signal, bool)
+    assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog)
+
+
+def test_strategy_override_use_sell_profit_only(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+    })
+    resolver = StrategyResolver(default_conf)
+    assert not resolver.strategy.sell_profit_only
+    assert isinstance(resolver.strategy.sell_profit_only, bool)
+    # must be inserted to configuration
+    assert 'sell_profit_only' in default_conf['experimental']
+    assert not default_conf['experimental']['sell_profit_only']
+
+    default_conf.update({
+        'strategy': 'DefaultStrategy',
+        'experimental': {
+            'sell_profit_only': True,
+        },
+    })
+    resolver = StrategyResolver(default_conf)
+
+    assert resolver.strategy.sell_profit_only
+    assert isinstance(resolver.strategy.sell_profit_only, bool)
+    assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_deprecate_populate_indicators(result, default_conf):
+    default_location = path.join(path.dirname(path.realpath(__file__)))
+    default_conf.update({'strategy': 'TestStrategyLegacy',
+                         'strategy_path': default_location})
+    resolver = StrategyResolver(default_conf)
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        indicators = resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            in str(w[-1].message)
+
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        resolver.strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            in str(w[-1].message)
+
+    with warnings.catch_warnings(record=True) as w:
+        # Cause all warnings to always be triggered.
+        warnings.simplefilter("always")
+        resolver.strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "deprecated - check out the Sample strategy to see the current function headers!" \
+            in str(w[-1].message)
+
+
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_call_deprecated_function(result, monkeypatch, default_conf):
+    default_location = path.join(path.dirname(path.realpath(__file__)))
+    default_conf.update({'strategy': 'TestStrategyLegacy',
+                         'strategy_path': default_location})
+    resolver = StrategyResolver(default_conf)
+    metadata = {'pair': 'ETH/BTC'}
+
+    # Make sure we are using a legacy function
+    assert resolver.strategy._populate_fun_len == 2
+    assert resolver.strategy._buy_fun_len == 2
+    assert resolver.strategy._sell_fun_len == 2
+    assert resolver.strategy.INTERFACE_VERSION == 1
+
+    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
+    assert isinstance(indicator_df, DataFrame)
+    assert 'adx' in indicator_df.columns
+
+    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
+    assert isinstance(buydf, DataFrame)
+    assert 'buy' in buydf.columns
+
+    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
+    assert isinstance(selldf, DataFrame)
+    assert 'sell' in selldf
+
+
+def test_strategy_interface_versioning(result, monkeypatch, default_conf):
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    resolver = StrategyResolver(default_conf)
+    metadata = {'pair': 'ETH/BTC'}
+
+    # Make sure we are using a legacy function
+    assert resolver.strategy._populate_fun_len == 3
+    assert resolver.strategy._buy_fun_len == 3
+    assert resolver.strategy._sell_fun_len == 3
+    assert resolver.strategy.INTERFACE_VERSION == 2
+
+    indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
+    assert isinstance(indicator_df, DataFrame)
+    assert 'adx' in indicator_df.columns
+
+    buydf = resolver.strategy.advise_buy(result, metadata=metadata)
+    assert isinstance(buydf, DataFrame)
+    assert 'buy' in buydf.columns
+
+    selldf = resolver.strategy.advise_sell(result, metadata=metadata)
+    assert isinstance(selldf, DataFrame)
+    assert 'sell' in selldf

tests/test_arguments.py

@@ -0,0 +1,196 @@
+# pragma pylint: disable=missing-docstring, C0103
+import argparse
+
+import pytest
+
+from freqtrade.configuration import Arguments
+from freqtrade.configuration.cli_options import check_int_positive
+
+
+# Parse common command-line-arguments. Used for all tools
+def test_parse_args_none() -> None:
+    arguments = Arguments([])
+    assert isinstance(arguments, Arguments)
+    x = arguments.get_parsed_arg()
+    assert isinstance(x, argparse.Namespace)
+    assert isinstance(arguments.parser, argparse.ArgumentParser)
+
+
+def test_parse_args_defaults() -> None:
+    args = Arguments([]).get_parsed_arg()
+    assert args.config == ['config.json']
+    assert args.strategy_path is None
+    assert args.datadir is None
+    assert args.verbosity == 0
+
+
+def test_parse_args_config() -> None:
+    args = Arguments(['-c', '/dev/null']).get_parsed_arg()
+    assert args.config == ['/dev/null']
+
+    args = Arguments(['--config', '/dev/null']).get_parsed_arg()
+    assert args.config == ['/dev/null']
+
+    args = Arguments(['--config', '/dev/null',
+                      '--config', '/dev/zero'],).get_parsed_arg()
+    assert args.config == ['/dev/null', '/dev/zero']
+
+
+def test_parse_args_db_url() -> None:
+    args = Arguments(['--db-url', 'sqlite:///test.sqlite']).get_parsed_arg()
+    assert args.db_url == 'sqlite:///test.sqlite'
+
+
+def test_parse_args_verbose() -> None:
+    args = Arguments(['-v']).get_parsed_arg()
+    assert args.verbosity == 1
+
+    args = Arguments(['--verbose']).get_parsed_arg()
+    assert args.verbosity == 1
+
+
+def test_common_scripts_options() -> None:
+    args = Arguments(['download-data', '-p', 'ETH/BTC', 'XRP/BTC']).get_parsed_arg()
+
+    assert args.pairs == ['ETH/BTC', 'XRP/BTC']
+    assert hasattr(args, "func")
+
+
+def test_parse_args_version() -> None:
+    with pytest.raises(SystemExit, match=r'0'):
+        Arguments(['--version']).get_parsed_arg()
+
+
+def test_parse_args_invalid() -> None:
+    with pytest.raises(SystemExit, match=r'2'):
+        Arguments(['-c']).get_parsed_arg()
+
+
+def test_parse_args_strategy() -> None:
+    args = Arguments(['--strategy', 'SomeStrategy']).get_parsed_arg()
+    assert args.strategy == 'SomeStrategy'
+
+
+def test_parse_args_strategy_invalid() -> None:
+    with pytest.raises(SystemExit, match=r'2'):
+        Arguments(['--strategy']).get_parsed_arg()
+
+
+def test_parse_args_strategy_path() -> None:
+    args = Arguments(['--strategy-path', '/some/path']).get_parsed_arg()
+    assert args.strategy_path == '/some/path'
+
+
+def test_parse_args_strategy_path_invalid() -> None:
+    with pytest.raises(SystemExit, match=r'2'):
+        Arguments(['--strategy-path']).get_parsed_arg()
+
+
+def test_parse_args_backtesting_invalid() -> None:
+    with pytest.raises(SystemExit, match=r'2'):
+        Arguments(['backtesting --ticker-interval']).get_parsed_arg()
+
+    with pytest.raises(SystemExit, match=r'2'):
+        Arguments(['backtesting --ticker-interval', 'abc']).get_parsed_arg()
+
+
+def test_parse_args_backtesting_custom() -> None:
+    args = [
+        '-c', 'test_conf.json',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--refresh-pairs-cached',
+        '--strategy-list',
+        'DefaultStrategy',
+        'SampleStrategy'
+        ]
+    call_args = Arguments(args).get_parsed_arg()
+    assert call_args.config == ['test_conf.json']
+    assert call_args.verbosity == 0
+    assert call_args.subparser == 'backtesting'
+    assert call_args.func is not None
+    assert call_args.ticker_interval == '1m'
+    assert call_args.refresh_pairs is True
+    assert type(call_args.strategy_list) is list
+    assert len(call_args.strategy_list) == 2
+
+
+def test_parse_args_hyperopt_custom() -> None:
+    args = [
+        '-c', 'test_conf.json',
+        'hyperopt',
+        '--epochs', '20',
+        '--spaces', 'buy'
+    ]
+    call_args = Arguments(args).get_parsed_arg()
+    assert call_args.config == ['test_conf.json']
+    assert call_args.epochs == 20
+    assert call_args.verbosity == 0
+    assert call_args.subparser == 'hyperopt'
+    assert call_args.spaces == ['buy']
+    assert call_args.func is not None
+
+
+def test_download_data_options() -> None:
+    args = [
+        '--datadir', 'datadir/directory',
+        'download-data',
+        '--pairs-file', 'file_with_pairs',
+        '--days', '30',
+        '--exchange', 'binance'
+    ]
+    args = Arguments(args).get_parsed_arg()
+
+    assert args.pairs_file == 'file_with_pairs'
+    assert args.datadir == 'datadir/directory'
+    assert args.days == 30
+    assert args.exchange == 'binance'
+
+
+def test_plot_dataframe_options() -> None:
+    args = [
+        '-c', 'config.json.example',
+        'plot-dataframe',
+        '--indicators1', 'sma10', 'sma100',
+        '--indicators2', 'macd', 'fastd', 'fastk',
+        '--plot-limit', '30',
+        '-p', 'UNITTEST/BTC',
+    ]
+    pargs = Arguments(args).get_parsed_arg()
+
+    assert pargs.indicators1 == ["sma10", "sma100"]
+    assert pargs.indicators2 == ["macd", "fastd", "fastk"]
+    assert pargs.plot_limit == 30
+    assert pargs.pairs == ["UNITTEST/BTC"]
+
+
+def test_plot_profit_options() -> None:
+    args = [
+        'plot-profit',
+        '-p', 'UNITTEST/BTC',
+        '--trade-source', 'DB',
+        "--db-url", "sqlite:///whatever.sqlite",
+    ]
+    pargs = Arguments(args).get_parsed_arg()
+
+    assert pargs.trade_source == "DB"
+    assert pargs.pairs == ["UNITTEST/BTC"]
+    assert pargs.db_url == "sqlite:///whatever.sqlite"
+
+
+def test_check_int_positive() -> None:
+    assert check_int_positive("3") == 3
+    assert check_int_positive("1") == 1
+    assert check_int_positive("100") == 100
+
+    with pytest.raises(argparse.ArgumentTypeError):
+        check_int_positive("-2")
+
+    with pytest.raises(argparse.ArgumentTypeError):
+        check_int_positive("0")
+
+    with pytest.raises(argparse.ArgumentTypeError):
+        check_int_positive("3.5")
+
+    with pytest.raises(argparse.ArgumentTypeError):
+        check_int_positive("DeadBeef")

tests/test_configuration.py

@@ -0,0 +1,882 @@
+# pragma pylint: disable=missing-docstring, protected-access, invalid-name
+import json
+import logging
+import warnings
+from copy import deepcopy
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import pytest
+from jsonschema import Draft4Validator, ValidationError, validate
+
+from freqtrade import OperationalException, constants
+from freqtrade.configuration import Arguments, Configuration, validate_config_consistency
+from freqtrade.configuration.check_exchange import check_exchange
+from freqtrade.configuration.config_validation import validate_config_schema
+from freqtrade.configuration.directory_operations import (create_datadir,
+                                                          create_userdata_dir)
+from freqtrade.configuration.load_config import load_config_file
+from freqtrade.constants import DEFAULT_DB_DRYRUN_URL, DEFAULT_DB_PROD_URL
+from freqtrade.loggers import _set_loggers
+from freqtrade.state import RunMode
+from freqtrade.tests.conftest import (log_has, log_has_re,
+                                      patched_configuration_load_config_file)
+
+
+@pytest.fixture(scope="function")
+def all_conf():
+    config_file = Path(__file__).parents[2] / "config_full.json.example"
+    print(config_file)
+    conf = load_config_file(str(config_file))
+    return conf
+
+
+def test_load_config_invalid_pair(default_conf) -> None:
+    default_conf['exchange']['pair_whitelist'].append('ETH-BTC')
+
+    with pytest.raises(ValidationError, match=r'.*does not match.*'):
+        validate_config_schema(default_conf)
+
+
+def test_load_config_missing_attributes(default_conf) -> None:
+    default_conf.pop('exchange')
+
+    with pytest.raises(ValidationError, match=r".*'exchange' is a required property.*"):
+        validate_config_schema(default_conf)
+
+
+def test_load_config_incorrect_stake_amount(default_conf) -> None:
+    default_conf['stake_amount'] = 'fake'
+
+    with pytest.raises(ValidationError, match=r".*'fake' does not match 'unlimited'.*"):
+        validate_config_schema(default_conf)
+
+
+def test_load_config_file(default_conf, mocker, caplog) -> None:
+    del default_conf['user_data_dir']
+    file_mock = mocker.patch('freqtrade.configuration.load_config.open', mocker.mock_open(
+        read_data=json.dumps(default_conf)
+    ))
+
+    validated_conf = load_config_file('somefile')
+    assert file_mock.call_count == 1
+    assert validated_conf.items() >= default_conf.items()
+
+
+def test__args_to_config(caplog):
+
+    arg_list = ['--strategy-path', 'TestTest']
+    args = Arguments(arg_list).get_parsed_arg()
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # No warnings ...
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef")
+        assert len(w) == 0
+        assert log_has("DeadBeef", caplog)
+        assert config['strategy_path'] == "TestTest"
+
+    configuration = Configuration(args)
+    config = {}
+    with warnings.catch_warnings(record=True) as w:
+        # Deprecation warnings!
+        configuration._args_to_config(config, argname="strategy_path", logstring="DeadBeef",
+                                      deprecated_msg="Going away soon!")
+        assert len(w) == 1
+        assert issubclass(w[-1].category, DeprecationWarning)
+        assert "DEPRECATED: Going away soon!" in str(w[-1].message)
+        assert log_has("DeadBeef", caplog)
+        assert config['strategy_path'] == "TestTest"
+
+
+def test_load_config_max_open_trades_zero(default_conf, mocker, caplog) -> None:
+    default_conf['max_open_trades'] = 0
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = Arguments([]).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf['max_open_trades'] == 0
+    assert 'internals' in validated_conf
+    assert log_has('Validating configuration ...', caplog)
+
+
+def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None:
+    conf1 = deepcopy(default_conf)
+    conf2 = deepcopy(default_conf)
+    del conf1['exchange']['key']
+    del conf1['exchange']['secret']
+    del conf2['exchange']['name']
+    conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
+
+    config_files = [conf1, conf2]
+
+    configsmock = MagicMock(side_effect=config_files)
+    mocker.patch(
+        'freqtrade.configuration.configuration.load_config_file',
+        configsmock
+    )
+
+    arg_list = ['-c', 'test_conf.json', '--config', 'test2_conf.json', ]
+    args = Arguments(arg_list).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    exchange_conf = default_conf['exchange']
+    assert validated_conf['exchange']['name'] == exchange_conf['name']
+    assert validated_conf['exchange']['key'] == exchange_conf['key']
+    assert validated_conf['exchange']['secret'] == exchange_conf['secret']
+    assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
+    assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
+
+    assert 'internals' in validated_conf
+    assert log_has('Validating configuration ...', caplog)
+
+
+def test_from_config(default_conf, mocker, caplog) -> None:
+    conf1 = deepcopy(default_conf)
+    conf2 = deepcopy(default_conf)
+    del conf1['exchange']['key']
+    del conf1['exchange']['secret']
+    del conf2['exchange']['name']
+    conf2['exchange']['pair_whitelist'] += ['NANO/BTC']
+    conf2['fiat_display_currency'] = "EUR"
+    config_files = [conf1, conf2]
+
+    configsmock = MagicMock(side_effect=config_files)
+    mocker.patch(
+        'freqtrade.configuration.configuration.load_config_file',
+        configsmock
+    )
+
+    validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json'])
+
+    exchange_conf = default_conf['exchange']
+    assert validated_conf['exchange']['name'] == exchange_conf['name']
+    assert validated_conf['exchange']['key'] == exchange_conf['key']
+    assert validated_conf['exchange']['secret'] == exchange_conf['secret']
+    assert validated_conf['exchange']['pair_whitelist'] != conf1['exchange']['pair_whitelist']
+    assert validated_conf['exchange']['pair_whitelist'] == conf2['exchange']['pair_whitelist']
+    assert validated_conf['fiat_display_currency'] == "EUR"
+    assert 'internals' in validated_conf
+    assert log_has('Validating configuration ...', caplog)
+
+
+def test_load_config_max_open_trades_minus_one(default_conf, mocker, caplog) -> None:
+    default_conf['max_open_trades'] = -1
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = Arguments([]).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf['max_open_trades'] > 999999999
+    assert validated_conf['max_open_trades'] == float('inf')
+    assert log_has('Validating configuration ...', caplog)
+    assert "runmode" in validated_conf
+    assert validated_conf['runmode'] == RunMode.DRY_RUN
+
+
+def test_load_config_file_exception(mocker) -> None:
+    mocker.patch(
+        'freqtrade.configuration.configuration.open',
+        MagicMock(side_effect=FileNotFoundError('File not found'))
+    )
+
+    with pytest.raises(OperationalException, match=r'.*Config file "somefile" not found!*'):
+        load_config_file('somefile')
+
+
+def test_load_config(default_conf, mocker) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = Arguments([]).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('strategy') == 'DefaultStrategy'
+    assert validated_conf.get('strategy_path') is None
+    assert 'edge' not in validated_conf
+
+
+def test_load_config_with_params(default_conf, mocker) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--strategy-path', '/some/path',
+        '--db-url', 'sqlite:///someurl',
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('strategy') == 'TestStrategy'
+    assert validated_conf.get('strategy_path') == '/some/path'
+    assert validated_conf.get('db_url') == 'sqlite:///someurl'
+
+    # Test conf provided db_url prod
+    conf = default_conf.copy()
+    conf["dry_run"] = False
+    conf["db_url"] = "sqlite:///path/to/db.sqlite"
+    patched_configuration_load_config_file(mocker, conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--strategy-path', '/some/path'
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+    assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
+
+    # Test conf provided db_url dry_run
+    conf = default_conf.copy()
+    conf["dry_run"] = True
+    conf["db_url"] = "sqlite:///path/to/db.sqlite"
+    patched_configuration_load_config_file(mocker, conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--strategy-path', '/some/path'
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+    assert validated_conf.get('db_url') == "sqlite:///path/to/db.sqlite"
+
+    # Test args provided db_url prod
+    conf = default_conf.copy()
+    conf["dry_run"] = False
+    del conf["db_url"]
+    patched_configuration_load_config_file(mocker, conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--strategy-path', '/some/path'
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+    assert validated_conf.get('db_url') == DEFAULT_DB_PROD_URL
+    assert "runmode" in validated_conf
+    assert validated_conf['runmode'] == RunMode.LIVE
+
+    # Test args provided db_url dry_run
+    conf = default_conf.copy()
+    conf["dry_run"] = True
+    conf["db_url"] = DEFAULT_DB_PROD_URL
+    patched_configuration_load_config_file(mocker, conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--strategy-path', '/some/path'
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+    assert validated_conf.get('db_url') == DEFAULT_DB_DRYRUN_URL
+
+
+def test_load_custom_strategy(default_conf, mocker) -> None:
+    default_conf.update({
+        'strategy': 'CustomStrategy',
+        'strategy_path': '/tmp/strategies',
+    })
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = Arguments([]).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('strategy') == 'CustomStrategy'
+    assert validated_conf.get('strategy_path') == '/tmp/strategies'
+
+
+def test_show_info(default_conf, mocker, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        '--strategy', 'TestStrategy',
+        '--db-url', 'sqlite:///tmp/testdb',
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    configuration.get_config()
+
+    assert log_has('Using DB: "sqlite:///tmp/testdb"', caplog)
+    assert log_has('Dry run is enabled', caplog)
+
+
+def test_setup_configuration_without_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'backtesting'
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert 'user_data_dir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert not log_has('Parameter -i/--ticker-interval detected ...', caplog)
+
+    assert 'position_stacking' not in config
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'refresh_pairs' not in config
+    assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+
+    assert 'timerange' not in config
+    assert 'export' not in config
+
+
+@pytest.mark.filterwarnings("ignore:DEPRECATED")
+def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_datadir',
+        lambda c, x: x
+    )
+    mocker.patch(
+        'freqtrade.configuration.configuration.create_userdata_dir',
+        lambda x, *args, **kwargs: Path(x)
+    )
+    arglist = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--datadir', '/foo/bar',
+        '--userdir', "/tmp/freqtrade",
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--refresh-pairs-cached',
+        '--timerange', ':100',
+        '--export', '/bar/foo'
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format("/foo/bar"), caplog)
+    assert log_has('Using user-data directory: {} ...'.format("/tmp/freqtrade"), caplog)
+    assert 'user_data_dir' in config
+
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'position_stacking'in config
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog)
+
+    assert 'use_max_market_positions' in config
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog)
+    assert log_has('max_open_trades set to unlimited ...', caplog)
+
+    assert 'refresh_pairs'in config
+    assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog)
+    assert 'timerange' in config
+    assert log_has('Parameter --timerange detected: {} ...'.format(config['timerange']), caplog)
+
+    assert 'export' in config
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
+
+
+def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
+    """
+    Test setup_configuration() function
+    """
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        '--config', 'config.json',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--export', '/bar/foo',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy'
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args, RunMode.BACKTEST)
+    config = configuration.get_config()
+    assert config['runmode'] == RunMode.BACKTEST
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has('Using data directory: {} ...'.format(config['datadir']), caplog)
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
+                   caplog)
+
+    assert 'strategy_list' in config
+    assert log_has('Using strategy list of 2 Strategies', caplog)
+
+    assert 'position_stacking' not in config
+
+    assert 'use_max_market_positions' not in config
+
+    assert 'timerange' not in config
+
+    assert 'export' in config
+    assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
+
+
+def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        'hyperopt',
+        '--epochs', '10',
+        '--spaces', 'all',
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args, RunMode.HYPEROPT)
+    config = configuration.get_config()
+
+    assert 'epochs' in config
+    assert int(config['epochs']) == 10
+    assert log_has('Parameter --epochs detected ... Will run Hyperopt with for 10 epochs ...',
+                   caplog)
+
+    assert 'spaces' in config
+    assert config['spaces'] == ['all']
+    assert log_has("Parameter -s/--spaces detected: ['all']", caplog)
+    assert "runmode" in config
+    assert config['runmode'] == RunMode.HYPEROPT
+
+
+def test_check_exchange(default_conf, caplog) -> None:
+    # Test an officially supported by Freqtrade team exchange
+    default_conf['runmode'] = RunMode.DRY_RUN
+    default_conf.get('exchange').update({'name': 'BITTREX'})
+    assert check_exchange(default_conf)
+    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
+                      caplog)
+    caplog.clear()
+
+    # Test an officially supported by Freqtrade team exchange
+    default_conf.get('exchange').update({'name': 'binance'})
+    assert check_exchange(default_conf)
+    assert log_has_re(r"Exchange .* is officially supported by the Freqtrade development team\.",
+                      caplog)
+    caplog.clear()
+
+    # Test an available exchange, supported by ccxt
+    default_conf.get('exchange').update({'name': 'huobipro'})
+    assert check_exchange(default_conf)
+    assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
+                      r"by the Freqtrade development team\. .*", caplog)
+    caplog.clear()
+
+    # Test a 'bad' exchange, which known to have serious problems
+    default_conf.get('exchange').update({'name': 'bitmex'})
+    with pytest.raises(OperationalException,
+                       match=r"Exchange .* is known to not work with the bot yet.*"):
+        check_exchange(default_conf)
+    caplog.clear()
+
+    # Test a 'bad' exchange with check_for_bad=False
+    default_conf.get('exchange').update({'name': 'bitmex'})
+    assert check_exchange(default_conf, False)
+    assert log_has_re(r"Exchange .* is supported by ccxt and .* not officially supported "
+                      r"by the Freqtrade development team\. .*", caplog)
+    caplog.clear()
+
+    # Test an invalid exchange
+    default_conf.get('exchange').update({'name': 'unknown_exchange'})
+
+    with pytest.raises(
+        OperationalException,
+        match=r'.*Exchange "unknown_exchange" is not supported by ccxt '
+              r'and therefore not available for the bot.*'
+    ):
+        check_exchange(default_conf)
+
+    # Test no exchange...
+    default_conf.get('exchange').update({'name': ''})
+    default_conf['runmode'] = RunMode.PLOT
+    assert check_exchange(default_conf)
+
+
+def test_cli_verbose_with_params(default_conf, mocker, caplog) -> None:
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    # Prevent setting loggers
+    mocker.patch('freqtrade.loggers._set_loggers', MagicMock)
+    arglist = ['-vvv']
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('verbosity') == 3
+    assert log_has('Verbosity set to 3', caplog)
+
+
+def test_set_loggers() -> None:
+    # Reset Logging to Debug, otherwise this fails randomly as it's set globally
+    logging.getLogger('requests').setLevel(logging.DEBUG)
+    logging.getLogger("urllib3").setLevel(logging.DEBUG)
+    logging.getLogger('ccxt.base.exchange').setLevel(logging.DEBUG)
+    logging.getLogger('telegram').setLevel(logging.DEBUG)
+
+    previous_value1 = logging.getLogger('requests').level
+    previous_value2 = logging.getLogger('ccxt.base.exchange').level
+    previous_value3 = logging.getLogger('telegram').level
+
+    _set_loggers()
+
+    value1 = logging.getLogger('requests').level
+    assert previous_value1 is not value1
+    assert value1 is logging.INFO
+
+    value2 = logging.getLogger('ccxt.base.exchange').level
+    assert previous_value2 is not value2
+    assert value2 is logging.INFO
+
+    value3 = logging.getLogger('telegram').level
+    assert previous_value3 is not value3
+    assert value3 is logging.INFO
+
+    _set_loggers(verbosity=2)
+
+    assert logging.getLogger('requests').level is logging.DEBUG
+    assert logging.getLogger('ccxt.base.exchange').level is logging.INFO
+    assert logging.getLogger('telegram').level is logging.INFO
+
+    _set_loggers(verbosity=3)
+
+    assert logging.getLogger('requests').level is logging.DEBUG
+    assert logging.getLogger('ccxt.base.exchange').level is logging.DEBUG
+    assert logging.getLogger('telegram').level is logging.INFO
+
+
+def test_set_logfile(default_conf, mocker):
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    arglist = [
+        '--logfile', 'test_file.log',
+    ]
+    args = Arguments(arglist).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf['logfile'] == "test_file.log"
+    f = Path("test_file.log")
+    assert f.is_file()
+    f.unlink()
+
+
+def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None:
+    default_conf['forcebuy_enable'] = True
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = Arguments([]).get_parsed_arg()
+    configuration = Configuration(args)
+    validated_conf = configuration.load_config()
+
+    assert validated_conf.get('forcebuy_enable')
+    assert log_has('`forcebuy` RPC message enabled.', caplog)
+
+
+def test_validate_default_conf(default_conf) -> None:
+    validate(default_conf, constants.CONF_SCHEMA, Draft4Validator)
+
+
+def test_create_datadir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_datadir(default_conf, '/foo/bar')
+    assert md.call_args[1]['parents'] is True
+    assert log_has('Created data directory: /foo/bar', caplog)
+
+
+def test_create_userdata_dir(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    x = create_userdata_dir('/tmp/bar', create_dir=True)
+    assert md.call_count == 7
+    assert md.call_args[1]['parents'] is False
+    assert log_has('Created user-data directory: /tmp/bar', caplog)
+    assert isinstance(x, Path)
+    assert str(x) == "/tmp/bar"
+
+
+def test_create_userdata_dir_exists(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=True))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    create_userdata_dir('/tmp/bar')
+    assert md.call_count == 0
+
+
+def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> None:
+    mocker.patch.object(Path, "is_dir", MagicMock(return_value=False))
+    md = mocker.patch.object(Path, 'mkdir', MagicMock())
+
+    with pytest.raises(OperationalException, match=r'Directory `/tmp/bar` does not exist.*'):
+        create_userdata_dir('/tmp/bar',  create_dir=False)
+    assert md.call_count == 0
+
+
+def test_validate_tsl(default_conf):
+    default_conf['stoploss'] = 0.0
+    with pytest.raises(OperationalException, match='The config stoploss needs to be different '
+                                                   'from 0 to avoid problems with sell orders.'):
+        validate_config_consistency(default_conf)
+    default_conf['stoploss'] = -0.10
+
+    default_conf['trailing_stop'] = True
+    default_conf['trailing_stop_positive'] = 0
+    default_conf['trailing_stop_positive_offset'] = 0
+
+    default_conf['trailing_only_offset_is_reached'] = True
+    with pytest.raises(OperationalException,
+                       match=r'The config trailing_only_offset_is_reached needs '
+                       'trailing_stop_positive_offset to be more than 0 in your config.'):
+        validate_config_consistency(default_conf)
+
+    default_conf['trailing_stop_positive_offset'] = 0.01
+    default_conf['trailing_stop_positive'] = 0.015
+    with pytest.raises(OperationalException,
+                       match=r'The config trailing_stop_positive_offset needs '
+                       'to be greater than trailing_stop_positive in your config.'):
+        validate_config_consistency(default_conf)
+
+    default_conf['trailing_stop_positive'] = 0.01
+    default_conf['trailing_stop_positive_offset'] = 0.015
+    validate_config_consistency(default_conf)
+
+    # 0 trailing stop positive - results in "Order would trigger immediately"
+    default_conf['trailing_stop_positive'] = 0
+    default_conf['trailing_stop_positive_offset'] = 0.02
+    default_conf['trailing_only_offset_is_reached'] = False
+    with pytest.raises(OperationalException,
+                       match='The config trailing_stop_positive needs to be different from 0 '
+                       'to avoid problems with sell orders'):
+        validate_config_consistency(default_conf)
+
+
+def test_validate_edge(edge_conf):
+    edge_conf.update({"pairlist": {
+        "method": "VolumePairList",
+    }})
+
+    with pytest.raises(OperationalException,
+                       match="Edge and VolumePairList are incompatible, "
+                       "Edge will override whatever pairs VolumePairlist selects."):
+        validate_config_consistency(edge_conf)
+
+    edge_conf.update({"pairlist": {
+        "method": "StaticPairList",
+    }})
+    validate_config_consistency(edge_conf)
+
+
+def test_load_config_test_comments() -> None:
+    """
+    Load config with comments
+    """
+    config_file = Path(__file__).parents[0] / "config_test_comments.json"
+    print(config_file)
+    conf = load_config_file(str(config_file))
+
+    assert conf
+
+
+def test_load_config_default_exchange(all_conf) -> None:
+    """
+    config['exchange'] subtree has required options in it
+    so it cannot be omitted in the config
+    """
+    del all_conf['exchange']
+
+    assert 'exchange' not in all_conf
+
+    with pytest.raises(ValidationError,
+                       match=r"'exchange' is a required property"):
+        validate_config_schema(all_conf)
+
+
+def test_load_config_default_exchange_name(all_conf) -> None:
+    """
+    config['exchange']['name'] option is required
+    so it cannot be omitted in the config
+    """
+    del all_conf['exchange']['name']
+
+    assert 'name' not in all_conf['exchange']
+
+    with pytest.raises(ValidationError,
+                       match=r"'name' is a required property"):
+        validate_config_schema(all_conf)
+
+
+@pytest.mark.parametrize("keys", [("exchange", "sandbox", False),
+                                  ("exchange", "key", ""),
+                                  ("exchange", "secret", ""),
+                                  ("exchange", "password", ""),
+                                  ])
+def test_load_config_default_subkeys(all_conf, keys) -> None:
+    """
+    Test for parameters with default values in sub-paths
+    so they can be omitted in the config and the default value
+    should is added to the config.
+    """
+    # Get first level key
+    key = keys[0]
+    # get second level key
+    subkey = keys[1]
+
+    del all_conf[key][subkey]
+
+    assert subkey not in all_conf[key]
+
+    validate_config_schema(all_conf)
+    assert subkey in all_conf[key]
+    assert all_conf[key][subkey] == keys[2]
+
+
+def test_pairlist_resolving():
+    arglist = [
+        'download-data',
+        '--pairs', 'ETH/BTC', 'XRP/BTC',
+        '--exchange', 'binance'
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == 'binance'
+
+
+def test_pairlist_resolving_with_config(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == default_conf['exchange']['pair_whitelist']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+    # Override pairs
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs', 'ETH/BTC', 'XRP/BTC',
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+
+def test_pairlist_resolving_with_config_pl(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    load_mock = mocker.patch("freqtrade.configuration.configuration.json_load",
+                             MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
+
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs-file', 'pairs.json',
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert load_mock.call_count == 1
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == default_conf['exchange']['name']
+
+
+def test_pairlist_resolving_with_config_pl_not_exists(mocker, default_conf):
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch("freqtrade.configuration.configuration.json_load",
+                 MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    mocker.patch.object(Path, "exists", MagicMock(return_value=False))
+
+    arglist = [
+        '--config', 'config.json',
+        'download-data',
+        '--pairs-file', 'pairs.json',
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+
+    with pytest.raises(OperationalException, match=r"No pairs file found with path.*"):
+        configuration = Configuration(args)
+        configuration.get_config()
+
+
+def test_pairlist_resolving_fallback(mocker):
+    mocker.patch.object(Path, "exists", MagicMock(return_value=True))
+    mocker.patch.object(Path, "open", MagicMock(return_value=MagicMock()))
+    mocker.patch("freqtrade.configuration.configuration.json_load",
+                 MagicMock(return_value=['XRP/BTC', 'ETH/BTC']))
+    arglist = [
+        'download-data',
+        '--exchange', 'binance'
+    ]
+
+    args = Arguments(arglist).get_parsed_arg()
+    # Fix flaky tests if config.json exists
+    args.config = None
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
+    assert config['exchange']['name'] == 'binance'
+    assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")

tests/test_indicator_helpers.py

@@ -0,0 +1,15 @@
+# pragma pylint: disable=missing-docstring
+
+import pandas as pd
+
+from freqtrade.indicator_helpers import went_down, went_up
+
+
+def test_went_up():
+    series = pd.Series([1, 2, 3, 1])
+    assert went_up(series).equals(pd.Series([False, True, True, False]))
+
+
+def test_went_down():
+    series = pd.Series([1, 2, 3, 1])
+    assert went_down(series).equals(pd.Series([False, False, False, True]))

tests/test_main.py

@@ -0,0 +1,158 @@
+# pragma pylint: disable=missing-docstring
+
+from copy import deepcopy
+from unittest.mock import MagicMock, PropertyMock
+
+import pytest
+
+from freqtrade import OperationalException
+from freqtrade.configuration import Arguments
+from freqtrade.freqtradebot import FreqtradeBot
+from freqtrade.main import main
+from freqtrade.state import State
+from freqtrade.tests.conftest import (log_has, patch_exchange,
+                                      patched_configuration_load_config_file)
+from freqtrade.worker import Worker
+
+
+def test_parse_args_backtesting(mocker) -> None:
+    """
+    Test that main() can start backtesting and also ensure we can pass some specific arguments
+    further argument parsing is done in test_arguments.py
+    """
+    backtesting_mock = mocker.patch('freqtrade.optimize.start_backtesting', MagicMock())
+    backtesting_mock.__name__ = PropertyMock("start_backtesting")
+    # it's sys.exit(0) at the end of backtesting
+    with pytest.raises(SystemExit):
+        main(['backtesting'])
+    assert backtesting_mock.call_count == 1
+    call_args = backtesting_mock.call_args[0][0]
+    assert call_args.config == ['config.json']
+    assert call_args.verbosity == 0
+    assert call_args.subparser == 'backtesting'
+    assert call_args.func is not None
+    assert call_args.ticker_interval is None
+
+
+def test_main_start_hyperopt(mocker) -> None:
+    hyperopt_mock = mocker.patch('freqtrade.optimize.start_hyperopt', MagicMock())
+    hyperopt_mock.__name__ = PropertyMock("start_hyperopt")
+    # it's sys.exit(0) at the end of hyperopt
+    with pytest.raises(SystemExit):
+        main(['hyperopt'])
+    assert hyperopt_mock.call_count == 1
+    call_args = hyperopt_mock.call_args[0][0]
+    assert call_args.config == ['config.json']
+    assert call_args.verbosity == 0
+    assert call_args.subparser == 'hyperopt'
+    assert call_args.func is not None
+
+
+def test_main_fatal_exception(mocker, default_conf, caplog) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
+    mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=Exception))
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
+
+    args = ['-c', 'config.json.example']
+
+    # Test Main + the KeyboardInterrupt exception
+    with pytest.raises(SystemExit):
+        main(args)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('Fatal exception!', caplog)
+
+
+def test_main_keyboard_interrupt(mocker, default_conf, caplog) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
+    mocker.patch('freqtrade.worker.Worker._worker', MagicMock(side_effect=KeyboardInterrupt))
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
+
+    args = ['-c', 'config.json.example']
+
+    # Test Main + the KeyboardInterrupt exception
+    with pytest.raises(SystemExit):
+        main(args)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('SIGINT received, aborting ...', caplog)
+
+
+def test_main_operational_exception(mocker, default_conf, caplog) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
+    mocker.patch(
+        'freqtrade.worker.Worker._worker',
+        MagicMock(side_effect=OperationalException('Oh snap!'))
+    )
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
+
+    args = ['-c', 'config.json.example']
+
+    # Test Main + the KeyboardInterrupt exception
+    with pytest.raises(SystemExit):
+        main(args)
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert log_has('Oh snap!', caplog)
+
+
+def test_main_reload_conf(mocker, default_conf, caplog) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
+    # Simulate Running, reload, running workflow
+    worker_mock = MagicMock(side_effect=[State.RUNNING,
+                                         State.RELOAD_CONF,
+                                         State.RUNNING,
+                                         OperationalException("Oh snap!")])
+    mocker.patch('freqtrade.worker.Worker._worker', worker_mock)
+    patched_configuration_load_config_file(mocker, default_conf)
+    reconfigure_mock = mocker.patch('freqtrade.main.Worker._reconfigure', MagicMock())
+
+    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
+
+    args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
+    worker = Worker(args=args, config=default_conf)
+    with pytest.raises(SystemExit):
+        main(['-c', 'config.json.example'])
+
+    assert log_has('Using config: config.json.example ...', caplog)
+    assert worker_mock.call_count == 4
+    assert reconfigure_mock.call_count == 1
+    assert isinstance(worker.freqtrade, FreqtradeBot)
+
+
+def test_reconfigure(mocker, default_conf) -> None:
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.cleanup', MagicMock())
+    mocker.patch(
+        'freqtrade.worker.Worker._worker',
+        MagicMock(side_effect=OperationalException('Oh snap!'))
+    )
+    patched_configuration_load_config_file(mocker, default_conf)
+    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
+    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
+
+    args = Arguments(['-c', 'config.json.example']).get_parsed_arg()
+    worker = Worker(args=args, config=default_conf)
+    freqtrade = worker.freqtrade
+
+    # Renew mock to return modified data
+    conf = deepcopy(default_conf)
+    conf['stake_amount'] += 1
+    patched_configuration_load_config_file(mocker, conf)
+
+    worker._config = conf
+    # reconfigure should return a new instance
+    worker._reconfigure()
+    freqtrade2 = worker.freqtrade
+
+    # Verify we have a new instance with the new config
+    assert freqtrade is not freqtrade2
+    assert freqtrade.config['stake_amount'] + 1 == freqtrade2.config['stake_amount']

tests/test_misc.py

@@ -0,0 +1,71 @@
+# pragma pylint: disable=missing-docstring,C0103
+
+import datetime
+from pathlib import Path
+from unittest.mock import MagicMock
+
+from freqtrade.data.converter import parse_ticker_dataframe
+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:
+    str_data = '1 day, 2 hours, 3 minutes, 4 seconds ago'
+    str_shorten_data = '1 d, 2 h, 3 min, 4 sec ago'
+    assert shorten_date(str_data) == str_shorten_data
+
+
+def test_datesarray_to_datetimearray(ticker_history_list):
+    dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC",
+                                        fill_missing=True)
+    dates = datesarray_to_datetimearray(dataframes['date'])
+
+    assert isinstance(dates[0], datetime.datetime)
+    assert dates[0].year == 2017
+    assert dates[0].month == 11
+    assert dates[0].day == 26
+    assert dates[0].hour == 8
+    assert dates[0].minute == 50
+
+    date_len = len(dates)
+    assert date_len == 2
+
+
+def test_file_dump_json(mocker) -> None:
+    file_open = mocker.patch('freqtrade.misc.open', MagicMock())
+    json_dump = mocker.patch('rapidjson.dump', MagicMock())
+    file_dump_json(Path('somefile'), [1, 2, 3])
+    assert file_open.call_count == 1
+    assert json_dump.call_count == 1
+    file_open = mocker.patch('freqtrade.misc.gzip.open', MagicMock())
+    json_dump = mocker.patch('rapidjson.dump', MagicMock())
+    file_dump_json(Path('somefile'), [1, 2, 3], True)
+    assert file_open.call_count == 1
+    assert json_dump.call_count == 1
+
+
+def test_file_load_json(mocker, testdatadir) -> None:
+
+    # 7m .json does not exist
+    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '7m'))
+    assert not ret
+    # 1m json exists (but no .gz exists)
+    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '1m'))
+    assert ret
+    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
+    ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '8m'))
+    assert ret
+
+
+def test_format_ms_time() -> None:
+    # Date 2018-04-10 18:02:01
+    date_in_epoch_ms = 1523383321000
+    date = format_ms_time(date_in_epoch_ms)
+    assert type(date) is str
+    res = datetime.datetime(2018, 4, 10, 18, 2, 1, tzinfo=datetime.timezone.utc)
+    assert date == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')
+    res = datetime.datetime(2017, 12, 13, 8, 2, 1, tzinfo=datetime.timezone.utc)
+    # Date 2017-12-13 08:02:01
+    date_in_epoch_ms = 1513152121000
+    assert format_ms_time(date_in_epoch_ms) == res.astimezone(None).strftime('%Y-%m-%dT%H:%M:%S')

tests/test_persistence.py

@@ -0,0 +1,838 @@
+# pragma pylint: disable=missing-docstring, C0103
+import logging
+from unittest.mock import MagicMock
+
+import arrow
+import pytest
+from sqlalchemy import create_engine
+
+from freqtrade import OperationalException, constants
+from freqtrade.persistence import Trade, clean_dry_run_db, init
+from freqtrade.tests.conftest import log_has
+
+
+def create_mock_trades(fee):
+    """
+    Create some fake trades ...
+    """
+    # Simulate dry_run entries
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='dry_run_buy_12345'
+    )
+    Trade.session.add(trade)
+
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        is_open=False,
+        open_order_id='dry_run_sell_12345'
+    )
+    Trade.session.add(trade)
+
+    # Simulate prod entry
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='prod_buy_12345'
+    )
+    Trade.session.add(trade)
+
+
+def test_init_create_session(default_conf):
+    # Check if init create a session
+    init(default_conf['db_url'], default_conf['dry_run'])
+    assert hasattr(Trade, 'session')
+    assert 'Session' in type(Trade.session).__name__
+
+
+def test_init_custom_db_url(default_conf, mocker):
+    # Update path to a value other than default, but still in-memory
+    default_conf.update({'db_url': 'sqlite:///tmp/freqtrade2_test.sqlite'})
+    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
+
+    init(default_conf['db_url'], default_conf['dry_run'])
+    assert create_engine_mock.call_count == 1
+    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tmp/freqtrade2_test.sqlite'
+
+
+def test_init_invalid_db_url(default_conf):
+    # Update path to a value other than default, but still in-memory
+    default_conf.update({'db_url': 'unknown:///some.url'})
+    with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
+        init(default_conf['db_url'], default_conf['dry_run'])
+
+
+def test_init_prod_db(default_conf, mocker):
+    default_conf.update({'dry_run': False})
+    default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})
+
+    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
+
+    init(default_conf['db_url'], default_conf['dry_run'])
+    assert create_engine_mock.call_count == 1
+    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
+
+
+def test_init_dryrun_db(default_conf, mocker):
+    default_conf.update({'dry_run': True})
+    default_conf.update({'db_url': constants.DEFAULT_DB_DRYRUN_URL})
+
+    create_engine_mock = mocker.patch('freqtrade.persistence.create_engine', MagicMock())
+
+    init(default_conf['db_url'], default_conf['dry_run'])
+    assert create_engine_mock.call_count == 1
+    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite://'
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_update_with_bittrex(limit_buy_order, limit_sell_order, fee, caplog):
+    """
+    On this test we will buy and sell a crypto currency.
+
+    Buy
+    - Buy: 90.99181073 Crypto at 0.00001099 BTC
+        (90.99181073*0.00001099 = 0.0009999 BTC)
+    - Buying fee: 0.25%
+    - Total cost of buy trade: 0.001002500 BTC
+        ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
+
+    Sell
+    - Sell: 90.99181073 Crypto at 0.00001173 BTC
+        (90.99181073*0.00001173 = 0,00106733394 BTC)
+    - Selling fee: 0.25%
+    - Total cost of sell trade: 0.001064666 BTC
+        ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
+
+    Profit/Loss: +0.000062166 BTC
+        (Sell:0.001064666 - Buy:0.001002500)
+    Profit/Loss percentage: 0.0620
+        ((0.001064666/0.001002500)-1 = 6.20%)
+
+    :param limit_buy_order:
+    :param limit_sell_order:
+    :return:
+    """
+
+    trade = Trade(
+        id=2,
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+    assert trade.open_order_id is None
+    assert trade.open_rate is None
+    assert trade.close_profit is None
+    assert trade.close_date is None
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.open_order_id is None
+    assert trade.open_rate == 0.00001099
+    assert trade.close_profit is None
+    assert trade.close_date is None
+    assert log_has("LIMIT_BUY has been fulfilled for Trade(id=2, "
+                   "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
+                   caplog)
+
+    caplog.clear()
+    trade.open_order_id = 'something'
+    trade.update(limit_sell_order)
+    assert trade.open_order_id is None
+    assert trade.close_rate == 0.00001173
+    assert trade.close_profit == 0.06201058
+    assert trade.close_date is not None
+    assert log_has("LIMIT_SELL has been fulfilled for Trade(id=2, "
+                   "pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=closed).",
+                   caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
+    trade = Trade(
+        id=1,
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(market_buy_order)
+    assert trade.open_order_id is None
+    assert trade.open_rate == 0.00004099
+    assert trade.close_profit is None
+    assert trade.close_date is None
+    assert log_has("MARKET_BUY has been fulfilled for Trade(id=1, "
+                   "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
+                   caplog)
+
+    caplog.clear()
+    trade.open_order_id = 'something'
+    trade.update(market_sell_order)
+    assert trade.open_order_id is None
+    assert trade.close_rate == 0.00004173
+    assert trade.close_profit == 0.01297561
+    assert trade.close_date is not None
+    assert log_has("MARKET_SELL has been fulfilled for Trade(id=1, "
+                   "pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=closed).",
+                   caplog)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.calc_open_trade_price() == 0.0010024999999225068
+
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price() == 0.0010646656050132426
+
+    # Profit in BTC
+    assert trade.calc_profit() == 0.00006217
+
+    # Profit in percent
+    assert trade.calc_profit_percent() == 0.06201058
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_close_trade_price_exception(limit_buy_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.calc_close_trade_price() == 0.0
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_update_open_order(limit_buy_order):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=1.00,
+        fee_open=0.1,
+        fee_close=0.1,
+        exchange='bittrex',
+    )
+
+    assert trade.open_order_id is None
+    assert trade.open_rate is None
+    assert trade.close_profit is None
+    assert trade.close_date is None
+
+    limit_buy_order['status'] = 'open'
+    trade.update(limit_buy_order)
+
+    assert trade.open_order_id is None
+    assert trade.open_rate is None
+    assert trade.close_profit is None
+    assert trade.close_date is None
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_update_invalid_order(limit_buy_order):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=1.00,
+        fee_open=0.1,
+        fee_close=0.1,
+        exchange='bittrex',
+    )
+    limit_buy_order['type'] = 'invalid'
+    with pytest.raises(ValueError, match=r'Unknown order type'):
+        trade.update(limit_buy_order)
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_open_trade_price(limit_buy_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+    trade.open_order_id = 'open_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the open rate price with the standard fee rate
+    assert trade.calc_open_trade_price() == 0.0010024999999225068
+
+    # Get the open rate price with a custom fee rate
+    assert trade.calc_open_trade_price(fee=0.003) == 0.001002999999922468
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+    trade.open_order_id = 'close_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the close rate price with a custom close rate and a regular fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318470471794
+
+    # Get the close rate price with a custom close rate and a custom fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704275749754
+
+    # Test when we apply a Sell order, and ask price with a custom fee rate
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972701635854
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_profit(limit_buy_order, limit_sell_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Custom closing rate and regular fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234) == 0.00011753
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123) == -0.00089086
+
+    # Custom closing rate and custom fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit() == 0.00006217
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit(fee=0.003) == 0.00006163
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_calc_profit_percent(limit_buy_order, limit_sell_order, fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get percent of profit with a custom rate (Higher than open rate)
+    assert trade.calc_profit_percent(rate=0.00001234) == 0.11723875
+
+    # Get percent of profit with a custom rate (Lower than open rate)
+    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863828
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit_percent() == 0.06201058
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit_percent(fee=0.003) == 0.06147824
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_clean_dry_run_db(default_conf, fee):
+
+    # Simulate dry_run entries
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='dry_run_buy_12345'
+    )
+    Trade.session.add(trade)
+
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='dry_run_sell_12345'
+    )
+    Trade.session.add(trade)
+
+    # Simulate prod entry
+    trade = Trade(
+        pair='ETC/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='prod_buy_12345'
+    )
+    Trade.session.add(trade)
+
+    # We have 3 entries: 2 dry_run, 1 prod
+    assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 3
+
+    clean_dry_run_db()
+
+    # We have now only the prod
+    assert len(Trade.query.filter(Trade.open_order_id.isnot(None)).all()) == 1
+
+
+def test_migrate_old(mocker, default_conf, fee):
+    """
+    Test Database migration(starting with old pairformat)
+    """
+    amount = 103.223
+    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
+                                id INTEGER NOT NULL,
+                                exchange VARCHAR NOT NULL,
+                                pair VARCHAR NOT NULL,
+                                is_open BOOLEAN NOT NULL,
+                                fee FLOAT NOT NULL,
+                                open_rate FLOAT,
+                                close_rate FLOAT,
+                                close_profit FLOAT,
+                                stake_amount FLOAT NOT NULL,
+                                amount FLOAT,
+                                open_date DATETIME NOT NULL,
+                                close_date DATETIME,
+                                open_order_id VARCHAR,
+                                PRIMARY KEY (id),
+                                CHECK (is_open IN (0, 1))
+                                );"""
+    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
+                          open_rate, stake_amount, amount, open_date)
+                          VALUES ('BITTREX', 'BTC_ETC', 1, {fee},
+                          0.00258580, {stake}, {amount},
+                          '2017-11-28 12:44:24.000000')
+                          """.format(fee=fee.return_value,
+                                     stake=default_conf.get("stake_amount"),
+                                     amount=amount
+                                     )
+    engine = create_engine('sqlite://')
+    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
+
+    # Create table using the old format
+    engine.execute(create_table_old)
+    engine.execute(insert_table_old)
+    # Run init to test migration
+    init(default_conf['db_url'], default_conf['dry_run'])
+
+    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
+    trade = Trade.query.filter(Trade.id == 1).first()
+    assert trade.fee_open == fee.return_value
+    assert trade.fee_close == fee.return_value
+    assert trade.open_rate_requested is None
+    assert trade.close_rate_requested is None
+    assert trade.is_open == 1
+    assert trade.amount == amount
+    assert trade.stake_amount == default_conf.get("stake_amount")
+    assert trade.pair == "ETC/BTC"
+    assert trade.exchange == "bittrex"
+    assert trade.max_rate == 0.0
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+
+
+def test_migrate_new(mocker, default_conf, fee, caplog):
+    """
+    Test Database migration (starting with new pairformat)
+    """
+    caplog.set_level(logging.DEBUG)
+    amount = 103.223
+    # Always create all columns apart from the last!
+    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
+                                id INTEGER NOT NULL,
+                                exchange VARCHAR NOT NULL,
+                                pair VARCHAR NOT NULL,
+                                is_open BOOLEAN NOT NULL,
+                                fee FLOAT NOT NULL,
+                                open_rate FLOAT,
+                                close_rate FLOAT,
+                                close_profit FLOAT,
+                                stake_amount FLOAT NOT NULL,
+                                amount FLOAT,
+                                open_date DATETIME NOT NULL,
+                                close_date DATETIME,
+                                open_order_id VARCHAR,
+                                stop_loss FLOAT,
+                                initial_stop_loss FLOAT,
+                                max_rate FLOAT,
+                                sell_reason VARCHAR,
+                                strategy VARCHAR,
+                                ticker_interval INTEGER,
+                                PRIMARY KEY (id),
+                                CHECK (is_open IN (0, 1))
+                                );"""
+    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
+                          open_rate, stake_amount, amount, open_date,
+                          stop_loss, initial_stop_loss, max_rate)
+                          VALUES ('binance', 'ETC/BTC', 1, {fee},
+                          0.00258580, {stake}, {amount},
+                          '2019-11-28 12:44:24.000000',
+                          0.0, 0.0, 0.0)
+                          """.format(fee=fee.return_value,
+                                     stake=default_conf.get("stake_amount"),
+                                     amount=amount
+                                     )
+    engine = create_engine('sqlite://')
+    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
+
+    # Create table using the old format
+    engine.execute(create_table_old)
+    engine.execute("create index ix_trades_is_open on trades(is_open)")
+    engine.execute("create index ix_trades_pair on trades(pair)")
+    engine.execute(insert_table_old)
+
+    # fake previous backup
+    engine.execute("create table trades_bak as select * from trades")
+
+    engine.execute("create table trades_bak1 as select * from trades")
+    # Run init to test migration
+    init(default_conf['db_url'], default_conf['dry_run'])
+
+    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
+    trade = Trade.query.filter(Trade.id == 1).first()
+    assert trade.fee_open == fee.return_value
+    assert trade.fee_close == fee.return_value
+    assert trade.open_rate_requested is None
+    assert trade.close_rate_requested is None
+    assert trade.is_open == 1
+    assert trade.amount == amount
+    assert trade.stake_amount == default_conf.get("stake_amount")
+    assert trade.pair == "ETC/BTC"
+    assert trade.exchange == "binance"
+    assert trade.max_rate == 0.0
+    assert trade.min_rate is None
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert trade.sell_reason is None
+    assert trade.strategy is None
+    assert trade.ticker_interval is None
+    assert trade.stoploss_order_id is None
+    assert trade.stoploss_last_update is None
+    assert log_has("trying trades_bak1", caplog)
+    assert log_has("trying trades_bak2", caplog)
+    assert log_has("Running database migration - backup available as trades_bak2", caplog)
+
+
+def test_migrate_mid_state(mocker, default_conf, fee, caplog):
+    """
+    Test Database migration (starting with new pairformat)
+    """
+    caplog.set_level(logging.DEBUG)
+    amount = 103.223
+    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
+                                id INTEGER NOT NULL,
+                                exchange VARCHAR NOT NULL,
+                                pair VARCHAR NOT NULL,
+                                is_open BOOLEAN NOT NULL,
+                                fee_open FLOAT NOT NULL,
+                                fee_close FLOAT NOT NULL,
+                                open_rate FLOAT,
+                                close_rate FLOAT,
+                                close_profit FLOAT,
+                                stake_amount FLOAT NOT NULL,
+                                amount FLOAT,
+                                open_date DATETIME NOT NULL,
+                                close_date DATETIME,
+                                open_order_id VARCHAR,
+                                PRIMARY KEY (id),
+                                CHECK (is_open IN (0, 1))
+                                );"""
+    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
+                          open_rate, stake_amount, amount, open_date)
+                          VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
+                          0.00258580, {stake}, {amount},
+                          '2019-11-28 12:44:24.000000')
+                          """.format(fee=fee.return_value,
+                                     stake=default_conf.get("stake_amount"),
+                                     amount=amount
+                                     )
+    engine = create_engine('sqlite://')
+    mocker.patch('freqtrade.persistence.create_engine', lambda *args, **kwargs: engine)
+
+    # Create table using the old format
+    engine.execute(create_table_old)
+    engine.execute(insert_table_old)
+
+    # Run init to test migration
+    init(default_conf['db_url'], default_conf['dry_run'])
+
+    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
+    trade = Trade.query.filter(Trade.id == 1).first()
+    assert trade.fee_open == fee.return_value
+    assert trade.fee_close == fee.return_value
+    assert trade.open_rate_requested is None
+    assert trade.close_rate_requested is None
+    assert trade.is_open == 1
+    assert trade.amount == amount
+    assert trade.stake_amount == default_conf.get("stake_amount")
+    assert trade.pair == "ETC/BTC"
+    assert trade.exchange == "binance"
+    assert trade.max_rate == 0.0
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert log_has("trying trades_bak0", caplog)
+    assert log_has("Running database migration - backup available as trades_bak0", caplog)
+
+
+def test_adjust_stop_loss(fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+        max_rate=1,
+    )
+
+    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
+    assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+
+    # Get percent of profit with a lower rate
+    trade.adjust_stop_loss(0.96, 0.05)
+    assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+
+    # Get percent of profit with a custom rate (Higher than open rate)
+    trade.adjust_stop_loss(1.3, -0.1)
+    assert round(trade.stop_loss, 8) == 1.17
+    assert trade.stop_loss_pct == -0.1
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+
+    # current rate lower again ... should not change
+    trade.adjust_stop_loss(1.2, 0.1)
+    assert round(trade.stop_loss, 8) == 1.17
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+
+    # current rate higher... should raise stoploss
+    trade.adjust_stop_loss(1.4, 0.1)
+    assert round(trade.stop_loss, 8) == 1.26
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+
+    #  Initial is true but stop_loss set - so doesn't do anything
+    trade.adjust_stop_loss(1.7, 0.1, True)
+    assert round(trade.stop_loss, 8) == 1.26
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+    assert trade.stop_loss_pct == -0.1
+
+
+def test_adjust_min_max_rates(fee):
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+    )
+
+    trade.adjust_min_max_rates(trade.open_rate)
+    assert trade.max_rate == 1
+    assert trade.min_rate == 1
+
+    # check min adjusted, max remained
+    trade.adjust_min_max_rates(0.96)
+    assert trade.max_rate == 1
+    assert trade.min_rate == 0.96
+
+    # check max adjusted, min remains
+    trade.adjust_min_max_rates(1.05)
+    assert trade.max_rate == 1.05
+    assert trade.min_rate == 0.96
+
+    # current rate "in the middle" - no adjustment
+    trade.adjust_min_max_rates(1.03)
+    assert trade.max_rate == 1.05
+    assert trade.min_rate == 0.96
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_get_open(default_conf, fee):
+
+    create_mock_trades(fee)
+    assert len(Trade.get_open_trades()) == 2
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_to_json(default_conf, fee):
+
+    # Simulate dry_run entries
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        amount=123.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        open_rate=0.123,
+        exchange='bittrex',
+        open_order_id='dry_run_buy_12345'
+    )
+    result = trade.to_json()
+    assert isinstance(result, dict)
+    print(result)
+
+    assert result == {'trade_id': None,
+                      'pair': 'ETH/BTC',
+                      'open_date_hum': '2 hours ago',
+                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'close_date_hum': None,
+                      'close_date': None,
+                      'open_rate': 0.123,
+                      'close_rate': None,
+                      'amount': 123.0,
+                      'stake_amount': 0.001,
+                      'stop_loss': None,
+                      'stop_loss_pct': None,
+                      'initial_stop_loss': None,
+                      'initial_stop_loss_pct': None}
+
+    # Simulate dry_run entries
+    trade = Trade(
+        pair='XRP/BTC',
+        stake_amount=0.001,
+        amount=100.0,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        close_date=arrow.utcnow().shift(hours=-1).datetime,
+        open_rate=0.123,
+        close_rate=0.125,
+        exchange='bittrex',
+    )
+    result = trade.to_json()
+    assert isinstance(result, dict)
+
+    assert result == {'trade_id': None,
+                      'pair': 'XRP/BTC',
+                      'open_date_hum': '2 hours ago',
+                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'close_date_hum': 'an hour ago',
+                      'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
+                      'open_rate': 0.123,
+                      'close_rate': 0.125,
+                      'amount': 100.0,
+                      'stake_amount': 0.001,
+                      'stop_loss': None,
+                      'stop_loss_pct': None,
+                      'initial_stop_loss': None,
+                      'initial_stop_loss_pct': None}
+
+
+def test_stoploss_reinitialization(default_conf, fee):
+    init(default_conf['db_url'])
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        amount=10,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+        max_rate=1,
+    )
+
+    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
+    assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+    Trade.session.add(trade)
+
+    # Lower stoploss
+    Trade.stoploss_reinitialization(0.06)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    assert trade_adj.stop_loss == 0.94
+    assert trade_adj.stop_loss_pct == -0.06
+    assert trade_adj.initial_stop_loss == 0.94
+    assert trade_adj.initial_stop_loss_pct == -0.06
+
+    # Raise stoploss
+    Trade.stoploss_reinitialization(0.04)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    assert trade_adj.stop_loss == 0.96
+    assert trade_adj.stop_loss_pct == -0.04
+    assert trade_adj.initial_stop_loss == 0.96
+    assert trade_adj.initial_stop_loss_pct == -0.04
+
+    # Trailing stoploss (move stoplos up a bit)
+    trade.adjust_stop_loss(1.02, 0.04)
+    assert trade_adj.stop_loss == 0.9792
+    assert trade_adj.initial_stop_loss == 0.96
+
+    Trade.stoploss_reinitialization(0.04)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    # Stoploss should not change in this case.
+    assert trade_adj.stop_loss == 0.9792
+    assert trade_adj.stop_loss_pct == -0.04
+    assert trade_adj.initial_stop_loss == 0.96
+    assert trade_adj.initial_stop_loss_pct == -0.04

tests/test_plotting.py

@@ -0,0 +1,367 @@
+
+from copy import deepcopy
+from pathlib import Path
+from unittest.mock import MagicMock
+
+import plotly.graph_objects as go
+import pytest
+from plotly.subplots import make_subplots
+
+from freqtrade import OperationalException
+from freqtrade.configuration import TimeRange
+from freqtrade.data import history
+from freqtrade.data.btanalysis import create_cum_profit, load_backtest_data
+from freqtrade.plot.plot_utils import start_plot_dataframe, start_plot_profit
+from freqtrade.plot.plotting import (add_indicators, add_profit,
+                                     analyse_and_plot_pairs,
+                                     generate_candlestick_graph,
+                                     generate_plot_filename,
+                                     generate_profit_graph, init_plotscript,
+                                     plot_profit, plot_trades, store_plot_file)
+from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.tests.conftest import get_args, log_has, log_has_re
+
+
+def fig_generating_mock(fig, *args, **kwargs):
+    """ Return Fig - used to mock add_indicators and plot_trades"""
+    return fig
+
+
+def find_trace_in_fig_data(data, search_string: str):
+    matches = (d for d in data if d.name == search_string)
+    return next(matches)
+
+
+def generage_empty_figure():
+    return make_subplots(
+        rows=3,
+        cols=1,
+        shared_xaxes=True,
+        row_width=[1, 1, 4],
+        vertical_spacing=0.0001,
+    )
+
+
+def test_init_plotscript(default_conf, mocker, testdatadir):
+    default_conf['timerange'] = "20180110-20180112"
+    default_conf['trade_source'] = "file"
+    default_conf['ticker_interval'] = "5m"
+    default_conf["datadir"] = testdatadir
+    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "trades" in ret
+    assert "pairs" in ret
+
+    default_conf['pairs'] = ["POWR/BTC", "XLM/BTC"]
+    ret = init_plotscript(default_conf)
+    assert "tickers" in ret
+    assert "POWR/BTC" in ret["tickers"]
+    assert "XLM/BTC" in ret["tickers"]
+
+
+def test_add_indicators(default_conf, testdatadir, caplog):
+    pair = "UNITTEST/BTC"
+    timerange = TimeRange(None, 'line', 0, -1000)
+
+    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+                                     datadir=testdatadir, timerange=timerange)
+    indicators1 = ["ema10"]
+    indicators2 = ["macd"]
+
+    # Generate buy/sell signals and indicators
+    strat = DefaultStrategy(default_conf)
+    data = strat.analyze_ticker(data, {'pair': pair})
+    fig = generage_empty_figure()
+
+    # Row 1
+    fig1 = add_indicators(fig=deepcopy(fig), row=1, indicators=indicators1, data=data)
+    figure = fig1.layout.figure
+    ema10 = find_trace_in_fig_data(figure.data, "ema10")
+    assert isinstance(ema10, go.Scatter)
+    assert ema10.yaxis == "y"
+
+    fig2 = add_indicators(fig=deepcopy(fig), row=3, indicators=indicators2, data=data)
+    figure = fig2.layout.figure
+    macd = find_trace_in_fig_data(figure.data, "macd")
+    assert isinstance(macd, go.Scatter)
+    assert macd.yaxis == "y3"
+
+    # No indicator found
+    fig3 = add_indicators(fig=deepcopy(fig), row=3, indicators=['no_indicator'], data=data)
+    assert fig == fig3
+    assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
+
+
+def test_plot_trades(testdatadir, caplog):
+    fig1 = generage_empty_figure()
+    # nothing happens when no trades are available
+    fig = plot_trades(fig1, None)
+    assert fig == fig1
+    assert log_has("No trades found.", caplog)
+    pair = "ADA/BTC"
+    filename = testdatadir / "backtest-result_test.json"
+    trades = load_backtest_data(filename)
+    trades = trades.loc[trades['pair'] == pair]
+
+    fig = plot_trades(fig, trades)
+    figure = fig1.layout.figure
+
+    # Check buys - color, should be in first graph, ...
+    trade_buy = find_trace_in_fig_data(figure.data, "trade_buy")
+    assert isinstance(trade_buy, go.Scatter)
+    assert trade_buy.yaxis == 'y'
+    assert len(trades) == len(trade_buy.x)
+    assert trade_buy.marker.color == 'green'
+
+    trade_sell = find_trace_in_fig_data(figure.data, "trade_sell")
+    assert isinstance(trade_sell, go.Scatter)
+    assert trade_sell.yaxis == 'y'
+    assert len(trades) == len(trade_sell.x)
+    assert trade_sell.marker.color == 'red'
+
+
+def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
+                            MagicMock(side_effect=fig_generating_mock))
+    trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
+                               MagicMock(side_effect=fig_generating_mock))
+
+    pair = "UNITTEST/BTC"
+    timerange = TimeRange(None, 'line', 0, -1000)
+    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+                                     datadir=testdatadir, timerange=timerange)
+    data['buy'] = 0
+    data['sell'] = 0
+
+    indicators1 = []
+    indicators2 = []
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
+                                     indicators1=indicators1, indicators2=indicators2)
+    assert isinstance(fig, go.Figure)
+    assert fig.layout.title.text == pair
+    figure = fig.layout.figure
+
+    assert len(figure.data) == 2
+    # Candlesticks are plotted first
+    candles = find_trace_in_fig_data(figure.data, "Price")
+    assert isinstance(candles, go.Candlestick)
+
+    volume = find_trace_in_fig_data(figure.data, "Volume")
+    assert isinstance(volume, go.Bar)
+
+    assert row_mock.call_count == 2
+    assert trades_mock.call_count == 1
+
+    assert log_has("No buy-signals found.", caplog)
+    assert log_has("No sell-signals found.", caplog)
+
+
+def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
+    row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
+                            MagicMock(side_effect=fig_generating_mock))
+    trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
+                               MagicMock(side_effect=fig_generating_mock))
+    pair = 'UNITTEST/BTC'
+    timerange = TimeRange(None, 'line', 0, -1000)
+    data = history.load_pair_history(pair=pair, ticker_interval='1m',
+                                     datadir=testdatadir, timerange=timerange)
+
+    # Generate buy/sell signals and indicators
+    strat = DefaultStrategy(default_conf)
+    data = strat.analyze_ticker(data, {'pair': pair})
+
+    indicators1 = []
+    indicators2 = []
+    fig = generate_candlestick_graph(pair=pair, data=data, trades=None,
+                                     indicators1=indicators1, indicators2=indicators2)
+    assert isinstance(fig, go.Figure)
+    assert fig.layout.title.text == pair
+    figure = fig.layout.figure
+
+    assert len(figure.data) == 6
+    # Candlesticks are plotted first
+    candles = find_trace_in_fig_data(figure.data, "Price")
+    assert isinstance(candles, go.Candlestick)
+
+    volume = find_trace_in_fig_data(figure.data, "Volume")
+    assert isinstance(volume, go.Bar)
+
+    buy = find_trace_in_fig_data(figure.data, "buy")
+    assert isinstance(buy, go.Scatter)
+    # All buy-signals should be plotted
+    assert int(data.buy.sum()) == len(buy.x)
+
+    sell = find_trace_in_fig_data(figure.data, "sell")
+    assert isinstance(sell, go.Scatter)
+    # All buy-signals should be plotted
+    assert int(data.sell.sum()) == len(sell.x)
+
+    assert find_trace_in_fig_data(figure.data, "BB lower")
+    assert find_trace_in_fig_data(figure.data, "BB upper")
+
+    assert row_mock.call_count == 2
+    assert trades_mock.call_count == 1
+
+
+def test_generate_Plot_filename():
+    fn = generate_plot_filename("UNITTEST/BTC", "5m")
+    assert fn == "freqtrade-plot-UNITTEST_BTC-5m.html"
+
+
+def test_generate_plot_file(mocker, caplog):
+    fig = generage_empty_figure()
+    plot_mock = mocker.patch("freqtrade.plot.plotting.plot", MagicMock())
+    store_plot_file(fig, filename="freqtrade-plot-UNITTEST_BTC-5m.html",
+                    directory=Path("user_data/plots"))
+
+    assert plot_mock.call_count == 1
+    assert plot_mock.call_args[0][0] == fig
+    assert (plot_mock.call_args_list[0][1]['filename']
+            == "user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html")
+    assert log_has("Stored plot as user_data/plots/freqtrade-plot-UNITTEST_BTC-5m.html",
+                   caplog)
+
+
+def test_add_profit(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+
+    df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                                   datadir=testdatadir, timerange=timerange)
+    fig = generage_empty_figure()
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+
+    fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
+    figure = fig1.layout.figure
+    profits = find_trace_in_fig_data(figure.data, "Profits")
+    assert isinstance(profits, go.Scattergl)
+    assert profits.yaxis == "y2"
+
+
+def test_generate_profit_graph(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    trades = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+    pairs = ["POWR/BTC", "XLM/BTC"]
+
+    tickers = history.load_data(datadir=testdatadir,
+                                pairs=pairs,
+                                ticker_interval='5m',
+                                timerange=timerange
+                                )
+    trades = trades[trades['pair'].isin(pairs)]
+
+    fig = generate_profit_graph(pairs, tickers, trades)
+    assert isinstance(fig, go.Figure)
+
+    assert fig.layout.title.text == "Freqtrade Profit plot"
+    assert fig.layout.yaxis.title.text == "Price"
+    assert fig.layout.yaxis2.title.text == "Profit"
+    assert fig.layout.yaxis3.title.text == "Profit"
+
+    figure = fig.layout.figure
+    assert len(figure.data) == 4
+
+    avgclose = find_trace_in_fig_data(figure.data, "Avg close price")
+    assert isinstance(avgclose, go.Scattergl)
+
+    profit = find_trace_in_fig_data(figure.data, "Profit")
+    assert isinstance(profit, go.Scattergl)
+
+    for pair in pairs:
+        profit_pair = find_trace_in_fig_data(figure.data, f"Profit {pair}")
+        assert isinstance(profit_pair, go.Scattergl)
+
+
+def test_start_plot_dataframe(mocker):
+    aup = mocker.patch("freqtrade.plot.plotting.analyse_and_plot_pairs", MagicMock())
+    args = [
+        "--config", "config.json.example",
+        "plot-dataframe",
+        "--pairs", "ETH/BTC"
+    ]
+    start_plot_dataframe(get_args(args))
+
+    assert aup.call_count == 1
+    called_config = aup.call_args_list[0][0][0]
+    assert "pairs" in called_config
+    assert called_config['pairs'] == ["ETH/BTC"]
+
+
+def test_analyse_and_plot_pairs(default_conf, mocker, caplog, testdatadir):
+    default_conf['trade_source'] = 'file'
+    default_conf["datadir"] = testdatadir
+    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['indicators1'] = ["sma5", "ema10"]
+    default_conf['indicators2'] = ["macd"]
+    default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
+
+    candle_mock = MagicMock()
+    store_mock = MagicMock()
+    mocker.patch.multiple(
+        "freqtrade.plot.plotting",
+        generate_candlestick_graph=candle_mock,
+        store_plot_file=store_mock
+        )
+    analyse_and_plot_pairs(default_conf)
+
+    # Both mocks should be called once per pair
+    assert candle_mock.call_count == 2
+    assert store_mock.call_count == 2
+
+    assert candle_mock.call_args_list[0][1]['indicators1'] == ['sma5', 'ema10']
+    assert candle_mock.call_args_list[0][1]['indicators2'] == ['macd']
+
+    assert log_has("End of plotting process. 2 plots generated", caplog)
+
+
+def test_start_plot_profit(mocker):
+    aup = mocker.patch("freqtrade.plot.plotting.plot_profit", MagicMock())
+    args = [
+        "--config", "config.json.example",
+        "plot-profit",
+        "--pairs", "ETH/BTC"
+    ]
+    start_plot_profit(get_args(args))
+
+    assert aup.call_count == 1
+    called_config = aup.call_args_list[0][0][0]
+    assert "pairs" in called_config
+    assert called_config['pairs'] == ["ETH/BTC"]
+
+
+def test_start_plot_profit_error(mocker):
+    args = [
+        "plot-profit",
+        "--pairs", "ETH/BTC"
+    ]
+    with pytest.raises(OperationalException):
+        start_plot_profit(get_args(args))
+
+
+def test_plot_profit(default_conf, mocker, testdatadir, caplog):
+    default_conf['trade_source'] = 'file'
+    default_conf["datadir"] = testdatadir
+    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
+
+    profit_mock = MagicMock()
+    store_mock = MagicMock()
+    mocker.patch.multiple(
+        "freqtrade.plot.plotting",
+        generate_profit_graph=profit_mock,
+        store_plot_file=store_mock
+    )
+    plot_profit(default_conf)
+
+    # Plot-profit generates one combined plot
+    assert profit_mock.call_count == 1
+    assert store_mock.call_count == 1
+
+    assert profit_mock.call_args_list[0][0][0] == default_conf['pairs']
+    assert store_mock.call_args_list[0][1]['auto_open'] is True

tests/test_talib.py

@@ -0,0 +1,16 @@
+
+
+import talib.abstract as ta
+import pandas as pd
+
+
+def test_talib_bollingerbands_near_zero_values():
+    inputs = pd.DataFrame([
+        {'close': 0.00000010},
+        {'close': 0.00000011},
+        {'close': 0.00000012},
+        {'close': 0.00000013},
+        {'close': 0.00000014}
+    ])
+    bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
+    assert bollinger['upperband'][3] != bollinger['middleband'][3]

tests/test_timerange.py

@@ -0,0 +1,28 @@
+# pragma pylint: disable=missing-docstring, C0103
+import pytest
+
+from freqtrade.configuration import TimeRange
+
+
+def test_parse_timerange_incorrect() -> None:
+    assert TimeRange(None, 'line', 0, -200) == TimeRange.parse_timerange('-200')
+    assert TimeRange('line', None, 200, 0) == TimeRange.parse_timerange('200-')
+    assert TimeRange('index', 'index', 200, 500) == TimeRange.parse_timerange('200-500')
+
+    assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-')
+    assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522')
+    timerange = TimeRange.parse_timerange('20100522-20150730')
+    assert timerange == TimeRange('date', 'date', 1274486400, 1438214400)
+
+    # Added test for unix timestamp - BTC genesis date
+    assert TimeRange('date', None, 1231006505, 0) == TimeRange.parse_timerange('1231006505-')
+    assert TimeRange(None, 'date', 0, 1233360000) == TimeRange.parse_timerange('-1233360000')
+    timerange = TimeRange.parse_timerange('1231006505-1233360000')
+    assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
+
+    # TODO: Find solution for the following case (passing timestamp in ms)
+    timerange = TimeRange.parse_timerange('1231006505000-1233360000000')
+    assert TimeRange('date', 'date', 1231006505, 1233360000) != timerange
+
+    with pytest.raises(Exception, match=r'Incorrect syntax.*'):
+        TimeRange.parse_timerange('-')

tests/test_utils.py

@@ -0,0 +1,105 @@
+import re
+from unittest.mock import MagicMock, PropertyMock
+
+import pytest
+
+from freqtrade.state import RunMode
+from freqtrade.tests.conftest import get_args, log_has, patch_exchange
+from freqtrade.utils import (setup_utils_configuration, start_create_userdir,
+                             start_download_data, start_list_exchanges)
+
+
+def test_setup_utils_configuration():
+    args = [
+        '--config', 'config.json.example',
+    ]
+
+    config = setup_utils_configuration(get_args(args), RunMode.OTHER)
+    assert "exchange" in config
+    assert config['exchange']['dry_run'] is True
+    assert config['exchange']['key'] == ''
+    assert config['exchange']['secret'] == ''
+
+
+def test_list_exchanges(capsys):
+
+    args = [
+        "list-exchanges",
+    ]
+
+    start_list_exchanges(get_args(args))
+    captured = capsys.readouterr()
+    assert re.match(r"Exchanges supported by ccxt and available.*", captured.out)
+    assert re.match(r".*binance,.*", captured.out)
+    assert re.match(r".*bittrex,.*", captured.out)
+
+    # Test with --one-column
+    args = [
+        "list-exchanges",
+        "--one-column",
+    ]
+
+    start_list_exchanges(get_args(args))
+    captured = capsys.readouterr()
+    assert not re.match(r"Exchanges supported by ccxt and available.*", captured.out)
+    assert re.search(r"^binance$", captured.out, re.MULTILINE)
+    assert re.search(r"^bittrex$", captured.out, re.MULTILINE)
+
+
+def test_create_datadir_failed(caplog):
+
+    args = [
+        "create-userdir",
+    ]
+    with pytest.raises(SystemExit):
+        start_create_userdir(get_args(args))
+    assert log_has("`create-userdir` requires --userdir to be set.", caplog)
+
+
+def test_create_datadir(caplog, mocker):
+    cud = mocker.patch("freqtrade.utils.create_userdata_dir", MagicMock())
+    args = [
+        "create-userdir",
+        "--userdir",
+        "/temp/freqtrade/test"
+    ]
+    start_create_userdir(get_args(args))
+
+    assert cud.call_count == 1
+    assert len(caplog.record_tuples) == 0
+
+
+def test_download_data_keyboardInterrupt(mocker, caplog, markets):
+    dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+                           MagicMock(side_effect=KeyboardInterrupt))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
+    )
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+    ]
+    with pytest.raises(SystemExit):
+        start_download_data(get_args(args))
+
+    assert dl_mock.call_count == 1
+
+
+def test_download_data_no_markets(mocker, caplog):
+    dl_mock = mocker.patch('freqtrade.utils.refresh_backtest_ohlcv_data',
+                           MagicMock(return_value=["ETH/BTC", "XRP/BTC"]))
+    patch_exchange(mocker)
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "download-data",
+        "--exchange", "binance",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+        "--days", "20"
+    ]
+    start_download_data(get_args(args))
+    assert dl_mock.call_args[1]['timerange'].starttype == "date"
+    assert log_has("Pairs [ETH/BTC,XRP/BTC] not available on exchange binance.", caplog)

tests/test_wallets.py

@@ -0,0 +1,91 @@
+# pragma pylint: disable=missing-docstring
+from freqtrade.tests.conftest import get_patched_freqtradebot
+from unittest.mock import MagicMock
+
+
+def test_sync_wallet_at_boot(mocker, default_conf):
+    default_conf['dry_run'] = False
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.0,
+                "used": 2.0,
+                "total": 3.0
+            },
+            "GAS": {
+                "free": 0.260739,
+                "used": 0.0,
+                "total": 0.260739
+            },
+        })
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert len(freqtrade.wallets._wallets) == 2
+    assert freqtrade.wallets._wallets['BNT'].free == 1.0
+    assert freqtrade.wallets._wallets['BNT'].used == 2.0
+    assert freqtrade.wallets._wallets['BNT'].total == 3.0
+    assert freqtrade.wallets._wallets['GAS'].free == 0.260739
+    assert freqtrade.wallets._wallets['GAS'].used == 0.0
+    assert freqtrade.wallets._wallets['GAS'].total == 0.260739
+    assert freqtrade.wallets.get_free('BNT') == 1.0
+
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.2,
+                "used": 1.9,
+                "total": 3.5
+            },
+            "GAS": {
+                "free": 0.270739,
+                "used": 0.1,
+                "total": 0.260439
+            },
+        })
+    )
+
+    freqtrade.wallets.update()
+
+    assert len(freqtrade.wallets._wallets) == 2
+    assert freqtrade.wallets._wallets['BNT'].free == 1.2
+    assert freqtrade.wallets._wallets['BNT'].used == 1.9
+    assert freqtrade.wallets._wallets['BNT'].total == 3.5
+    assert freqtrade.wallets._wallets['GAS'].free == 0.270739
+    assert freqtrade.wallets._wallets['GAS'].used == 0.1
+    assert freqtrade.wallets._wallets['GAS'].total == 0.260439
+    assert freqtrade.wallets.get_free('GAS') == 0.270739
+    assert freqtrade.wallets.get_used('GAS') == 0.1
+    assert freqtrade.wallets.get_total('GAS') == 0.260439
+
+
+def test_sync_wallet_missing_data(mocker, default_conf):
+    default_conf['dry_run'] = False
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_balances=MagicMock(return_value={
+            "BNT": {
+                "free": 1.0,
+                "used": 2.0,
+                "total": 3.0
+            },
+            "GAS": {
+                "free": 0.260739,
+                "total": 0.260739
+            },
+        })
+    )
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+
+    assert len(freqtrade.wallets._wallets) == 2
+    assert freqtrade.wallets._wallets['BNT'].free == 1.0
+    assert freqtrade.wallets._wallets['BNT'].used == 2.0
+    assert freqtrade.wallets._wallets['BNT'].total == 3.0
+    assert freqtrade.wallets._wallets['GAS'].free == 0.260739
+    assert freqtrade.wallets._wallets['GAS'].used is None
+    assert freqtrade.wallets._wallets['GAS'].total == 0.260739
+    assert freqtrade.wallets.get_free('GAS') == 0.260739

tests/testdata/pairs.json

@@ -0,0 +1,26 @@
+[
+    "ADA/BTC",
+    "BAT/BTC",
+    "DASH/BTC",
+    "ETC/BTC",
+    "ETH/BTC",
+    "GBYTE/BTC",
+    "LSK/BTC",
+    "LTC/BTC",
+    "NEO/BTC",
+    "NXT/BTC",
+    "POWR/BTC",
+    "STORJ/BTC",
+    "QTUM/BTC",
+    "WAVES/BTC",
+    "VTC/BTC",
+    "XLM/BTC",
+    "XMR/BTC",
+    "XVG/BTC",
+    "XRP/BTC",
+    "ZEC/BTC",
+    "BTC/USDT",
+    "LTC/USDT",
+    "ETH/USDT"
+]
+