diff --git a/freqtrade/tests/testdata/download_backtest_data.py b/freqtrade/tests/testdata/download_backtest_data.py
index 1119aac42..d6212cfea 100644
--- a/freqtrade/tests/testdata/download_backtest_data.py
+++ b/freqtrade/tests/testdata/download_backtest_data.py
@@ -5,6 +5,7 @@
 from urllib.request import urlopen
 
 CURRENCIES = ["ok", "neo", "dash", "etc", "eth", "snt"]
+OUTPUT_DIR = 'freqtrade/tests/testdata/'
 
 for cur in CURRENCIES:
     url1 = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-'
@@ -12,5 +13,6 @@ for cur in CURRENCIES:
     x = urlopen(url)
     json_data = x.read()
     json_str = str(json_data, 'utf-8')
-    with open('btc-'+cur+'.json', 'w') as file:
+    output = OUTPUT_DIR + 'btc-'+cur+'.json'
+    with open(output, 'w') as file:
         file.write(json_str)