Merge branch 'develop' into pr/eatrisno/4308

docs/backtesting.md

@@ -19,7 +19,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--enable-protections]
                              [--dry-run-wallet DRY_RUN_WALLET]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
-                             [--export EXPORT] [--export-filename PATH]
+                             [--export {none,trades}] [--export-filename PATH]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -63,8 +63,8 @@ optional arguments:
                         name is injected into the filename (so `backtest-
                         data.json` becomes `backtest-data-
                         DefaultStrategy.json`
-  --export EXPORT       Export backtest results, argument are: trades.
+  --export {none,trades}
-                        Example: `--export=trades`
+                        Export backtest results (default: trades).
   --export-filename PATH
                         Save backtest results to the file with this filename.
                         Requires `--export` to be set as well. Example:
@@ -100,7 +100,7 @@ Strategy arguments:
 Now you have good Buy and Sell strategies and some historic data, you want to test it against
 real data. This is what we call [backtesting](https://en.wikipedia.org/wiki/Backtesting).
 
-Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHCLV) data from `user_data/data/<exchange>` by default.
+Backtesting will use the crypto-currencies (pairs) from your config file and load historical candle (OHLCV) data from `user_data/data/<exchange>` by default.
 If no data is available for the exchange / pair / timeframe combination, backtesting will ask you to download them first using `freqtrade download-data`.
 For details on downloading, please refer to the [Data Downloading](data-download.md) section in the documentation.
 
@@ -110,11 +110,16 @@ All profit calculations include fees, and freqtrade will use the exchange's defa
 
 !!! Warning "Using dynamic pairlists for backtesting"
     Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
-    Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
+    Also, when using pairlists other than StaticPairlist, reproducibility of backtesting-results cannot be guaranteed.
     Please read the [pairlists documentation](plugins.md#pairlists) for more information.
 
     To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
 
+!!! Note
+    By default, Freqtrade will export backtesting results to `user_data/backtest_results`.
+    The exported trades can be used for [further analysis](#further-backtest-result-analysis) or can be used by the [plotting sub-command](plotting.md#plot-price-and-indicators) (`freqtrade plot-dataframe`) in the scripts directory.
+
+
 ### Starting balance
 
 Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
@@ -174,13 +179,13 @@ Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies
 
 ---
 
-Exporting trades to file
+Prevent exporting trades to file
 
 ```bash
-freqtrade backtesting --strategy backtesting --export trades --config config.json 
+freqtrade backtesting --strategy backtesting --export none --config config.json 
 ```
 
-The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts directory.
+Only use this if you're sure you'll not want to plot or analyze your results further.
 
 ---
 
@@ -279,7 +284,7 @@ A backtesting result will look like that:
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
@@ -368,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
 | Backtesting to        | 2019-05-01 00:00:00 |
 | Max open trades       | 3                   |
 |                       |                     |
-| Total trades          | 429                 |
+| Total/Daily Avg Trades| 429 / 3.575         |
 | Starting balance      | 0.01000000 BTC      |
 | Final balance         | 0.01762792 BTC      |
 | Absolute profit       | 0.00762792 BTC      |
 | Total profit %        | 76.2%               |
-| Trades per day        | 3.575               |
 | Avg. stake amount     | 0.001      BTC      |
 | Total trade volume    | 0.429      BTC      |
 |                       |                     |
@@ -404,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
 - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
-- `Total trades`: Identical to the total trades of the backtest output table.
+- `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
 - `Final balance`: Final balance - starting balance + absolute profit.
 - `Absolute profit`: Profit made in stake currency.
 - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
-- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
 - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
 - `Total trade volume`: Volume generated on the exchange to reach the above profit.
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
@@ -441,6 +444,7 @@ Since backtesting lacks some detailed information about what happens within a ca
 - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
 - Low happens before high for stoploss, protecting capital first
 - Trailing stoploss
+  - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
   - High happens first - adjusting stoploss
   - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
   - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies

docs/requirements-docs.txt

@@ -1,4 +1,4 @@
-mkdocs==1.2
+mkdocs==1.2.1
-mkdocs-material==7.1.7
+mkdocs-material==7.1.8
 mdx_truly_sane_lists==1.2
 pymdown-extensions==8.2

freqtrade/commands/cli_options.py

@@ -167,8 +167,9 @@ AVAILABLE_CLI_OPTIONS = {
     ),
     "export": Arg(
         '--export',
-        help='Export backtest results, argument are: trades. '
+        help='Export backtest results (default: trades).',
-        'Example: `--export=trades`',
+        choices=constants.EXPORT_OPTIONS,
+
     ),
     "exportfilename": Arg(
         '--export-filename',

freqtrade/constants.py

@@ -12,6 +12,7 @@ PROCESS_THROTTLE_SECS = 5  # sec
 HYPEROPT_EPOCH = 100  # epochs
 RETRY_TIMEOUT = 30  # sec
 TIMEOUT_UNITS = ['minutes', 'seconds']
+EXPORT_OPTIONS = ['none', 'trades']
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
@@ -308,6 +309,7 @@ CONF_SCHEMA = {
             'required': ['enabled', 'listen_ip_address', 'listen_port', 'username', 'password']
         },
         'db_url': {'type': 'string'},
+        'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'},
         'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
         'forcebuy_enable': {'type': 'boolean'},
         'disable_dataframe_checks': {'type': 'boolean'},

freqtrade/optimize/backtesting.py

@@ -225,6 +225,22 @@ class Backtesting:
                 # sell at open price.
                 return sell_row[OPEN_IDX]
 
+            # Special case: trailing triggers within same candle as trade opened. Assume most
+            # pessimistic price movement, which is moving just enough to arm stoploss and
+            # immediately going down to stop price.
+            if (sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0
+                    and self.strategy.trailing_stop_positive):
+                if self.strategy.trailing_only_offset_is_reached:
+                    # Worst case: price reaches stop_positive_offset and dives down.
+                    stop_rate = (sell_row[OPEN_IDX] *
+                                 (1 + abs(self.strategy.trailing_stop_positive_offset) -
+                                 abs(self.strategy.trailing_stop_positive)))
+                else:
+                    # Worst case: price ticks tiny bit above open and dives down.
+                    stop_rate = sell_row[OPEN_IDX] * (1 - abs(self.strategy.trailing_stop_positive))
+                    assert stop_rate < sell_row[HIGH_IDX]
+                return stop_rate
+
             # Set close_rate to stoploss
             return trade.stop_loss
         elif sell.sell_type == (SellType.ROI):
@@ -520,7 +536,7 @@ class Backtesting:
             stats = generate_backtest_stats(data, self.all_results,
                                             min_date=min_date, max_date=max_date)
 
-            if self.config.get('export', False):
+            if self.config.get('export', 'none') == 'trades':
                 store_backtest_stats(self.config['exportfilename'], stats)
 
             # Show backtest results

freqtrade/optimize/optimize_reports.py

@@ -556,7 +556,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Backtesting to', strat_results['backtest_end']),
             ('Max open trades', strat_results['max_open_trades']),
             ('', ''),  # Empty line to improve readability
-            ('Total trades', strat_results['total_trades']),
+            ('Total/Daily Avg Trades',
+                f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
             ('Starting balance', round_coin_value(strat_results['starting_balance'],
                                                   strat_results['stake_currency'])),
             ('Final balance', round_coin_value(strat_results['final_balance'],
@@ -564,7 +565,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
-            ('Trades per day', strat_results['trades_per_day']),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],

freqtrade/resolvers/iresolver.py

@@ -58,6 +58,9 @@ class IResolver:
         # Generate spec based on absolute path
         # Pass object_name as first argument to have logging print a reasonable name.
         spec = importlib.util.spec_from_file_location(object_name or "", str(module_path))
+        if not spec:
+            return iter([None])
+
         module = importlib.util.module_from_spec(spec)
         try:
             spec.loader.exec_module(module)  # type: ignore # importlib does not use typehints
@@ -91,6 +94,9 @@ class IResolver:
             if not str(entry).endswith('.py'):
                 logger.debug('Ignoring %s', entry)
                 continue
+            if entry.is_symlink() and not entry.is_file():
+                logger.debug('Ignoring broken symlink %s', entry)
+                continue
             module_path = entry.resolve()
 
             obj = next(cls._get_valid_object(module_path, object_name), None)

freqtrade/rpc/telegram.py

@@ -60,7 +60,7 @@ def authorized_only(command_handler: Callable[..., None]) -> Callable[..., Any]:
             )
             return wrapper
 
-        logger.info(
+        logger.debug(
             'Executing handler: %s for chat_id: %s',
             command_handler.__name__,
             chat_id

freqtrade/rpc/webhook.py

@@ -77,14 +77,13 @@ class Webhook(RPCHandler):
     def _send_msg(self, payload: dict) -> None:
         """do the actual call to the webhook"""
 
-        if self._format == 'form':
-            kwargs = {'data': payload}
-        elif self._format == 'json':
-            kwargs = {'json': payload}
-        else:
-            raise NotImplementedError('Unknown format: {}'.format(self._format))
-
         try:
-            post(self._url, **kwargs)
+            if self._format == 'form':
+                post(self._url, data=payload)
+            elif self._format == 'json':
+                post(self._url, json=payload)
+            else:
+                raise NotImplementedError('Unknown format: {}'.format(self._format))
+
         except RequestException as exc:
             logger.warning("Could not call webhook url. Exception: %s", exc)

freqtrade/strategy/interface.py

@@ -524,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param force_stoploss: Externally provided stoploss
         :return: True if trade should be sold, False otherwise
         """
-        # Set current rate to low for backtesting sell
+        current_rate = rate
-        current_rate = low or rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
         trade.adjust_min_max_rates(high or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,
-                                              force_stoploss=force_stoploss, high=high)
+                                              force_stoploss=force_stoploss, low=low, high=high)
 
         # Set current rate to high for backtesting sell
         current_rate = high or rate
@@ -599,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def stop_loss_reached(self, current_rate: float, trade: Trade,
                           current_time: datetime, current_profit: float,
-                          force_stoploss: float, high: float = None) -> SellCheckTuple:
+                          force_stoploss: float, low: float = None,
+                          high: float = None) -> SellCheckTuple:
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
         :param current_profit: current profit as ratio
+        :param low: Low value of this candle, only set in backtesting
+        :param high: High value of this candle, only set in backtesting
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
         # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
         trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
 
-        if self.use_custom_stoploss:
+        if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
             stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
                                                     )(pair=trade.pair, trade=trade,
                                                       current_time=current_time,
@@ -623,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             else:
                 logger.warning("CustomStoploss function did not return valid stoploss")
 
-        if self.trailing_stop:
+        if self.trailing_stop and trade.stop_loss < (low or current_rate):
             # trailing stoploss handling
             sl_offset = self.trailing_stop_positive_offset
 
@@ -643,7 +645,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         # evaluate if the stoploss was hit if stoploss is not on exchange
         # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
         # regular stoploss handling.
-        if ((trade.stop_loss >= current_rate) and
+        if ((trade.stop_loss >= (low or current_rate)) and
                 (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
 
             sell_type = SellType.STOP_LOSS
@@ -652,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
             if trade.initial_stop_loss != trade.stop_loss:
                 sell_type = SellType.TRAILING_STOP_LOSS
                 logger.debug(
-                    f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
+                    f"{trade.pair} - HIT STOP: current price at {(low or current_rate):.6f}, "
                     f"stoploss is {trade.stop_loss:.6f}, "
                     f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
                     f"trade opened at {trade.open_rate:.6f}")

requirements-dev.txt

@@ -7,7 +7,7 @@ coveralls==3.1.0
 flake8==3.9.2
 flake8-type-annotations==0.1.0
 flake8-tidy-imports==4.3.0
-mypy==0.812
+mypy==0.902
 pytest==6.2.4
 pytest-asyncio==0.15.1
 pytest-cov==2.12.1
@@ -17,3 +17,9 @@ isort==5.8.0
 
 # Convert jupyter notebooks to markdown documents
 nbconvert==6.0.7
+
+# mypy types
+types-cachetools==0.1.7
+types-filelock==0.1.3
+types-requests==0.1.11
+types-tabulate==0.1.0

requirements.txt

@@ -1,11 +1,11 @@
 numpy==1.20.3
 pandas==1.2.4
 
-ccxt==1.51.3
+ccxt==1.51.40
 # Pin cryptography for now due to rust build errors with piwheels
 cryptography==3.4.7
 aiohttp==3.7.4.post0
-SQLAlchemy==1.4.17
+SQLAlchemy==1.4.18
 python-telegram-bot==13.6
 arrow==1.1.0
 cachetools==4.2.2

tests/conftest.py

@@ -326,6 +326,7 @@ def get_default_conf(testdatadir):
         "strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
         "strategy": "DefaultStrategy",
         "internals": {},
+        "export": "none",
     }
     return configuration
 

tests/optimize/test_backtest_detail.py

@@ -457,6 +457,50 @@ tc28 = BTContainer(data=[
     trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
 )
 
+# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
+# high of stoploss candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc29 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
+    trailing_stop_positive=0.03,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
+)
+
+# Test 30: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc30 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
+# Test 31: trailing_stop should be triggered immediately on trade open candle.
+# stop-loss: 10%, ROI: 10% (should not apply)
+tc31 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
+    trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
+    trailing_stop_positive=0.01,
+    trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
+)
+
 TESTS = [
     tc0,
     tc1,
@@ -487,6 +531,9 @@ TESTS = [
     tc26,
     tc27,
     tc28,
+    tc29,
+    tc30,
+    tc31,
 ]
 
 

tests/optimize/test_backtesting.py

@@ -155,6 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--export', 'none'
     ]
 
     config = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
@@ -172,7 +173,8 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
+    assert 'export' in config
+    assert config['export'] == 'none'
     assert 'runmode' in config
     assert config['runmode'] == RunMode.BACKTEST
 
@@ -193,7 +195,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
         '--export-filename', 'foo_bar.json',
         '--fee', '0',
     ]
@@ -223,7 +224,6 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     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 isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
@@ -395,7 +395,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     backtesting = Backtesting(default_conf)
@@ -416,7 +416,7 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
 
     default_conf['timeframe'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     default_conf['timerange'] = '20180101-20180102'
 
     with pytest.raises(OperationalException, match='No pair in whitelist.'):
@@ -440,7 +440,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
 
     default_conf['ticker_interval'] = "1m"
     default_conf['datadir'] = testdatadir
-    default_conf['export'] = None
+    default_conf['export'] = 'none'
     # Use stoploss from strategy
     del default_conf['stoploss']
     default_conf['timerange'] = '20180101-20180102'

tests/rpc/test_rpc_telegram.py

@@ -2,6 +2,7 @@
 # pragma pylint: disable=protected-access, unused-argument, invalid-name
 # pragma pylint: disable=too-many-lines, too-many-arguments
 
+import logging
 import re
 from datetime import datetime
 from functools import reduce
@@ -112,7 +113,7 @@ def test_cleanup(default_conf, mocker, ) -> None:
 
 def test_authorized_only(default_conf, mocker, caplog, update) -> None:
     patch_exchange(mocker)
-
+    caplog.set_level(logging.DEBUG)
     default_conf['telegram']['enabled'] = False
     bot = FreqtradeBot(default_conf)
     rpc = RPC(bot)
@@ -128,6 +129,7 @@ def test_authorized_only(default_conf, mocker, caplog, update) -> None:
 
 def test_authorized_only_unauthorized(default_conf, mocker, caplog) -> None:
     patch_exchange(mocker)
+    caplog.set_level(logging.DEBUG)
     chat = Chat(0xdeadbeef, 0)
     update = Update(randint(1, 100))
     update.message = Message(randint(1, 100), datetime.utcnow(), chat)

tests/test_configuration.py

@@ -425,7 +425,6 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert not log_has('Parameter --enable-position-stacking detected ...', caplog)
 
     assert 'timerange' not in config
-    assert 'export' not in config
 
 
 def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> None:
@@ -448,7 +447,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--enable-position-stacking',
         '--disable-max-market-positions',
         '--timerange', ':100',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--stake-amount', 'unlimited'
     ]
 
@@ -496,7 +495,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--config', 'config.json',
         '--ticker-interval', '1m',
-        '--export', '/bar/foo',
+        '--export', 'trades',
         '--strategy-list',
         'DefaultStrategy',
         'TestStrategy'