merge with feat/short interest changes

freqtrade/enums/__init__.py

@@ -1,7 +1,6 @@
 # flake8: noqa: F401
 from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.collateral import Collateral
-from freqtrade.enums.interestmode import InterestMode
 from freqtrade.enums.rpcmessagetype import RPCMessageType
 from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
 from freqtrade.enums.selltype import SellType

freqtrade/enums/interestmode.py

@@ -1,28 +0,0 @@
-from decimal import Decimal
-from enum import Enum
-from math import ceil
-
-from freqtrade.exceptions import OperationalException
-
-
-one = Decimal(1.0)
-four = Decimal(4.0)
-twenty_four = Decimal(24.0)
-
-
-class InterestMode(Enum):
-    """Equations to calculate interest"""
-
-    HOURSPERDAY = "HOURSPERDAY"
-    HOURSPER4 = "HOURSPER4"  # Hours per 4 hour segment
-    NONE = "NONE"
-
-    def __call__(self, borrowed: Decimal, rate: Decimal, hours: Decimal):
-
-        if self.name == "HOURSPERDAY":
-            return borrowed * rate * ceil(hours)/twenty_four
-        elif self.name == "HOURSPER4":
-            # Rounded based on https://kraken-fees-calculator.github.io/
-            return borrowed * rate * (1+ceil(hours/four))
-        else:
-            raise OperationalException("Leverage not available on this exchange with freqtrade")

freqtrade/leverage/__init__.py

@@ -1,2 +1,3 @@
 # flake8: noqa: F401
+from freqtrade.leverage.interest import interest
 from freqtrade.leverage.liquidation_price import liquidation_price

freqtrade/leverage/interest.py

@@ -0,0 +1,42 @@
+from decimal import Decimal
+from math import ceil
+
+from freqtrade.exceptions import OperationalException
+
+
+one = Decimal(1.0)
+four = Decimal(4.0)
+twenty_four = Decimal(24.0)
+
+
+def interest(
+    exchange_name: str,
+    borrowed: Decimal,
+    rate: Decimal,
+    hours: Decimal
+) -> Decimal:
+    """
+        Equation to calculate interest on margin trades
+
+        :param exchange_name: The exchanged being trading on
+        :param borrowed: The amount of currency being borrowed
+        :param rate: The rate of interest
+        :param hours: The time in hours that the currency has been borrowed for
+
+        Raises:
+            OperationalException: Raised if freqtrade does
+            not support margin trading for this exchange
+
+        Returns: The amount of interest owed (currency matches borrowed)
+    """
+    exchange_name = exchange_name.lower()
+    if exchange_name == "binance":
+        return borrowed * rate * ceil(hours)/twenty_four
+    elif exchange_name == "kraken":
+        # Rounded based on https://kraken-fees-calculator.github.io/
+        return borrowed * rate * (one+ceil(hours/four))
+    elif exchange_name == "ftx":
+        # TODO-lev: Add FTX interest formula
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")
+    else:
+        raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

freqtrade/persistence/migrations.py

@@ -54,7 +54,6 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
     # sqlite does not support literals for booleans
     is_short = get_column_def(cols, 'is_short', '0')
-    interest_mode = get_column_def(cols, 'interest_mode', 'null')
     # If ticker-interval existed use that, else null.
     if has_column(cols, 'ticker_interval'):
         timeframe = get_column_def(cols, 'timeframe', 'ticker_interval')
@@ -66,7 +65,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
     close_profit_abs = get_column_def(
         cols, 'close_profit_abs',
         f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}")
-    # TODO-mg: update to exit order status
+    # TODO-lev: update to exit order status
     sell_order_status = get_column_def(cols, 'sell_order_status', 'null')
     amount_requested = get_column_def(cols, 'amount_requested', 'amount')
 
@@ -92,7 +91,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, sell_reason, sell_order_status, strategy, buy_tag,
             timeframe, open_trade_value, close_profit_abs,
-            leverage, interest_rate, isolated_liq, is_short, interest_mode
+            leverage, interest_rate, isolated_liq, is_short
             )
         select id, lower(exchange), pair,
             is_open, {fee_open} fee_open, {fee_open_cost} fee_open_cost,
@@ -110,8 +109,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             {strategy} strategy, {buy_tag} buy_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
             {leverage} leverage, {interest_rate} interest_rate,
-            {isolated_liq} isolated_liq, {is_short} is_short,
+            {isolated_liq} isolated_liq, {is_short} is_short
-            {interest_mode} interest_mode
             from {table_back_name}
             """))
 

freqtrade/persistence/models.py

@@ -6,7 +6,7 @@ from datetime import datetime, timezone
 from decimal import Decimal
 from typing import Any, Dict, List, Optional
 
-from sqlalchemy import (Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String,
+from sqlalchemy import (Boolean, Column, DateTime, Float, ForeignKey, Integer, String,
                         create_engine, desc, func, inspect)
 from sqlalchemy.exc import NoSuchModuleError
 from sqlalchemy.orm import Query, declarative_base, relationship, scoped_session, sessionmaker
@@ -14,9 +14,9 @@ from sqlalchemy.pool import StaticPool
 from sqlalchemy.sql.schema import UniqueConstraint
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT
-from freqtrade.enums import InterestMode, SellType
+from freqtrade.enums import SellType
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.leverage import liquidation_price
+from freqtrade.leverage import interest, liquidation_price
 from freqtrade.misc import safe_value_fallback
 from freqtrade.persistence.migrations import check_migrate
 
@@ -265,12 +265,13 @@ class LocalTrade():
     buy_tag: Optional[str] = None
     timeframe: Optional[int] = None
 
+    # Leverage trading properties
+    is_short: bool = False
+    isolated_liq: Optional[float] = None
+    leverage: float = 1.0
+
     # Margin trading properties
     interest_rate: float = 0.0
-    isolated_liq: Optional[float] = None
-    is_short: bool = False
-    leverage: float = 1.0
-    interest_mode: InterestMode = InterestMode.NONE
 
     @property
     def has_no_leverage(self) -> bool:
@@ -480,12 +481,12 @@ class LocalTrade():
 
         if self.is_short:
             new_loss = float(current_price * (1 + abs(stoploss)))
-            # If trading on margin, don't set the stoploss below the liquidation price
+            # If trading with leverage, don't set the stoploss below the liquidation price
             if self.isolated_liq:
                 new_loss = min(self.isolated_liq, new_loss)
         else:
             new_loss = float(current_price * (1 - abs(stoploss)))
-            # If trading on margin, don't set the stoploss below the liquidation price
+            # If trading with leverage, don't set the stoploss below the liquidation price
             if self.isolated_liq:
                 new_loss = max(self.isolated_liq, new_loss)
 
@@ -506,7 +507,8 @@ class LocalTrade():
             lower_stop = new_loss < self.stop_loss
 
             # stop losses only walk up, never down!,
-            #   ? But adding more to a margin account would create a lower liquidation price,
+            # TODO-lev
+            #   ? But adding more to a leveraged trade would create a lower liquidation price,
             #   ? decreasing the minimum stoploss
             if (higher_stop and not self.is_short) or (lower_stop and self.is_short):
                 logger.debug(f"{self.pair} - Adjusting stoploss...")
@@ -554,10 +556,11 @@ class LocalTrade():
         elif order_type in ('market', 'limit') and self.exit_side == order['side']:
             if self.is_open:
                 payment = "BUY" if self.is_short else "SELL"
-                # TODO-mg: On shorts, you buy a little bit more than the amount (amount + interest)
+                # TODO-lev: On shorts, you buy a little bit more than the amount (amount + interest)
                 # This wll only print the original amount
                 logger.info(f'{order_type.upper()}_{payment} has been fulfilled for {self}.')
-            self.close(safe_value_fallback(order, 'average', 'price'))  # TODO-mg: Double check this
+            # TODO-lev: Double check this
+            self.close(safe_value_fallback(order, 'average', 'price'))
         elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
             self.stoploss_order_id = None
             self.close_rate_requested = self.stop_loss
@@ -659,7 +662,7 @@ class LocalTrade():
         rate = Decimal(interest_rate or self.interest_rate)
         borrowed = Decimal(self.borrowed)
 
-        return self.interest_mode(borrowed=borrowed, rate=rate, hours=hours)
+        return interest(exchange_name=self.exchange, borrowed=borrowed, rate=rate, hours=hours)
 
     def calc_close_trade_value(self, rate: Optional[float] = None,
                                fee: Optional[float] = None,
@@ -892,19 +895,19 @@ class Trade(_DECL_BASE, LocalTrade):
     max_rate = Column(Float, nullable=True, default=0.0)
     # Lowest price reached
     min_rate = Column(Float, nullable=True)
-    sell_reason = Column(String(100), nullable=True)  # TODO-mg: Change to close_reason
+    sell_reason = Column(String(100), nullable=True)  # TODO-lev: Change to close_reason
-    sell_order_status = Column(String(100), nullable=True)  # TODO-mg: Change to close_order_status
+    sell_order_status = Column(String(100), nullable=True)  # TODO-lev: Change to close_order_status
     strategy = Column(String(100), nullable=True)
     buy_tag = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 
-    # Margin trading properties
+    # Leverage trading properties
     leverage = Column(Float, nullable=True, default=1.0)
-    interest_rate = Column(Float, nullable=False, default=0.0)
-    isolated_liq = Column(Float, nullable=True)
     is_short = Column(Boolean, nullable=False, default=False)
-    interest_mode = Column(Enum(InterestMode), nullable=True)
+    isolated_liq = Column(Float, nullable=True)
-    # End of margin trading properties
+
+    # Margin Trading Properties
+    interest_rate = Column(Float, nullable=False, default=0.0)
 
     def __init__(self, **kwargs):
         super().__init__(**kwargs)

tests/conftest_trades.py

@@ -1,6 +1,5 @@
 from datetime import datetime, timedelta, timezone
 
-from freqtrade.enums import InterestMode
 from freqtrade.persistence.models import Order, Trade
 
 
@@ -380,11 +379,10 @@ def short_trade(fee):
         open_order_id='dry_run_exit_short_12345',
         strategy='DefaultStrategy',
         timeframe=5,
-        sell_reason='sell_signal',  # TODO-mg: Update to exit/close reason
+        sell_reason='sell_signal',  # TODO-lev: Update to exit/close reason
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
-        is_short=True,
+        is_short=True
-        interest_mode=InterestMode.HOURSPERDAY
     )
     o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
     trade.orders.append(o)
@@ -470,11 +468,10 @@ def leverage_trade(fee):
         open_order_id='dry_run_leverage_buy_12368',
         strategy='DefaultStrategy',
         timeframe=5,
-        sell_reason='sell_signal',  # TODO-mg: Update to exit/close reason
+        sell_reason='sell_signal',  # TODO-lev: Update to exit/close reason
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
         close_date=datetime.now(tz=timezone.utc),
-        interest_rate=0.0005,
+        interest_rate=0.0005
-        interest_mode=InterestMode.HOURSPER4
     )
     o = Order.parse_from_ccxt_object(leverage_order(), 'DOGE/BTC', 'sell')
     trade.orders.append(o)

tests/leverage/test_leverage.py

@@ -1,7 +1,10 @@
-# from decimal import Decimal
+from decimal import Decimal
+from math import isclose
+
+import pytest
 
 from freqtrade.enums import Collateral, TradingMode
-from freqtrade.leverage import liquidation_price
+from freqtrade.leverage import interest, liquidation_price
 
 
 # from freqtrade.exceptions import OperationalException
@@ -87,3 +90,34 @@ def test_liquidation_price():
 
     # liquidation_price(ftx, trading_mode=futures, collateral=isolated)
     # assert exception thrown #TODO-lev: Check that exception is thrown
+
+
+ten_mins = Decimal(1/6)
+five_hours = Decimal(5.0)
+twentyfive_hours = Decimal(25.0)
+
+
+@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
+    ('binance', 0.0005, ten_mins, 0.00125),
+    ('binance', 0.00025, ten_mins, 0.000625),
+    ('binance', 0.00025, five_hours, 0.003125),
+    ('binance', 0.00025, twentyfive_hours, 0.015625),
+    # Kraken
+    ('kraken', 0.0005, ten_mins, 0.06),
+    ('kraken', 0.00025, ten_mins, 0.03),
+    ('kraken', 0.00025, five_hours, 0.045),
+    ('kraken', 0.00025, twentyfive_hours, 0.12),
+    # FTX
+    # TODO-lev: - implement FTX tests
+    # ('ftx', Decimal(0.0005), ten_mins, 0.06),
+    # ('ftx', Decimal(0.0005), five_hours, 0.045),
+])
+def test_interest(exchange, interest_rate, hours, expected):
+    borrowed = Decimal(60.0)
+
+    assert isclose(interest(
+        exchange_name=exchange,
+        borrowed=borrowed,
+        rate=Decimal(interest_rate),
+        hours=hours
+    ), expected)

tests/test_persistence.py

@@ -11,7 +11,6 @@ import pytest
 from sqlalchemy import create_engine, inspect, text
 
 from freqtrade import constants
-from freqtrade.enums import InterestMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
 from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
@@ -237,23 +236,22 @@ def test_interest(market_buy_order_usdt, fee):
         exchange='binance',
         leverage=3.0,
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY
     )
 
     # 10min, 3x leverage
     # binance
     assert round(float(trade.calculate_interest()), 8) == round(0.0008333333333333334, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.040
     # Short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.000625
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert isclose(float(trade.calculate_interest()), 0.030)
 
     # 5hr, long
@@ -261,40 +259,40 @@ def test_interest(market_buy_order_usdt, fee):
     trade.is_short = False
     trade.recalc_open_trade_value()
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.004166666666666667, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.06
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
     # 0.00025 interest, 5hr, long
     trade.is_short = False
     trade.recalc_open_trade_value()
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest(interest_rate=0.00025)),
                  8) == round(0.0020833333333333333, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert isclose(float(trade.calculate_interest(interest_rate=0.00025)), 0.03)
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest(interest_rate=0.00025)),
                  8) == round(0.0015624999999999999, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest(interest_rate=0.00025)) == 0.0225
 
     # 5x leverage, 0.0005 interest, 5hr, long
@@ -302,19 +300,19 @@ def test_interest(market_buy_order_usdt, fee):
     trade.recalc_open_trade_value()
     trade.leverage = 5.0
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == 0.005
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == round(0.07200000000000001, 8)
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(float(trade.calculate_interest()), 8) == round(0.0031249999999999997, 8)
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
     # 1x leverage, 0.0005 interest, 5hr
@@ -322,19 +320,19 @@ def test_interest(market_buy_order_usdt, fee):
     trade.recalc_open_trade_value()
     trade.leverage = 1.0
     # binance
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.0
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.0
     # short
     trade.is_short = True
     trade.recalc_open_trade_value()
     # binace
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert float(trade.calculate_interest()) == 0.003125
     # kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert float(trade.calculate_interest()) == 0.045
 
 
@@ -550,7 +548,6 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
         is_short=True,
         leverage=3.0,
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.open_order_id = 'something'
     trade.update(limit_sell_order_usdt)
@@ -628,7 +625,6 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
         amount=30.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance',
@@ -644,12 +640,12 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
     # 3x leverage, binance
     trade.leverage = 3
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert trade._calc_open_trade_value() == 60.15
     assert round(trade.calc_close_trade_value(), 8) == 65.83416667
     assert trade.calc_profit() == round(5.684166670000003, 8)
     assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     # 3x leverage, kraken
     assert trade._calc_open_trade_value() == 60.15
     assert trade.calc_close_trade_value() == 65.795
@@ -662,7 +658,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_close_trade_value() == 66.231165
     assert trade.calc_profit() == round(-6.381165000000003, 8)
     assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     # 3x leverage, short, binance
     assert trade._calc_open_trade_value() == 59.85
     assert trade.calc_close_trade_value() == 66.1663784375
@@ -675,7 +671,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
     assert trade.calc_profit() == round(-6.316378437500013, 8)
     assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
     # 1x leverage, short, kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert trade._calc_open_trade_value() == 59.850
     assert trade.calc_close_trade_value() == 66.231165
     assert trade.calc_profit() == -6.381165
@@ -694,7 +690,6 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         fee_close=fee.return_value,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         exchange='binance',
     )
     assert trade.close_profit is None
@@ -805,7 +800,7 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
     trade.recalc_open_trade_value()
     assert trade._calc_open_trade_value() == 59.85
     trade.leverage = 3
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert trade._calc_open_trade_value() == 59.85
     trade.is_short = False
     trade.recalc_open_trade_value()
@@ -832,7 +827,6 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
         fee_close=fee.return_value,
         exchange='binance',
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.open_order_id = 'close_trade'
     trade.update(limit_buy_order_usdt)
@@ -849,7 +843,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 74.77416667
 
     # 3x leverage kraken
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert trade.calc_close_trade_value(rate=2.5) == 74.7725
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.735
 
@@ -860,7 +854,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
 
     # 3x leverage binance, short
-    trade.interest_mode = InterestMode.HOURSPERDAY
+    trade.exchange = "binance"
     assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.18906641
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
 
@@ -870,7 +864,7 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
     assert round(trade.calc_close_trade_value(rate=2.5, fee=0.003), 8) == 75.22656719
 
     # 1x leverage kraken, short
-    trade.interest_mode = InterestMode.HOURSPER4
+    trade.exchange = "kraken"
     assert round(trade.calc_close_trade_value(rate=2.5), 8) == 75.2626875
     assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 75.300225
 
@@ -1013,7 +1007,6 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         open_rate=2.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance'
@@ -1047,62 +1040,62 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # Higher than open rate - 2.1 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.69166667
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == 2.6525
 
     # 1.9 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.29333333
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == -3.3325
 
     # 2.2 quote
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == 5.68416667
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == 5.645
 
     # 3x leverage, short ###################################################
     trade.is_short = True
     trade.recalc_open_trade_value()
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == -6.381165
 
     # 1x leverage, short ###################################################
     trade.leverage = 1.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=2.1, fee=0.0025) == round(-3.308815781249997, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=2.1, fee=0.0025) == -3.3706575
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(rate=1.9, fee=0.0025) == round(2.7063095312499996, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(rate=1.9, fee=0.0025) == 2.6503575
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit(fee=0.0025) == round(-6.316378437499999, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit(fee=0.0025) == -6.381165
 
 
@@ -1115,7 +1108,6 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
         open_rate=2.0,
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
         interest_rate=0.0005,
-        interest_mode=InterestMode.HOURSPERDAY,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
         exchange='binance'
@@ -1150,62 +1142,62 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
     # 3x leverage, long ###################################################
     trade.leverage = 3.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(0.13424771421446402, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(0.13229426433915248, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=1.9) == round(-0.16425602643391513, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(-0.16620947630922667, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio() == round(0.2834995845386534, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(0.2815461346633419, 8)
 
     # 3x leverage, short ###################################################
     trade.is_short = True
     trade.recalc_open_trade_value()
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.1658554276315789, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.16895526315789455, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=1.9) == round(0.13565461309523819, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.13285000000000002, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio() == round(-0.3166104479949876, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(-0.319857894736842, 8)
 
     # 1x leverage, short ###################################################
     trade.leverage = 1.0
     # 2.1 quote - Higher than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"  # binance
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.05528514254385963, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=2.1) == round(-0.05631842105263152, 8)
 
     # 1.9 quote - Lower than open rate
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.045218204365079395, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio(rate=1.9) == round(0.04428333333333334, 8)
 
     # Test when we apply a Sell order. Uses sell order used above
-    trade.interest_mode = InterestMode.HOURSPERDAY  # binance
+    trade.exchange = "binance"
     assert trade.calc_profit_ratio() == round(-0.1055368159983292, 8)
-    trade.interest_mode = InterestMode.HOURSPER4    # kraken
+    trade.exchange = "kraken"
     assert trade.calc_profit_ratio() == round(-0.106619298245614, 8)
 
 
@@ -1542,7 +1534,6 @@ def test_adjust_stop_loss_short(fee):
         open_rate=1,
         max_rate=1,
         is_short=True,
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.adjust_stop_loss(trade.open_rate, 0.05, True)
     assert trade.stop_loss == 1.05
@@ -1859,7 +1850,6 @@ def test_stoploss_reinitialization_short(default_conf, fee):
         max_rate=1,
         is_short=True,
         leverage=3.0,
-        interest_mode=InterestMode.HOURSPERDAY
     )
     trade.adjust_stop_loss(trade.open_rate, -0.05, True)
     assert trade.stop_loss == 1.05