Merge branch 'develop' into pr/samgermain/6780

tests/commands/test_commands.py

@@ -1,5 +1,6 @@
 import json
 import re
+from datetime import datetime
 from io import BytesIO
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
@@ -14,11 +15,14 @@ from freqtrade.commands import (start_backtesting_show, start_convert_data, star
                                 start_list_exchanges, start_list_markets, start_list_strategies,
                                 start_list_timeframes, start_new_strategy, start_show_trades,
                                 start_test_pairlist, start_trading, start_webserver)
+from freqtrade.commands.db_commands import start_convert_db
 from freqtrade.commands.deploy_commands import (clean_ui_subdir, download_and_install_ui,
                                                 get_ui_download_url, read_ui_version)
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
+from freqtrade.persistence.models import init_db
+from freqtrade.persistence.pairlock_middleware import PairLocks
 from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_args, log_has,
                             log_has_re, patch_exchange, patched_configuration_load_config_file)
 from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -831,6 +835,23 @@ def test_download_data_trades(mocker, caplog):
         start_download_data(pargs)
 
 
+def test_download_data_data_invalid(mocker):
+    patch_exchange(mocker, id="kraken")
+    mocker.patch(
+        'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
+    )
+    args = [
+        "download-data",
+        "--exchange", "kraken",
+        "--pairs", "ETH/BTC", "XRP/BTC",
+        "--days", "20",
+    ]
+    pargs = get_args(args)
+    pargs['config'] = None
+    with pytest.raises(OperationalException, match=r"Historic klines not available for .*"):
+        start_download_data(pargs)
+
+
 def test_start_convert_trades(mocker, caplog):
     convert_mock = mocker.patch('freqtrade.commands.data_commands.convert_trades_to_ohlcv',
                                 MagicMock(return_value=[]))
@@ -1458,3 +1479,33 @@ def test_backtesting_show(mocker, testdatadir, capsys):
     assert sbr.call_count == 1
     out, err = capsys.readouterr()
     assert "Pairs for Strategy" in out
+
+
+def test_start_convert_db(mocker, fee, tmpdir, caplog):
+    db_src_file = Path(f"{tmpdir}/db.sqlite")
+    db_from = f"sqlite:///{db_src_file}"
+    db_target_file = Path(f"{tmpdir}/db_target.sqlite")
+    db_to = f"sqlite:///{db_target_file}"
+    args = [
+        "convert-db",
+        "--db-url-from",
+        db_from,
+        "--db-url",
+        db_to,
+    ]
+
+    assert not db_src_file.is_file()
+    init_db(db_from)
+
+    create_mock_trades(fee)
+
+    PairLocks.timeframe = '5m'
+    PairLocks.lock_pair('XRP/USDT', datetime.now(), 'Random reason 125', side='long')
+    assert db_src_file.is_file()
+    assert not db_target_file.is_file()
+
+    pargs = get_args(args)
+    pargs['config'] = None
+    start_convert_db(pargs)
+
+    assert db_target_file.is_file()

tests/conftest.py

@@ -78,9 +78,21 @@ def get_args(args):
 
 
 # Source: https://stackoverflow.com/questions/29881236/how-to-mock-asyncio-coroutines
-def get_mock_coro(return_value):
+# TODO: This should be replaced with AsyncMock once support for python 3.7 is dropped.
+def get_mock_coro(return_value=None, side_effect=None):
     async def mock_coro(*args, **kwargs):
-        return return_value
+        if side_effect:
+            if isinstance(side_effect, list):
+                effect = side_effect.pop(0)
+            else:
+                effect = side_effect
+            if isinstance(effect, Exception):
+                raise effect
+            if callable(effect):
+                return effect(*args, **kwargs)
+            return effect
+        else:
+            return return_value
 
     return Mock(wraps=mock_coro)
 
@@ -100,11 +112,8 @@ def patch_exchange(
     mock_supported_modes=True
 ) -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_async_markets', MagicMock(return_value={}))
-    mocker.patch('freqtrade.exchange.Exchange.validate_pairs', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
     mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
     mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
     mocker.patch('freqtrade.exchange.Exchange.precisionMode', PropertyMock(return_value=2))
@@ -325,7 +334,7 @@ def create_mock_trades_with_leverage(fee, use_db: bool = True):
         Trade.query.session.flush()
 
 
-def create_mock_trades_usdt(fee, use_db: bool = True):
+def create_mock_trades_usdt(fee, is_short: Optional[bool] = False, use_db: bool = True):
     """
     Create some fake trades ...
     """
@@ -335,26 +344,29 @@ def create_mock_trades_usdt(fee, use_db: bool = True):
         else:
             LocalTrade.add_bt_trade(trade)
 
+    is_short1 = is_short if is_short is not None else True
+    is_short2 = is_short if is_short is not None else False
+
     # Simulate dry_run entries
-    trade = mock_trade_usdt_1(fee)
+    trade = mock_trade_usdt_1(fee, is_short1)
     add_trade(trade)
 
-    trade = mock_trade_usdt_2(fee)
+    trade = mock_trade_usdt_2(fee, is_short1)
     add_trade(trade)
 
-    trade = mock_trade_usdt_3(fee)
+    trade = mock_trade_usdt_3(fee, is_short1)
     add_trade(trade)
 
-    trade = mock_trade_usdt_4(fee)
+    trade = mock_trade_usdt_4(fee, is_short2)
     add_trade(trade)
 
-    trade = mock_trade_usdt_5(fee)
+    trade = mock_trade_usdt_5(fee, is_short2)
     add_trade(trade)
 
-    trade = mock_trade_usdt_6(fee)
+    trade = mock_trade_usdt_6(fee, is_short1)
     add_trade(trade)
 
-    trade = mock_trade_usdt_7(fee)
+    trade = mock_trade_usdt_7(fee, is_short1)
     add_trade(trade)
     if use_db:
         Trade.commit()
@@ -384,7 +396,7 @@ def patch_coingekko(mocker) -> None:
 
 @pytest.fixture(scope='function')
 def init_persistence(default_conf):
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
 
 
 @pytest.fixture(scope="function")
@@ -1616,6 +1628,7 @@ def limit_buy_order_open():
         'datetime': arrow.utcnow().isoformat(),
         'price': 0.00001099,
         'amount': 90.99181073,
+        'average': None,
         'filled': 0.0,
         'cost': 0.0009999,
         'remaining': 90.99181073,
@@ -1678,6 +1691,7 @@ def limit_buy_order_old_partial():
         'price': 0.00001099,
         'amount': 90.99181073,
         'filled': 23.0,
+        'cost': 90.99181073 * 23.0,
         'remaining': 67.99181073,
         'status': 'open'
     }
@@ -3149,60 +3163,46 @@ def leverage_tiers():
         "AAVE/USDT": [
             {
                 'min': 0,
-                'max': 50000,
+                'max': 5000,
                 'mmr': 0.01,
                 'lev': 50,
                 'maintAmt': 0.0
             },
             {
-                'min': 50000,
-                'max': 250000,
+                'min': 5000,
+                'max': 25000,
                 'mmr': 0.02,
                 'lev': 25,
-                'maintAmt': 500.0
+                'maintAmt': 75.0
+            },
+            {
+                'min': 25000,
+                'max': 100000,
+                'mmr': 0.05,
+                'lev': 10,
+                'maintAmt': 700.0
+            },
+            {
+                'min': 100000,
+                'max': 250000,
+                'mmr': 0.1,
+                'lev': 5,
+                'maintAmt': 5700.0
             },
             {
                 'min': 250000,
                 'max': 1000000,
-                'mmr': 0.05,
-                'lev': 10,
-                'maintAmt': 8000.0
-            },
-            {
-                'min': 1000000,
-                'max': 2000000,
-                'mmr': 0.1,
-                'lev': 5,
-                'maintAmt': 58000.0
-            },
-            {
-                'min': 2000000,
-                'max': 5000000,
                 'mmr': 0.125,
-                'lev': 4,
-                'maintAmt': 108000.0
-            },
-            {
-                'min': 5000000,
-                'max': 10000000,
-                'mmr': 0.1665,
-                'lev': 3,
-                'maintAmt': 315500.0
+                'lev': 2,
+                'maintAmt': 11950.0
             },
             {
                 'min': 10000000,
-                'max': 20000000,
-                'mmr': 0.25,
-                'lev': 2,
-                'maintAmt': 1150500.0
+                'max': 50000000,
+                'mmr': 0.5,
+                'lev': 1,
+                'maintAmt': 386950.0
             },
-            {
-                "min": 20000000,
-                "max": 50000000,
-                "mmr": 0.5,
-                "lev": 1,
-                "maintAmt": 6150500.0
-            }
         ],
         "ADA/BUSD": [
             {

tests/conftest_trades.py

@@ -29,6 +29,7 @@ def mock_order_1(is_short: bool):
         'average': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -65,6 +66,7 @@ def mock_order_2(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -79,6 +81,7 @@ def mock_order_2_sell(is_short: bool):
         'price': 0.128,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -126,6 +129,7 @@ def mock_order_3(is_short: bool):
         'price': 0.05,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -141,6 +145,7 @@ def mock_order_3_sell(is_short: bool):
         'average': 0.06,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -186,6 +191,7 @@ def mock_order_4(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 0.0,
+        'cost': 15.129,
         'remaining': 123.0,
     }
 
@@ -225,6 +231,7 @@ def mock_order_5(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -239,6 +246,7 @@ def mock_order_5_stoploss(is_short: bool):
         'price': 0.123,
         'amount': 123.0,
         'filled': 0.0,
+        'cost': 0.0,
         'remaining': 123.0,
     }
 
@@ -281,6 +289,7 @@ def mock_order_6(is_short: bool):
         'price': 0.15,
         'amount': 2.0,
         'filled': 2.0,
+        'cost': 0.3,
         'remaining': 0.0,
     }
 
@@ -295,6 +304,7 @@ def mock_order_6_sell(is_short: bool):
         'price': 0.15 if is_short else 0.20,
         'amount': 2.0,
         'filled': 0.0,
+        'cost': 0.0,
         'remaining': 2.0,
     }
 
@@ -337,6 +347,7 @@ def short_order():
         'price': 0.123,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.129,
         'remaining': 0.0,
     }
 
@@ -351,6 +362,7 @@ def exit_short_order():
         'price': 0.128,
         'amount': 123.0,
         'filled': 123.0,
+        'cost': 15.744,
         'remaining': 0.0,
     }
 
@@ -424,6 +436,7 @@ def leverage_order():
         'amount': 123.0,
         'filled': 123.0,
         'remaining': 0.0,
+        'cost': 15.129,
         'leverage': 5.0
     }
 
@@ -439,6 +452,7 @@ def leverage_order_sell():
         'amount': 123.0,
         'filled': 123.0,
         'remaining': 0.0,
+        'cost': 15.744,
         'leverage': 5.0
     }
 

tests/conftest_trades_usdt.py

@@ -6,47 +6,84 @@ from freqtrade.persistence.models import Order, Trade
 MOCK_TRADE_COUNT = 6
 
 
-def mock_order_usdt_1():
+def entry_side(is_short: bool):
+    return "sell" if is_short else "buy"
+
+
+def exit_side(is_short: bool):
+    return "buy" if is_short else "sell"
+
+
+def direc(is_short: bool):
+    return "short" if is_short else "long"
+
+
+def mock_order_usdt_1(is_short: bool):
     return {
-        'id': '1234',
-        'symbol': 'ADA/USDT',
+        'id': f'prod_entry_1_{direc(is_short)}',
+        'symbol': 'LTC/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
-        'price': 2.0,
-        'amount': 10.0,
-        'filled': 10.0,
+        'price': 10.0,
+        'amount': 2.0,
+        'filled': 2.0,
         'remaining': 0.0,
     }
 
 
-def mock_trade_usdt_1(fee):
+def mock_order_usdt_1_exit(is_short: bool):
+    return {
+        'id': f'prod_exit_1_{direc(is_short)}',
+        'symbol': 'LTC/USDT',
+        'status': 'closed',
+        'side': exit_side(is_short),
+        'type': 'limit',
+        'price': 8.0,
+        'amount': 2.0,
+        'filled': 2.0,
+        'remaining': 0.0,
+    }
+
+
+def mock_trade_usdt_1(fee, is_short: bool):
+    """
+    Simulate prod entry with open sell order
+    """
     trade = Trade(
-        pair='ADA/USDT',
+        pair='LTC/USDT',
         stake_amount=20.0,
-        amount=10.0,
-        amount_requested=10.0,
+        amount=2.0,
+        amount_requested=2.0,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
+        close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        is_open=True,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
-        open_rate=2.0,
+        is_open=False,
+        open_rate=10.0,
+        close_rate=8.0,
+        close_profit=-0.2,
+        close_profit_abs=-4.0,
         exchange='binance',
-        open_order_id='dry_run_buy_12345',
-        strategy='StrategyTestV2',
+        strategy='SampleStrategy',
+        open_order_id=f'prod_exit_1_{direc(is_short)}',
         timeframe=5,
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_1(), 'ADA/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
+    trade.orders.append(o)
+    o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
+                                     'LTC/USDT', exit_side(is_short))
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_2():
+def mock_order_usdt_2(is_short: bool):
     return {
-        'id': '1235',
+        'id': f'1235_{direc(is_short)}',
         'symbol': 'ETC/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
         'price': 2.0,
         'amount': 100.0,
@@ -55,12 +92,12 @@ def mock_order_usdt_2():
     }
 
 
-def mock_order_usdt_2_sell():
+def mock_order_usdt_2_exit(is_short: bool):
     return {
-        'id': '12366',
+        'id': f'12366_{direc(is_short)}',
         'symbol': 'ETC/USDT',
         'status': 'closed',
-        'side': 'sell',
+        'side': exit_side(is_short),
         'type': 'limit',
         'price': 2.05,
         'amount': 100.0,
@@ -69,7 +106,7 @@ def mock_order_usdt_2_sell():
     }
 
 
-def mock_trade_usdt_2(fee):
+def mock_trade_usdt_2(fee, is_short: bool):
     """
     Closed trade...
     """
@@ -82,30 +119,33 @@ def mock_trade_usdt_2(fee):
         fee_close=fee.return_value,
         open_rate=2.0,
         close_rate=2.05,
-        close_profit=5.0,
+        close_profit=0.05,
         close_profit_abs=3.9875,
         exchange='binance',
         is_open=False,
-        open_order_id='dry_run_sell_12345',
+        open_order_id=f'12366_{direc(is_short)}',
         strategy='StrategyTestV2',
         timeframe=5,
-        exit_reason='sell_signal',
+        enter_tag='TEST1',
+        exit_reason='exit_signal',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_2(), 'ETC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'ETC/USDT', entry_side(is_short))
     trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_2_sell(), 'ETC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(
+        mock_order_usdt_2_exit(is_short), 'ETC/USDT', exit_side(is_short))
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_3():
+def mock_order_usdt_3(is_short: bool):
     return {
-        'id': '41231a12a',
+        'id': f'41231a12a_{direc(is_short)}',
         'symbol': 'XRP/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
         'price': 1.0,
         'amount': 30.0,
@@ -114,12 +154,12 @@ def mock_order_usdt_3():
     }
 
 
-def mock_order_usdt_3_sell():
+def mock_order_usdt_3_exit(is_short: bool):
     return {
-        'id': '41231a666a',
+        'id': f'41231a666a_{direc(is_short)}',
         'symbol': 'XRP/USDT',
         'status': 'closed',
-        'side': 'sell',
+        'side': exit_side(is_short),
         'type': 'stop_loss_limit',
         'price': 1.1,
         'average': 1.1,
@@ -129,7 +169,7 @@ def mock_order_usdt_3_sell():
     }
 
 
-def mock_trade_usdt_3(fee):
+def mock_trade_usdt_3(fee, is_short: bool):
     """
     Closed trade
     """
@@ -142,29 +182,32 @@ def mock_trade_usdt_3(fee):
         fee_close=fee.return_value,
         open_rate=1.0,
         close_rate=1.1,
-        close_profit=10.0,
+        close_profit=0.1,
         close_profit_abs=9.8425,
         exchange='binance',
         is_open=False,
         strategy='StrategyTestV2',
         timeframe=5,
+        enter_tag='TEST3',
         exit_reason='roi',
         open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
         close_date=datetime.now(tz=timezone.utc),
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_3(), 'XRP/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), 'XRP/USDT', entry_side(is_short))
     trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_3_sell(), 'XRP/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short),
+                                     'XRP/USDT', exit_side(is_short))
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_4():
+def mock_order_usdt_4(is_short: bool):
     return {
-        'id': 'prod_buy_12345',
+        'id': f'prod_buy_12345_{direc(is_short)}',
         'symbol': 'ETC/USDT',
         'status': 'open',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
         'price': 2.0,
         'amount': 10.0,
@@ -173,7 +216,7 @@ def mock_order_usdt_4():
     }
 
 
-def mock_trade_usdt_4(fee):
+def mock_trade_usdt_4(fee, is_short: bool):
     """
     Simulate prod entry
     """
@@ -188,21 +231,22 @@ def mock_trade_usdt_4(fee):
         is_open=True,
         open_rate=2.0,
         exchange='binance',
-        open_order_id='prod_buy_12345',
+        open_order_id=f'prod_buy_12345_{direc(is_short)}',
         strategy='StrategyTestV2',
         timeframe=5,
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_4(), 'ETC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'ETC/USDT', entry_side(is_short))
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_5():
+def mock_order_usdt_5(is_short: bool):
     return {
-        'id': 'prod_buy_3455',
+        'id': f'prod_buy_3455_{direc(is_short)}',
         'symbol': 'XRP/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
         'price': 2.0,
         'amount': 10.0,
@@ -211,12 +255,12 @@ def mock_order_usdt_5():
     }
 
 
-def mock_order_usdt_5_stoploss():
+def mock_order_usdt_5_stoploss(is_short: bool):
     return {
-        'id': 'prod_stoploss_3455',
+        'id': f'prod_stoploss_3455_{direc(is_short)}',
         'symbol': 'XRP/USDT',
         'status': 'open',
-        'side': 'sell',
+        'side': exit_side(is_short),
         'type': 'stop_loss_limit',
         'price': 2.0,
         'amount': 10.0,
@@ -225,7 +269,7 @@ def mock_order_usdt_5_stoploss():
     }
 
 
-def mock_trade_usdt_5(fee):
+def mock_trade_usdt_5(fee, is_short: bool):
     """
     Simulate prod entry with stoploss
     """
@@ -241,22 +285,23 @@ def mock_trade_usdt_5(fee):
         open_rate=2.0,
         exchange='binance',
         strategy='SampleStrategy',
-        stoploss_order_id='prod_stoploss_3455',
+        stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}',
         timeframe=5,
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_5(), 'XRP/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short))
     trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(), 'XRP/USDT', 'stoploss')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss')
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_6():
+def mock_order_usdt_6(is_short: bool):
     return {
-        'id': 'prod_buy_6',
+        'id': f'prod_entry_6_{direc(is_short)}',
         'symbol': 'LTC/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
         'price': 10.0,
         'amount': 2.0,
@@ -265,12 +310,12 @@ def mock_order_usdt_6():
     }
 
 
-def mock_order_usdt_6_sell():
+def mock_order_usdt_6_exit(is_short: bool):
     return {
-        'id': 'prod_sell_6',
+        'id': f'prod_exit_6_{direc(is_short)}',
         'symbol': 'LTC/USDT',
         'status': 'open',
-        'side': 'sell',
+        'side': exit_side(is_short),
         'type': 'limit',
         'price': 12.0,
         'amount': 2.0,
@@ -279,7 +324,7 @@ def mock_order_usdt_6_sell():
     }
 
 
-def mock_trade_usdt_6(fee):
+def mock_trade_usdt_6(fee, is_short: bool):
     """
     Simulate prod entry with open sell order
     """
@@ -295,69 +340,49 @@ def mock_trade_usdt_6(fee):
         open_rate=10.0,
         exchange='binance',
         strategy='SampleStrategy',
-        open_order_id="prod_sell_6",
+        open_order_id=f'prod_exit_6_{direc(is_short)}',
         timeframe=5,
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_6(), 'LTC/USDT', 'buy')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short))
     trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_6_sell(), 'LTC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short),
+                                     'LTC/USDT', exit_side(is_short))
     trade.orders.append(o)
     return trade
 
 
-def mock_order_usdt_7():
+def mock_order_usdt_7(is_short: bool):
     return {
-        'id': 'prod_buy_7',
-        'symbol': 'LTC/USDT',
+        'id': f'1234_{direc(is_short)}',
+        'symbol': 'ADA/USDT',
         'status': 'closed',
-        'side': 'buy',
+        'side': entry_side(is_short),
         'type': 'limit',
-        'price': 10.0,
-        'amount': 2.0,
-        'filled': 2.0,
+        'price': 2.0,
+        'amount': 10.0,
+        'filled': 10.0,
         'remaining': 0.0,
     }
 
 
-def mock_order_usdt_7_sell():
-    return {
-        'id': 'prod_sell_7',
-        'symbol': 'LTC/USDT',
-        'status': 'closed',
-        'side': 'sell',
-        'type': 'limit',
-        'price': 8.0,
-        'amount': 2.0,
-        'filled': 2.0,
-        'remaining': 0.0,
-    }
-
-
-def mock_trade_usdt_7(fee):
-    """
-    Simulate prod entry with open sell order
-    """
+def mock_trade_usdt_7(fee, is_short: bool):
     trade = Trade(
-        pair='LTC/USDT',
+        pair='ADA/USDT',
         stake_amount=20.0,
-        amount=2.0,
-        amount_requested=2.0,
-        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
-        close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
+        amount=10.0,
+        amount_requested=10.0,
         fee_open=fee.return_value,
         fee_close=fee.return_value,
-        is_open=False,
-        open_rate=10.0,
-        close_rate=8.0,
-        close_profit=-0.2,
-        close_profit_abs=-4.0,
+        is_open=True,
+        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
+        open_rate=2.0,
         exchange='binance',
-        strategy='SampleStrategy',
-        open_order_id="prod_sell_6",
+        open_order_id=f'1234_{direc(is_short)}',
+        strategy='StrategyTestV2',
         timeframe=5,
+        is_short=is_short,
     )
-    o = Order.parse_from_ccxt_object(mock_order_usdt_7(), 'LTC/USDT', 'buy')
-    trade.orders.append(o)
-    o = Order.parse_from_ccxt_object(mock_order_usdt_7_sell(), 'LTC/USDT', 'sell')
+    o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
     trade.orders.append(o)
     return trade

tests/data/test_btanalysis.py

@@ -85,7 +85,7 @@ def test_load_backtest_data_new_format(testdatadir):
     filename = testdatadir / "backtest_results/backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     assert isinstance(bt_data, DataFrame)
-    assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
+    assert set(bt_data.columns) == set(BT_DATA_COLUMNS)
     assert len(bt_data) == 179
 
     # Test loading from string (must yield same result)
@@ -110,7 +110,7 @@ def test_load_backtest_data_multi(testdatadir):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
         assert set(bt_data.columns) == set(
-            BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
+            BT_DATA_COLUMNS)
         assert len(bt_data) == 179
 
         # Test loading from string (must yield same result)

tests/data/test_entryexitanalysis.py

@@ -0,0 +1,191 @@
+import logging
+from unittest.mock import MagicMock, PropertyMock
+
+import pandas as pd
+import pytest
+
+from freqtrade.commands.analyze_commands import start_analysis_entries_exits
+from freqtrade.commands.optimize_commands import start_backtesting
+from freqtrade.enums import ExitType
+from freqtrade.optimize.backtesting import Backtesting
+from tests.conftest import get_args, patch_exchange, patched_configuration_load_config_file
+
+
+@pytest.fixture(autouse=True)
+def entryexitanalysis_cleanup() -> None:
+    yield None
+
+    Backtesting.cleanup()
+
+
+def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmpdir, capsys):
+    caplog.set_level(logging.INFO)
+
+    default_conf.update({
+        "use_exit_signal": True,
+        "exit_profit_only": False,
+        "exit_profit_offset": 0.0,
+        "ignore_roi_if_entry_signal": False,
+    })
+    patch_exchange(mocker)
+    result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC', 'ETH/BTC', 'LTC/BTC'],
+                            'profit_ratio': [0.025, 0.05, -0.1, -0.05],
+                            'profit_abs': [0.5, 2.0, -4.0, -2.0],
+                            'open_date': pd.to_datetime(['2018-01-29 18:40:00',
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 08:10:00',
+                                                         '2018-01-31 13:30:00', ], utc=True
+                                                        ),
+                            'close_date': pd.to_datetime(['2018-01-29 20:45:00',
+                                                          '2018-01-30 05:35:00',
+                                                          '2018-01-30 09:10:00',
+                                                          '2018-01-31 15:00:00', ], utc=True),
+                            'trade_duration': [235, 40, 60, 90],
+                            'is_open': [False, False, False, False],
+                            'stake_amount': [0.01, 0.01, 0.01, 0.01],
+                            'open_rate': [0.104445, 0.10302485, 0.10302485, 0.10302485],
+                            'close_rate': [0.104969, 0.103541, 0.102041, 0.102541],
+                            "is_short": [False, False, False, False],
+                            'enter_tag': ["enter_tag_long_a",
+                                          "enter_tag_long_b",
+                                          "enter_tag_long_a",
+                                          "enter_tag_long_b"],
+                            'exit_reason': [ExitType.ROI,
+                                            ExitType.EXIT_SIGNAL,
+                                            ExitType.STOP_LOSS,
+                                            ExitType.TRAILING_STOP_LOSS]
+                            })
+
+    backtestmock = MagicMock(side_effect=[
+        {
+            'results': result1,
+            'config': default_conf,
+            'locks': [],
+            'rejected_signals': 20,
+            'timedout_entry_orders': 0,
+            'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
+            'final_balance': 1000,
+        }
+    ])
+    mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
+                 PropertyMock(return_value=['ETH/BTC', 'LTC/BTC', 'DASH/BTC']))
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+
+    patched_configuration_load_config_file(mocker, default_conf)
+
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--user-data-dir', str(tmpdir),
+        '--timeframe', '5m',
+        '--timerange', '1515560100-1517287800',
+        '--export', 'signals',
+        '--cache', 'none',
+    ]
+    args = get_args(args)
+    start_backtesting(args)
+
+    captured = capsys.readouterr()
+    assert 'BACKTESTING REPORT' in captured.out
+    assert 'EXIT REASON STATS' in captured.out
+    assert 'LEFT OPEN TRADES REPORT' in captured.out
+
+    base_args = [
+        'backtesting-analysis',
+        '--config', 'config.json',
+        '--datadir', str(testdatadir),
+        '--user-data-dir', str(tmpdir),
+    ]
+
+    # test group 0 and indicator list
+    args = get_args(base_args +
+                    ['--analysis-groups', "0",
+                     '--indicator-list', "close", "rsi", "profit_abs"]
+                    )
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert '0.5' in captured.out
+    assert '-4' in captured.out
+    assert '-2' in captured.out
+    assert '-3.5' in captured.out
+    assert '50' in captured.out
+    assert '0' in captured.out
+    assert '0.01616' in captured.out
+    assert '34.049' in captured.out
+    assert '0.104104' in captured.out
+    assert '47.0996' in captured.out
+
+    # test group 1
+    args = get_args(base_args + ['--analysis-groups', "1"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-3.5' in captured.out
+    assert '-1.75' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '0' in captured.out
+
+    # test group 2
+    args = get_args(base_args + ['--analysis-groups', "2"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '2.5' in captured.out
+
+    # test group 3
+    args = get_args(base_args + ['--analysis-groups', "3"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '-1.75' in captured.out
+    assert '0' in captured.out
+    assert '2' in captured.out
+
+    # test group 4
+    args = get_args(base_args + ['--analysis-groups', "4"])
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '-4' in captured.out
+    assert '0.5' in captured.out
+    assert '1' in captured.out
+    assert '2.5' in captured.out

tests/data/test_history.py

@@ -158,21 +158,22 @@ def test_testdata_path(testdatadir) -> None:
     assert str(Path('tests') / 'testdata') in str(testdatadir)
 
 
-@pytest.mark.parametrize("pair,expected_result,candle_type", [
-    ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-5m.json', ""),
-    ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-5m.json', ""),
-    ("ETHH20", 'freqtrade/hello/world/ETHH20-5m.json', ""),
-    (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-5m.json', ""),
-    ("ETHUSD.d", 'freqtrade/hello/world/ETHUSD_d-5m.json', ""),
-    ("ACC_OLD/BTC", 'freqtrade/hello/world/ACC_OLD_BTC-5m.json', ""),
-    ("ETH/BTC", 'freqtrade/hello/world/futures/ETH_BTC-5m-mark.json', "mark"),
-    ("ACC_OLD/BTC", 'freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json', "index"),
+@pytest.mark.parametrize("pair,timeframe,expected_result,candle_type", [
+    ("ETH/BTC", "5m", "freqtrade/hello/world/ETH_BTC-5m.json", ""),
+    ("ETH/USDT", "1M", "freqtrade/hello/world/ETH_USDT-1Mo.json", ""),
+    ("Fabric Token/ETH", "5m", "freqtrade/hello/world/Fabric_Token_ETH-5m.json", ""),
+    ("ETHH20", "5m", "freqtrade/hello/world/ETHH20-5m.json", ""),
+    (".XBTBON2H", "5m", "freqtrade/hello/world/_XBTBON2H-5m.json", ""),
+    ("ETHUSD.d", "5m", "freqtrade/hello/world/ETHUSD_d-5m.json", ""),
+    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/ACC_OLD_BTC-5m.json", ""),
+    ("ETH/BTC", "5m", "freqtrade/hello/world/futures/ETH_BTC-5m-mark.json", "mark"),
+    ("ACC_OLD/BTC", "5m", "freqtrade/hello/world/futures/ACC_OLD_BTC-5m-index.json", "index"),
 ])
-def test_json_pair_data_filename(pair, expected_result, candle_type):
+def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type):
     fn = JsonDataHandler._pair_data_filename(
         Path('freqtrade/hello/world'),
         pair,
-        '5m',
+        timeframe,
         CandleType.from_string(candle_type)
     )
     assert isinstance(fn, Path)
@@ -180,7 +181,7 @@ def test_json_pair_data_filename(pair, expected_result, candle_type):
     fn = JsonGzDataHandler._pair_data_filename(
         Path('freqtrade/hello/world'),
         pair,
-        '5m',
+        timeframe,
         candle_type=CandleType.from_string(candle_type)
     )
     assert isinstance(fn, Path)

tests/exchange/test_binance.py

@@ -154,6 +154,7 @@ def test_stoploss_adjust_binance(mocker, default_conf, sl1, sl2, sl3, side):
     order = {
         'type': 'stop_loss_limit',
         'price': 1500,
+        'stopPrice': 1500,
         'info': {'stopPrice': 1500},
     }
     assert exchange.stoploss_adjust(sl1, order, side=side)
@@ -490,11 +491,11 @@ def test_fill_leverage_tiers_binance_dryrun(default_conf, mocker, leverage_tiers
     default_conf['margin_mode'] = MarginMode.ISOLATED
     exchange = get_patched_exchange(mocker, default_conf, api_mock, id="binance")
     exchange.fill_leverage_tiers()
-
-    leverage_tiers = leverage_tiers
-
+    assert len(exchange._leverage_tiers.keys()) > 100
     for key, value in leverage_tiers.items():
-        assert exchange._leverage_tiers[key] == value
+        v = exchange._leverage_tiers[key]
+        assert isinstance(v, list)
+        assert len(v) == len(value)
 
 
 def test__set_leverage_binance(mocker, default_conf):

tests/exchange/test_ccxt_compat.py

@@ -13,6 +13,7 @@ import pytest
 
 from freqtrade.enums import CandleType
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
+from freqtrade.exchange.exchange import timeframe_to_msecs
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_default_conf_usdt
 
@@ -135,6 +136,7 @@ def exchange_futures(request, exchange_conf, class_mocker):
         class_mocker.patch(
             'freqtrade.exchange.binance.Binance.fill_leverage_tiers')
         class_mocker.patch('freqtrade.exchange.exchange.Exchange.fetch_trading_fees')
+        class_mocker.patch('freqtrade.exchange.okx.Okx.additional_exchange_init')
         exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
 
         yield exchange, request.param
@@ -151,6 +153,25 @@ class TestCCXTExchange():
         assert isinstance(markets[pair], dict)
         assert exchange.market_is_spot(markets[pair])
 
+    def test_has_validations(self, exchange):
+
+        exchange, exchangename = exchange
+
+        exchange.validate_ordertypes({
+            'entry': 'limit',
+            'exit': 'limit',
+            'stoploss': 'limit',
+            })
+
+        if exchangename == 'gateio':
+            # gateio doesn't have market orders on spot
+            return
+        exchange.validate_ordertypes({
+            'entry': 'market',
+            'exit': 'market',
+            'stoploss': 'market',
+            })
+
     def test_load_markets_futures(self, exchange_futures):
         exchange, exchangename = exchange_futures
         if not exchange:
@@ -197,8 +218,13 @@ class TestCCXTExchange():
         l2 = exchange.fetch_l2_order_book(pair)
         assert 'asks' in l2
         assert 'bids' in l2
+        assert len(l2['asks']) >= 1
+        assert len(l2['bids']) >= 1
         l2_limit_range = exchange._ft_has['l2_limit_range']
         l2_limit_range_required = exchange._ft_has['l2_limit_range_required']
+        if exchangename == 'gateio':
+            # TODO: Gateio is unstable here at the moment, ignoring the limit partially.
+            return
         for val in [1, 2, 5, 25, 100]:
             l2 = exchange.fetch_l2_order_book(pair, val)
             if not l2_limit_range or val in l2_limit_range:
@@ -218,7 +244,7 @@ class TestCCXTExchange():
                     assert len(l2['asks']) == next_limit
                     assert len(l2['asks']) == next_limit
 
-    def test_fetch_ohlcv(self, exchange):
+    def test_ccxt_fetch_ohlcv(self, exchange):
         exchange, exchangename = exchange
         pair = EXCHANGES[exchangename]['pair']
         timeframe = EXCHANGES[exchangename]['timeframe']
@@ -230,11 +256,44 @@ class TestCCXTExchange():
         assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
         # assert len(exchange.klines(pair_tf)) > 200
         # Assume 90% uptime ...
-        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(timeframe) * 0.90
+        assert len(exchange.klines(pair_tf)) > exchange.ohlcv_candle_limit(
+            timeframe, CandleType.SPOT) * 0.90
         # Check if last-timeframe is within the last 2 intervals
         now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
         assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
 
+    def test_ccxt__async_get_candle_history(self, exchange):
+        exchange, exchangename = exchange
+        # For some weired reason, this test returns random lengths for bittrex.
+        if not exchange._ft_has['ohlcv_has_history'] or exchangename == 'bittrex':
+            return
+        pair = EXCHANGES[exchangename]['pair']
+        timeframe = EXCHANGES[exchangename]['timeframe']
+        candle_type = CandleType.SPOT
+        timeframe_ms = timeframe_to_msecs(timeframe)
+        now = timeframe_to_prev_date(
+                timeframe, datetime.now(timezone.utc))
+        for offset in (360, 120, 30, 10, 5, 2):
+            since = now - timedelta(days=offset)
+            since_ms = int(since.timestamp() * 1000)
+
+            res = exchange.loop.run_until_complete(exchange._async_get_candle_history(
+                pair=pair,
+                timeframe=timeframe,
+                since_ms=since_ms,
+                candle_type=candle_type
+            )
+            )
+            assert res
+            assert res[0] == pair
+            assert res[1] == timeframe
+            assert res[2] == candle_type
+            candles = res[3]
+            candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * 0.9
+            candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms
+            assert len(candles) >= min(candle_count, candle_count1)
+            assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
+
     def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
         exchange, exchangename = exchange_futures
         if not exchange:

tests/exchange/test_ccxt_precise.py

@@ -0,0 +1,75 @@
+from ccxt import Precise
+
+
+ws = Precise('-1.123e-6')
+ws = Precise('-1.123e-6')
+xs = Precise('0.00000002')
+ys = Precise('69696900000')
+zs = Precise('0')
+
+
+def test_precise():
+    assert ys * xs == '1393.938'
+    assert xs * ys == '1393.938'
+
+    assert ys + xs == '69696900000.00000002'
+    assert xs + ys == '69696900000.00000002'
+    assert xs - ys == '-69696899999.99999998'
+    assert ys - xs == '69696899999.99999998'
+    assert xs / ys == '0'
+    assert ys / xs == '3484845000000000000'
+
+    assert ws * xs == '-0.00000000000002246'
+    assert xs * ws == '-0.00000000000002246'
+
+    assert ws + xs == '-0.000001103'
+    assert xs + ws == '-0.000001103'
+
+    assert xs - ws == '0.000001143'
+    assert ws - xs == '-0.000001143'
+
+    assert xs / ws == '-0.017809439002671415'
+    assert ws / xs == '-56.15'
+
+    assert zs * ws == '0'
+    assert zs * xs == '0'
+    assert zs * ys == '0'
+    assert ws * zs == '0'
+    assert xs * zs == '0'
+    assert ys * zs == '0'
+
+    assert zs + ws == '-0.000001123'
+    assert zs + xs == '0.00000002'
+    assert zs + ys == '69696900000'
+    assert ws + zs == '-0.000001123'
+    assert xs + zs == '0.00000002'
+    assert ys + zs == '69696900000'
+
+    assert abs(Precise('-500.1')) == '500.1'
+    assert abs(Precise('213')) == '213'
+
+    assert abs(Precise('-500.1')) == '500.1'
+    assert -Precise('213') == '-213'
+
+    assert Precise('10.1') % Precise('0.5') == '0.1'
+    assert Precise('5550') % Precise('120') == '30'
+
+    assert Precise('-0.0') == Precise('0')
+    assert Precise('5.534000') == Precise('5.5340')
+
+    assert min(Precise('-3.1415'), Precise('-2')) == '-3.1415'
+
+    assert max(Precise('3.1415'), Precise('-2')) == '3.1415'
+
+    assert Precise('2') > Precise('1.2345')
+    assert not Precise('-3.1415') > Precise('-2')
+    assert not Precise('3.1415') > Precise('3.1415')
+    assert Precise.string_gt('3.14150000000000000000001', '3.1415')
+
+    assert Precise('3.1415') >= Precise('3.1415')
+    assert Precise('3.14150000000000000000001') >= Precise('3.1415')
+
+    assert not Precise('3.1415') < Precise('3.1415')
+
+    assert Precise('3.1415') <= Precise('3.1415')
+    assert Precise('3.1415') <= Precise('3.14150000000000000000001')

tests/exchange/test_exchange.py

@@ -17,9 +17,9 @@ from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOr
 from freqtrade.exchange import Binance, Bittrex, Exchange, Kraken
 from freqtrade.exchange.common import (API_FETCH_ORDER_RETRY_COUNT, API_RETRY_COUNT,
                                        calculate_backoff, remove_credentials)
-from freqtrade.exchange.exchange import (market_is_active, timeframe_to_minutes, timeframe_to_msecs,
-                                         timeframe_to_next_date, timeframe_to_prev_date,
-                                         timeframe_to_seconds)
+from freqtrade.exchange.exchange import (date_minus_candles, market_is_active, timeframe_to_minutes,
+                                         timeframe_to_msecs, timeframe_to_next_date,
+                                         timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.resolvers.exchange_resolver import ExchangeResolver
 from tests.conftest import get_mock_coro, get_patched_exchange, log_has, log_has_re, num_log_has_re
 
@@ -99,6 +99,8 @@ def test_remove_credentials(default_conf, caplog) -> None:
 def test_init_ccxt_kwargs(default_conf, mocker, caplog):
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
+    aei_mock = mocker.patch('freqtrade.exchange.Exchange.additional_exchange_init')
+
     caplog.set_level(logging.INFO)
     conf = copy.deepcopy(default_conf)
     conf['exchange']['ccxt_async_config'] = {'aiohttp_trust_env': True, 'asyncio_loop': True}
@@ -108,6 +110,7 @@ def test_init_ccxt_kwargs(default_conf, mocker, caplog):
         caplog)
     assert ex._api_async.aiohttp_trust_env
     assert not ex._api.aiohttp_trust_env
+    assert aei_mock.call_count == 1
 
     # Reset logging and config
     caplog.clear()
@@ -302,6 +305,7 @@ def test_amount_to_precision(
     (234.53, 4, 0.5, 235.0),
     (0.891534, 4, 0.0001, 0.8916),
     (64968.89, 4, 0.01, 64968.89),
+    (0.000000003483, 4, 1e-12, 0.000000003483),
 
 ])
 def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -936,6 +940,7 @@ def test_validate_timeframes_emulated_ohlcvi_2(default_conf, mocker):
 
 
 def test_validate_timeframes_not_in_config(default_conf, mocker):
+    # TODO: this test does not assert ...
     del default_conf["timeframe"]
     api_mock = MagicMock()
     id_mock = PropertyMock(return_value='test_exchange')
@@ -951,6 +956,7 @@ def test_validate_timeframes_not_in_config(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
     mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
     mocker.patch('freqtrade.exchange.Exchange.validate_pricing')
+    mocker.patch('freqtrade.exchange.Exchange.validate_required_startup_candles')
     Exchange(default_conf)
 
 
@@ -1081,6 +1087,13 @@ def test_validate_required_startup_candles(default_conf, mocker, caplog):
     with pytest.raises(OperationalException, match=r'This strategy requires 6000.*'):
         Exchange(default_conf)
 
+    # Emulate kraken mode
+    ex._ft_has['ohlcv_has_history'] = False
+    with pytest.raises(OperationalException,
+                       match=r'This strategy requires 2500.*, '
+                             r'which is more than the amount.*'):
+        ex.validate_required_startup_candles(2500, '5m')
+
 
 def test_exchange_has(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf)
@@ -1122,7 +1135,7 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverag
     assert order["symbol"] == "ETH/BTC"
     assert order["amount"] == 1
     assert order["leverage"] == leverage
-    assert order["cost"] == 1 * 200 / leverage
+    assert order["cost"] == 1 * 200
 
 
 @pytest.mark.parametrize('side,is_short,order_reason', [
@@ -1913,7 +1926,7 @@ def test_get_historic_ohlcv(default_conf, mocker, caplog, exchange_name, candle_
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
     ret = exchange.get_historic_ohlcv(
         pair,
         "5m",
@@ -1979,7 +1992,7 @@ def test_get_historic_ohlcv_as_df(default_conf, mocker, exchange_name, candle_ty
     exchange._async_get_candle_history = Mock(wraps=mock_candle_hist)
     # one_call calculation * 1.8 should do 2 calls
 
-    since = 5 * 60 * exchange.ohlcv_candle_limit('5m') * 1.8
+    since = 5 * 60 * exchange.ohlcv_candle_limit('5m', CandleType.SPOT) * 1.8
     ret = exchange.get_historic_ohlcv_as_df(
         pair,
         "5m",
@@ -2033,7 +2046,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
         )
     # Required candles
     candles = (end_ts - start_ts) / 300_000
-    exp = candles // exchange.ohlcv_candle_limit('5m') + 1
+    exp = candles // exchange.ohlcv_candle_limit('5m', CandleType.SPOT) + 1
 
     # Depending on the exchange, this should be called between 1 and 6 times.
     assert exchange._api_async.fetch_ohlcv.call_count == exp
@@ -2183,6 +2196,8 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
 
 @pytest.mark.asyncio
 async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog):
+    from freqtrade.exchange.common import _reset_logging_mixin
+    _reset_logging_mixin()
     caplog.set_level(logging.INFO)
     api_mock = MagicMock()
     api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.DDoSProtection(
@@ -2836,6 +2851,7 @@ def test_get_historic_trades_notsupported(default_conf, mocker, caplog, exchange
                                      until=trades_history[-1][0])
 
 
+@pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_cancel_order_dry_run(default_conf, mocker, exchange_name):
     default_conf['dry_run'] = True
@@ -3001,6 +3017,7 @@ def test_cancel_stoploss_order_with_result(default_conf, mocker, exchange_name):
         exchange.cancel_stoploss_order_with_result(order_id='_', pair='TKN/BTC', amount=123)
 
 
+@pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_order(default_conf, mocker, exchange_name, caplog):
     default_conf['dry_run'] = True
@@ -3053,6 +3070,7 @@ def test_fetch_order(default_conf, mocker, exchange_name, caplog):
                            order_id='_', pair='TKN/BTC')
 
 
+@pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
 def test_fetch_stoploss_order(default_conf, mocker, exchange_name):
     # Don't test FTX here - that needs a separate test
@@ -3380,7 +3398,7 @@ def test_ohlcv_candle_limit(default_conf, mocker, exchange_name):
             expected = exchange._ft_has['ohlcv_candle_limit_per_timeframe'][timeframe]
             # This should only run for bittrex
             assert exchange_name == 'bittrex'
-        assert exchange.ohlcv_candle_limit(timeframe) == expected
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == expected
 
 
 def test_timeframe_to_minutes():
@@ -3462,6 +3480,17 @@ def test_timeframe_to_next_date():
     assert timeframe_to_next_date("5m", date) == date + timedelta(minutes=5)
 
 
+def test_date_minus_candles():
+
+    date = datetime(2019, 8, 12, 13, 25, 0, tzinfo=timezone.utc)
+
+    assert date_minus_candles("5m", 3, date) == date - timedelta(minutes=15)
+    assert date_minus_candles("5m", 5, date) == date - timedelta(minutes=25)
+    assert date_minus_candles("1m", 6, date) == date - timedelta(minutes=6)
+    assert date_minus_candles("1h", 3, date) == date - timedelta(hours=3, minutes=25)
+    assert date_minus_candles("1h", 3) == timeframe_to_prev_date('1h') - timedelta(hours=3)
+
+
 @pytest.mark.parametrize(
     "market_symbol,base,quote,exchange,spot,margin,futures,trademode,add_dict,expected_result",
     [
@@ -3556,7 +3585,7 @@ def test_order_has_fee(order, expected) -> None:
 def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
     mocker.patch('freqtrade.exchange.Exchange.calculate_fee_rate', MagicMock(return_value=0.01))
     ex = get_patched_exchange(mocker, default_conf)
-    assert ex.extract_cost_curr_rate(order) == expected
+    assert ex.extract_cost_curr_rate(order['fee'], order['symbol'], cost=20, amount=1) == expected
 
 
 @pytest.mark.parametrize("order,unknown_fee_rate,expected", [
@@ -3594,6 +3623,9 @@ def test_extract_cost_curr_rate(mocker, default_conf, order, expected) -> None:
       'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 1, 4.0),
     ({'symbol': 'POINT/BTC', 'amount': 0.04, 'cost': 0.5,
       'fee': {'currency': 'POINT', 'cost': 2.0, 'rate': None}}, 2, 8.0),
+    # Missing currency
+    ({'symbol': 'ETH/BTC', 'amount': 0.04, 'cost': 0.05,
+        'fee': {'currency': None, 'cost': 0.005}}, None, None),
 ])
 def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_rate) -> None:
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', return_value={'last': 0.081})
@@ -3602,7 +3634,8 @@ def test_calculate_fee_rate(mocker, default_conf, order, expected, unknown_fee_r
 
     ex = get_patched_exchange(mocker, default_conf)
 
-    assert ex.calculate_fee_rate(order) == expected
+    assert ex.calculate_fee_rate(order['fee'], order['symbol'],
+                                 cost=order['cost'], amount=order['amount']) == expected
 
 
 @pytest.mark.parametrize('retrycount,max_retries,expected', [
@@ -3831,6 +3864,7 @@ def test_validate_trading_mode_and_margin_mode(
     ("bibox", "spot", {"has": {"fetchCurrencies": False}}),
     ("bibox", "margin", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "margin"}}),
     ("bibox", "futures", {"has": {"fetchCurrencies": False}, "options": {"defaultType": "swap"}}),
+    ("bybit", "spot", {"options": {"defaultType": "spot"}}),
     ("bybit", "futures", {"options": {"defaultType": "linear"}}),
     ("ftx", "futures", {"options": {"defaultType": "swap"}}),
     ("gateio", "futures", {"options": {"defaultType": "swap"}}),
@@ -3929,6 +3963,70 @@ def test_calculate_funding_fees(
         ) == kraken_fee
 
 
+@pytest.mark.parametrize(
+    'mark_price,funding_rate,futures_funding_rate', [
+        (1000, 0.001, None),
+        (1000, 0.001, 0.01),
+        (1000, 0.001, 0.0),
+        (1000, 0.001, -0.01),
+    ])
+def test_combine_funding_and_mark(
+    default_conf,
+    mocker,
+    funding_rate,
+    mark_price,
+    futures_funding_rate,
+):
+    exchange = get_patched_exchange(mocker, default_conf)
+    prior2_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc) - timedelta(hours=2))
+    prior_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc) - timedelta(hours=1))
+    trade_date = timeframe_to_prev_date('1h', datetime.now(timezone.utc))
+    funding_rates = DataFrame([
+        {'date': prior2_date, 'open': funding_rate},
+        {'date': prior_date, 'open': funding_rate},
+        {'date': trade_date, 'open': funding_rate},
+    ])
+    mark_rates = DataFrame([
+        {'date': prior2_date, 'open': mark_price},
+        {'date': prior_date, 'open': mark_price},
+        {'date': trade_date, 'open': mark_price},
+    ])
+
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
+    assert 'open_mark' in df.columns
+    assert 'open_fund' in df.columns
+    assert len(df) == 3
+
+    funding_rates = DataFrame([
+        {'date': trade_date, 'open': funding_rate},
+    ])
+    mark_rates = DataFrame([
+        {'date': prior2_date, 'open': mark_price},
+        {'date': prior_date, 'open': mark_price},
+        {'date': trade_date, 'open': mark_price},
+    ])
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
+
+    if futures_funding_rate is not None:
+        assert len(df) == 3
+        assert df.iloc[0]['open_fund'] == futures_funding_rate
+        assert df.iloc[1]['open_fund'] == futures_funding_rate
+        assert df.iloc[2]['open_fund'] == funding_rate
+    else:
+        assert len(df) == 1
+
+    # Empty funding rates
+    funding_rates = DataFrame([], columns=['date', 'open'])
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
+    if futures_funding_rate is not None:
+        assert len(df) == 3
+        assert df.iloc[0]['open_fund'] == futures_funding_rate
+        assert df.iloc[1]['open_fund'] == futures_funding_rate
+        assert df.iloc[2]['open_fund'] == futures_funding_rate
+    else:
+        assert len(df) == 0
+
+
 def test_get_or_calculate_liquidation_price(mocker, default_conf):
 
     api_mock = MagicMock()
@@ -4799,8 +4897,10 @@ def test__get_params(mocker, default_conf, exchange_name):
 
     if exchange_name == 'okx':
         params2['tdMode'] = 'isolated'
+        params2['posSide'] = 'net'
 
     assert exchange._get_params(
+        side="buy",
         ordertype='market',
         reduceOnly=False,
         time_in_force='gtc',
@@ -4808,6 +4908,7 @@ def test__get_params(mocker, default_conf, exchange_name):
     ) == params1
 
     assert exchange._get_params(
+        side="buy",
         ordertype='market',
         reduceOnly=False,
         time_in_force='ioc',
@@ -4815,6 +4916,7 @@ def test__get_params(mocker, default_conf, exchange_name):
     ) == params1
 
     assert exchange._get_params(
+        side="buy",
         ordertype='limit',
         reduceOnly=False,
         time_in_force='gtc',
@@ -4827,6 +4929,7 @@ def test__get_params(mocker, default_conf, exchange_name):
     exchange._params = {'test': True}
 
     assert exchange._get_params(
+        side="buy",
         ordertype='limit',
         reduceOnly=True,
         time_in_force='ioc',

tests/exchange/test_ftx.py

@@ -174,6 +174,7 @@ def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
     assert not exchange.stoploss_adjust(sl3, order, side=side)
 
 
+@pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
     default_conf['dry_run'] = True
     order = MagicMock()

tests/exchange/test_gateio.py

@@ -33,7 +33,14 @@ def test_validate_order_types_gateio(default_conf, mocker):
                        match=r'Exchange .* does not support market orders.'):
         ExchangeResolver.load_exchange('gateio', default_conf, True)
 
+    # market-orders supported on futures markets.
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    ex = ExchangeResolver.load_exchange('gateio', default_conf, True)
+    assert ex
 
+
+@pytest.mark.usefixtures("init_persistence")
 def test_fetch_stoploss_order_gateio(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='gateio')
 
@@ -46,6 +53,25 @@ def test_fetch_stoploss_order_gateio(default_conf, mocker):
     assert fetch_order_mock.call_args_list[0][1]['pair'] == 'ETH/BTC'
     assert fetch_order_mock.call_args_list[0][1]['params'] == {'stop': True}
 
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+
+    exchange = get_patched_exchange(mocker, default_conf, id='gateio')
+
+    exchange.fetch_order = MagicMock(return_value={
+        'status': 'closed',
+        'id': '1234',
+        'stopPrice': 5.62,
+        'info': {
+            'trade_id': '222555'
+        }
+        })
+
+    exchange.fetch_stoploss_order('1234', 'ETH/BTC')
+    assert exchange.fetch_order.call_count == 2
+    assert exchange.fetch_order.call_args_list[0][1]['order_id'] == '1234'
+    assert exchange.fetch_order.call_args_list[1][1]['order_id'] == '222555'
+
 
 def test_cancel_stoploss_order_gateio(default_conf, mocker):
     exchange = get_patched_exchange(mocker, default_conf, id='gateio')

tests/exchange/test_kucoin.py

@@ -123,5 +123,5 @@ def test_stoploss_adjust_kucoin(mocker, default_conf):
     assert exchange.stoploss_adjust(1501, order, 'sell')
     assert not exchange.stoploss_adjust(1499, order, 'sell')
     # Test with invalid order case
-    order['info']['stop'] = None
-    assert not exchange.stoploss_adjust(1501, order, 'sell')
+    order['stopPrice'] = None
+    assert exchange.stoploss_adjust(1501, order, 'sell')

tests/exchange/test_okx.py

@@ -1,7 +1,40 @@
+from datetime import datetime, timedelta, timezone
 from unittest.mock import MagicMock, PropertyMock
 
+import pytest
+
 from freqtrade.enums import MarginMode, TradingMode
-from tests.conftest import get_patched_exchange
+from freqtrade.enums.candletype import CandleType
+from freqtrade.exchange.exchange import timeframe_to_minutes
+from tests.conftest import get_mock_coro, get_patched_exchange
+from tests.exchange.test_exchange import ccxt_exceptionhandlers
+
+
+def test_okx_ohlcv_candle_limit(default_conf, mocker):
+    exchange = get_patched_exchange(mocker, default_conf, id='okx')
+    timeframes = ('1m', '5m', '1h')
+    start_time = int(datetime(2021, 1, 1, tzinfo=timezone.utc).timestamp() * 1000)
+
+    for timeframe in timeframes:
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE) == 100
+
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.MARK, start_time) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUNDING_RATE, start_time) == 100
+        one_call = int((datetime.now(timezone.utc) - timedelta(
+            minutes=290 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
+
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 300
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 300
+
+        one_call = int((datetime.now(timezone.utc) - timedelta(
+            minutes=320 * timeframe_to_minutes(timeframe))).timestamp() * 1000)
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.SPOT, one_call) == 100
+        assert exchange.ohlcv_candle_limit(timeframe, CandleType.FUTURES, one_call) == 100
 
 
 def test_get_maintenance_ratio_and_amt_okx(
@@ -170,13 +203,77 @@ def test_get_max_pair_stake_amount_okx(default_conf, mocker, leverage_tiers):
     assert exchange.get_max_pair_stake_amount('TTT/USDT', 1.0) == float('inf')  # Not in tiers
 
 
+@pytest.mark.parametrize('mode,side,reduceonly,result', [
+    ('net', 'buy', False, 'net'),
+    ('net', 'sell', True, 'net'),
+    ('net', 'sell', False, 'net'),
+    ('net', 'buy', True, 'net'),
+    ('longshort', 'buy', False, 'long'),
+    ('longshort', 'sell', True, 'long'),
+    ('longshort', 'sell', False, 'short'),
+    ('longshort', 'buy', True, 'short'),
+])
+def test__get_posSide(default_conf, mocker, mode, side, reduceonly, result):
+
+    exchange = get_patched_exchange(mocker, default_conf, id="okx")
+    exchange.net_only = mode == 'net'
+    assert exchange._get_posSide(side, reduceonly) == result
+
+
+def test_additional_exchange_init_okx(default_conf, mocker):
+    api_mock = MagicMock()
+    api_mock.fetch_accounts = MagicMock(return_value=[
+        {'id': '2555',
+         'type': '2',
+         'currency': None,
+         'info': {'acctLv': '2',
+                  'autoLoan': False,
+                  'ctIsoMode': 'automatic',
+                  'greeksType': 'PA',
+                  'level': 'Lv1',
+                  'levelTmp': '',
+                  'mgnIsoMode': 'automatic',
+                  'posMode': 'long_short_mode',
+                  'uid': '2555'}}])
+    default_conf['dry_run'] = False
+    exchange = get_patched_exchange(mocker, default_conf, id="okx", api_mock=api_mock)
+    assert api_mock.fetch_accounts.call_count == 0
+    exchange.trading_mode = TradingMode.FUTURES
+    # Default to netOnly
+    assert exchange.net_only
+    exchange.additional_exchange_init()
+    assert api_mock.fetch_accounts.call_count == 1
+    assert not exchange.net_only
+
+    api_mock.fetch_accounts = MagicMock(return_value=[
+            {'id': '2555',
+             'type': '2',
+             'currency': None,
+             'info': {'acctLv': '2',
+                      'autoLoan': False,
+                      'ctIsoMode': 'automatic',
+                      'greeksType': 'PA',
+                      'level': 'Lv1',
+                      'levelTmp': '',
+                      'mgnIsoMode': 'automatic',
+                      'posMode': 'net_mode',
+                      'uid': '2555'}}])
+    exchange.additional_exchange_init()
+    assert api_mock.fetch_accounts.call_count == 1
+    assert exchange.net_only
+    default_conf['trading_mode'] = 'futures'
+    default_conf['margin_mode'] = 'isolated'
+    ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'okx',
+                           "additional_exchange_init", "fetch_accounts")
+
+
 def test_load_leverage_tiers_okx(default_conf, mocker, markets):
     api_mock = MagicMock()
     type(api_mock).has = PropertyMock(return_value={
         'fetchLeverageTiers': False,
         'fetchMarketLeverageTiers': True,
     })
-    api_mock.fetch_market_leverage_tiers = MagicMock(side_effect=[
+    api_mock.fetch_market_leverage_tiers = get_mock_coro(side_effect=[
         [
             {
                 'tier': 1,

tests/optimize/__init__.py

@@ -40,6 +40,8 @@ class BTContainer(NamedTuple):
     custom_entry_price: Optional[float] = None
     custom_exit_price: Optional[float] = None
     leverage: float = 1.0
+    timeout: Optional[int] = None
+    adjust_entry_price: Optional[float] = None
 
 
 def _get_frame_time_from_offset(offset):

tests/optimize/conftest.py

@@ -18,11 +18,11 @@ def hyperopt_conf(default_conf):
         'runmode': RunMode.HYPEROPT,
         'strategy': 'HyperoptableStrategy',
         'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
-                         'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
-                         'epochs': 1,
-                         'timerange': None,
-                         'spaces': ['default'],
-                         'hyperopt_jobs': 1,
+        'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
+        'epochs': 1,
+        'timerange': None,
+        'spaces': ['default'],
+        'hyperopt_jobs': 1,
         'hyperopt_min_trades': 1,
     })
     return hyperconf

tests/optimize/test_backtest_detail.py

@@ -7,6 +7,7 @@ import pytest
 from freqtrade.data.history import get_timerange
 from freqtrade.enums import ExitType
 from freqtrade.optimize.backtesting import Backtesting
+from freqtrade.persistence.trade_model import LocalTrade
 from tests.conftest import patch_exchange
 from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
                             _get_frame_time_from_offset, tests_timeframe)
@@ -522,7 +523,7 @@ tc32 = BTContainer(data=[
     trailing_stop_positive=0.03,
     trades=[
         BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
-    ]
+]
 )
 
 # Test 33: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
@@ -662,7 +663,7 @@ tc41 = BTContainer(data=[
     custom_entry_price=4000,
     trades=[
         BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
-    ]
+]
 )
 
 # Test 42: Custom-entry-price around candle low
@@ -754,6 +755,91 @@ tc47 = BTContainer(data=[
     trades=[]
 )
 
+# Test 48: Custom-entry-price below all candles - readjust order
+tc48 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # timeout
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 1],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.2, roi={"0": 0.10}, profit_perc=-0.087,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=4200, adjust_entry_price=5200,
+    trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=False)]
+)
+
+
+# Test 49: Custom-entry-price short above all candles - readjust order
+tc49 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5200, 4951, 5000, 6172, 0, 0, 0, 0],  # timeout
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 1],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.2, roi={"0": 0.10}, profit_perc=0.05,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=5300, adjust_entry_price=5000,
+    trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
+)
+
+# Test 50: Custom-entry-price below all candles - readjust order cancels order
+tc50 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],  # Enter long - place order
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # Order readjust - cancel order
+    [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=-0.01, roi={"0": 0.10}, profit_perc=0.0,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=4200, adjust_entry_price=None,
+    trades=[]
+)
+
+# Test 51: Custom-entry-price below all candles - readjust order leaves order in place and timeout.
+tc51 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],  # Enter long - place order
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # Order readjust - replace order
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust - maintain order
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],  # Timeout
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
+    use_exit_signal=True, timeout=60,
+    custom_entry_price=4200, adjust_entry_price=4100,
+    trades=[]
+)
+
+# Test 52: Custom-entry-price below all candles - readjust order - stoploss
+tc52 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # enter trade (signal on last candle)
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],  # stoploss hit?
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=4200, adjust_entry_price=5200,
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)]
+)
+
+
+# Test 53: Custom-entry-price short above all candles - readjust order - stoploss
+tc53 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
+    [1, 5000, 5200, 4951, 5000, 6172, 0, 0, 0, 0],  # enter trade (signal on last candle)
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 1],  # stoploss hit?
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
+    stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03,
+    use_exit_signal=True, timeout=1000,
+    custom_entry_price=5300, adjust_entry_price=5000,
+    trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=True)]
+)
 
 TESTS = [
     tc0,
@@ -804,6 +890,12 @@ TESTS = [
     tc45,
     tc46,
     tc47,
+    tc48,
+    tc49,
+    tc50,
+    tc51,
+    tc52,
+    tc53,
 ]
 
 
@@ -817,6 +909,11 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
     default_conf["timeframe"] = tests_timeframe
     default_conf["trailing_stop"] = data.trailing_stop
     default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
+    if data.timeout:
+        default_conf['unfilledtimeout'].update({
+            'entry': data.timeout,
+            'exit': data.timeout,
+        })
     # Only add this to configuration If it's necessary
     if data.trailing_stop_positive is not None:
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
@@ -840,6 +937,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price)
     if data.custom_exit_price:
         backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price)
+    backtesting.strategy.adjust_entry_price = MagicMock(return_value=data.adjust_entry_price)
+
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     backtesting.strategy.leverage = lambda **kwargs: data.leverage
     caplog.set_level(logging.DEBUG)
@@ -866,3 +965,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
         assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
         assert res.is_short == trade.is_short
+    assert len(LocalTrade.trades) == len(data.trades)
+    assert len(LocalTrade.trades_open) == 0
+    backtesting.cleanup()
+    del backtesting

tests/optimize/test_backtesting.py

@@ -795,10 +795,27 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'is_open': [False, False],
          'enter_tag': [None, None],
          "is_short": [False, False],
+         'open_timestamp': [1517251200000, 1517283000000],
+         'close_timestamp': [1517265300000, 1517285400000],
+         'orders': [
+            [
+                {'amount': 0.00957442, 'safe_price': 0.104445, 'ft_order_side': 'buy',
+                 'order_filled_timestamp': 1517251200000, 'ft_is_entry': True},
+                {'amount': 0.00957442, 'safe_price': 0.10496853383458644, 'ft_order_side': 'sell',
+                 'order_filled_timestamp': 1517265300000, 'ft_is_entry': False}
+            ], [
+                {'amount': 0.0097064, 'safe_price': 0.10302485, 'ft_order_side': 'buy',
+                 'order_filled_timestamp': 1517283000000, 'ft_is_entry': True},
+                {'amount': 0.0097064, 'safe_price': 0.10354126528822055, 'ft_order_side': 'sell',
+                 'order_filled_timestamp': 1517285400000, 'ft_is_entry': False}
+            ]
+         ]
          })
     pd.testing.assert_frame_equal(results, expected)
+    assert 'orders' in results.columns
     data_pair = processed[pair]
     for _, t in results.iterrows():
+        assert len(t['orders']) == 2
         ln = data_pair.loc[data_pair["date"] == t["open_date"]]
         # Check open trade rate alignes to open rate
         assert ln is not None
@@ -1168,6 +1185,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
@@ -1280,6 +1300,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1289,6 +1312,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1431,6 +1457,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1440,6 +1469,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1534,6 +1566,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         },
         {
@@ -1543,6 +1578,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
             'rejected_signals': 20,
             'timedout_entry_orders': 0,
             'timedout_exit_orders': 0,
+            'canceled_trade_entries': 0,
+            'canceled_entry_orders': 0,
+            'replaced_entry_orders': 0,
             'final_balance': 1000,
         }
     ])
@@ -1606,6 +1644,9 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     })
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',

tests/optimize/test_backtesting_adjust_position.py

@@ -22,7 +22,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
     default_conf.update({
         "stake_amount": 100.0,
         "dry_run_wallet": 1000.0,
-        "strategy": "StrategyTestV2"
+        "strategy": "StrategyTestV3"
     })
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -70,9 +70,14 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
          'is_open': [False, False],
          'enter_tag': [None, None],
          'is_short': [False, False],
+         'open_timestamp': [1517251200000, 1517283000000],
+         'close_timestamp': [1517265300000, 1517285400000],
          })
-    pd.testing.assert_frame_equal(results, expected)
+    pd.testing.assert_frame_equal(results.drop(columns=['orders']), expected)
     data_pair = processed[pair]
+    assert len(results.iloc[0]['orders']) == 6
+    assert len(results.iloc[1]['orders']) == 2
+
     for _, t in results.iterrows():
         ln = data_pair.loc[data_pair["date"] == t["open_date"]]
         # Check open trade rate alignes to open rate

tests/optimize/test_hyperopt.py

@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
 from datetime import datetime, timedelta
 from pathlib import Path
-from unittest.mock import ANY, MagicMock
+from unittest.mock import ANY, MagicMock, PropertyMock
 
 import pandas as pd
 import pytest
@@ -17,9 +17,9 @@ from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_tools import HyperoptTools
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.optimize.space import SKDecimal
-from freqtrade.strategy.hyper import IntParameter
-from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re, patch_exchange,
-                            patched_configuration_load_config_file)
+from freqtrade.strategy import IntParameter
+from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, get_markets, log_has, log_has_re,
+                            patch_exchange, patched_configuration_load_config_file)
 
 
 def generate_result_metrics():
@@ -368,6 +368,9 @@ def test_hyperopt_format_results(hyperopt):
         'rejected_signals': 2,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': 1619718665,
         'backtest_end_time': 1619718665,
     }
@@ -438,6 +441,9 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'final_balance': 1000,
     }
 
@@ -503,7 +509,6 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     hyperopt.min_date = Arrow(2017, 12, 10)
     hyperopt.max_date = Arrow(2017, 12, 13)
     hyperopt.init_spaces()
-    hyperopt.dimensions = hyperopt.dimensions
     generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
     assert generate_optimizer_value == response_expected
 
@@ -850,12 +855,13 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         'strategy': 'HyperoptableStrategy',
         'user_data_dir': Path(tmpdir),
         'hyperopt_random_state': 42,
-        'spaces': ['all']
+        'spaces': ['all'],
     })
     hyperopt = Hyperopt(hyperopt_conf)
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+    assert hyperopt.backtesting.strategy.bot_loop_started is True
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -877,6 +883,45 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
         hyperopt.get_optimizer([], 2)
 
 
+def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.validate_config', MagicMock())
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    mocker.patch('freqtrade.exchange.Exchange._load_markets')
+    mocker.patch('freqtrade.exchange.Exchange.markets',
+                 PropertyMock(return_value=get_markets()))
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    # No hyperopt needed
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['all'],
+        # Enforce parallelity
+        'epochs': 2,
+        'hyperopt_jobs': 2,
+        'fee': fee.return_value,
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+    hyperopt.backtesting.exchange.get_max_leverage = lambda *x, **xx: 1.0
+    hyperopt.backtesting.exchange.get_min_pair_stake_amount = lambda *x, **xx: 1.0
+    hyperopt.backtesting.exchange.get_max_pair_stake_amount = lambda *x, **xx: 100.0
+
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+    assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+    assert hyperopt.backtesting.strategy.bot_loop_started is True
+
+    assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
+    assert hyperopt.backtesting.strategy.buy_rsi.value == 35
+    assert hyperopt.backtesting.strategy.sell_rsi.value == 74
+    assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
+    buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
+    assert isinstance(buy_rsi_range, range)
+    # Range from 0 - 50 (inclusive)
+    assert len(list(buy_rsi_range)) == 51
+
+    hyperopt.start()
+
+
 def test_SKDecimal():
     space = SKDecimal(1, 2, decimals=2)
     assert 1.5 in space

tests/optimize/test_optimize_reports.py

@@ -87,6 +87,9 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         'run_id': '123',
@@ -139,6 +142,9 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
         'rejected_signals': 20,
         'timedout_entry_orders': 0,
         'timedout_exit_orders': 0,
+        'canceled_trade_entries': 0,
+        'canceled_entry_orders': 0,
+        'replaced_entry_orders': 0,
         'backtest_start_time': Arrow.utcnow().int_timestamp,
         'backtest_end_time': Arrow.utcnow().int_timestamp,
         'run_id': '124',
@@ -165,7 +171,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     _backup_file(filename_last, copy_file=True)
     assert not filename.is_file()
 
-    store_backtest_stats(filename, stats)
+    store_backtest_stats(filename, stats, '2022_01_01_15_05_13')
 
     # get real Filename (it's btresult-<date>.json)
     last_fn = get_latest_backtest_filename(filename_last.parent)
@@ -188,7 +194,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
 
-    store_backtest_stats(testdatadir, {'metadata': {}})
+    store_backtest_stats(testdatadir, {'metadata': {}}, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -196,7 +202,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock.reset_mock()
     filename = testdatadir / 'testresult.json'
-    store_backtest_stats(filename, {'metadata': {}})
+    store_backtest_stats(filename, {'metadata': {}}, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>.json
@@ -210,7 +216,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # mock directory exporting
-    store_backtest_signal_candles(testdatadir, candle_dict)
+    store_backtest_signal_candles(testdatadir, candle_dict, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -219,7 +225,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     dump_mock.reset_mock()
     # mock file exporting
     filename = Path(testdatadir / 'testresult')
-    store_backtest_signal_candles(filename, candle_dict)
+    store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>_signals.pkl
@@ -232,7 +238,7 @@ def test_write_read_backtest_candles(tmpdir):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # test directory exporting
-    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict)
+    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()
@@ -246,7 +252,7 @@ def test_write_read_backtest_candles(tmpdir):
 
     # test file exporting
     filename = Path(tmpdir / 'testresult')
-    stored_file = store_backtest_signal_candles(filename, candle_dict)
+    stored_file = store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()

tests/plugins/test_pairlist.py

@@ -470,12 +470,16 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
      "BTC", ['ETH/BTC', 'TKN/BTC']),
     # VolumePairList with no offset = unchanged pairlist
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
-      {"method": "OffsetFilter", "offset": 0}],
+      {"method": "OffsetFilter", "offset": 0, "number_assets": 0}],
      "USDT", ['ETH/USDT', 'NANO/USDT', 'ADAHALF/USDT', 'ADADOUBLE/USDT']),
     # VolumePairList with offset = 2
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "OffsetFilter", "offset": 2}],
      "USDT", ['ADAHALF/USDT', 'ADADOUBLE/USDT']),
+    # VolumePairList with offset and limit
+    ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
+      {"method": "OffsetFilter", "offset": 1, "number_assets": 2}],
+     "USDT", ['NANO/USDT', 'ADAHALF/USDT']),
     # VolumePairList with higher offset, than total pairlist
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "OffsetFilter", "offset": 100}],
@@ -758,8 +762,8 @@ def test_PerformanceFilter_keep_mid_order(mocker, default_conf_usdt, fee, caplog
     with time_machine.travel("2021-09-01 05:00:00 +00:00") as t:
         create_mock_trades_usdt(fee)
         pm.refresh_pairlist()
-        assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT',
-                                'NEO/USDT', 'TKN/USDT', 'ADA/USDT', 'LTC/USDT']
+        assert pm.whitelist == ['XRP/USDT', 'ETC/USDT', 'ETH/USDT', 'LTC/USDT',
+                                'NEO/USDT', 'TKN/USDT', 'ADA/USDT', ]
         # assert log_has_re(r'Removing pair .* since .* is below .*', caplog)
 
         # Move to "outside" of lookback window, so original sorting is restored.
@@ -1152,6 +1156,10 @@ def test_spreadfilter_invalid_data(mocker, default_conf, markets, tickers, caplo
      "0.01 and above 0.99 over the last days.'}]",
         None
      ),
+    ({"method": "OffsetFilter", "offset": 5, "number_assets": 10},
+     "[{'OffsetFilter': 'OffsetFilter - Taking 10 Pairs, starting from 5.'}]",
+     None
+     ),
 ])
 def test_pricefilter_desc(mocker, whitelist_conf, markets, pairlistconfig,
                           desc_expected, exception_expected):

tests/plugins/test_protections.py

@@ -250,14 +250,16 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
 
+@pytest.mark.parametrize('only_per_side', [False, True])
 @pytest.mark.usefixtures("init_persistence")
-def test_LowProfitPairs(mocker, default_conf, fee, caplog):
+def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
     default_conf['protections'] = [{
         "method": "LowProfitPairs",
         "lookback_period": 400,
         "stop_duration": 60,
         "trade_limit": 2,
         "required_profit": 0.0,
+        "only_per_side": only_per_side,
     }]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     message = r"Trading stopped due to .*"
@@ -292,10 +294,11 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     # Add positive trade
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
-        min_ago_open=20, min_ago_close=10, profit_rate=1.15,
+        min_ago_open=20, min_ago_close=10, profit_rate=1.15, is_short=True
     ))
-    assert not freqtrade.protections.stop_per_pair('XRP/BTC')
-    assert not PairLocks.is_pair_locked('XRP/BTC')
+    assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
+    assert not PairLocks.is_pair_locked('XRP/BTC', side='*')
+    assert PairLocks.is_pair_locked('XRP/BTC', side='long') == only_per_side
 
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
@@ -303,9 +306,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     ))
 
     # Locks due to 2nd trade
-    assert not freqtrade.protections.global_stop()
-    assert freqtrade.protections.stop_per_pair('XRP/BTC')
-    assert PairLocks.is_pair_locked('XRP/BTC')
+    assert freqtrade.protections.global_stop() != only_per_side
+    assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
+    assert PairLocks.is_pair_locked('XRP/BTC', side='long')
+    assert PairLocks.is_pair_locked('XRP/BTC', side='*') != only_per_side
     assert not PairLocks.is_global_lock()
 
 

tests/rpc/test_rpc.py

@@ -11,11 +11,11 @@ from freqtrade.edge import PairInfo
 from freqtrade.enums import SignalDirection, State, TradingMode
 from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
 from freqtrade.persistence import Trade
-from freqtrade.persistence.models import Order
 from freqtrade.persistence.pairlock_middleware import PairLocks
 from freqtrade.rpc import RPC, RPCException
 from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
-from tests.conftest import create_mock_trades, get_patched_freqtradebot, patch_get_signal
+from tests.conftest import (create_mock_trades, create_mock_trades_usdt, get_patched_freqtradebot,
+                            patch_get_signal)
 
 
 # Functions for recurrent object patching
@@ -233,9 +233,20 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     freqtradebot.state = State.RUNNING
     with pytest.raises(RPCException, match=r'.*no active trade*'):
         rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
-
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
     freqtradebot.enter_positions()
 
+    result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
+    assert "Since" in headers
+    assert "Pair" in headers
+    assert 'instantly' == result[0][2]
+    assert 'ETH/BTC' in result[0][1]
+    assert '0.00' == result[0][3]
+    assert isnan(fiat_profit_sum)
+
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    freqtradebot.process()
+
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
     assert "Pair" in headers
@@ -243,8 +254,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert 'ETH/BTC' in result[0][1]
     assert '-0.41%' == result[0][3]
     assert isnan(fiat_profit_sum)
-    # Test with fiatconvert
 
+    # Test with fiatconvert
     rpc._fiat_converter = CryptoToFiatConverter()
     result, headers, fiat_profit_sum = rpc._rpc_status_table(default_conf['stake_currency'], 'USD')
     assert "Since" in headers
@@ -273,8 +284,8 @@ def test_rpc_status_table(default_conf, ticker, fee, mocker) -> None:
     assert isnan(fiat_profit_sum)
 
 
-def test_rpc_daily_profit(default_conf, update, ticker, fee,
-                          limit_buy_order, limit_sell_order, markets, mocker) -> None:
+def test__rpc_timeunit_profit(default_conf_usdt, ticker, fee,
+                              limit_buy_order, limit_sell_order, markets, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -283,45 +294,35 @@ def test_rpc_daily_profit(default_conf, update, ticker, fee,
         markets=PropertyMock(return_value=markets)
     )
 
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
+    create_mock_trades_usdt(fee)
+
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']
 
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate buy & sell
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    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)
+    days = rpc._rpc_timeunit_profit(7, stake_currency, fiat_display_currency)
     assert len(days['data']) == 7
-    assert days['stake_currency'] == default_conf['stake_currency']
-    assert days['fiat_display_currency'] == default_conf['fiat_display_currency']
+    assert days['stake_currency'] == default_conf_usdt['stake_currency']
+    assert days['fiat_display_currency'] == default_conf_usdt['fiat_display_currency']
     for day in days['data']:
-        # [datetime.date(2018, 1, 11), '0.00000000 BTC', '0.000 USD']
-        assert (day['abs_profit'] == 0.0 or
-                day['abs_profit'] == 0.00006217)
-
-        assert (day['fiat_value'] == 0.0 or
-                day['fiat_value'] == 0.76748865)
+        # {'date': datetime.date(2022, 6, 11), 'abs_profit': 13.8299999,
+        #  'starting_balance': 1055.37, 'rel_profit': 0.0131044,
+        #  'fiat_value': 0.0, 'trade_count': 2}
+        assert day['abs_profit'] in (0.0, pytest.approx(13.8299999), pytest.approx(-4.0))
+        assert day['rel_profit'] in (0.0, pytest.approx(0.01310441), pytest.approx(-0.00377583))
+        assert day['trade_count'] in (0, 1, 2)
+        assert day['starting_balance'] in (pytest.approx(1059.37), pytest.approx(1055.37))
+        assert day['fiat_value'] in (0.0, )
     # ensure first day is current date
     assert str(days['data'][0]['date']) == 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)
+        rpc._rpc_timeunit_profit(0, stake_currency, fiat_display_currency)
 
 
 @pytest.mark.parametrize('is_short', [True, False])
@@ -405,13 +406,8 @@ def test_rpc_delete_trade(mocker, default_conf, fee, markets, caplog, is_short):
     assert stoploss_mock.call_count == 0
 
 
-def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
-                              limit_buy_order, limit_sell_order, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
-        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
-    )
-    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -419,10 +415,9 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
         get_fee=fee,
     )
 
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']
 
     rpc = RPC(freqtradebot)
     rpc._fiat_converter = CryptoToFiatConverter()
@@ -435,75 +430,40 @@ def test_rpc_trade_statistics(default_conf, ticker, ticker_sell_up, fee,
     assert res['latest_trade_timestamp'] == 0
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
-
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)
 
     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_mean'], 6.2)
-    assert prec_satoshi(stats['profit_closed_fiat'], 0.93255)
-    assert prec_satoshi(stats['profit_all_coin'], 5.802e-05)
-    assert prec_satoshi(stats['profit_all_percent_mean'], 2.89)
-    assert prec_satoshi(stats['profit_all_fiat'], 0.8703)
-    assert stats['trade_count'] == 2
-    assert stats['first_trade_date'] == 'just now'
-    assert stats['latest_trade_date'] == 'just now'
-    assert stats['avg_duration'] in ('0:00:00', '0:00:01', '0:00:02')
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert pytest.approx(stats['profit_closed_coin']) == 9.83
+    assert pytest.approx(stats['profit_closed_percent_mean']) == -1.67
+    assert pytest.approx(stats['profit_closed_fiat']) == 10.813
+    assert pytest.approx(stats['profit_all_coin']) == -77.45964918
+    assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
+    assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
+    assert stats['avg_duration'] in ('0:17:40')
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0
 
     # Test non-available pair
     mocker.patch('freqtrade.exchange.Exchange.get_rate',
-                 MagicMock(side_effect=ExchangeError("Pair 'ETH/BTC' not available")))
+                 MagicMock(side_effect=ExchangeError("Pair 'XRP/USDT' not available")))
     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'] in ('0:00:00', '0:00:01', '0:00:02')
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
+    assert stats['avg_duration'] in ('0:17:40')
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0
     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,
-                                     ticker_sell_up, limit_buy_order, limit_sell_order):
-    mocker.patch.multiple(
-        'freqtrade.rpc.fiat_convert.CoinGeckoAPI',
-        get_price=MagicMock(return_value={'bitcoin': {'usd': 15000.0}}),
-    )
+def test_rpc_trade_statistics_closed(mocker, default_conf_usdt, ticker, fee):
     mocker.patch('freqtrade.rpc.fiat_convert.CryptoToFiatConverter._find_price',
-                 return_value=15000.0)
+                 return_value=1.1)
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -511,46 +471,32 @@ def test_rpc_trade_statistics_closed(mocker, default_conf, ticker, fee,
         get_fee=fee,
     )
 
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
-    stake_currency = default_conf['stake_currency']
-    fiat_display_currency = default_conf['fiat_display_currency']
+    stake_currency = default_conf_usdt['stake_currency']
+    fiat_display_currency = default_conf_usdt['fiat_display_currency']
 
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-    # Update the ticker with a market going up
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker_sell_up,
-        get_fee=fee
-    )
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)
 
     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_mean'], 0)
-    assert prec_satoshi(stats['profit_closed_fiat'], 0)
-    assert prec_satoshi(stats['profit_all_coin'], 0)
-    assert prec_satoshi(stats['profit_all_percent_mean'], 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['profit_closed_coin'] == 0
+    assert stats['profit_closed_percent_mean'] == 0
+    assert stats['profit_closed_fiat'] == 0
+    assert stats['profit_all_coin'] == 0
+    assert stats['profit_all_percent_mean'] == 0
+    assert stats['profit_all_fiat'] == 0
+    assert stats['trade_count'] == 7
+    assert stats['first_trade_date'] == '2 days ago'
+    assert stats['latest_trade_date'] == '17 minutes ago'
     assert stats['avg_duration'] == '0:00:00'
-    assert stats['best_pair'] == 'ETH/BTC'
-    assert prec_satoshi(stats['best_rate'], 6.2)
+    assert stats['best_pair'] == 'XRP/USDT'
+    assert stats['best_rate'] == 10.0
 
 
 def test_rpc_balance_handle_error(default_conf, mocker):
@@ -902,8 +848,7 @@ def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None:
     assert cancel_order_mock.call_count == 3
 
 
-def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                            limit_sell_order, mocker) -> None:
+def test_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -912,34 +857,21 @@ def test_performance_handle(default_conf, ticker, limit_buy_order, fee,
         get_fee=fee,
     )
 
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
-
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     res = rpc._rpc_performance()
-    assert len(res) == 1
-    assert res[0]['pair'] == 'ETH/BTC'
+    assert len(res) == 3
+    assert res[0]['pair'] == 'XRP/USDT'
     assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0
 
 
-def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                      limit_sell_order, mocker) -> None:
+def test_enter_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
+
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -953,34 +885,22 @@ def test_enter_tag_performance_handle(default_conf, ticker, limit_buy_order, fee
     rpc = RPC(freqtradebot)
 
     # Create some test data
+    create_mock_trades_usdt(fee)
     freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     res = rpc._rpc_enter_tag_performance(None)
 
-    assert len(res) == 1
-    assert res[0]['enter_tag'] == 'Other'
+    assert len(res) == 3
+    assert res[0]['enter_tag'] == 'TEST3'
     assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0
 
-    trade.enter_tag = "TEST_TAG"
     res = rpc._rpc_enter_tag_performance(None)
 
-    assert len(res) == 1
-    assert res[0]['enter_tag'] == 'TEST_TAG'
+    assert len(res) == 3
+    assert res[0]['enter_tag'] == 'TEST3'
     assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0
 
 
 def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
@@ -1012,8 +932,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
     assert prec_satoshi(res[0]['profit_pct'], 0.5)
 
 
-def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                        limit_sell_order, mocker) -> None:
+def test_exit_reason_performance_handle(default_conf_usdt, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1022,39 +941,22 @@ def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, f
         get_fee=fee,
     )
 
-    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     res = rpc._rpc_exit_reason_performance(None)
 
-    assert len(res) == 1
-    assert res[0]['exit_reason'] == 'Other'
+    assert len(res) == 3
+    assert res[0]['exit_reason'] == 'roi'
     assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0
 
-    trade.exit_reason = "TEST1"
-    res = rpc._rpc_exit_reason_performance(None)
-
-    assert len(res) == 1
-    assert res[0]['exit_reason'] == 'TEST1'
-    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[1]['exit_reason'] == 'exit_signal'
+    assert res[2]['exit_reason'] == 'Other'
 
 
 def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
@@ -1086,8 +988,7 @@ def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
     assert prec_satoshi(res[0]['profit_pct'], 0.5)
 
 
-def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
-                                    limit_sell_order, mocker) -> None:
+def test_mix_tag_performance_handle(default_conf, ticker, fee, mocker) -> None:
     mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1101,35 +1002,14 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
     rpc = RPC(freqtradebot)
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     res = rpc._rpc_mix_tag_performance(None)
 
-    assert len(res) == 1
-    assert res[0]['mix_tag'] == 'Other Other'
+    assert len(res) == 3
+    assert res[0]['mix_tag'] == 'TEST3 roi'
     assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
-
-    trade.enter_tag = "TESTBUY"
-    trade.exit_reason = "TESTSELL"
-    res = rpc._rpc_mix_tag_performance(None)
-
-    assert len(res) == 1
-    assert res[0]['mix_tag'] == 'TESTBUY TESTSELL'
-    assert res[0]['count'] == 1
-    assert prec_satoshi(res[0]['profit_pct'], 6.2)
+    assert res[0]['profit_pct'] == 10.0
 
 
 def test_mix_tag_performance_handle_2(mocker, default_conf, markets, fee):

tests/rpc/test_rpc_apiserver.py

@@ -578,9 +578,10 @@ def test_api_trades(botclient, mocker, fee, markets, is_short):
     )
     rc = client_get(client, f"{BASE_URI}/trades")
     assert_response(rc)
-    assert len(rc.json()) == 3
+    assert len(rc.json()) == 4
     assert rc.json()['trades_count'] == 0
     assert rc.json()['total_trades'] == 0
+    assert rc.json()['offset'] == 0
 
     create_mock_trades(fee, is_short=is_short)
     Trade.query.session.flush()
@@ -724,7 +725,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': -83.19455985, 'profit_closed_ratio_mean': -0.0075,
          'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
          'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
-         'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2}
+         'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
+         'profit_factor': 0.0, 'trading_volume': 91.074,
+         }
     ),
     (
         False,
@@ -737,7 +740,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': 9.124559849999999, 'profit_closed_ratio_mean': 0.0075,
          'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
          'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
-         'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0}
+         'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
+         'profit_factor': None, 'trading_volume': 91.074,
+         }
     ),
     (
         None,
@@ -750,7 +755,9 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
          'profit_closed_fiat': -67.02260985, 'profit_closed_ratio_mean': 0.0025,
          'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
          'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
-         'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1}
+         'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
+         'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
+         }
     )
 ])
 def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected):
@@ -803,6 +810,10 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
         'closed_trade_count': 2,
         'winning_trades': expected['winning_trades'],
         'losing_trades': expected['losing_trades'],
+        'profit_factor': expected['profit_factor'],
+        'max_drawdown': ANY,
+        'max_drawdown_abs': ANY,
+        'trading_volume': expected['trading_volume'],
     }
 
 
@@ -852,8 +863,8 @@ def test_api_performance(botclient, fee):
         close_rate=0.265441,
 
     )
-    trade.close_profit = trade.calc_profit_ratio()
-    trade.close_profit_abs = trade.calc_profit()
+    trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
+    trade.close_profit_abs = trade.calc_profit(trade.close_rate)
     Trade.query.session.add(trade)
 
     trade = Trade(
@@ -868,8 +879,8 @@ def test_api_performance(botclient, fee):
         fee_open=fee.return_value,
         close_rate=0.391
     )
-    trade.close_profit = trade.calc_profit_ratio()
-    trade.close_profit_abs = trade.calc_profit()
+    trade.close_profit = trade.calc_profit_ratio(trade.close_rate)
+    trade.close_profit_abs = trade.calc_profit(trade.close_rate)
 
     Trade.query.session.add(trade)
     Trade.commit()
@@ -972,6 +983,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
+        'liquidation_price': None,
         'funding_fees': None,
         'trading_mode': ANY,
         'orders': [ANY],
@@ -1175,6 +1187,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'exchange': 'binance',
         'leverage': None,
         'interest_rate': None,
+        'liquidation_price': None,
         'funding_fees': None,
         'trading_mode': 'spot',
         'orders': [],
@@ -1382,12 +1395,15 @@ def test_api_strategies(botclient):
     rc = client_get(client, f"{BASE_URI}/strategies")
 
     assert_response(rc)
+
     assert rc.json() == {'strategies': [
         'HyperoptableStrategy',
+        'HyperoptableStrategyV2',
         'InformativeDecoratorTest',
         'StrategyTestV2',
         'StrategyTestV3',
-        'StrategyTestV3Futures',
+        'StrategyTestV3Analysis',
+        'StrategyTestV3Futures'
     ]}
 
 

tests/rpc/test_rpc_telegram.py

@@ -12,6 +12,7 @@ from unittest.mock import ANY, MagicMock
 
 import arrow
 import pytest
+from pandas import DataFrame
 from telegram import Chat, Message, ReplyKeyboardMarkup, Update
 from telegram.error import BadRequest, NetworkError, TelegramError
 
@@ -27,8 +28,9 @@ from freqtrade.persistence.models import Order
 from freqtrade.rpc import RPC
 from freqtrade.rpc.rpc import RPCException
 from freqtrade.rpc.telegram import Telegram, authorized_only
-from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, get_patched_freqtradebot,
-                            log_has, log_has_re, patch_exchange, patch_get_signal, patch_whitelist)
+from tests.conftest import (CURRENT_TEST_STRATEGY, create_mock_trades, create_mock_trades_usdt,
+                            get_patched_freqtradebot, log_has, log_has_re, patch_exchange,
+                            patch_get_signal, patch_whitelist)
 
 
 class DummyCls(Telegram):
@@ -404,12 +406,10 @@ def test_status_table_handle(default_conf, update, ticker, fee, mocker) -> None:
     assert msg_mock.call_count == 1
 
 
-def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
-                      limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_daily_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
     mocker.patch(
         'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -417,25 +417,12 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
         get_fee=fee,
     )
 
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
 
+    # Move date to within day
+    time_machine.move_to('2022-06-11 08:00:00+00:00')
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)
 
     # Try valid data
     # /daily 2
@@ -446,10 +433,11 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     assert "Daily Profit over the last 2 days</b>:" in msg_mock.call_args_list[0][0][0]
     assert 'Day ' in msg_mock.call_args_list[0][0][0]
     assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]
+    assert '(2)  13.83 USDT  15.21 USD  1.31%' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
     msg_mock.reset_mock()
@@ -458,32 +446,23 @@ def test_daily_handle(default_conf, update, ticker, limit_buy_order, fee,
     assert msg_mock.call_count == 1
     assert "Daily Profit over the last 7 days</b>:" in msg_mock.call_args_list[0][0][0]
     assert str(datetime.utcnow().date()) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert str((datetime.utcnow() - timedelta(days=5)).date()) in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]
+    assert '(1)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
     msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False
 
     # /daily 1
     context = MagicMock()
     context.args = ["1"]
     telegram._daily(update=update, context=context)
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
+    assert '  13.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  15.21 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(2)' in msg_mock.call_args_list[0][0][0]
 
 
 def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
@@ -512,15 +491,14 @@ def test_daily_wrong_input(default_conf, update, ticker, mocker) -> None:
     context = MagicMock()
     context.args = ["today"]
     telegram._daily(update=update, context=context)
-    assert str('Daily Profit over the last 7 days</b>:') in msg_mock.call_args_list[0][0][0]
+    assert 'Daily Profit over the last 7 days</b>:' in msg_mock.call_args_list[0][0][0]
 
 
-def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
-                       limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_weekly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
+    default_conf_usdt['max_open_trades'] = 1
     mocker.patch(
         'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -528,25 +506,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
         get_fee=fee,
     )
 
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
-
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
+    # Move to saturday - so all trades are within that week
+    time_machine.move_to('2022-06-11')
+    create_mock_trades_usdt(fee)
 
     # Try valid data
     # /weekly 2
@@ -560,10 +523,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
     today = datetime.utcnow().date()
     first_iso_day_of_current_week = today - timedelta(days=today.weekday())
     assert str(first_iso_day_of_current_week) in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
     msg_mock.reset_mock()
@@ -573,44 +536,10 @@ def test_weekly_handle(default_conf, update, ticker, limit_buy_order, fee,
     assert "Weekly Profit over the last 8 weeks (starting from Monday)</b>:" \
            in msg_mock.call_args_list[0][0][0]
     assert 'Weekly' in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
-
-    # Reset msg_mock
-    msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False
-
-    # /weekly 1
-    # By default, the 8 previous weeks are shown
-    # So the previous modified trade should be excluded from the stats
-    context = MagicMock()
-    context.args = ["1"]
-    telegram._weekly(update=update, context=context)
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
-
-
-def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker
-    )
-
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Try invalid data
     msg_mock.reset_mock()
@@ -629,16 +558,17 @@ def test_weekly_wrong_input(default_conf, update, ticker, mocker) -> None:
     context = MagicMock()
     context.args = ["this week"]
     telegram._weekly(update=update, context=context)
-    assert str('Weekly Profit over the last 8 weeks (starting from Monday)</b>:') \
+    assert (
+        'Weekly Profit over the last 8 weeks (starting from Monday)</b>:'
         in msg_mock.call_args_list[0][0][0]
+    )
 
 
-def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
-                        limit_sell_order, mocker) -> None:
-    default_conf['max_open_trades'] = 1
+def test_monthly_handle(default_conf_usdt, update, ticker, fee, mocker, time_machine) -> None:
+    default_conf_usdt['max_open_trades'] = 1
     mocker.patch(
         'freqtrade.rpc.rpc.CryptoToFiatConverter._find_price',
-        return_value=15000.0
+        return_value=1.1
     )
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -646,25 +576,10 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
         get_fee=fee,
     )
 
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-
-    patch_get_signal(freqtradebot)
-
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobjs = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobjs)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
+    # Move to day within the month so all mock trades fall into this week.
+    time_machine.move_to('2022-06-11')
+    create_mock_trades_usdt(fee)
 
     # Try valid data
     # /monthly 2
@@ -677,10 +592,10 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
     today = datetime.utcnow().date()
     current_month = f"{today.year}-{today.month:02} "
     assert current_month in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
     msg_mock.reset_mock()
@@ -691,24 +606,13 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
     assert 'Monthly Profit over the last 6 months</b>:' in msg_mock.call_args_list[0][0][0]
     assert 'Month ' in msg_mock.call_args_list[0][0][0]
     assert current_month in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00006217 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  0.933 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  1 trade') in msg_mock.call_args_list[0][0][0]
-    assert str('  0 trade') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
+    assert '(0)' in msg_mock.call_args_list[0][0][0]
 
     # Reset msg_mock
     msg_mock.reset_mock()
-    freqtradebot.config['max_open_trades'] = 2
-    # Add two other trades
-    n = freqtradebot.enter_positions()
-    assert n == 2
-
-    trades = Trade.query.all()
-    for trade in trades:
-        trade.update_trade(oobj)
-        trade.update_trade(oobjs)
-        trade.close_date = datetime.utcnow()
-        trade.is_open = False
 
     # /monthly 12
     context = MagicMock()
@@ -716,24 +620,14 @@ def test_monthly_handle(default_conf, update, ticker, limit_buy_order, fee,
     telegram._monthly(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Monthly Profit over the last 12 months</b>:' in msg_mock.call_args_list[0][0][0]
-    assert str('  0.00018651 BTC') in msg_mock.call_args_list[0][0][0]
-    assert str('  2.798 USD') in msg_mock.call_args_list[0][0][0]
-    assert str('  3 trades') in msg_mock.call_args_list[0][0][0]
+    assert '  9.83 USDT' in msg_mock.call_args_list[0][0][0]
+    assert '  10.81 USD' in msg_mock.call_args_list[0][0][0]
+    assert '(3)' in msg_mock.call_args_list[0][0][0]
 
     # The one-digit months should contain a zero, Eg: September 2021 = "2021-09"
     # Since we loaded the last 12 months, any month should appear
     assert str('-09') in msg_mock.call_args_list[0][0][0]
 
-
-def test_monthly_wrong_input(default_conf, update, ticker, mocker) -> None:
-    mocker.patch.multiple(
-        'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker
-    )
-
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
-
     # Try invalid data
     msg_mock.reset_mock()
     freqtradebot.state = State.RUNNING
@@ -754,16 +648,16 @@ def test_monthly_wrong_input(default_conf, update, ticker, mocker) -> None:
     assert str('Monthly Profit over the last 6 months</b>:') in msg_mock.call_args_list[0][0][0]
 
 
-def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
-                       limit_buy_order, limit_sell_order, mocker) -> None:
-    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
+def test_profit_handle(default_conf_usdt, update, ticker_usdt, ticker_sell_up, fee,
+                       limit_sell_order_usdt, mocker) -> None:
+    mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=1.1)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=ticker,
+        fetch_ticker=ticker_usdt,
         get_fee=fee,
     )
 
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
 
     telegram._profit(update=update, context=MagicMock())
@@ -775,10 +669,6 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     freqtradebot.enter_positions()
     trade = Trade.query.first()
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
     context = MagicMock()
     # Test with invalid 2nd argument (should silently pass)
     context.args = ["aaa"]
@@ -786,15 +676,16 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     assert msg_mock.call_count == 1
     assert 'No closed trade' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=0.01)
-    assert ('∙ `-0.000005 BTC (-0.50%) (-0.0 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    mocker.patch('freqtrade.wallets.Wallets.get_starting_balance', return_value=1000)
+    assert ('∙ `0.298 USDT (0.50%) (0.03 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
     msg_mock.reset_mock()
 
     # Update the ticker with a market going up
     mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', ticker_sell_up)
     # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
+    oobj = Order.parse_from_ccxt_object(
+        limit_sell_order_usdt, limit_sell_order_usdt['symbol'], 'sell')
     trade.update_trade(oobj)
 
     trade.close_date = datetime.now(timezone.utc)
@@ -805,20 +696,22 @@ def test_profit_handle(default_conf, update, ticker, ticker_sell_up, fee,
     telegram._profit(update=update, context=context)
     assert msg_mock.call_count == 1
     assert '*ROI:* Closed trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
-    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]
     assert '*ROI:* All trades' in msg_mock.call_args_list[-1][0][0]
-    assert ('∙ `0.00006217 BTC (6.20%) (0.62 \N{GREEK CAPITAL LETTER SIGMA}%)`'
+    assert ('∙ `5.685 USDT (9.45%) (0.57 \N{GREEK CAPITAL LETTER SIGMA}%)`'
             in msg_mock.call_args_list[-1][0][0])
-    assert '∙ `0.933 USD`' in msg_mock.call_args_list[-1][0][0]
+    assert '∙ `6.253 USD`' in msg_mock.call_args_list[-1][0][0]
 
-    assert '*Best Performing:* `ETH/BTC: 6.20%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Best Performing:* `ETH/USDT: 9.45%`' in msg_mock.call_args_list[-1][0][0]
+    assert '*Max Drawdown:*' in msg_mock.call_args_list[-1][0][0]
+    assert '*Profit factor:*' in msg_mock.call_args_list[-1][0][0]
+    assert '*Trading volume:* `60 USDT`' in msg_mock.call_args_list[-1][0][0]
 
 
 @pytest.mark.parametrize('is_short', [True, False])
-def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
-                        limit_buy_order, limit_sell_order, mocker, is_short) -> None:
+def test_telegram_stats(default_conf, update, ticker, fee, mocker, is_short) -> None:
     mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1350,71 +1243,43 @@ def test_force_enter_no_pair(default_conf, update, mocker) -> None:
     assert fbuy_mock.call_count == 1
 
 
-def test_telegram_performance_handle(default_conf, update, ticker, fee,
-                                     limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_performance_handle(default_conf_usdt, update, ticker, fee, mocker) -> None:
 
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
     )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
-    patch_get_signal(freqtradebot)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     telegram._performance(update=update, context=MagicMock())
     assert msg_mock.call_count == 1
     assert 'Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>XRP/USDT\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
 
 
 def test_telegram_entry_tag_performance_handle(
-        default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None:
+        default_conf_usdt, update, ticker, fee, mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
     )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
 
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    trade.enter_tag = "TESTBUY"
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     context = MagicMock()
     telegram._enter_tag_performance(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    assert '<code>TEST1\t3.987 USDT (5.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
 
-    context.args = [trade.pair]
+    context.args = ['XRP/USDT']
     telegram._enter_tag_performance(update=update, context=context)
     assert msg_mock.call_count == 2
 
@@ -1427,37 +1292,24 @@ def test_telegram_entry_tag_performance_handle(
     assert "Error" in msg_mock.call_args_list[0][0][0]
 
 
-def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee,
-                                                 limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_exit_reason_performance_handle(default_conf_usdt, update, ticker, fee,
+                                                 mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
     )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
 
-    # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-    trade.exit_reason = 'TESTSELL'
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
+    create_mock_trades_usdt(fee)
 
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
     context = MagicMock()
     telegram._exit_reason_performance(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
-    assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
-    context.args = [trade.pair]
+    assert '<code>roi\t9.842 USDT (10.00%) (1)</code>' in msg_mock.call_args_list[0][0][0]
+    context.args = ['XRP/USDT']
 
     telegram._exit_reason_performance(update=update, context=context)
     assert msg_mock.call_count == 2
@@ -1471,43 +1323,27 @@ def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, f
     assert "Error" in msg_mock.call_args_list[0][0][0]
 
 
-def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
-                                             limit_buy_order, limit_sell_order, mocker) -> None:
+def test_telegram_mix_tag_performance_handle(default_conf_usdt, update, ticker, fee,
+                                             mocker) -> None:
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
     )
-    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
+    telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf_usdt)
     patch_get_signal(freqtradebot)
 
     # Create some test data
-    freqtradebot.enter_positions()
-    trade = Trade.query.first()
-    assert trade
-
-    trade.enter_tag = "TESTBUY"
-    trade.exit_reason = "TESTSELL"
-
-    # Simulate fulfilled LIMIT_BUY order for trade
-    oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
-    trade.update_trade(oobj)
-
-    # Simulate fulfilled LIMIT_SELL order for trade
-    oobj = Order.parse_from_ccxt_object(limit_sell_order, limit_sell_order['symbol'], 'sell')
-    trade.update_trade(oobj)
-
-    trade.close_date = datetime.utcnow()
-    trade.is_open = False
+    create_mock_trades_usdt(fee)
 
     context = MagicMock()
     telegram._mix_tag_performance(update=update, context=context)
     assert msg_mock.call_count == 1
     assert 'Mix Tag Performance' in msg_mock.call_args_list[0][0][0]
-    assert ('<code>TESTBUY TESTSELL\t0.00006217 BTC (6.20%) (1)</code>'
+    assert ('<code>TEST3 roi\t9.842 USDT (10.00%) (1)</code>'
             in msg_mock.call_args_list[0][0][0])
 
-    context.args = [trade.pair]
+    context.args = ['XRP/USDT']
     telegram._mix_tag_performance(update=update, context=context)
     assert msg_mock.call_count == 2
 
@@ -1820,8 +1656,17 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
     (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0),
     (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0),
     (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)])
-def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
-                                   enter, enter_signal, leverage) -> None:
+def test_send_msg_enter_notification(default_conf, mocker, caplog, message_type,
+                                     enter, enter_signal, leverage) -> None:
+    default_conf['telegram']['notification_settings']['show_candle'] = 'ohlc'
+    df = DataFrame({
+        'open': [1.1],
+        'high': [2.2],
+        'low': [1.0],
+        'close': [1.5],
+    })
+    mocker.patch('freqtrade.data.dataprovider.DataProvider.get_analyzed_dataframe',
+                 return_value=(df, 1))
 
     msg = {
         'type': message_type,
@@ -1839,6 +1684,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
         'fiat_currency': 'USD',
         'current_rate': 1.099e-05,
         'amount': 1333.3333333333335,
+        'analyzed_candle': {'open': 1.1, 'high': 2.2, 'low': 1.0, 'close': 1.5},
         'open_date': arrow.utcnow().shift(hours=-1)
     }
     telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf)
@@ -1847,7 +1693,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
 
     assert msg_mock.call_args[0][0] == (
-        f'\N{LARGE BLUE CIRCLE} *Binance:* {enter} ETH/BTC (#1)\n'
+        f'\N{LARGE BLUE CIRCLE} *Binance (dry):* {enter} ETH/BTC (#1)\n'
+        '*Candle OHLC*: `1.1, 2.2, 1.0, 1.5`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Amount:* `1333.33333333`\n'
         f'{leverage_text}'
@@ -1875,7 +1722,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type,
 @pytest.mark.parametrize('message_type,enter_signal', [
     (RPCMessageType.ENTRY_CANCEL, 'long_signal_01'),
     (RPCMessageType.ENTRY_CANCEL, 'short_signal_01')])
-def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None:
+def test_send_msg_enter_cancel_notification(
+        default_conf, mocker, message_type, enter_signal) -> None:
 
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
@@ -1887,7 +1735,7 @@ def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, en
         'pair': 'ETH/BTC',
         'reason': CANCEL_REASON['TIMEOUT']
     })
-    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Binance:* '
+    assert (msg_mock.call_args[0][0] == '\N{WARNING SIGN} *Binance (dry):* '
             'Cancelling enter Order for ETH/BTC (#1). '
             'Reason: cancelled due to timeout.')
 
@@ -1949,7 +1797,7 @@ def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, en
     })
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n'
+        f'\N{CHECK MARK} *Binance (dry):* {entered}ed ETH/BTC (#1)\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Amount:* `1333.33333333`\n'
         f"{leverage_text}"
@@ -1987,7 +1835,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -2021,7 +1869,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'close_date': arrow.utcnow(),
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41%`\n'
         '*Enter Tag:* `buy_signal1`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -2050,10 +1898,12 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None:
         'reason': 'Cancelled on exchange'
     })
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Cancelling exit Order for KEY/ETH (#1).'
+        '\N{WARNING SIGN} *Binance (dry):* Cancelling exit Order for KEY/ETH (#1).'
         ' Reason: Cancelled on exchange.')
 
     msg_mock.reset_mock()
+    # Test with live mode (no dry appendix)
+    telegram._config['dry_run'] = False
     telegram.send_msg({
         'type': RPCMessageType.EXIT_CANCEL,
         'trade_id': 1,
@@ -2102,7 +1952,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
 
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exited KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exited KEY/ETH (#1)\n'
         '*Profit:* `-57.41%`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'
@@ -2158,6 +2008,7 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None:
 def test_send_msg_buy_notification_no_fiat(
         default_conf, mocker, message_type, enter, enter_signal, leverage) -> None:
     del default_conf['fiat_display_currency']
+    default_conf['dry_run'] = False
     telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
 
     telegram.send_msg({
@@ -2227,7 +2078,7 @@ def test_send_msg_sell_notification_no_fiat(
 
     leverage_text = f'*Leverage:* `{leverage}`\n' if leverage and leverage != 1.0 else ''
     assert msg_mock.call_args[0][0] == (
-        '\N{WARNING SIGN} *Binance:* Exiting KEY/ETH (#1)\n'
+        '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
         '*Unrealized Profit:* `-57.41%`\n'
         f'*Enter Tag:* `{enter_signal}`\n'
         '*Exit Reason:* `stop_loss`\n'

tests/rpc/test_rpc_webhook.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103, protected-access
 
+from datetime import datetime, timedelta
 from unittest.mock import MagicMock
 
 import pytest
@@ -7,6 +8,7 @@ from requests import RequestException
 
 from freqtrade.enums import ExitType, RPCMessageType
 from freqtrade.rpc import RPC
+from freqtrade.rpc.discord import Discord
 from freqtrade.rpc.webhook import Webhook
 from tests.conftest import get_patched_freqtradebot, log_has
 
@@ -406,3 +408,42 @@ def test__send_msg_with_raw_format(default_conf, mocker, caplog):
     webhook._send_msg(msg)
 
     assert post.call_args[1] == {'data': msg['data'], 'headers': {'Content-Type': 'text/plain'}}
+
+
+def test_send_msg_discord(default_conf, mocker):
+
+    default_conf["discord"] = {
+        'enabled': True,
+        'webhook_url': "https://webhookurl..."
+    }
+    msg_mock = MagicMock()
+    mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock)
+    discord = Discord(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf)
+
+    msg = {
+        'type': RPCMessageType.EXIT_FILL,
+        'trade_id': 1,
+        'exchange': 'Binance',
+        'pair': 'ETH/BTC',
+        'direction': 'Long',
+        'gain': "profit",
+        'close_rate': 0.005,
+        'amount': 0.8,
+        'order_type': 'limit',
+        'open_date': datetime.now() - timedelta(days=1),
+        'close_date': datetime.now(),
+        'open_rate': 0.004,
+        'current_rate': 0.005,
+        'profit_amount': 0.001,
+        'profit_ratio': 0.20,
+        'stake_currency': 'BTC',
+        'enter_tag': 'enter_tagggg',
+        'exit_reason': ExitType.STOP_LOSS.value,
+    }
+    discord.send_msg(msg=msg)
+
+    assert msg_mock.call_count == 1
+    assert 'embeds' in msg_mock.call_args_list[0][0][0]
+    assert 'title' in msg_mock.call_args_list[0][0][0]['embeds'][0]
+    assert 'color' in msg_mock.call_args_list[0][0][0]['embeds'][0]
+    assert 'fields' in msg_mock.call_args_list[0][0][0]['embeds'][0]

tests/strategy/strats/hyperoptable_strategy.py

@@ -1,13 +1,13 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from pandas import DataFrame
-from strategy_test_v2 import StrategyTestV2
+from strategy_test_v3 import StrategyTestV3
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
 
 
-class HyperoptableStrategy(StrategyTestV2):
+class HyperoptableStrategy(StrategyTestV3):
     """
     Default Strategy provided by freqtrade bot.
     Please do not modify this strategy, it's  intended for internal use only.
@@ -27,7 +27,6 @@ class HyperoptableStrategy(StrategyTestV2):
         'sell_minusdi': 0.4
     }
 
-    buy_rsi = IntParameter([0, 50], default=30, space='buy')
     buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
     sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
     sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
@@ -45,6 +44,17 @@ class HyperoptableStrategy(StrategyTestV2):
             })
         return prot
 
+    bot_loop_started = False
+
+    def bot_loop_start(self):
+        self.bot_loop_started = True
+
+    def bot_start(self, **kwargs) -> None:
+        """
+        Parameters can also be defined here ...
+        """
+        self.buy_rsi = IntParameter([0, 50], default=30, space='buy')
+
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.

tests/strategy/strats/hyperoptable_strategy_v2.py

@@ -0,0 +1,54 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+from strategy_test_v2 import StrategyTestV2
+
+from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
+
+
+class HyperoptableStrategyV2(StrategyTestV2):
+    """
+    Default Strategy provided by freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+
+    buy_params = {
+        'buy_rsi': 35,
+        # Intentionally not specified, so "default" is tested
+        # 'buy_plusdi': 0.4
+    }
+
+    sell_params = {
+        'sell_rsi': 74,
+        'sell_minusdi': 0.4
+    }
+
+    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+                                    load=False)
+    protection_enabled = BooleanParameter(default=True)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    @property
+    def protections(self):
+        prot = []
+        if self.protection_enabled.value:
+            prot.append({
+                "method": "CooldownPeriod",
+                "stop_duration_candles": self.protection_cooldown_lookback.value
+            })
+        return prot
+
+    bot_loop_started = False
+
+    def bot_loop_start(self):
+        self.bot_loop_started = True
+
+    def bot_start(self, **kwargs) -> None:
+        """
+        Parameters can also be defined here ...
+        """
+        self.buy_rsi = IntParameter([0, 50], default=30, space='buy')

tests/strategy/strats/strategy_test_v2.py

@@ -1,12 +1,9 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
-from datetime import datetime
-
 import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
-from freqtrade.persistence import Trade
 from freqtrade.strategy import IStrategy
 
 
@@ -149,12 +146,3 @@ class StrategyTestV2(IStrategy):
             ),
             'sell'] = 1
         return dataframe
-
-    def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
-                              current_profit: float, min_stake: float, max_stake: float, **kwargs):
-
-        if current_profit < -0.0075:
-            orders = trade.select_filled_orders('buy')
-            return round(orders[0].cost, 0)
-
-        return None

tests/strategy/strats/strategy_test_v3.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from datetime import datetime
+from typing import Optional
 
 import talib.abstract as ta
 from pandas import DataFrame
@@ -177,15 +178,16 @@ class StrategyTestV3(IStrategy):
         return dataframe
 
     def leverage(self, pair: str, current_time: datetime, current_rate: float,
-                 proposed_leverage: float, max_leverage: float, side: str,
-                 **kwargs) -> float:
+                 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
+                 side: str, **kwargs) -> float:
         # Return 3.0 in all cases.
         # Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
 
         return 3.0
 
     def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
-                              current_profit: float, min_stake: float, max_stake: float, **kwargs):
+                              current_profit: float,
+                              min_stake: Optional[float], max_stake: float, **kwargs):
 
         if current_profit < -0.0075:
             orders = trade.select_filled_orders(trade.entry_side)

tests/strategy/strats/strategy_test_v3_analysis.py

@@ -0,0 +1,175 @@
+# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
+
+import talib.abstract as ta
+from pandas import DataFrame
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
+                                RealParameter)
+
+
+class StrategyTestV3Analysis(IStrategy):
+    """
+    Strategy used by tests freqtrade bot.
+    Please do not modify this strategy, it's  intended for internal use only.
+    Please look at the SampleStrategy in the user_data/strategy directory
+    or strategy repository https://github.com/freqtrade/freqtrade-strategies
+    for samples and inspiration.
+    """
+    INTERFACE_VERSION = 3
+
+    # Minimal ROI designed for the strategy
+    minimal_roi = {
+        "40": 0.0,
+        "30": 0.01,
+        "20": 0.02,
+        "0": 0.04
+    }
+
+    # Optimal stoploss designed for the strategy
+    stoploss = -0.10
+
+    # Optimal timeframe for the strategy
+    timeframe = '5m'
+
+    # Optional order type mapping
+    order_types = {
+        'entry': 'limit',
+        'exit': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
+    }
+
+    # Number of candles the strategy requires before producing valid signals
+    startup_candle_count: int = 20
+
+    # Optional time in force for orders
+    order_time_in_force = {
+        'entry': 'gtc',
+        'exit': 'gtc',
+    }
+
+    buy_params = {
+        'buy_rsi': 35,
+        # Intentionally not specified, so "default" is tested
+        # 'buy_plusdi': 0.4
+    }
+
+    sell_params = {
+        'sell_rsi': 74,
+        'sell_minusdi': 0.4
+    }
+
+    buy_rsi = IntParameter([0, 50], default=30, space='buy')
+    buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
+    sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
+    sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
+                                    load=False)
+    protection_enabled = BooleanParameter(default=True)
+    protection_cooldown_lookback = IntParameter([0, 50], default=30)
+
+    # TODO: Can this work with protection tests? (replace HyperoptableStrategy implicitly ... )
+    # @property
+    # def protections(self):
+    #     prot = []
+    #     if self.protection_enabled.value:
+    #         prot.append({
+    #             "method": "CooldownPeriod",
+    #             "stop_duration_candles": self.protection_cooldown_lookback.value
+    #         })
+    #     return prot
+
+    bot_started = False
+
+    def bot_start(self):
+        self.bot_started = True
+
+    def informative_pairs(self):
+
+        return []
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        # Momentum Indicator
+        # ------------------------------------
+
+        # ADX
+        dataframe['adx'] = ta.ADX(dataframe)
+
+        # MACD
+        macd = ta.MACD(dataframe)
+        dataframe['macd'] = macd['macd']
+        dataframe['macdsignal'] = macd['macdsignal']
+        dataframe['macdhist'] = macd['macdhist']
+
+        # Minus Directional Indicator / Movement
+        dataframe['minus_di'] = ta.MINUS_DI(dataframe)
+
+        # Plus Directional Indicator / Movement
+        dataframe['plus_di'] = ta.PLUS_DI(dataframe)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe)
+
+        # Stoch fast
+        stoch_fast = ta.STOCHF(dataframe)
+        dataframe['fastd'] = stoch_fast['fastd']
+        dataframe['fastk'] = stoch_fast['fastk']
+
+        # 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['ema10'] = ta.EMA(dataframe, timeperiod=10)
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+
+        dataframe.loc[
+            (
+                (dataframe['rsi'] < self.buy_rsi.value) &
+                (dataframe['fastd'] < 35) &
+                (dataframe['adx'] > 30) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ) |
+            (
+                (dataframe['adx'] > 65) &
+                (dataframe['plus_di'] > self.buy_plusdi.value)
+            ),
+            ['enter_long', 'enter_tag']] = 1, 'enter_tag_long'
+
+        dataframe.loc[
+            (
+                qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
+            ),
+            ['enter_short', 'enter_tag']] = 1, 'enter_tag_short'
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        dataframe.loc[
+            (
+                (
+                    (qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
+                    (qtpylib.crossed_above(dataframe['fastd'], 70))
+                ) &
+                (dataframe['adx'] > 10) &
+                (dataframe['minus_di'] > 0)
+            ) |
+            (
+                (dataframe['adx'] > 70) &
+                (dataframe['minus_di'] > self.sell_minusdi.value)
+            ),
+            ['exit_long', 'exit_tag']] = 1, 'exit_tag_long'
+
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
+            ),
+            ['exit_long', 'exit_tag']] = 1, 'exit_tag_short'
+
+        return dataframe

tests/strategy/test_interface.py

@@ -16,10 +16,12 @@ from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.optimize.space import SKDecimal
 from freqtrade.persistence import PairLocks, Trade
 from freqtrade.resolvers import StrategyResolver
-from freqtrade.strategy.hyper import (BaseParameter, BooleanParameter, CategoricalParameter,
-                                      DecimalParameter, IntParameter, RealParameter)
+from freqtrade.strategy.hyper import detect_parameters
+from freqtrade.strategy.parameters import (BaseParameter, BooleanParameter, CategoricalParameter,
+                                           DecimalParameter, IntParameter, RealParameter)
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
-from tests.conftest import CURRENT_TEST_STRATEGY, TRADE_SIDES, log_has, log_has_re
+from tests.conftest import (CURRENT_TEST_STRATEGY, TRADE_SIDES, create_mock_trades, log_has,
+                            log_has_re)
 
 from .strats.strategy_test_v3 import StrategyTestV3
 
@@ -495,37 +497,113 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
                                enter=False, exit_=False,
                                low=None, high=None)
 
-    assert res.exit_flag is False
-    assert res.exit_type == ExitType.NONE
+    assert res == []
 
     strategy.custom_exit = MagicMock(return_value=True)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.exit_flag is True
-    assert res.exit_type == ExitType.CUSTOM_EXIT
-    assert res.exit_reason == 'custom_exit'
+    assert res[0].exit_flag is True
+    assert res[0].exit_type == ExitType.CUSTOM_EXIT
+    assert res[0].exit_reason == 'custom_exit'
 
     strategy.custom_exit = MagicMock(return_value='hello world')
 
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.exit_type == ExitType.CUSTOM_EXIT
-    assert res.exit_flag is True
-    assert res.exit_reason == 'hello world'
+    assert res[0].exit_type == ExitType.CUSTOM_EXIT
+    assert res[0].exit_flag is True
+    assert res[0].exit_reason == 'hello world'
 
     caplog.clear()
     strategy.custom_exit = MagicMock(return_value='h' * 100)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
-    assert res.exit_type == ExitType.CUSTOM_EXIT
-    assert res.exit_flag is True
-    assert res.exit_reason == 'h' * 64
+    assert res[0].exit_type == ExitType.CUSTOM_EXIT
+    assert res[0].exit_flag is True
+    assert res[0].exit_reason == 'h' * 64
     assert log_has_re('Custom exit reason returned from custom_exit is too long.*', caplog)
 
 
+def test_should_sell(default_conf, fee) -> None:
+
+    strategy = StrategyResolver.load_strategy(default_conf)
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.01,
+        amount=1,
+        open_date=arrow.utcnow().shift(hours=-1).datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='binance',
+        open_rate=1,
+    )
+    now = arrow.utcnow().datetime
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
+
+    assert res == []
+    strategy.min_roi_reached = MagicMock(return_value=True)
+
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
+    assert len(res) == 1
+    assert res == [ExitCheckTuple(exit_type=ExitType.ROI)]
+
+    strategy.min_roi_reached = MagicMock(return_value=True)
+    strategy.stop_loss_reached = MagicMock(
+        return_value=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
+
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
+    assert len(res) == 2
+    assert res == [
+        ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
+        ExitCheckTuple(exit_type=ExitType.ROI),
+        ]
+
+    strategy.custom_exit = MagicMock(return_value='hello world')
+    # custom-exit and exit-signal is first
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=False,
+                               low=None, high=None)
+    assert len(res) == 3
+    assert res == [
+        ExitCheckTuple(exit_type=ExitType.CUSTOM_EXIT, exit_reason='hello world'),
+        ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
+        ExitCheckTuple(exit_type=ExitType.ROI),
+        ]
+
+    strategy.stop_loss_reached = MagicMock(
+            return_value=ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS))
+    # Regular exit signal
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=True,
+                               low=None, high=None)
+    assert len(res) == 3
+    assert res == [
+        ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
+        ExitCheckTuple(exit_type=ExitType.ROI),
+        ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
+        ]
+
+    # Regular exit signal, no ROI
+    strategy.min_roi_reached = MagicMock(return_value=False)
+    res = strategy.should_exit(trade, 1, now,
+                               enter=False, exit_=True,
+                               low=None, high=None)
+    assert len(res) == 2
+    assert res == [
+        ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
+        ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
+        ]
+
+
 @pytest.mark.parametrize('side', TRADE_SIDES)
 def test_leverage_callback(default_conf, side) -> None:
     default_conf['strategy'] = 'StrategyTestV2'
@@ -538,6 +616,7 @@ def test_leverage_callback(default_conf, side) -> None:
         proposed_leverage=1.0,
         max_leverage=5.0,
         side=side,
+        entry_tag=None,
         ) == 1
 
     default_conf['strategy'] = CURRENT_TEST_STRATEGY
@@ -549,6 +628,7 @@ def test_leverage_callback(default_conf, side) -> None:
         proposed_leverage=1.0,
         max_leverage=5.0,
         side=side,
+        entry_tag='entry_tag_test',
         ) == 3
 
 
@@ -733,6 +813,28 @@ def test_strategy_safe_wrapper(value):
     assert ret == value
 
 
+@pytest.mark.usefixtures("init_persistence")
+def test_strategy_safe_wrapper_trade_copy(fee):
+    create_mock_trades(fee)
+
+    def working_method(trade):
+        assert len(trade.orders) > 0
+        assert trade.orders
+        trade.orders = []
+        assert len(trade.orders) == 0
+        return trade
+
+    trade = Trade.get_open_trades()[0]
+    # Don't assert anything before strategy_wrapper.
+    # This ensures that relationship loading works correctly.
+    ret = strategy_safe_wrapper(working_method, message='DeadBeef')(trade=trade)
+    assert isinstance(ret, Trade)
+    assert id(trade) != id(ret)
+    # Did not modify the original order
+    assert len(trade.orders) > 0
+    assert len(ret.orders) == 0
+
+
 def test_hyperopt_parameters():
     from skopt.space import Categorical, Integer, Real
     with pytest.raises(OperationalException, match=r"Name is determined.*"):
@@ -814,10 +916,10 @@ def test_hyperopt_parameters():
 
 
 def test_auto_hyperopt_interface(default_conf):
-    default_conf.update({'strategy': 'HyperoptableStrategy'})
+    default_conf.update({'strategy': 'HyperoptableStrategyV2'})
     PairLocks.timeframe = default_conf['timeframe']
     strategy = StrategyResolver.load_strategy(default_conf)
-
+    strategy.ft_bot_start()
     with pytest.raises(OperationalException):
         next(strategy.enumerate_parameters('deadBeef'))
 
@@ -832,15 +934,18 @@ def test_auto_hyperopt_interface(default_conf):
     assert strategy.sell_minusdi.value == 0.5
     all_params = strategy.detect_all_parameters()
     assert isinstance(all_params, dict)
-    assert len(all_params['buy']) == 2
+    # Only one buy param at class level
+    assert len(all_params['buy']) == 1
+    # Running detect params at instance level reveals both parameters.
+    assert len(list(detect_parameters(strategy, 'buy'))) == 2
     assert len(all_params['sell']) == 2
     # Number of Hyperoptable parameters
-    assert all_params['count'] == 6
+    assert all_params['count'] == 5
 
     strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')
 
     with pytest.raises(OperationalException, match=r"Inconclusive parameter.*"):
-        [x for x in strategy.detect_parameters('sell')]
+        [x for x in detect_parameters(strategy, 'sell')]
 
 
 def test_auto_hyperopt_interface_loadparams(default_conf, mocker, caplog):

tests/strategy/test_strategy_loading.py

@@ -34,7 +34,7 @@ def test_search_all_strategies_no_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=False)
     assert isinstance(strategies, list)
-    assert len(strategies) == 5
+    assert len(strategies) == 7
     assert isinstance(strategies[0], dict)
 
 
@@ -42,10 +42,10 @@ def test_search_all_strategies_with_failed():
     directory = Path(__file__).parent / "strats"
     strategies = StrategyResolver.search_all_objects(directory, enum_failed=True)
     assert isinstance(strategies, list)
-    assert len(strategies) == 6
+    assert len(strategies) == 8
     # with enum_failed=True search_all_objects() shall find 2 good strategies
     # and 1 which fails to load
-    assert len([x for x in strategies if x['class'] is not None]) == 5
+    assert len([x for x in strategies if x['class'] is not None]) == 7
     assert len([x for x in strategies if x['class'] is None]) == 1
 
 
@@ -224,12 +224,12 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
 
     default_conf.update({
         'strategy': CURRENT_TEST_STRATEGY,
-        'process_only_new_candles': True
+        'process_only_new_candles': False
     })
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert strategy.process_only_new_candles
-    assert log_has("Override strategy 'process_only_new_candles' with value in config file: True.",
+    assert not strategy.process_only_new_candles
+    assert log_has("Override strategy 'process_only_new_candles' with value in config file: False.",
                    caplog)
 
 

tests/test_freqtradebot.py

@@ -210,13 +210,14 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
     #
     # mocking the ticker: price is falling ...
     enter_price = limit_order['buy']['price']
+    ticker_val = {
+            'bid': enter_price,
+            'ask': enter_price,
+            'last': enter_price,
+        }
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
-        fetch_ticker=MagicMock(return_value={
-            'bid': enter_price * buy_price_mult,
-            'ask': enter_price * buy_price_mult,
-            'last': enter_price * buy_price_mult,
-        }),
+        fetch_ticker=MagicMock(return_value=ticker_val),
         get_fee=fee,
     )
     #############################################
@@ -229,9 +230,12 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
     freqtrade.enter_positions()
     trade = Trade.query.first()
     caplog.clear()
-    oobj = Order.parse_from_ccxt_object(limit_order['buy'], 'ADA/USDT', 'buy')
-    trade.update_trade(oobj)
     #############################################
+    ticker_val.update({
+            'bid': enter_price * buy_price_mult,
+            'ask': enter_price * buy_price_mult,
+            'last': enter_price * buy_price_mult,
+    })
 
     # stoploss shoud be hit
     assert freqtrade.handle_trade(trade) is not ignore_strat_sl
@@ -1775,9 +1779,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
         'type': 'stop_loss_limit',
         'price': 3,
         'average': 2,
-        'info': {
-            'stopPrice': '2.178'
-        }
+        'stopPrice': '2.178'
     })
 
     mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
@@ -2149,7 +2151,7 @@ def test_handle_trade(
 
     assert trade.close_rate == 2.0 if is_short else 2.2
     assert trade.close_profit == close_profit
-    assert trade.calc_profit() == 5.685
+    assert trade.calc_profit(trade.close_rate) == 5.685
     assert trade.close_date is not None
     assert trade.exit_reason == 'sell_signal1'
 
@@ -2362,7 +2364,7 @@ def test_bot_loop_start_called_once(mocker, default_conf_usdt, caplog):
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_entry_usercustom(
+def test_manage_open_orders_entry_usercustom(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, is_short
 ) -> None:
@@ -2394,12 +2396,12 @@ def test_check_handle_timedout_entry_usercustom(
     Trade.query.session.add(open_trade)
 
     # Ensure default is to return empty (so not mocked yet)
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
 
     # Return false - trade remains open
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
@@ -2407,7 +2409,7 @@ def test_check_handle_timedout_entry_usercustom(
     assert freqtrade.strategy.check_entry_timeout.call_count == 1
     freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
 
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
     nb_trades = len(trades)
@@ -2416,7 +2418,7 @@ def test_check_handle_timedout_entry_usercustom(
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
 
     # Trade should be closed since the function returns true
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_wr_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
@@ -2426,7 +2428,7 @@ def test_check_handle_timedout_entry_usercustom(
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_entry(
+def test_manage_open_orders_entry(
     default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
     limit_sell_order_old, fee, mocker, is_short
 ) -> None:
@@ -2450,8 +2452,9 @@ def test_check_handle_timedout_entry(
     Trade.query.session.add(open_trade)
 
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
     # check it does cancel buy orders over the time limit
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
@@ -2459,6 +2462,99 @@ def test_check_handle_timedout_entry(
     assert nb_trades == 0
     # Custom user buy-timeout is never called
     assert freqtrade.strategy.check_entry_timeout.call_count == 0
+    # Entry adjustment is never called
+    assert freqtrade.strategy.adjust_entry_price.call_count == 0
+
+
+@pytest.mark.parametrize("is_short", [False, True])
+def test_adjust_entry_cancel(
+    default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
+    limit_sell_order_old, fee, mocker, caplog, is_short
+) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    old_order = limit_sell_order_old if is_short else limit_buy_order_old
+    old_order['id'] = open_trade.open_order_id
+    limit_buy_cancel = deepcopy(old_order)
+    limit_buy_cancel['status'] = 'canceled'
+    cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_usdt,
+        fetch_order=MagicMock(return_value=old_order),
+        cancel_order_with_result=cancel_order_mock,
+        get_fee=fee
+    )
+
+    open_trade.is_short = is_short
+    Trade.query.session.add(open_trade)
+
+    # Timeout to not interfere
+    freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
+
+    # check that order is cancelled
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None)
+    freqtrade.manage_open_orders()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+    assert len(trades) == 0
+    assert len(Order.query.all()) == 0
+    assert log_has_re(
+        f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog)
+    assert log_has_re(
+        f"{'Sell' if is_short else 'Buy'} order fully cancelled.*", caplog)
+
+    # Entry adjustment is called
+    assert freqtrade.strategy.adjust_entry_price.call_count == 1
+
+
+@pytest.mark.parametrize("is_short", [False, True])
+def test_adjust_entry_maintain_replace(
+    default_conf_usdt, ticker_usdt, limit_buy_order_old, open_trade,
+    limit_sell_order_old, fee, mocker, caplog, is_short
+) -> None:
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    old_order = limit_sell_order_old if is_short else limit_buy_order_old
+    old_order['id'] = open_trade.open_order_id
+    limit_buy_cancel = deepcopy(old_order)
+    limit_buy_cancel['status'] = 'canceled'
+    cancel_order_mock = MagicMock(return_value=limit_buy_cancel)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_usdt,
+        fetch_order=MagicMock(return_value=old_order),
+        cancel_order_with_result=cancel_order_mock,
+        get_fee=fee
+    )
+
+    open_trade.is_short = is_short
+    Trade.query.session.add(open_trade)
+
+    # Timeout to not interfere
+    freqtrade.strategy.ft_check_timed_out = MagicMock(return_value=False)
+
+    # Check that order is maintained
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price'])
+    freqtrade.manage_open_orders()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+    assert len(trades) == 1
+    assert len(Order.get_open_orders()) == 1
+    # Entry adjustment is called
+    assert freqtrade.strategy.adjust_entry_price.call_count == 1
+
+    # Check that order is replaced
+    freqtrade.get_valid_enter_price_and_stake = MagicMock(return_value={100, 10, 1})
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
+    freqtrade.manage_open_orders()
+    trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
+    assert len(trades) == 1
+    nb_all_orders = len(Order.query.all())
+    assert nb_all_orders == 2
+    # New order seems to be in closed status?
+    # nb_open_orders = len(Order.get_open_orders())
+    # assert nb_open_orders == 1
+    assert log_has_re(
+        f"{'Sell' if is_short else 'Buy'} order cancelled to be replaced*", caplog)
+    # Entry adjustment is called
+    assert freqtrade.strategy.adjust_entry_price.call_count == 1
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -2480,22 +2576,22 @@ def test_check_handle_cancelled_buy(
         get_fee=fee
     )
     freqtrade = FreqtradeBot(default_conf_usdt)
+    open_trade.orders = []
     open_trade.is_short = is_short
     Trade.query.session.add(open_trade)
 
     # check it does cancel buy orders over the time limit
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
-    nb_trades = len(trades)
-    assert nb_trades == 0
+    assert len(trades) == 0
     assert log_has_re(
         f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog)
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_buy_exception(
+def test_manage_open_orders_buy_exception(
     default_conf_usdt, ticker_usdt, open_trade, is_short, fee, mocker
 ) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2515,7 +2611,7 @@ def test_check_handle_timedout_buy_exception(
     Trade.query.session.add(open_trade)
 
     # check it does cancel buy orders over the time limit
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
@@ -2524,7 +2620,7 @@ def test_check_handle_timedout_buy_exception(
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_exit_usercustom(
+def test_manage_open_orders_exit_usercustom(
     default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker,
     is_short, open_trade_usdt, caplog
 ) -> None:
@@ -2553,13 +2649,13 @@ def test_check_handle_timedout_exit_usercustom(
 
     Trade.query.session.add(open_trade_usdt)
     # Ensure default is false
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
 
     freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     # Return false - No impact
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
     assert open_trade_usdt.is_open is False
@@ -2569,7 +2665,7 @@ def test_check_handle_timedout_exit_usercustom(
     freqtrade.strategy.check_exit_timeout = MagicMock(side_effect=KeyError)
     freqtrade.strategy.check_entry_timeout = MagicMock(side_effect=KeyError)
     # Return Error - No impact
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 0
     assert open_trade_usdt.is_open is False
@@ -2579,7 +2675,7 @@ def test_check_handle_timedout_exit_usercustom(
     # Return True - sells!
     freqtrade.strategy.check_exit_timeout = MagicMock(return_value=True)
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=True)
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert open_trade_usdt.is_open is True
@@ -2592,7 +2688,7 @@ def test_check_handle_timedout_exit_usercustom(
     mocker.patch('freqtrade.persistence.Trade.get_exit_order_count', return_value=1)
     mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit',
                  side_effect=DependencyException)
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert log_has_re('Unable to emergency sell .*', caplog)
 
     et_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.execute_trade_exit')
@@ -2602,16 +2698,16 @@ def test_check_handle_timedout_exit_usercustom(
 
     # If cancelling fails - no emergency sell!
     with patch('freqtrade.freqtradebot.FreqtradeBot.handle_cancel_exit', return_value=False):
-        freqtrade.check_handle_timedout()
+        freqtrade.manage_open_orders()
         assert et_mock.call_count == 0
 
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert log_has_re('Emergency exiting trade.*', caplog)
     assert et_mock.call_count == 1
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_exit(
+def test_manage_open_orders_exit(
     default_conf_usdt, ticker_usdt, limit_sell_order_old, mocker, is_short, open_trade_usdt
 ) -> None:
     rpc_mock = patch_RPCManager(mocker)
@@ -2638,7 +2734,7 @@ def test_check_handle_timedout_exit(
     freqtrade.strategy.check_exit_timeout = MagicMock(return_value=False)
     freqtrade.strategy.check_entry_timeout = MagicMock(return_value=False)
     # check it does cancel sell orders over the time limit
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     assert open_trade_usdt.is_open is True
@@ -2674,7 +2770,7 @@ def test_check_handle_cancelled_exit(
     Trade.query.session.add(open_trade_usdt)
 
     # check it does cancel sell orders over the time limit
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
     assert open_trade_usdt.is_open is True
@@ -2684,7 +2780,7 @@ def test_check_handle_cancelled_exit(
 
 @pytest.mark.parametrize("is_short", [False, True])
 @pytest.mark.parametrize("leverage", [1, 3, 5, 10])
-def test_check_handle_timedout_partial(
+def test_manage_open_orders_partial(
     default_conf_usdt, ticker_usdt, limit_buy_order_old_partial, is_short, leverage,
     open_trade, mocker
 ) -> None:
@@ -2710,7 +2806,7 @@ def test_check_handle_timedout_partial(
 
     # check it does cancel buy orders over the time limit
     # note this is for a partially-complete buy order
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 2
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
@@ -2721,7 +2817,7 @@ def test_check_handle_timedout_partial(
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_partial_fee(
+def test_manage_open_orders_partial_fee(
     default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
     limit_buy_order_old_partial, trades_for_order,
     limit_buy_order_old_partial_canceled, mocker
@@ -2753,7 +2849,7 @@ def test_check_handle_timedout_partial_fee(
     Trade.query.session.add(open_trade)
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
 
     assert log_has_re(r"Applying fee on amount for Trade.*", caplog)
 
@@ -2770,7 +2866,7 @@ def test_check_handle_timedout_partial_fee(
 
 
 @pytest.mark.parametrize("is_short", [False, True])
-def test_check_handle_timedout_partial_except(
+def test_manage_open_orders_partial_except(
     default_conf_usdt, ticker_usdt, open_trade, caplog, fee, is_short,
     limit_buy_order_old_partial, trades_for_order,
     limit_buy_order_old_partial_canceled, mocker
@@ -2801,7 +2897,7 @@ def test_check_handle_timedout_partial_except(
     Trade.query.session.add(open_trade)
     # cancelling a half-filled order should update the amount to the bought amount
     # and apply fees if necessary.
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
 
     assert log_has_re(r"Could not update trade amount: .*", caplog)
 
@@ -2817,8 +2913,8 @@ def test_check_handle_timedout_partial_except(
     assert trades[0].fee_open == fee()
 
 
-def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
-                                         caplog) -> None:
+def test_manage_open_orders_exception(default_conf_usdt, ticker_usdt, open_trade_usdt, mocker,
+                                      caplog) -> None:
     patch_RPCManager(mocker)
     patch_exchange(mocker)
     cancel_order_mock = MagicMock()
@@ -2839,7 +2935,7 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr
     Trade.query.session.add(open_trade_usdt)
 
     caplog.clear()
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     assert log_has_re(r"Cannot query order for Trade\(id=1, pair=ADA/USDT, amount=30.00000000, "
                       r"is_short=False, leverage=1.0, "
                       r"open_rate=2.00000000, open_since="
@@ -2863,6 +2959,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
 
+    # TODO: Convert to real trade
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.open_rate = 200
@@ -2870,6 +2967,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_
     trade.entry_side = "buy"
     l_order['filled'] = 0.0
     l_order['status'] = 'open'
+    trade.nr_of_successful_entries = 0
     reason = CANCEL_REASON['TIMEOUT']
     assert freqtrade.handle_cancel_enter(trade, l_order, reason)
     assert cancel_order_mock.call_count == 1
@@ -2912,7 +3010,9 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho
     freqtrade = FreqtradeBot(default_conf_usdt)
 
     reason = CANCEL_REASON['TIMEOUT']
+    # TODO: Convert to real trade
     trade = MagicMock()
+    trade.nr_of_successful_entries = 0
     trade.pair = 'LTC/ETH'
     trade.entry_side = "sell" if is_short else "buy"
     assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason)
@@ -2945,12 +3045,14 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order
 
     freqtrade = FreqtradeBot(default_conf_usdt)
     freqtrade._notify_enter_cancel = MagicMock()
-
+    # TODO: Convert to real trade
     trade = MagicMock()
     trade.pair = 'LTC/USDT'
     trade.entry_side = "buy"
     trade.open_rate = 200
     trade.entry_side = "buy"
+    trade.open_order_id = "open_order_noop"
+    trade.nr_of_successful_entries = 0
     l_order['filled'] = 0.0
     l_order['status'] = 'open'
     reason = CANCEL_REASON['TIMEOUT']
@@ -3396,7 +3498,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
     assert trade
     trades = [trade]
 
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     freqtrade.exit_positions(trades)
 
     # Increase the price and sell it
@@ -3448,7 +3550,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
 
     # Create some test data
     freqtrade.enter_positions()
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
     trade = Trade.query.first()
     trades = [trade]
     assert trade.stoploss_order_id is None
@@ -3488,7 +3590,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
     assert rpc_mock.call_count == 3
     assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.ENTRY
     assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY_FILL
-    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT
+    assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT_FILL
 
 
 @pytest.mark.parametrize(
@@ -3673,6 +3775,7 @@ def test_exit_profit_only(
     trade = Trade.query.first()
     assert trade.is_short == is_short
     oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
+    trade.update_order(limit_order[eside])
     trade.update_trade(oobj)
     freqtrade.wallets.update()
     if profit_only:
@@ -3848,9 +3951,9 @@ def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_
 
     # Test if entry-signal is absent (should sell due to roi = true)
     if is_short:
-        patch_get_signal(freqtrade, enter_long=False, exit_short=False)
+        patch_get_signal(freqtrade, enter_long=False, exit_short=False, exit_tag='something')
     else:
-        patch_get_signal(freqtrade, enter_long=False, exit_long=False)
+        patch_get_signal(freqtrade, enter_long=False, exit_long=False, exit_tag='something')
     assert freqtrade.handle_trade(trade) is True
     assert trade.exit_reason == ExitType.ROI.value
 
@@ -3961,6 +4064,7 @@ def test_trailing_stop_loss_positive(
     trade = Trade.query.first()
     assert trade.is_short == is_short
     oobj = Order.parse_from_ccxt_object(limit_order[eside], limit_order[eside]['symbol'], eside)
+    trade.update_order(limit_order[eside])
     trade.update_trade(oobj)
     caplog.set_level(logging.DEBUG)
     # stop-loss not reached
@@ -4693,9 +4797,6 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
     freqtrade.config['dry_run'] = False
     freqtrade.startup_update_open_orders()
 
-    assert log_has_re(r"Error updating Order .*", caplog)
-    caplog.clear()
-
     assert len(Order.get_open_orders()) == 3
     matching_buy_order = mock_order_4(is_short=is_short)
     matching_buy_order.update({
@@ -4706,6 +4807,20 @@ def test_startup_update_open_orders(mocker, default_conf_usdt, fee, caplog, is_s
     # Only stoploss and sell orders are kept open
     assert len(Order.get_open_orders()) == 2
 
+    caplog.clear()
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=ExchangeError)
+    freqtrade.startup_update_open_orders()
+    assert log_has_re(r"Error updating Order .*", caplog)
+
+    mocker.patch('freqtrade.exchange.Exchange.fetch_order', side_effect=InvalidOrderException)
+    hto_mock = mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_timedout_order')
+    # Orders which are no longer found after X days should be assumed as canceled.
+    freqtrade.startup_update_open_orders()
+    assert log_has_re(r"Order is older than \d days.*", caplog)
+    assert hto_mock.call_count == 2
+    assert hto_mock.call_args_list[0][0][0]['status'] == 'canceled'
+    assert hto_mock.call_args_list[1][0][0]['status'] == 'canceled'
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("is_short", [False, True])
@@ -5214,7 +5329,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     assert trade.stake_amount == 110
     assert not trade.fee_updated('buy')
 
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
 
     trade = Trade.query.first()
     assert trade
@@ -5320,7 +5435,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
                  MagicMock(return_value=closed_dca_order_1))
     mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order',
                  MagicMock(return_value=closed_dca_order_1))
-    freqtrade.check_handle_timedout()
+    freqtrade.manage_open_orders()
 
     # Assert trade is as expected (averaged dca)
     trade = Trade.query.first()

tests/test_integration.py

@@ -52,8 +52,8 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
         side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
     # Sell 3rd trade (not called for the first trade)
     should_sell_mock = MagicMock(side_effect=[
-        ExitCheckTuple(exit_type=ExitType.NONE),
-        ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
+        [],
+        [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]]
     )
     cancel_order_mock = MagicMock()
     mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -160,11 +160,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
         _notify_exit=MagicMock(),
     )
     should_sell_mock = MagicMock(side_effect=[
-        ExitCheckTuple(exit_type=ExitType.NONE),
-        ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
-        ExitCheckTuple(exit_type=ExitType.NONE),
-        ExitCheckTuple(exit_type=ExitType.NONE),
-        ExitCheckTuple(exit_type=ExitType.NONE)]
+        [],
+        [ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)],
+        [],
+        [],
+        []]
     )
     mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)
 
@@ -351,3 +351,107 @@ def test_dca_short(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
 
     assert trade.nr_of_successful_entries == 2
     assert trade.nr_of_successful_exits == 1
+
+
+def test_dca_order_adjust(default_conf_usdt, ticker_usdt, fee, mocker) -> None:
+    default_conf_usdt['position_adjustment_enable'] = True
+
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        fetch_ticker=ticker_usdt,
+        get_fee=fee,
+        amount_to_precision=lambda s, x, y: y,
+        price_to_precision=lambda s, x, y: y,
+    )
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+
+    patch_get_signal(freqtrade)
+    freqtrade.strategy.custom_entry_price = lambda **kwargs: ticker_usdt['ask'] * 0.96
+
+    freqtrade.enter_positions()
+
+    assert len(Trade.get_trades().all()) == 1
+    trade: Trade = Trade.get_trades().first()
+    assert len(trade.orders) == 1
+    assert trade.open_order_id is not None
+    assert pytest.approx(trade.stake_amount) == 60
+    assert trade.open_rate == 1.96
+    assert trade.stop_loss_pct is None
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert trade.initial_stop_loss_pct is None
+    # No adjustment
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 1
+    assert trade.open_order_id is not None
+    assert pytest.approx(trade.stake_amount) == 60
+
+    # Cancel order and place new one
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.99)
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 2
+    assert trade.open_order_id is not None
+    # Open rate is not adjusted yet
+    assert trade.open_rate == 1.96
+    assert trade.stop_loss_pct is None
+    assert trade.stop_loss == 0.0
+    assert trade.initial_stop_loss == 0.0
+    assert trade.initial_stop_loss_pct is None
+
+    # Fill order
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 2
+    assert trade.open_order_id is None
+    # Open rate is not adjusted yet
+    assert trade.open_rate == 1.99
+    assert trade.stop_loss_pct == -0.1
+    assert trade.stop_loss == 1.99 * 0.9
+    assert trade.initial_stop_loss == 1.99 * 0.9
+    assert trade.initial_stop_loss_pct == -0.1
+
+    # 2nd order - not filling
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=False)
+
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 3
+    assert trade.open_order_id is not None
+    assert trade.open_rate == 1.99
+    assert trade.orders[-1].price == 1.96
+    assert trade.orders[-1].cost == 120
+
+    # Replace new order with diff. order at a lower price
+    freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1.95)
+
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 4
+    assert trade.open_order_id is not None
+    assert trade.open_rate == 1.99
+    assert trade.orders[-1].price == 1.95
+    assert pytest.approx(trade.orders[-1].cost) == 120
+
+    # Fill DCA order
+    freqtrade.strategy.adjust_trade_position = MagicMock(return_value=None)
+    mocker.patch('freqtrade.exchange.Exchange._is_dry_limit_order_filled', return_value=True)
+    freqtrade.strategy.adjust_entry_price = MagicMock(side_effect=ValueError)
+
+    freqtrade.process()
+    trade = Trade.get_trades().first()
+    assert len(trade.orders) == 4
+    assert trade.open_order_id is None
+    assert pytest.approx(trade.open_rate) == 1.963153456
+    assert trade.orders[-1].price == 1.95
+    assert pytest.approx(trade.orders[-1].cost) == 120
+    assert trade.orders[-1].status == 'closed'
+
+    assert pytest.approx(trade.amount) == 91.689215
+    # Check the 2 filled orders equal the above amount
+    assert pytest.approx(trade.orders[1].amount) == 30.150753768
+    assert pytest.approx(trade.orders[-1].amount) == 61.538461232

tests/test_persistence.py

@@ -13,7 +13,7 @@ from sqlalchemy import create_engine, text
 from freqtrade import constants
 from freqtrade.enums import TradingMode
 from freqtrade.exceptions import DependencyException, OperationalException
-from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
+from freqtrade.persistence import LocalTrade, Order, Trade, init_db
 from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
 from freqtrade.persistence.models import PairLock
 from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re
@@ -24,7 +24,7 @@ spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURE
 
 def test_init_create_session(default_conf):
     # Check if init create a session
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
     assert hasattr(Trade, '_session')
     assert 'scoped_session' in type(Trade._session).__name__
 
@@ -36,7 +36,7 @@ def test_init_custom_db_url(default_conf, tmpdir):
 
     default_conf.update({'db_url': f'sqlite:///{filename}'})
 
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
     assert Path(filename).is_file()
     r = Trade._session.execute(text("PRAGMA journal_mode"))
     assert r.first() == ('wal',)
@@ -45,10 +45,10 @@ def test_init_custom_db_url(default_conf, tmpdir):
 def test_init_invalid_db_url():
     # Update path to a value other than default, but still in-memory
     with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
-        init_db('unknown:///some.url', True)
+        init_db('unknown:///some.url')
 
     with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
-        init_db('sqlite:///', True)
+        init_db('sqlite:///')
 
 
 def test_init_prod_db(default_conf, mocker):
@@ -57,7 +57,7 @@ def test_init_prod_db(default_conf, mocker):
 
     create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())
 
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
     assert create_engine_mock.call_count == 1
     assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'
 
@@ -70,7 +70,7 @@ def test_init_dryrun_db(default_conf, tmpdir):
         'db_url': f'sqlite:///{filename}'
     })
 
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
     assert Path(filename).is_file()
 
 
@@ -606,9 +606,9 @@ def test_calc_open_close_trade_price(
     trade.close_rate = 2.2
     trade.recalc_open_trade_value()
     assert isclose(trade._calc_open_trade_value(), open_value)
-    assert isclose(trade.calc_close_trade_value(), close_value)
-    assert isclose(trade.calc_profit(), round(profit, 8))
-    assert pytest.approx(trade.calc_profit_ratio()) == profit_ratio
+    assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
+    assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
+    assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -660,7 +660,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
     trade.open_order_id = 'something'
     oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
     trade.update_trade(oobj)
-    assert trade.calc_close_trade_value() == 0.0
+    assert trade.calc_close_trade_value(trade.close_rate) == 0.0
 
 
 @pytest.mark.usefixtures("init_persistence")
@@ -813,7 +813,7 @@ def test_calc_close_trade_price(
         funding_fees=funding_fees
     )
     trade.open_order_id = 'close_trade'
-    assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
+    assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
 
 
 @pytest.mark.parametrize(
@@ -884,6 +884,17 @@ def test_calc_close_trade_price(
         ('binance', False, 3, 2.2, 0.0025, 4.684999, 0.23366583, futures, -1),
         ('binance', True, 1, 2.2, 0.0025, -7.315, -0.12222222, futures, -1),
         ('binance', True, 3, 2.2, 0.0025, -7.315, -0.36666666, futures, -1),
+
+        # FUTURES, funding_fee=0
+        ('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309, futures, 0),
+        ('binance', False, 3, 2.1, 0.0025, 2.6925, 0.13428928, futures, 0),
+        ('binance', True, 1, 2.1, 0.0025, -3.3074999, -0.05526316, futures, 0),
+        ('binance', True, 3, 2.1, 0.0025, -3.3074999, -0.16578947, futures, 0),
+
+        ('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815, futures, 0),
+        ('binance', False, 3, 1.9, 0.0025, -3.2925, -0.16421446, futures, 0),
+        ('binance', True, 1, 1.9, 0.0025, 2.7075, 0.0452381, futures, 0),
+        ('binance', True, 3, 1.9, 0.0025, 2.7075, 0.13571429, futures, 0),
     ])
 @pytest.mark.usefixtures("init_persistence")
 def test_calc_profit(
@@ -1129,56 +1140,6 @@ def test_calc_profit(
     assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
 
 
-@pytest.mark.usefixtures("init_persistence")
-def test_clean_dry_run_db(default_conf, fee):
-
-    # Simulate dry_run entries
-    trade = Trade(
-        pair='ADA/USDT',
-        stake_amount=0.001,
-        amount=123.0,
-        fee_open=fee.return_value,
-        fee_close=fee.return_value,
-        open_rate=0.123,
-        exchange='binance',
-        open_order_id='dry_run_buy_12345'
-    )
-    Trade.query.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='binance',
-        open_order_id='dry_run_sell_12345'
-    )
-    Trade.query.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='binance',
-        open_order_id='prod_buy_12345'
-    )
-    Trade.query.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_new(mocker, default_conf, fee, caplog):
     """
     Test Database migration (starting with new pairformat)
@@ -1239,7 +1200,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
                           0.00258580, {stake}, {amount},
                           '2019-11-28 12:44:24.000000',
                           0.0, 0.0, 0.0, '5m',
-                          'buy_order', 'stop_order_id222')
+                          'buy_order', 'dry_stop_order_id222')
                           """.format(fee=fee.return_value,
                                      stake=default_conf.get("stake_amount"),
                                      amount=amount
@@ -1265,7 +1226,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
             'buy',
             'ETC/BTC',
             0,
-            'buy_order',
+            'dry_buy_order',
             'closed',
             'ETC/BTC',
             'limit',
@@ -1277,12 +1238,44 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
             {amount * 0.00258580}
         ),
         (
+            1,
+            'buy',
+            'ETC/BTC',
+            1,
+            'dry_buy_order22',
+            'canceled',
+            'ETC/BTC',
+            'limit',
+            'buy',
+            0.00258580,
+            {amount},
+            {amount},
+            0,
+            {amount * 0.00258580}
+        ),
+         (
             1,
             'stoploss',
             'ETC/BTC',
+            1,
+            'dry_stop_order_id11X',
+            'canceled',
+            'ETC/BTC',
+            'limit',
+            'sell',
+            0.00258580,
+            {amount},
+            {amount},
             0,
-            'stop_order_id222',
-            'closed',
+            {amount * 0.00258580}
+        ),
+        (
+            1,
+            'stoploss',
+            'ETC/BTC',
+            1,
+            'dry_stop_order_id222',
+            'open',
             'ETC/BTC',
             'limit',
             'sell',
@@ -1310,7 +1303,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
 
         connection.execute(text("create table trades_bak1 as select * from trades"))
     # Run init to test migration
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
 
     assert len(Trade.query.filter(Trade.id == 1).all()) == 1
     trade = Trade.query.filter(Trade.id == 1).first()
@@ -1331,7 +1324,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.exit_reason is None
     assert trade.strategy is None
     assert trade.timeframe == '5m'
-    assert trade.stoploss_order_id == 'stop_order_id222'
+    assert trade.stoploss_order_id == 'dry_stop_order_id222'
     assert trade.stoploss_last_update is None
     assert log_has("trying trades_bak1", caplog)
     assert log_has("trying trades_bak2", caplog)
@@ -1341,12 +1334,21 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.close_profit_abs is None
 
     orders = trade.orders
-    assert len(orders) == 2
-    assert orders[0].order_id == 'buy_order'
+    assert len(orders) == 4
+    assert orders[0].order_id == 'dry_buy_order'
     assert orders[0].ft_order_side == 'buy'
 
-    assert orders[1].order_id == 'stop_order_id222'
-    assert orders[1].ft_order_side == 'stoploss'
+    assert orders[-1].order_id == 'dry_stop_order_id222'
+    assert orders[-1].ft_order_side == 'stoploss'
+    assert orders[-1].ft_is_open is True
+
+    assert orders[1].order_id == 'dry_buy_order22'
+    assert orders[1].ft_order_side == 'buy'
+    assert orders[1].ft_is_open is False
+
+    assert orders[2].order_id == 'dry_stop_order_id11X'
+    assert orders[2].ft_order_side == 'stoploss'
+    assert orders[2].ft_is_open is False
 
 
 def test_migrate_too_old(mocker, default_conf, fee, caplog):
@@ -1393,7 +1395,7 @@ def test_migrate_too_old(mocker, default_conf, fee, caplog):
 
     # Run init to test migration
     with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
-        init_db(default_conf['db_url'], default_conf['dry_run'])
+        init_db(default_conf['db_url'])
 
 
 def test_migrate_get_last_sequence_ids():
@@ -1416,14 +1418,14 @@ def test_migrate_set_sequence_ids():
     engine = MagicMock()
     engine.begin = MagicMock()
     engine.name = 'postgresql'
-    set_sequence_ids(engine, 22, 55)
+    set_sequence_ids(engine, 22, 55, 5)
 
     assert engine.begin.call_count == 1
     engine.reset_mock()
     engine.begin.reset_mock()
 
     engine.name = 'somethingelse'
-    set_sequence_ids(engine, 22, 55)
+    set_sequence_ids(engine, 22, 55, 6)
 
     assert engine.begin.call_count == 0
 
@@ -1467,7 +1469,7 @@ def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
         connection.execute(text(create_index2))
         connection.execute(text(create_index3))
 
-    init_db(default_conf['db_url'], default_conf['dry_run'])
+    init_db(default_conf['db_url'])
 
     assert len(PairLock.query.all()) == 2
     assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
@@ -2114,6 +2116,24 @@ def test_get_trades_proxy(fee, use_db, is_short):
     Trade.use_db = True
 
 
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('is_short', [True, False])
+def test_get_trades__query(fee, is_short):
+    query = Trade.get_trades([])
+    # without orders there should be no join issued.
+    query1 = Trade.get_trades([], include_orders=False)
+
+    assert "JOIN orders" in str(query)
+    assert "JOIN orders" not in str(query1)
+
+    create_mock_trades(fee, is_short)
+    query = Trade.get_trades([])
+    query1 = Trade.get_trades([], include_orders=False)
+
+    assert "JOIN orders" in str(query)
+    assert "JOIN orders" not in str(query1)
+
+
 def test_get_trades_backtest():
     Trade.use_db = False
     with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
@@ -2308,6 +2328,7 @@ def test_Trade_object_idem():
         'get_exit_reason_performance',
         'get_enter_tag_performance',
         'get_mix_tag_performance',
+        'get_trading_volume',
 
     )
 
@@ -2721,3 +2742,23 @@ def test_select_filled_orders(fee):
     orders = trades[4].select_filled_orders('sell')
     assert orders is not None
     assert len(orders) == 0
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_order_to_ccxt(limit_buy_order_open):
+
+    order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
+    order.query.session.add(order)
+    Order.query.session.commit()
+
+    order_resp = Order.order_by_id(limit_buy_order_open['id'])
+    assert order_resp
+
+    raw_order = order_resp.to_ccxt_object()
+    del raw_order['fee']
+    del raw_order['datetime']
+    del raw_order['info']
+    assert raw_order['stopPrice'] is None
+    del raw_order['stopPrice']
+    del limit_buy_order_open['datetime']
+    assert raw_order == limit_buy_order_open