Merge branch 'feat/short' into fs_fix

config_examples/config_full.example.json

@@ -61,8 +61,8 @@
         "stoploss_on_exchange_interval": 60
     },
     "order_time_in_force": {
-        "buy": "gtc",
+        "entry": "gtc",
-        "sell": "gtc"
+        "exit": "gtc"
     },
     "pairlists": [
         {"method": "StaticPairList"},

docs/configuration.md

@@ -122,7 +122,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
 | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
 | `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
-| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
+| `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
 | `custom_price_max_distance_ratio` | Configure maximum distance ratio between current and custom entry or exit price. <br>*Defaults to `0.02` 2%).*<br> **Datatype:** Positive float
 | `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
 | `exchange.sandbox` | Use the 'sandbox' version of the exchange, where the exchange provides a sandbox for risk-free integration. See [here](sandbox-testing.md) in more details.<br> **Datatype:** Boolean
@@ -465,8 +465,8 @@ The possible values are: `gtc` (default), `fok` or `ioc`.
 
 ``` python
 "order_time_in_force": {
-    "buy": "gtc",
+    "entry": "gtc",
-    "sell": "gtc"
+    "exit": "gtc"
 },
 ```
 

freqtrade/configuration/config_validation.py

@@ -6,7 +6,7 @@ from jsonschema import Draft4Validator, validators
 from jsonschema.exceptions import ValidationError, best_match
 
 from freqtrade import constants
-from freqtrade.enums import RunMode
+from freqtrade.enums import RunMode, TradingMode
 from freqtrade.exceptions import OperationalException
 
 
@@ -80,6 +80,7 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
     _validate_protections(conf)
     _validate_unlimited_amount(conf)
     _validate_ask_orderbook(conf)
+    validate_migrated_strategy_settings(conf)
 
     # validate configuration before returning
     logger.info('Validating configuration ...')
@@ -207,3 +208,24 @@ def _validate_ask_orderbook(conf: Dict[str, Any]) -> None:
                 "Please use `order_book_top` instead of `order_book_min` and `order_book_max` "
                 "for your `ask_strategy` configuration."
             )
+
+
+def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
+
+    _validate_time_in_force(conf)
+
+
+def _validate_time_in_force(conf: Dict[str, Any]) -> None:
+
+    time_in_force = conf.get('order_time_in_force', {})
+    if 'buy' in time_in_force or 'sell' in time_in_force:
+        if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+            raise OperationalException(
+                "Please migrate your time_in_force settings to use 'entry' and 'exit'.")
+        else:
+            logger.warning(
+                "DEPRECATED: Using 'buy' and 'sell' for time_in_force is deprecated."
+                "Please migrate your time_in_force settings to use 'entry' and 'exit'."
+            )
+            time_in_force['entry'] = time_in_force.pop('buy')
+            time_in_force['exit'] = time_in_force.pop('sell')

freqtrade/constants.py

@@ -19,7 +19,7 @@ DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
 DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
-REQUIRED_ORDERTIF = ['buy', 'sell']
+REQUIRED_ORDERTIF = ['entry', 'exit']
 REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERBOOK_SIDES = ['ask', 'bid']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
@@ -233,10 +233,10 @@ CONF_SCHEMA = {
         'order_time_in_force': {
             'type': 'object',
             'properties': {
-                'buy': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES},
+                'entry': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES},
-                'sell': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}
+                'exit': {'type': 'string', 'enum': ORDERTIF_POSSIBILITIES}
             },
-            'required': ['buy', 'sell']
+            'required': REQUIRED_ORDERTIF
         },
         'exchange': {'$ref': '#/definitions/exchange'},
         'edge': {'$ref': '#/definitions/edge'},

freqtrade/freqtradebot.py

@@ -595,7 +595,7 @@ class FreqtradeBot(LoggingMixin):
         :param leverage: amount of leverage applied to this trade
         :return: True if a buy order is created, false if it fails.
         """
-        time_in_force = self.strategy.order_time_in_force['buy']
+        time_in_force = self.strategy.order_time_in_force['entry']
 
         [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long']
         trade_side = 'short' if is_short else 'long'
@@ -659,13 +659,12 @@ class FreqtradeBot(LoggingMixin):
         amount_requested = amount
 
         if order_status == 'expired' or order_status == 'rejected':
-            order_tif = self.strategy.order_time_in_force['buy']
 
             # return false if the order is not filled
             if float(order['filled']) == 0:
-                logger.warning('%s %s order with time in force %s for %s is %s by %s.'
+                logger.warning(f'{name} {time_in_force} order with time in force {order_type} '
-                               ' zero amount is fulfilled.',
+                               f'for {pair} is {order_status} by {self.exchange.name}.'
-                               name, order_tif, order_type, pair, order_status, self.exchange.name)
+                               ' zero amount is fulfilled.')
                 return False
             else:
                 # the order is partially fulfilled
@@ -673,8 +672,9 @@ class FreqtradeBot(LoggingMixin):
                 # if the order is fulfilled fully or partially
                 logger.warning('%s %s order with time in force %s for %s is %s by %s.'
                                ' %s amount fulfilled out of %s (%s remaining which is canceled).',
-                               name, order_tif, order_type, pair, order_status, self.exchange.name,
+                               name, time_in_force, order_type, pair, order_status,
-                               order['filled'], order['amount'], order['remaining']
+                               self.exchange.name, order['filled'], order['amount'],
+                               order['remaining']
                                )
                 stake_amount = order['cost']
                 amount = safe_value_fallback(order, 'filled', 'amount')
@@ -725,7 +725,7 @@ class FreqtradeBot(LoggingMixin):
                 leverage=leverage,
                 is_short=is_short,
                 interest_rate=interest_rate,
-                isolated_liq=isolated_liq,
+                liquidation_price=isolated_liq,
                 trading_mode=self.trading_mode,
                 funding_fees=funding_fees
             )
@@ -1382,7 +1382,7 @@ class FreqtradeBot(LoggingMixin):
             order_type = self.strategy.order_types.get("emergencysell", "market")
 
         amount = self._safe_exit_amount(trade.pair, trade.amount)
-        time_in_force = self.strategy.order_time_in_force['sell']
+        time_in_force = self.strategy.order_time_in_force['exit']
 
         if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                 pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,

freqtrade/optimize/backtesting.py

@@ -506,7 +506,7 @@ class Backtesting:
                     # freqtrade does not support this in live, and the order would fill immediately
                     closerate = max(closerate, sell_row[LOW_IDX])
             # Confirm trade exit:
-            time_in_force = self.strategy.order_time_in_force['sell']
+            time_in_force = self.strategy.order_time_in_force['exit']
 
             if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
                     pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
@@ -642,7 +642,7 @@ class Backtesting:
             # If not pos adjust, trade is None
             return trade
         order_type = self.strategy.order_types['buy']
-        time_in_force = self.strategy.order_time_in_force['buy']
+        time_in_force = self.strategy.order_time_in_force['entry']
 
         if not pos_adjust:
             max_leverage = self.exchange.get_max_leverage(pair, stake_amount)

freqtrade/persistence/migrations.py

@@ -82,7 +82,8 @@ def migrate_trades_and_orders_table(
 
     # Leverage Properties
     leverage = get_column_def(cols, 'leverage', '1.0')
-    isolated_liq = get_column_def(cols, 'isolated_liq', 'null')
+    liquidation_price = get_column_def(cols, 'liquidation_price',
+                                       get_column_def(cols, 'isolated_liq', 'null'))
     # sqlite does not support literals for booleans
     is_short = get_column_def(cols, 'is_short', '0')
 
@@ -137,7 +138,7 @@ def migrate_trades_and_orders_table(
             stoploss_order_id, stoploss_last_update,
             max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag,
             timeframe, open_trade_value, close_profit_abs,
-            trading_mode, leverage, isolated_liq, is_short,
+            trading_mode, leverage, liquidation_price, is_short,
             interest_rate, funding_fees
             )
         select id, lower(exchange), pair,
@@ -155,7 +156,7 @@ def migrate_trades_and_orders_table(
             {sell_order_status} sell_order_status,
             {strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe,
             {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs,
-            {trading_mode} trading_mode, {leverage} leverage, {isolated_liq} isolated_liq,
+            {trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price,
             {is_short} is_short, {interest_rate} interest_rate,
             {funding_fees} funding_fees
             from {trade_back_name}
@@ -233,10 +234,9 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
 
     # Check if migration necessary
     # Migrates both trades and orders table!
-    # if not has_column(cols, 'buy_tag'):
+    # if ('orders' not in previous_tables
-    if ('orders' not in previous_tables
+    # or not has_column(cols_orders, 'leverage')):
-            or not has_column(cols_orders, 'ft_fee_base')
+    if not has_column(cols, 'liquidation_price'):
-            or not has_column(cols_orders, 'leverage')):
         logger.info(f"Running database migration for trades - "
                     f"backup: {table_back_name}, {order_table_bak_name}")
         migrate_trades_and_orders_table(

freqtrade/persistence/models.py

@@ -329,7 +329,7 @@ class LocalTrade():
     trading_mode: TradingMode = TradingMode.SPOT
 
     # Leverage trading properties
-    isolated_liq: Optional[float] = None
+    liquidation_price: Optional[float] = None
     is_short: bool = False
     leverage: float = 1.0
 
@@ -483,7 +483,7 @@ class LocalTrade():
 
             'leverage': self.leverage,
             'interest_rate': self.interest_rate,
-            'isolated_liq': self.isolated_liq,
+            'liquidation_price': self.liquidation_price,
             'is_short': self.is_short,
             'trading_mode': self.trading_mode,
             'funding_fees': self.funding_fees,
@@ -507,25 +507,25 @@ class LocalTrade():
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
         self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
-    def set_isolated_liq(self, isolated_liq: Optional[float]):
+    def set_isolated_liq(self, liquidation_price: Optional[float]):
         """
         Method you should use to set self.liquidation price.
         Assures stop_loss is not passed the liquidation price
         """
-        if not isolated_liq:
+        if not liquidation_price:
             return
-        self.isolated_liq = isolated_liq
+        self.liquidation_price = liquidation_price
 
     def _set_stop_loss(self, stop_loss: float, percent: float):
         """
         Method you should use to set self.stop_loss.
         Assures stop_loss is not passed the liquidation price
         """
-        if self.isolated_liq is not None:
+        if self.liquidation_price is not None:
             if self.is_short:
-                sl = min(stop_loss, self.isolated_liq)
+                sl = min(stop_loss, self.liquidation_price)
             else:
-                sl = max(stop_loss, self.isolated_liq)
+                sl = max(stop_loss, self.liquidation_price)
         else:
             sl = stop_loss
 
@@ -553,13 +553,13 @@ class LocalTrade():
         if self.is_short:
             new_loss = float(current_price * (1 + abs(stoploss / leverage)))
             # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.isolated_liq:
+            if self.liquidation_price:
-                new_loss = min(self.isolated_liq, new_loss)
+                new_loss = min(self.liquidation_price, new_loss)
         else:
             new_loss = float(current_price * (1 - abs(stoploss / leverage)))
             # If trading with leverage, don't set the stoploss below the liquidation price
-            if self.isolated_liq:
+            if self.liquidation_price:
-                new_loss = max(self.isolated_liq, new_loss)
+                new_loss = max(self.liquidation_price, new_loss)
 
         # no stop loss assigned yet
         if self.initial_stop_loss_pct is None:
@@ -1093,7 +1093,7 @@ class Trade(_DECL_BASE, LocalTrade):
     # Leverage trading properties
     leverage = Column(Float, nullable=True, default=1.0)
     is_short = Column(Boolean, nullable=False, default=False)
-    isolated_liq = Column(Float, nullable=True)
+    liquidation_price = Column(Float, nullable=True)
 
     # Margin Trading Properties
     interest_rate = Column(Float, nullable=False, default=0.0)

freqtrade/resolvers/strategy_resolver.py

@@ -10,6 +10,7 @@ from inspect import getfullargspec
 from pathlib import Path
 from typing import Any, Dict, Optional
 
+from freqtrade.configuration.config_validation import validate_migrated_strategy_settings
 from freqtrade.constants import REQUIRED_ORDERTIF, REQUIRED_ORDERTYPES, USERPATH_STRATEGIES
 from freqtrade.exceptions import OperationalException
 from freqtrade.resolvers import IResolver
@@ -160,10 +161,12 @@ class StrategyResolver(IResolver):
 
     @staticmethod
     def _strategy_sanity_validations(strategy):
+        # Ensure necessary migrations are performed first.
+        validate_migrated_strategy_settings(strategy.config)
+
         if not all(k in strategy.order_types for k in REQUIRED_ORDERTYPES):
             raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-types mapping is incomplete.")
-
         if not all(k in strategy.order_time_in_force for k in REQUIRED_ORDERTIF):
             raise ImportError(f"Impossible to load Strategy '{strategy.__class__.__name__}'. "
                               f"Order-time-in-force mapping is incomplete.")

freqtrade/strategy/interface.py

@@ -96,8 +96,8 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     # Optional time in force
     order_time_in_force: Dict = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc',
+        'exit': 'gtc',
     }
 
     # run "populate_indicators" only for new candle

freqtrade/templates/base_strategy.py.j2

@@ -83,8 +83,8 @@ class {{ strategy }}(IStrategy):
 
     # Optional order time in force.
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc'
+        'exit': 'gtc'
     }
     {{ plot_config | indent(4) }}
 

freqtrade/templates/sample_short_strategy.py

@@ -84,8 +84,8 @@ class SampleShortStrategy(IStrategy):
 
     # Optional order time in force.
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc'
+        'exit': 'gtc'
     }
 
     plot_config = {

freqtrade/templates/sample_strategy.py

@@ -85,8 +85,8 @@ class SampleStrategy(IStrategy):
 
     # Optional order time in force.
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc'
+        'exit': 'gtc'
     }
 
     plot_config = {

tests/optimize/test_backtesting.py

@@ -319,6 +319,7 @@ def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     del default_conf['timeframe']
     default_conf['strategy_list'] = [CURRENT_TEST_STRATEGY,
                                      'SampleStrategy']
+    # TODO: This refers to the sampleStrategy in user_data if it exists...
 
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     with pytest.raises(OperationalException):
@@ -613,7 +614,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     #   = 0.0008176703703703704
 
     trade = backtesting._enter_trade(pair, row=row, direction='long')
-    assert pytest.approx(trade.isolated_liq) == 0.00081767037
+    assert pytest.approx(trade.liquidation_price) == 0.00081767037
 
     # Binance, Short
     # liquidation_price
@@ -625,7 +626,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
     #   = 0.0011787191419141915
 
     trade = backtesting._enter_trade(pair, row=row, direction='short')
-    assert pytest.approx(trade.isolated_liq) == 0.0011787191
+    assert pytest.approx(trade.liquidation_price) == 0.0011787191
 
     # Stake-amount too high!
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)

tests/rpc/test_rpc.py

@@ -112,7 +112,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
-        'isolated_liq': None,
+        'liquidation_price': None,
         'is_short': False,
         'funding_fees': 0.0,
         'trading_mode': TradingMode.SPOT,
@@ -194,7 +194,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'exchange': 'binance',
         'leverage': 1.0,
         'interest_rate': 0.0,
-        'isolated_liq': None,
+        'liquidation_price': None,
         'is_short': False,
         'funding_fees': 0.0,
         'trading_mode': TradingMode.SPOT,

tests/rpc/test_rpc_apiserver.py

@@ -633,9 +633,6 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
         cancel_order=cancel_mock,
         cancel_stoploss_order=stoploss_mock,
     )
-    rc = client_delete(client, f"{BASE_URI}/trades/1")
-    # Error - trade won't exist yet.
-    assert_response(rc, 502)
 
     create_mock_trades(fee, is_short=is_short)
 
@@ -664,6 +661,10 @@ def test_api_delete_trade(botclient, mocker, fee, markets, is_short):
     assert len(trades) - 2 == len(Trade.query.all())
     assert stoploss_mock.call_count == 1
 
+    rc = client_delete(client, f"{BASE_URI}/trades/502")
+    # Error - trade won't exist.
+    assert_response(rc, 502)
+
 
 def test_api_logs(botclient):
     ftbot, client = botclient

tests/strategy/strats/hyperoptable_strategy.py

@@ -45,8 +45,8 @@ class HyperoptableStrategy(IStrategy):
 
     # Optional time in force for orders
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc',
+        'exit': 'gtc',
     }
 
     buy_params = {

tests/strategy/strats/strategy_test_v2.py

@@ -47,8 +47,8 @@ class StrategyTestV2(IStrategy):
 
     # Optional time in force for orders
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc',
+        'exit': 'gtc',
     }
 
     # By default this strategy does not use Position Adjustments

tests/strategy/strats/strategy_test_v3.py

@@ -48,8 +48,8 @@ class StrategyTestV3(IStrategy):
 
     # Optional time in force for orders
     order_time_in_force = {
-        'buy': 'gtc',
+        'entry': 'gtc',
-        'sell': 'gtc',
+        'exit': 'gtc',
     }
 
     buy_params = {

tests/strategy/test_strategy_loading.py

@@ -257,8 +257,8 @@ def test_strategy_override_order_tif(caplog, default_conf):
     caplog.set_level(logging.INFO)
 
     order_time_in_force = {
-        'buy': 'fok',
+        'entry': 'fok',
-        'sell': 'gtc',
+        'exit': 'gtc',
     }
 
     default_conf.update({
@@ -268,15 +268,15 @@ def test_strategy_override_order_tif(caplog, default_conf):
     strategy = StrategyResolver.load_strategy(default_conf)
 
     assert strategy.order_time_in_force
-    for method in ['buy', 'sell']:
+    for method in ['entry', 'exit']:
         assert strategy.order_time_in_force[method] == order_time_in_force[method]
 
     assert log_has("Override strategy 'order_time_in_force' with value in config file:"
-                   " {'buy': 'fok', 'sell': 'gtc'}.", caplog)
+                   " {'entry': 'fok', 'exit': 'gtc'}.", caplog)
 
     default_conf.update({
         'strategy': CURRENT_TEST_STRATEGY,
-        'order_time_in_force': {'buy': 'fok'}
+        'order_time_in_force': {'entry': 'fok'}
     })
     # Raise error for invalid configuration
     with pytest.raises(ImportError,

tests/test_configuration.py

@@ -941,6 +941,28 @@ def test_validate_ask_orderbook(default_conf, caplog) -> None:
         validate_config_consistency(conf)
 
 
+def test_validate_time_in_force(default_conf, caplog) -> None:
+    conf = deepcopy(default_conf)
+    conf['order_time_in_force'] = {
+        'buy': 'gtc',
+        'sell': 'gtc',
+    }
+    validate_config_consistency(conf)
+    assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for time_in_force is.*", caplog)
+    assert conf['order_time_in_force']['entry'] == 'gtc'
+    assert conf['order_time_in_force']['exit'] == 'gtc'
+
+    conf = deepcopy(default_conf)
+    conf['order_time_in_force'] = {
+        'buy': 'gtc',
+        'sell': 'gtc',
+    }
+    conf['trading_mode'] = 'futures'
+    with pytest.raises(OperationalException,
+                       match=r"Please migrate your time_in_force settings .* 'entry' and 'exit'\."):
+        validate_config_consistency(conf)
+
+
 def test_load_config_test_comments() -> None:
     """
     Load config with comments

tests/test_freqtradebot.py

@@ -944,7 +944,7 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order,
     trade.is_short = is_short
     assert trade
     assert trade.open_rate_requested == 10
-    assert trade.isolated_liq == liq_price
+    assert trade.liquidation_price == liq_price
 
     # In case of too high stake amount
 

tests/test_persistence.py

@@ -116,38 +116,38 @@ def test_set_stop_loss_isolated_liq(fee):
         trading_mode=margin
     )
     trade.set_isolated_liq(0.09)
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
     trade._set_stop_loss(0.1, (1.0/9.0))
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
 
     trade.set_isolated_liq(0.08)
-    assert trade.isolated_liq == 0.08
+    assert trade.liquidation_price == 0.08
     assert trade.stop_loss == 0.1
     assert trade.initial_stop_loss == 0.1
 
     trade.set_isolated_liq(0.11)
     trade._set_stop_loss(0.1, 0)
-    assert trade.isolated_liq == 0.11
+    assert trade.liquidation_price == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.1
 
     # lower stop doesn't move stoploss
     trade._set_stop_loss(0.1, 0)
-    assert trade.isolated_liq == 0.11
+    assert trade.liquidation_price == 0.11
     assert trade.stop_loss == 0.11
     assert trade.initial_stop_loss == 0.1
 
     trade.stop_loss = None
-    trade.isolated_liq = None
+    trade.liquidation_price = None
     trade.initial_stop_loss = None
 
     trade._set_stop_loss(0.07, 0)
-    assert trade.isolated_liq is None
+    assert trade.liquidation_price is None
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.07
 
@@ -157,29 +157,29 @@ def test_set_stop_loss_isolated_liq(fee):
     trade.initial_stop_loss = None
 
     trade.set_isolated_liq(0.09)
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss is None
     assert trade.initial_stop_loss is None
 
     trade._set_stop_loss(0.08, (1.0/9.0))
-    assert trade.isolated_liq == 0.09
+    assert trade.liquidation_price == 0.09
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.1)
-    assert trade.isolated_liq == 0.1
+    assert trade.liquidation_price == 0.1
     assert trade.stop_loss == 0.08
     assert trade.initial_stop_loss == 0.08
 
     trade.set_isolated_liq(0.07)
     trade._set_stop_loss(0.1, (1.0/8.0))
-    assert trade.isolated_liq == 0.07
+    assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
     # Stop doesn't move stop higher
     trade._set_stop_loss(0.1, (1.0/9.0))
-    assert trade.isolated_liq == 0.07
+    assert trade.liquidation_price == 0.07
     assert trade.stop_loss == 0.07
     assert trade.initial_stop_loss == 0.08
 
@@ -1474,7 +1474,7 @@ def test_adjust_stop_loss_short(fee):
     trade.set_isolated_liq(0.63)
     trade.adjust_stop_loss(0.59, -0.1)
     assert trade.stop_loss == 0.63
-    assert trade.isolated_liq == 0.63
+    assert trade.liquidation_price == 0.63
 
 
 def test_adjust_min_max_rates(fee):
@@ -1539,7 +1539,7 @@ def test_get_open_lev(fee, use_db):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_to_json(default_conf, fee):
+def test_to_json(fee):
 
     # Simulate dry_run entries
     trade = Trade(
@@ -1608,7 +1608,7 @@ def test_to_json(default_conf, fee):
                       'exchange': 'binance',
                       'leverage': None,
                       'interest_rate': None,
-                      'isolated_liq': None,
+                      'liquidation_price': None,
                       'is_short': None,
                       'trading_mode': None,
                       'funding_fees': None,
@@ -1683,7 +1683,7 @@ def test_to_json(default_conf, fee):
                       'exchange': 'binance',
                       'leverage': None,
                       'interest_rate': None,
-                      'isolated_liq': None,
+                      'liquidation_price': None,
                       'is_short': None,
                       'trading_mode': None,
                       'funding_fees': None,