diff --git a/docs/plotting.md b/docs/plotting.md
index 598443e12..7643d956f 100644
--- a/docs/plotting.md
+++ b/docs/plotting.md
@@ -5,18 +5,44 @@ This page explains how to plot prices, indicator, profits.
 - [Plot price and indicators](#plot-price-and-indicators)
 - [Plot profit](#plot-profit)
 
+## Installation
+
+Plotting scripts use Plotly library. Install/upgrade it with:
+
+```
+pip install --upgrade plotly
+```
+
+At least version 2.3.0 is required.
+
 ## Plot price and indicators
 Usage for the price plotter:
-script/plot_dataframe.py [-h] [-p pair]
+
+```
+script/plot_dataframe.py [-h] [-p pair] [--live]
+```
 
 Example
 ```
-python script/plot_dataframe.py -p BTC_ETH,BTC_LTC
+python script/plot_dataframe.py -p BTC_ETH
 ```
 
-The -p pair argument, can be used to specify what
+The `-p` pair argument, can be used to specify what
 pair you would like to plot.
 
+**Advanced use**
+
+To plot the current live price use the `--live` flag:
+```
+python scripts/plot_dataframe.py -p BTC_ETH --live
+```
+
+To plot a timerange (to zoom in):
+```
+python scripts/plot_dataframe.py -p BTC_ETH --timerange=100-200
+```
+Timerange doesn't work with live data.
+
 
 ## Plot profit
 
@@ -38,9 +64,12 @@ The third graph can be useful to spot outliers, events in pairs
 that makes profit spikes.
 
 Usage for the profit plotter:
-script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
 
-The -p pair argument, can be used to plot a single pair
+```
+script/plot_profit.py [-h] [-p pair] [--datadir directory] [--ticker_interval num]
+```
+
+The `-p` pair argument, can be used to plot a single pair
 
 Example
 ```
diff --git a/freqtrade/exchange/bittrex.py b/freqtrade/exchange/bittrex.py
index 1299c714a..2be81be2d 100644
--- a/freqtrade/exchange/bittrex.py
+++ b/freqtrade/exchange/bittrex.py
@@ -1,5 +1,4 @@
 import logging
-import requests
 from typing import Dict, List, Optional
 
 from bittrex.bittrex import Bittrex as _Bittrex
@@ -15,20 +14,6 @@ _API: _Bittrex = None
 _API_V2: _Bittrex = None
 _EXCHANGE_CONF: dict = {}
 
-# API socket timeout
-API_TIMEOUT = 60
-
-
-def custom_requests(request_url, apisign):
-    """
-    Set timeout for requests
-    """
-    return requests.get(
-        request_url,
-        headers={"apisign": apisign},
-        timeout=API_TIMEOUT
-    ).json()
-
 
 class Bittrex(Exchange):
     """
@@ -47,14 +32,12 @@ class Bittrex(Exchange):
             api_secret=_EXCHANGE_CONF['secret'],
             calls_per_second=1,
             api_version=API_V1_1,
-            dispatch=custom_requests
         )
         _API_V2 = _Bittrex(
             api_key=_EXCHANGE_CONF['key'],
             api_secret=_EXCHANGE_CONF['secret'],
             calls_per_second=1,
             api_version=API_V2_0,
-            dispatch=custom_requests
         )
         self.cached_ticker = {}
 
diff --git a/freqtrade/fiat_convert.py b/freqtrade/fiat_convert.py
index 91e04fff9..6f9d3d3d5 100644
--- a/freqtrade/fiat_convert.py
+++ b/freqtrade/fiat_convert.py
@@ -1,12 +1,19 @@
+"""
+Module that define classes to convert Crypto-currency to FIAT
+e.g BTC to USD
+"""
+
 import logging
 import time
-
 from pymarketcap import Pymarketcap
 
 logger = logging.getLogger(__name__)
 
 
 class CryptoFiat():
+    """
+    Object to describe what is the price of Crypto-currency in a FIAT
+    """
     # Constants
     CACHE_DURATION = 6 * 60 * 60  # 6 hours
 
@@ -49,6 +56,11 @@ class CryptoFiat():
 
 
 class CryptoToFiatConverter(object):
+    """
+    Main class to initiate Crypto to FIAT.
+    This object contains a list of pair Crypto, FIAT
+    This object is also a Singleton
+    """
     __instance = None
     _coinmarketcap = None
 
diff --git a/freqtrade/main.py b/freqtrade/main.py
index 3bf945b99..efcb27543 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -6,7 +6,7 @@ import sys
 import time
 import traceback
 from datetime import datetime
-from typing import Dict, List, Optional
+from typing import Dict, List, Optional, Any
 
 import arrow
 import requests
@@ -23,7 +23,7 @@ from freqtrade.strategy.strategy import Strategy
 
 logger = logging.getLogger('freqtrade')
 
-_CONF = {}
+_CONF: Dict[str, Any] = {}
 
 
 def refresh_whitelist(whitelist: List[str]) -> List[str]:
@@ -55,7 +55,7 @@ def refresh_whitelist(whitelist: List[str]) -> List[str]:
     return final_list
 
 
-def process_maybe_execute_buy(conf, interval):
+def process_maybe_execute_buy(interval):
     """
     Tries to execute a buy trade in a safe way
     :return: True if executed
@@ -64,12 +64,12 @@ def process_maybe_execute_buy(conf, interval):
         # Create entity and execute trade
         if create_trade(float(_CONF['stake_amount']), interval):
             return True
-        else:
-            logger.info(
-                'Checked all whitelisted currencies. '
-                'Found no suitable entry positions for buying. Will keep looking ...'
-            )
-            return False
+
+        logger.info(
+            'Checked all whitelisted currencies. '
+            'Found no suitable entry positions for buying. Will keep looking ...'
+        )
+        return False
     except DependencyException as exception:
         logger.warning('Unable to create trade: %s', exception)
         return False
@@ -115,7 +115,7 @@ def _process(interval: int, nb_assets: Optional[int] = 0) -> bool:
         # Query trades from persistence layer
         trades = Trade.query.filter(Trade.is_open.is_(True)).all()
         if len(trades) < _CONF['max_open_trades']:
-            state_changed = process_maybe_execute_buy(_CONF, interval)
+            state_changed = process_maybe_execute_buy(interval)
 
         for trade in trades:
             state_changed |= process_maybe_execute_sell(trade, interval)
@@ -159,16 +159,16 @@ def handle_timedout_limit_buy(trade: Trade, order: Dict) -> bool:
         rpc.send_msg('*Timeout:* Unfilled buy order for {} cancelled'.format(
                      trade.pair.replace('_', '/')))
         return True
-    else:
-        # if trade is partially complete, edit the stake details for the trade
-        # and close the order
-        trade.amount = order['amount'] - order['remaining']
-        trade.stake_amount = trade.amount * trade.open_rate
-        trade.open_order_id = None
-        logger.info('Partial buy order timeout for %s.', trade)
-        rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
-                     trade.pair.replace('_', '/')))
-        return False
+
+    # if trade is partially complete, edit the stake details for the trade
+    # and close the order
+    trade.amount = order['amount'] - order['remaining']
+    trade.stake_amount = trade.amount * trade.open_rate
+    trade.open_order_id = None
+    logger.info('Partial buy order timeout for %s.', trade)
+    rpc.send_msg('*Timeout:* Remaining buy order for {} cancelled'.format(
+                 trade.pair.replace('_', '/')))
+    return False
 
 
 # FIX: 20180110, should cancel_order() be cond. or unconditionally called?
@@ -189,9 +189,9 @@ def handle_timedout_limit_sell(trade: Trade, order: Dict) -> bool:
                      trade.pair.replace('_', '/')))
         logger.info('Sell order timeout for %s.', trade)
         return True
-    else:
-        # TODO: figure out how to handle partially complete sell orders
-        return False
+
+    # TODO: figure out how to handle partially complete sell orders
+    return False
 
 
 def check_handle_timedout(timeoutvalue: int) -> None:
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index f6c9af8d9..7a1631737 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -5,8 +5,10 @@ import logging
 import time
 import os
 import re
+from datetime import datetime
 from typing import Any, Callable, Dict, List
 
+import numpy as np
 from jsonschema import Draft4Validator, validate
 from jsonschema.exceptions import ValidationError, best_match
 from wrapt import synchronized
@@ -16,11 +18,6 @@ from freqtrade import __version__
 logger = logging.getLogger(__name__)
 
 
-def file_dump_json(filename, data):
-    with open(filename, 'w') as fp:
-        json.dump(data, fp)
-
-
 class State(enum.Enum):
     RUNNING = 0
     STOPPED = 1
@@ -30,6 +27,44 @@ class State(enum.Enum):
 _STATE = State.STOPPED
 
 
+############################################
+# Used by scripts                          #
+# Matplotlib doesn't support ::datetime64, #
+# so we need to convert it into ::datetime #
+############################################
+
+def datesarray_to_datetimearray(dates):
+    """
+    Convert an pandas-array of timestamps into
+    An numpy-array of datetimes
+    :return: numpy-array of datetime
+    """
+    times = []
+    dates = dates.astype(datetime)
+    for i in range(0, dates.size):
+        date = dates[i].to_pydatetime()
+        times.append(date)
+    return np.array(times)
+
+
+def common_datearray(dfs):
+    alldates = {}
+    for pair, pair_data in dfs.items():
+        dates = datesarray_to_datetimearray(pair_data['date'])
+        for date in dates:
+            alldates[date] = 1
+    lst = []
+    for date, _ in alldates.items():
+        lst.append(date)
+    arr = np.array(lst)
+    return np.sort(arr, axis=0)
+
+
+def file_dump_json(filename, data):
+    with open(filename, 'w') as fp:
+        json.dump(data, fp)
+
+
 @synchronized
 def update_state(state: State) -> None:
     """
@@ -163,6 +198,15 @@ def parse_args(args: List[str], description: str):
     return parser.parse_args(args)
 
 
+def scripts_options(parser: argparse.ArgumentParser) -> None:
+    parser.add_argument(
+        '-p', '--pair',
+        help='Show profits for only this pairs. Pairs are comma-separated.',
+        dest='pair',
+        default=None
+    )
+
+
 def backtesting_options(parser: argparse.ArgumentParser) -> None:
     parser.add_argument(
         '-l', '--live',
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 08630af40..a0eb5b8a2 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -22,8 +22,8 @@ def trim_tickerlist(tickerlist, timerange):
         return tickerlist[0:start]
     elif stype == ('index', 'index'):
         return tickerlist[start:stop]
-    else:
-        return tickerlist
+
+    return tickerlist
 
 
 def load_tickerdata_file(datadir, pair, ticker_interval,
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index a21bdb61a..a78c9e197 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -26,7 +26,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
     :return: tuple containing min_date, max_date
     """
     all_dates = Series([])
-    for pair, pair_data in data.items():
+    for pair_data in data.values():
         all_dates = all_dates.append(pair_data['date'])
     all_dates.sort_values(inplace=True)
     return arrow.get(all_dates.iloc[0]), arrow.get(all_dates.iloc[-1])
@@ -212,7 +212,10 @@ def start(args):
     preprocessed = optimize.tickerdata_to_dataframe(data)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
-    logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
+    logger.info('Measuring data from %s up to %s (%s days)..',
+                min_date.isoformat(),
+                max_date.isoformat(),
+                (max_date-min_date).days)
     # Execute backtest and print results
     sell_profit_only = config.get('experimental', {}).get('sell_profit_only', False)
     use_sell_signal = config.get('experimental', {}).get('use_sell_signal', False)
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 4c73dc76f..76932f7e3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -10,7 +10,7 @@ import sys
 from functools import reduce
 from math import exp
 from operator import itemgetter
-from typing import Dict, List
+from typing import Dict, Any, Callable
 
 import numpy
 import talib.abstract as ta
@@ -35,7 +35,7 @@ logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
 
 logger = logging.getLogger(__name__)
 
-# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
+# set TARGET_TRADES to suit your number concurrent trades so its realistic to the number of days
 TARGET_TRADES = 600
 TOTAL_TRIES = 0
 _CURRENT_TRIES = 0
@@ -221,11 +221,11 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
     """ objective function, returns smaller number for more optimal results """
     trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
     profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)
-    duration_loss = 0.7 + 0.3 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
+    duration_loss = 0.4 * min(trade_duration / MAX_ACCEPTED_TRADE_DURATION, 1)
     return trade_loss + profit_loss + duration_loss
 
 
-def generate_roi_table(params):
+def generate_roi_table(params) -> Dict[str, float]:
     roi_table = {}
     roi_table["0"] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
     roi_table[str(params['roi_t3'])] = params['roi_p1'] + params['roi_p2']
@@ -235,24 +235,24 @@ def generate_roi_table(params):
     return roi_table
 
 
-def roi_space() -> List[Dict]:
+def roi_space() -> Dict[str, Any]:
     return {
-        'roi_t1': hp.quniform('roi_t1', 10, 220, 10),
-        'roi_t2': hp.quniform('roi_t2', 10, 120, 10),
-        'roi_t3': hp.quniform('roi_t3', 10, 120, 10),
-        'roi_p1': hp.quniform('roi_p1', 0.01, 0.05, 0.01),
-        'roi_p2': hp.quniform('roi_p2', 0.01, 0.10, 0.01),
-        'roi_p3': hp.quniform('roi_p3', 0.01, 0.30, 0.01),
+        'roi_t1': hp.quniform('roi_t1', 10, 120, 20),
+        'roi_t2': hp.quniform('roi_t2', 10, 60, 15),
+        'roi_t3': hp.quniform('roi_t3', 10, 40, 10),
+        'roi_p1': hp.quniform('roi_p1', 0.01, 0.04, 0.01),
+        'roi_p2': hp.quniform('roi_p2', 0.01, 0.07, 0.01),
+        'roi_p3': hp.quniform('roi_p3', 0.01, 0.20, 0.01),
     }
 
 
-def stoploss_space() -> Dict:
+def stoploss_space() -> Dict[str, Any]:
     return {
-        'stoploss': hp.uniform('stoploss', -0.5, -0.02),
+        'stoploss': hp.quniform('stoploss', -0.5, -0.02, 0.02),
     }
 
 
-def indicator_space() -> List[Dict]:
+def indicator_space() -> Dict[str, Any]:
     """
     Define your Hyperopt space for searching strategy parameters
     """
@@ -263,19 +263,19 @@ def indicator_space() -> List[Dict]:
         ]),
         'mfi': hp.choice('mfi', [
             {'enabled': False},
-            {'enabled': True, 'value': hp.quniform('mfi-value', 5, 25, 1)}
+            {'enabled': True, 'value': hp.quniform('mfi-value', 10, 25, 5)}
         ]),
         'fastd': hp.choice('fastd', [
             {'enabled': False},
-            {'enabled': True, 'value': hp.quniform('fastd-value', 10, 50, 1)}
+            {'enabled': True, 'value': hp.quniform('fastd-value', 15, 45, 5)}
         ]),
         'adx': hp.choice('adx', [
             {'enabled': False},
-            {'enabled': True, 'value': hp.quniform('adx-value', 15, 50, 1)}
+            {'enabled': True, 'value': hp.quniform('adx-value', 20, 50, 5)}
         ]),
         'rsi': hp.choice('rsi', [
             {'enabled': False},
-            {'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 1)}
+            {'enabled': True, 'value': hp.quniform('rsi-value', 20, 40, 5)}
         ]),
         'uptrend_long_ema': hp.choice('uptrend_long_ema', [
             {'enabled': False},
@@ -312,11 +312,11 @@ def indicator_space() -> List[Dict]:
     }
 
 
-def hyperopt_space() -> List[Dict]:
+def hyperopt_space() -> Dict[str, Any]:
     return {**indicator_space(), **roi_space(), **stoploss_space()}
 
 
-def buy_strategy_generator(params) -> None:
+def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
     """
     Define the buy strategy parameters to be used by hyperopt
     """
diff --git a/freqtrade/strategy/default_strategy.py b/freqtrade/strategy/default_strategy.py
index c89b20527..abccf065b 100644
--- a/freqtrade/strategy/default_strategy.py
+++ b/freqtrade/strategy/default_strategy.py
@@ -1,7 +1,9 @@
+# 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.interface import IStrategy
-from pandas import DataFrame
 
 
 class_name = 'DefaultStrategy'
diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py
index ce5f08cd2..9281e72ca 100644
--- a/freqtrade/strategy/interface.py
+++ b/freqtrade/strategy/interface.py
@@ -1,8 +1,22 @@
+"""
+IStrategy interface
+This module defines the interface to apply for strategies
+"""
+
 from abc import ABC, abstractmethod
 from pandas import DataFrame
 
 
 class IStrategy(ABC):
+    """
+    Interface for freqtrade strategies
+    Defines the mandatory structure must follow any custom strategies
+
+    Attributes you can use:
+        minimal_roi -> Dict: Minimal ROI designed for the strategy
+        stoploss -> float: optimal stoploss designed for the strategy
+        ticker_interval -> int: value of the ticker interval to use for the strategy
+    """
     @property
     def name(self) -> str:
         """
@@ -11,13 +25,6 @@ class IStrategy(ABC):
         """
         return self.__class__.__name__
 
-    """
-    Attributes you can use:
-        minimal_roi -> Dict: Minimal ROI designed for the strategy
-        stoploss -> float: optimal stoploss designed for the strategy
-        ticker_interval -> int: value of the ticker interval to use for the strategy
-    """
-
     @abstractmethod
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """
diff --git a/freqtrade/strategy/strategy.py b/freqtrade/strategy/strategy.py
index 2545e378c..97e260ee8 100644
--- a/freqtrade/strategy/strategy.py
+++ b/freqtrade/strategy/strategy.py
@@ -1,10 +1,12 @@
+"""
+This module load custom strategies
+"""
 import os
 import sys
 import logging
 import importlib
 
 from pandas import DataFrame
-from typing import Dict
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -12,16 +14,36 @@ sys.path.insert(0, r'../../user_data/strategies')
 
 
 class Strategy(object):
+    """
+    This class contains all the logic to load custom strategy class
+    """
     __instance = None
 
     DEFAULT_STRATEGY = 'default_strategy'
 
     def __new__(cls):
+        """
+        Used to create the Singleton
+        :return: Strategy object
+        """
         if Strategy.__instance is None:
             Strategy.__instance = object.__new__(cls)
         return Strategy.__instance
 
+    def __init__(self):
+        if Strategy.__instance is None:
+            self.logger = None
+            self.minimal_roi = None
+            self.stoploss = None
+            self.ticker_interval = None
+            self.custom_strategy = None
+
     def init(self, config):
+        """
+        Load the custom class from config parameter
+        :param config:
+        :return:
+        """
         self.logger = logging.getLogger(__name__)
 
         # Verify the strategy is in the configuration, otherwise fallback to the default strategy
@@ -42,21 +64,22 @@ class Strategy(object):
         if 'stoploss' in config:
             self.custom_strategy.stoploss = config['stoploss']
             self.logger.info(
-                "Override strategy \'stoploss\' with value in config file: {}.".format(
-                    config['stoploss']
-                )
+                "Override strategy \'stoploss\' with value in config file: %s.", config['stoploss']
             )
 
         if 'ticker_interval' in config:
             self.custom_strategy.ticker_interval = config['ticker_interval']
             self.logger.info(
-                "Override strategy \'ticker_interval\' with value in config file: {}.".format(
-                    config['ticker_interval']
-                )
+                "Override strategy \'ticker_interval\' with value in config file: %s.",
+                config['ticker_interval']
             )
 
+        # Minimal ROI designed for the strategy
         self.minimal_roi = self.custom_strategy.minimal_roi
+
+        # Optimal stoploss designed for the strategy
         self.stoploss = self.custom_strategy.stoploss
+
         self.ticker_interval = self.custom_strategy.ticker_interval
 
     def _load_strategy(self, strategy_name: str) -> None:
@@ -90,7 +113,7 @@ class Strategy(object):
         module = importlib.import_module(filename, __package__)
         custom_strategy = getattr(module, module.class_name)
 
-        self.logger.info("Load strategy class: {} ({}.py)".format(module.class_name, filename))
+        self.logger.info("Load strategy class: %s (%s.py)", module.class_name, filename)
         return custom_strategy()
 
     @staticmethod
@@ -126,20 +149,6 @@ class Strategy(object):
 
         return path
 
-    def minimal_roi(self) -> Dict:
-        """
-        Minimal ROI designed for the strategy
-        :return: Dict: Value for the Minimal ROI
-        """
-        return
-
-    def stoploss(self) -> float:
-        """
-        Optimal stoploss designed for the strategy
-        :return: float | return None to disable it
-        """
-        return self.custom_strategy.stoploss
-
     def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
         """
         Populate indicators that will be used in the Buy and Sell strategy
diff --git a/freqtrade/tests/conftest.py b/freqtrade/tests/conftest.py
index 1cdc2fd55..63df8969d 100644
--- a/freqtrade/tests/conftest.py
+++ b/freqtrade/tests/conftest.py
@@ -3,10 +3,13 @@ from datetime import datetime
 from unittest.mock import MagicMock
 from functools import reduce
 
+import json
 import arrow
 import pytest
 from jsonschema import validate
 from telegram import Chat, Message, Update
+from freqtrade.analyze import parse_ticker_dataframe
+from freqtrade.strategy.strategy import Strategy
 
 from freqtrade.misc import CONF_SCHEMA
 
@@ -257,6 +260,19 @@ def ticker_history_without_bv():
         }
     ]
 
+@pytest.fixture
+def result():
+    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
+        return parse_ticker_dataframe(json.load(data_file))
+
+
+@pytest.fixture
+def default_strategy():
+    strategy = Strategy()
+    strategy.init({'strategy': 'default_strategy'})
+    return strategy
+
+
 # FIX:
 # Create an fixture/function
 # that inserts a trade of some type and open-status
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index a0386733d..9761fff3a 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -1,8 +1,9 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103, bad-continuation, global-statement
+# pragma pylint: disable=protected-access
 from unittest.mock import MagicMock
-from requests.exceptions import RequestException
 from random import randint
 import logging
+from requests.exceptions import RequestException
 import pytest
 
 from freqtrade import OperationalException
@@ -30,7 +31,7 @@ def test_init(default_conf, mocker, caplog):
             ) in caplog.record_tuples
 
 
-def test_init_exception(default_conf, mocker):
+def test_init_exception(default_conf):
     default_conf['exchange']['name'] = 'wrong_exchange_name'
 
     with pytest.raises(
@@ -171,7 +172,7 @@ def test_get_balances_prod(default_conf, mocker):
 
 # This test is somewhat redundant with
 # test_exchange_bittrex.py::test_exchange_bittrex_get_ticker
-def test_get_ticker(default_conf, mocker, ticker):
+def test_get_ticker(default_conf, mocker):
     maybe_init_api(default_conf, mocker)
     api_mock = MagicMock()
     tick = {"success": True, 'result': {'Bid': 0.00001098, 'Ask': 0.00001099, 'Last': 0.0001}}
@@ -200,7 +201,7 @@ def test_get_ticker(default_conf, mocker, ticker):
     assert ticker['ask'] == 1
 
 
-def test_get_ticker_history(default_conf, mocker, ticker):
+def test_get_ticker_history(default_conf, mocker):
     api_mock = MagicMock()
     tick = 123
     api_mock.get_ticker_history = MagicMock(return_value=tick)
@@ -251,7 +252,7 @@ def test_get_order(default_conf, mocker):
     api_mock = MagicMock()
     api_mock.get_order = MagicMock(return_value=456)
     mocker.patch('freqtrade.exchange._API', api_mock)
-    assert 456 == exchange.get_order('X')
+    assert exchange.get_order('X') == 456
 
 
 def test_get_name(default_conf, mocker):
@@ -271,16 +272,16 @@ def test_get_fee(default_conf, mocker):
     assert get_fee() == 0.0025
 
 
-def test_exchange_misc(default_conf, mocker):
+def test_exchange_misc(mocker):
     api_mock = MagicMock()
     mocker.patch('freqtrade.exchange._API', api_mock)
     exchange.get_markets()
-    assert 1 == api_mock.get_markets.call_count
+    assert api_mock.get_markets.call_count == 1
     exchange.get_market_summaries()
-    assert 1 == api_mock.get_market_summaries.call_count
+    assert api_mock.get_market_summaries.call_count == 1
     api_mock.name = 123
-    assert 123 == exchange.get_name()
+    assert exchange.get_name() == 123
     api_mock.fee = 456
-    assert 456 == exchange.get_fee()
+    assert exchange.get_fee() == 456
     exchange.get_wallet_health()
-    assert 1 == api_mock.get_wallet_health.call_count
+    assert api_mock.get_wallet_health.call_count == 1
diff --git a/freqtrade/tests/exchange/test_exchange_bittrex.py b/freqtrade/tests/exchange/test_exchange_bittrex.py
index 949acf25f..99a964815 100644
--- a/freqtrade/tests/exchange/test_exchange_bittrex.py
+++ b/freqtrade/tests/exchange/test_exchange_bittrex.py
@@ -1,9 +1,8 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103, protected-access, unused-argument
 
-import pytest
 from unittest.mock import MagicMock
+import pytest
 from requests.exceptions import ContentDecodingError
-
 from freqtrade.exchange.bittrex import Bittrex
 import freqtrade.exchange.bittrex as btx
 
@@ -88,8 +87,7 @@ class FakeBittrex():
                            'PricePerUnit': 1,
                            'Quantity': 1,
                            'QuantityRemaining': 1,
-                           'Closed': True
-                           },
+                           'Closed': True},
                 'message': 'lost'}
 
     def fake_cancel_order(self, uuid):
@@ -211,24 +209,18 @@ def test_exchange_bittrex_get_ticker():
 def test_exchange_bittrex_get_ticker_bad():
     wb = make_wrap_bittrex()
     fb = FakeBittrex()
-    fb.result = {'success': True,
-                 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
+    fb.result = {'success': True, 'result': {'Bid': 1, 'Ask': 0}}  # incomplete result
 
     with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
         wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False,
-                 'message': 'gone bad'
-                 }
+    fb.result = {'success': False, 'message': 'gone bad'}
     with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
         wb.get_ticker('BTC_ETH')
 
-    fb.result = {'success': True,
-                 'result': {}}  # incomplete result
+    fb.result = {'success': True, 'result': {}}  # incomplete result
     with pytest.raises(ContentDecodingError, match=r'.*Got invalid response from bittrex params.*'):
         wb.get_ticker('BTC_ETH')
-    fb.result = {'success': False,
-                 'message': 'gone bad'
-                 }
+    fb.result = {'success': False, 'message': 'gone bad'}
     with pytest.raises(btx.OperationalException, match=r'.*gone bad.*'):
         wb.get_ticker('BTC_ETH')
 
@@ -353,8 +345,3 @@ def test_validate_response_min_trade_requirement_not_met():
     }
     with pytest.raises(ContentDecodingError, match=r'.*MIN_TRADE_REQUIREMENT_NOT_MET.*'):
         Bittrex._validate_response(response)
-
-
-def test_custom_requests(mocker):
-    mocker.patch('freqtrade.exchange.bittrex.requests', MagicMock())
-    btx.custom_requests('http://', '')
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index f88cdd9b9..368682bad 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -1,28 +1,19 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103
 
 import logging
 import math
-import pandas as pd
-import pytest
 from unittest.mock import MagicMock
+import pandas as pd
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
-from freqtrade.strategy.strategy import Strategy
 
 
-@pytest.fixture
-def default_strategy():
-    strategy = Strategy()
-    strategy.init({'strategy': 'default_strategy'})
-    return strategy
-
-
-def trim_dictlist(dl, num):
+def trim_dictlist(dict_list, num):
     new = {}
-    for pair, pair_data in dl.items():
+    for pair, pair_data in dict_list.items():
         new[pair] = pair_data[num:]
     return new
 
@@ -193,7 +184,8 @@ def test_backtest_start(default_conf, mocker, caplog):
     # check the logs, that will contain the backtest result
     exists = ['Using max_open_trades: 1 ...',
               'Using stake_amount: 0.001 ...',
-              'Measuring data from 2017-11-14T21:17:00+00:00 up to 2017-11-14T22:59:00+00:00 ...']
+              'Measuring data from 2017-11-14T21:17:00+00:00 '
+              'up to 2017-11-14T22:59:00+00:00 (0 days)..']
     for line in exists:
         assert ('freqtrade.optimize.backtesting',
                 logging.INFO,
diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py
index 02b675cf9..646959669 100644
--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@@ -1,8 +1,7 @@
-# pragma pylint: disable=missing-docstring,W0212
+# pragma pylint: disable=missing-docstring, protected-access, C0103
 
 import os
 import logging
-# from unittest.mock import MagicMock
 from shutil import copyfile
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
@@ -10,7 +9,7 @@ from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
     download_backtesting_testdata, load_tickerdata_file
 
 # Change this if modifying BTC_UNITEST testdatafile
-_btc_unittest_length = 13681
+_BTC_UNITTEST_LENGTH = 13681
 
 
 def _backup_file(file: str, copy_file: bool = False) -> None:
@@ -56,8 +55,7 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 30 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 30 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -73,8 +71,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 5 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 5 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -90,8 +87,7 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_ETH", Interval: 1 min'
-            ) not in caplog.record_tuples
+            'Download the pair: "BTC_ETH", Interval: 1 min') not in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -107,8 +103,7 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
     assert os.path.isfile(file) is True
     assert ('freqtrade.optimize',
             logging.INFO,
-            'Download the pair: "BTC_MEME", Interval: 1 min'
-            ) in caplog.record_tuples
+            'Download the pair: "BTC_MEME", Interval: 1 min') in caplog.record_tuples
     _clean_test_file(file)
 
 
@@ -174,8 +169,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
     _clean_test_file(file1_5)
     assert ('freqtrade.optimize.__init__',
             logging.INFO,
-            'Failed to download the pair: "BTC-MEME", Interval: 1 min'
-            ) in caplog.record_tuples
+            'Failed to download the pair: "BTC-MEME", Interval: 1 min') in caplog.record_tuples
 
 
 def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
@@ -199,7 +193,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
     _clean_test_file(file2)
 
 
-def test_download_backtesting_testdata2(default_conf, mocker):
+def test_download_backtesting_testdata2(mocker):
     tick = [{'T': 'bar'}, {'T': 'foo'}]
     mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
     mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
@@ -210,7 +204,7 @@ def test_download_backtesting_testdata2(default_conf, mocker):
 def test_load_tickerdata_file():
     assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
     tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
-    assert _btc_unittest_length == len(tickerdata)
+    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
 
 
 def test_init(default_conf, mocker):
@@ -225,4 +219,4 @@ def test_tickerdata_to_dataframe():
     tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
     tickerlist = {'BTC_UNITEST': tick}
     data = optimize.tickerdata_to_dataframe(tickerlist)
-    assert 100 == len(data['BTC_UNITEST'])
+    assert len(data['BTC_UNITEST']) == 100
diff --git a/freqtrade/tests/rpc/test_rpc_telegram.py b/freqtrade/tests/rpc/test_rpc_telegram.py
index a8dbac555..35c59f4d7 100644
--- a/freqtrade/tests/rpc/test_rpc_telegram.py
+++ b/freqtrade/tests/rpc/test_rpc_telegram.py
@@ -1,4 +1,5 @@
 # pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
+# pragma pylint: disable=unused-argument
 import re
 from datetime import datetime
 from random import randint
diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py
index 79f045a6d..8a2a21f41 100644
--- a/freqtrade/tests/strategy/test_strategy.py
+++ b/freqtrade/tests/strategy/test_strategy.py
@@ -1,14 +1,7 @@
-import json
+# pragma pylint: disable=missing-docstring, protected-access, C0103
+
 import logging
-import pytest
 from freqtrade.strategy.strategy import Strategy
-from freqtrade.analyze import parse_ticker_dataframe
-
-
-@pytest.fixture
-def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file))
 
 
 def test_sanitize_module_name():
@@ -28,8 +21,6 @@ def test_search_strategy():
 
 def test_strategy_structure():
     assert hasattr(Strategy, 'init')
-    assert hasattr(Strategy, 'minimal_roi')
-    assert hasattr(Strategy, 'stoploss')
     assert hasattr(Strategy, 'populate_indicators')
     assert hasattr(Strategy, 'populate_buy_trend')
     assert hasattr(Strategy, 'populate_sell_trend')
diff --git a/freqtrade/tests/test_acl_pair.py b/freqtrade/tests/test_acl_pair.py
index 7c42c676e..b70596091 100644
--- a/freqtrade/tests/test_acl_pair.py
+++ b/freqtrade/tests/test_acl_pair.py
@@ -1,3 +1,5 @@
+# pragma pylint: disable=missing-docstring,C0103
+
 from freqtrade.main import refresh_whitelist, gen_pair_whitelist
 
 # whitelist, blacklist, filtering, all of that will
@@ -73,16 +75,9 @@ def get_market_summaries():
 
 
 def get_health():
-    return [{'Currency': 'ETH',
-             'IsActive': True
-             },
-            {'Currency': 'TKN',
-             'IsActive': True
-             },
-            {'Currency': 'BLK',
-             'IsActive': True
-             }
-            ]
+    return [{'Currency': 'ETH', 'IsActive': True},
+            {'Currency': 'TKN', 'IsActive': True},
+            {'Currency': 'BLK', 'IsActive': True}]
 
 
 def get_health_empty():
diff --git a/freqtrade/tests/test_analyze.py b/freqtrade/tests/test_analyze.py
index f77a2d71a..2804217b4 100644
--- a/freqtrade/tests/test_analyze.py
+++ b/freqtrade/tests/test_analyze.py
@@ -1,25 +1,17 @@
-# pragma pylint: disable=missing-docstring,W0621
-import json
+# pragma pylint: disable=missing-docstring, C0103
+import datetime
 from unittest.mock import MagicMock
-import freqtrade.tests.conftest as tt  # test tools
 
 import arrow
-import datetime
-import pytest
 from pandas import DataFrame
 
+import freqtrade.tests.conftest as tt  # test tools
 from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
                                populate_buy_trend, populate_indicators,
                                populate_sell_trend)
 from freqtrade.strategy.strategy import Strategy
 
 
-@pytest.fixture
-def result():
-    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
-        return parse_ticker_dataframe(json.load(data_file))
-
-
 def test_dataframe_correct_columns(result):
     assert result.columns.tolist() == \
         ['close', 'high', 'low', 'open', 'date', 'volume']
diff --git a/freqtrade/tests/test_dataframe.py b/freqtrade/tests/test_dataframe.py
index f9230a03f..9af42a30e 100644
--- a/freqtrade/tests/test_dataframe.py
+++ b/freqtrade/tests/test_dataframe.py
@@ -1,5 +1,6 @@
-import pandas
+# pragma pylint: disable=missing-docstring, C0103
 
+import pandas
 import freqtrade.optimize
 from freqtrade import analyze
 
diff --git a/freqtrade/tests/test_fiat_convert.py b/freqtrade/tests/test_fiat_convert.py
index 2d112f921..7d0acfc91 100644
--- a/freqtrade/tests/test_fiat_convert.py
+++ b/freqtrade/tests/test_fiat_convert.py
@@ -1,4 +1,5 @@
-# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors, C0103
+# pragma pylint: disable=missing-docstring, too-many-arguments, too-many-ancestors,
+# pragma pylint: disable=protected-access, C0103
 
 import time
 from unittest.mock import MagicMock
@@ -47,16 +48,19 @@ def test_fiat_convert_is_supported():
 def test_fiat_convert_add_pair():
     fiat_convert = CryptoToFiatConverter()
 
-    assert len(fiat_convert._pairs) == 0
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
 
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='usd', price=12345.0)
-    assert len(fiat_convert._pairs) == 1
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 1
     assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[0].fiat_symbol == 'USD'
     assert fiat_convert._pairs[0].price == 12345.0
 
     fiat_convert._add_pair(crypto_symbol='btc', fiat_symbol='Eur', price=13000.2)
-    assert len(fiat_convert._pairs) == 2
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 2
     assert fiat_convert._pairs[1].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[1].fiat_symbol == 'EUR'
     assert fiat_convert._pairs[1].price == 13000.2
@@ -95,7 +99,8 @@ def test_fiat_convert_get_price(mocker):
         fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='US Dollar')
 
     # Check the value return by the method
-    assert len(fiat_convert._pairs) == 0
+    pair_len = len(fiat_convert._pairs)
+    assert pair_len == 0
     assert fiat_convert.get_price(crypto_symbol='BTC', fiat_symbol='USD') == 28000.0
     assert fiat_convert._pairs[0].crypto_symbol == 'BTC'
     assert fiat_convert._pairs[0].fiat_symbol == 'USD'
diff --git a/freqtrade/tests/test_main.py b/freqtrade/tests/test_main.py
index cf0b5283b..ba7f8108f 100644
--- a/freqtrade/tests/test_main.py
+++ b/freqtrade/tests/test_main.py
@@ -1,8 +1,7 @@
-# pragma pylint: disable=missing-docstring,C0103
+# pragma pylint: disable=missing-docstring, C0103
 import copy
 import logging
 from unittest.mock import MagicMock
-import freqtrade.tests.conftest as tt  # test tools
 
 import arrow
 import pytest
@@ -10,6 +9,7 @@ import requests
 from sqlalchemy import create_engine
 
 import freqtrade.main as main
+import freqtrade.tests.conftest as tt  # test tools
 from freqtrade import DependencyException, OperationalException
 from freqtrade.exchange import Exchanges
 from freqtrade.main import (_process, check_handle_timedout, create_trade,
@@ -50,9 +50,9 @@ def test_main_start_hyperopt(mocker):
 def test_process_maybe_execute_buy(default_conf, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', return_value=True)
-    assert main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+    assert main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
     mocker.patch('freqtrade.main.create_trade', return_value=False)
-    assert not main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+    assert not main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
 
 
 def test_process_maybe_execute_sell(default_conf, mocker):
@@ -71,7 +71,7 @@ def test_process_maybe_execute_sell(default_conf, mocker):
 def test_process_maybe_execute_buy_exception(default_conf, mocker, caplog):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.create_trade', MagicMock(side_effect=DependencyException))
-    main.process_maybe_execute_buy(default_conf, int(default_conf['ticker_interval']))
+    main.process_maybe_execute_buy(int(default_conf['ticker_interval']))
     tt.log_has('Unable to create trade:', caplog.record_tuples)
 
 
@@ -256,7 +256,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
         create_trade(default_conf['stake_amount'], int(default_conf['ticker_interval']))
 
 
-def test_create_trade_no_signal(default_conf, ticker, mocker):
+def test_create_trade_no_signal(default_conf, mocker):
     default_conf['dry_run'] = True
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.get_signal', MagicMock(return_value=(False, False)))
@@ -308,7 +308,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     assert trade.close_date is not None
 
 
-def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
+def test_handle_overlpapping_signals(default_conf, ticker, mocker):
     default_conf.update({'experimental': {'use_sell_signal': True}})
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
 
@@ -325,27 +325,31 @@ def test_handle_overlpapping_signals(default_conf, ticker, mocker, caplog):
 
     # Buy and Sell triggering, so doing nothing ...
     trades = Trade.query.all()
-    assert len(trades) == 0
+    nb_trades = len(trades)
+    assert nb_trades == 0
 
     # Buy is triggering, so buying ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, False))
     create_trade(0.001, int(default_conf['ticker_interval']))
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are not triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (False, False))
     assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Buy and Sell are triggering, so doing nothing ...
     mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: (True, True))
     assert handle_trade(trades[0], int(default_conf['ticker_interval'])) is False
     trades = Trade.query.all()
-    assert len(trades) == 1
+    nb_trades = len(trades)
+    assert nb_trades == 1
     assert trades[0].is_open is True
 
     # Sell is triggering, guess what : we are Selling!
@@ -468,10 +472,11 @@ def test_check_handle_timedout_buy(default_conf, ticker, limit_buy_order_old, mo
     assert cancel_order_mock.call_count == 1
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(trade_buy.open_order_id)).all()
-    assert len(trades) == 0
+    nb_trades = len(trades)
+    assert nb_trades == 0
 
 
-def test_handle_timedout_limit_buy(default_conf, mocker):
+def test_handle_timedout_limit_buy(mocker):
     cancel_order = MagicMock()
     mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
     Trade.session = MagicMock()
@@ -519,7 +524,7 @@ def test_check_handle_timedout_sell(default_conf, ticker, limit_sell_order_old,
     assert trade_sell.is_open is True
 
 
-def test_handle_timedout_limit_sell(default_conf, mocker):
+def test_handle_timedout_limit_sell(mocker):
     cancel_order = MagicMock()
     mocker.patch('freqtrade.exchange.cancel_order', cancel_order)
     trade = MagicMock()
diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py
index fb768b89c..96743dfab 100644
--- a/freqtrade/tests/test_misc.py
+++ b/freqtrade/tests/test_misc.py
@@ -3,13 +3,13 @@ import argparse
 import json
 import time
 from copy import deepcopy
+from unittest.mock import MagicMock
 
 import pytest
-from unittest.mock import MagicMock
 from jsonschema import ValidationError
 
-from freqtrade.misc import (common_args_parser, load_config, parse_args,
-                            throttle, file_dump_json, parse_timerange)
+from freqtrade.misc import (common_args_parser, file_dump_json, load_config,
+                            parse_args, parse_timerange, throttle)
 
 
 def test_throttle():
@@ -124,7 +124,7 @@ def test_parse_args_backtesting_custom():
     assert call_args.refresh_pairs is True
 
 
-def test_parse_args_hyperopt_custom(mocker):
+def test_parse_args_hyperopt_custom():
     args = ['-c', 'test_conf.json', 'hyperopt', '--epochs', '20']
     call_args = parse_args(args, '')
     assert call_args.config == 'test_conf.json'
@@ -134,7 +134,7 @@ def test_parse_args_hyperopt_custom(mocker):
     assert call_args.func is not None
 
 
-def test_file_dump_json(default_conf, mocker):
+def test_file_dump_json(mocker):
     file_open = mocker.patch('freqtrade.misc.open', MagicMock())
     json_dump = mocker.patch('json.dump', MagicMock())
     file_dump_json('somefile', [1, 2, 3])
diff --git a/freqtrade/tests/test_persistence.py b/freqtrade/tests/test_persistence.py
index b635a5128..401de7acb 100644
--- a/freqtrade/tests/test_persistence.py
+++ b/freqtrade/tests/test_persistence.py
@@ -1,4 +1,4 @@
-# pragma pylint: disable=missing-docstring
+# pragma pylint: disable=missing-docstring, C0103
 import os
 import pytest
 from sqlalchemy import create_engine
@@ -12,7 +12,7 @@ def test_init_create_session(default_conf, mocker):
     # Check if init create a session
     init(default_conf)
     assert hasattr(Trade, 'session')
-    assert type(Trade.session).__name__ is 'Session'
+    assert 'Session' in type(Trade.session).__name__
 
 
 def test_init_dry_run_db(default_conf, mocker):
diff --git a/requirements.txt b/requirements.txt
index 0d58bcbf4..daec7e97f 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,4 @@
-python-bittrex==0.2.2
+python-bittrex==0.3.0
 SQLAlchemy==1.2.2
 python-telegram-bot==9.0.0
 arrow==0.12.1
@@ -19,8 +19,7 @@ hyperopt==0.1
 # do not upgrade networkx before this is fixed https://github.com/hyperopt/hyperopt/issues/325
 networkx==1.11
 tabulate==0.8.2
-pymarketcap==3.3.150
+pymarketcap==3.3.153
 
 # Required for plotting data
-#matplotlib==2.1.0
-#PYQT5==5.9
+#plotly==2.3.0
diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py
index 50e2f77fc..b60b60b82 100755
--- a/scripts/plot_dataframe.py
+++ b/scripts/plot_dataframe.py
@@ -1,34 +1,34 @@
 #!/usr/bin/env python3
 
 import sys
-import talib.abstract as ta
-import freqtrade.vendor.qtpylib.indicators as qtpylib
+import logging
+import argparse
+import os
+
 from pandas import DataFrame
+import talib.abstract as ta
+
+import plotly
+from plotly import tools
+from plotly.offline import plot
+import plotly.graph_objs as go
+
+import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade import exchange, analyze
 from freqtrade.misc import common_args_parser
 from freqtrade.strategy.strategy import Strategy
-import matplotlib.pyplot as plt
-import matplotlib  # Install PYQT5 manually if you want to test this helper function
+import freqtrade.misc as misc
+import freqtrade.optimize as optimize
+import freqtrade.analyze as analyze
 
-matplotlib.use("Qt5Agg")
+
+logger = logging.getLogger(__name__)
 
 
 def plot_parse_args(args):
-    parser = common_args_parser(description='Graph utility')
-    parser.add_argument(
-        '-p', '--pair',
-        help='What currency pair',
-        dest='pair',
-        default='BTC_ETH',
-        type=str,
-    )
-    parser.add_argument(
-        '-i', '--interval',
-        help='what interval to use',
-        dest='interval',
-        default=5,
-        type=int,
-    )
+    parser = misc.common_args_parser('Graph dataframe')
+    misc.backtesting_options(parser)
+    misc.scripts_options(parser)
     return parser.parse_args(args)
 
 
@@ -38,78 +38,108 @@ def plot_analyzed_dataframe(args) -> None:
     :param pair: pair as str
     :return: None
     """
+    pair = args.pair.replace('-', '_')
+    timerange = misc.parse_timerange(args.timerange)
+
     # Init strategy
     strategy = Strategy()
     strategy.init({'strategy': args.strategy})
+    tick_interval = strategy.ticker_interval
 
-    # Init Bittrex to use public API
-    exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
-    ticker = exchange.get_ticker_history(args.pair, args.interval)
-    dataframe = analyze.analyze_ticker(ticker)
+    tickers = {}
+    if args.live:
+        logger.info('Downloading pair.')
+        # Init Bittrex to use public API
+        exchange._API = exchange.Bittrex({'key': '', 'secret': ''})
+        tickers[pair] = exchange.get_ticker_history(pair, tick_interval)
+    else:
+        tickers = optimize.load_data(args.datadir, pairs=[pair],
+                                     ticker_interval=tick_interval,
+                                     refresh_pairs=False,
+                                     timerange=timerange)
+    dataframes = optimize.tickerdata_to_dataframe(tickers)
+    dataframe = dataframes[pair]
+    dataframe = analyze.populate_buy_trend(dataframe)
+    dataframe = analyze.populate_sell_trend(dataframe)
+    dates = misc.datesarray_to_datetimearray(dataframe['date'])
 
-    dataframe = populate_indicator(dataframe)
+    if (len(dataframe.index) > 750):
+        logger.warn('Ticker contained more than 750 candles, clipping.')
+    df = dataframe.tail(750)
 
-    # Two subplots sharing x axis
-    fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
-    fig.suptitle(args.pair + " " + str(args.interval), fontsize=14, fontweight='bold')
-    ax1.plot(dataframe.index.values, dataframe['close'], label='close')
-    # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
-    ax1.plot(dataframe.index.values, dataframe['sma'], '--', label='SMA')
-    ax1.plot(dataframe.index.values, dataframe['tema'], ':', label='TEMA')
-    ax1.plot(dataframe.index.values, dataframe['bb_lowerband'], '-.', label='BB low')
-    ax1.plot(dataframe.index.values, dataframe['buy_price'], 'bo', label='buy')
-    ax1.legend()
+    candles = go.Candlestick(x=df.date,
+                        open=df.open,
+                        high=df.high,
+                        low=df.low,
+                        close=df.close,
+                        name='Price')
 
-    ax2.plot(dataframe.index.values, dataframe['adx'], label='ADX')
-    ax2.plot(dataframe.index.values, dataframe['mfi'], label='MFI')
-    # ax2.plot(dataframe.index.values, [25] * len(dataframe.index.values))
-    ax2.legend()
+    df_buy = df[df['buy'] == 1]
+    buys = go.Scattergl(
+        x=df_buy.date,
+        y=df_buy.close,
+        mode='markers',
+        name='buy',
+        marker=dict(symbol='x-dot')
+    )
+    df_sell = df[df['sell'] == 1]
+    sells = go.Scattergl(
+        x=df_sell.date,
+        y=df_sell.close,
+        mode='markers',
+        name='sell',
+        marker=dict(symbol='diamond')
+    )
 
-    ax3.plot(dataframe.index.values, dataframe['fastk'], label='k')
-    ax3.plot(dataframe.index.values, dataframe['fastd'], label='d')
-    ax3.plot(dataframe.index.values, [20] * len(dataframe.index.values))
-    ax3.legend()
+    bb_lower = go.Scatter(
+        x=df.date,
+        y=df.bb_lowerband,
+        name='BB lower',
+        line={'color': "transparent"},
+    )
+    bb_upper = go.Scatter(
+        x=df.date,
+        y=df.bb_upperband,
+        name='BB upper',
+        fill="tonexty",
+        fillcolor="rgba(0,176,246,0.2)", 
+        line={'color': "transparent"},
+    )
 
-    # Fine-tune figure; make subplots close to each other and hide x ticks for
-    # all but bottom plot.
-    fig.subplots_adjust(hspace=0)
-    plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
-    plt.show()
+    macd = go.Scattergl(
+        x=df['date'],
+        y=df['macd'],
+        name='MACD'
+    )
+    macdsignal = go.Scattergl(
+        x=df['date'],
+        y=df['macdsignal'],
+        name='MACD signal'
+    )
 
+    volume = go.Bar(
+        x=df['date'],
+        y=df['volume'],
+        name='Volume'
+    )
 
-def populate_indicator(dataframe: DataFrame) -> DataFrame:
+    fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 4])
 
-    dataframe.loc[dataframe['buy'] == 1, 'buy_price'] = dataframe['close']
-    dataframe.loc[dataframe['sell'] == 1, 'sell_price'] = dataframe['close']
+    fig.append_trace(candles, 1, 1)
+    fig.append_trace(bb_lower, 1, 1)
+    fig.append_trace(bb_upper, 1, 1)
+    fig.append_trace(buys, 1, 1)
+    fig.append_trace(sells, 1, 1)
+    fig.append_trace(volume, 2, 1)
+    fig.append_trace(macd, 3, 1)
+    fig.append_trace(macdsignal, 3, 1)
 
-    # ADX
-    if 'adx' not in dataframe:
-        dataframe['adx'] = ta.ADX(dataframe)
+    fig['layout'].update(title=args.pair)
+    fig['layout']['yaxis1'].update(title='Price')
+    fig['layout']['yaxis2'].update(title='Volume')
+    fig['layout']['yaxis3'].update(title='MACD')
 
-    # Bollinger bands
-    if 'bb_lowerband' not in dataframe:
-        bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
-        dataframe['bb_lowerband'] = bollinger['lower']
-
-    # Stoch fast
-    if 'fastd' not in dataframe or 'fastk' not in dataframe:
-        stoch_fast = ta.STOCHF(dataframe)
-        dataframe['fastd'] = stoch_fast['fastd']
-        dataframe['fastk'] = stoch_fast['fastk']
-
-    # MFI
-    if 'mfi' not in dataframe:
-        dataframe['mfi'] = ta.MFI(dataframe)
-
-    # SMA - Simple Moving Average
-    if 'sma' not in dataframe:
-        dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
-
-    # TEMA - Triple Exponential Moving Average
-    if 'tema' not in dataframe:
-        dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
-
-    return dataframe
+    plot(fig, filename='freqtrade-plot.html')
 
 
 if __name__ == '__main__':
diff --git a/scripts/plot_profit.py b/scripts/plot_profit.py
index 1bdce62a1..6e15b3bb6 100755
--- a/scripts/plot_profit.py
+++ b/scripts/plot_profit.py
@@ -2,24 +2,24 @@
 
 import sys
 import json
-import matplotlib.pyplot as plt
 import numpy as np
 
+import plotly
+from plotly import tools
+from plotly.offline import plot
+import plotly.graph_objs as go
+
 import freqtrade.optimize as optimize
 import freqtrade.misc as misc
+import freqtrade.exchange as exchange
 from freqtrade.strategy.strategy import Strategy
 
 
 def plot_parse_args(args):
-    parser = misc.common_args_parser('Graph utility')
+    parser = misc.common_args_parser('Graph profits')
     # FIX: perhaps delete those backtesting options that are not feasible (shows up in -h)
     misc.backtesting_options(parser)
-    parser.add_argument(
-        '-p', '--pair',
-        help='Show profits for only this pairs. Pairs are comma-separated.',
-        dest='pair',
-        default=None
-    )
+    misc.scripts_options(parser)
     return parser.parse_args(args)
 
 
@@ -39,7 +39,9 @@ def make_profit_array(data, px, filter_pairs=[]):
         profit = trade[1]
         tim = trade[4]
         dur = trade[5]
-        pg[tim+dur-1] += profit
+        ix = tim + dur - 1
+        if ix < px:
+            pg[ix] += profit
 
     # rewrite the pg array to go from
     # total profits at each timeframe
@@ -81,28 +83,21 @@ def plot_profit(args) -> None:
         pairs = list(set(pairs) & set(filter_pairs))
         print('Filter, keep pairs %s' % pairs)
 
+    timerange = misc.parse_timerange(args.timerange)
     tickers = optimize.load_data(args.datadir, pairs=pairs,
                                  ticker_interval=strategy.ticker_interval,
-                                 refresh_pairs=False)
+                                 refresh_pairs=False,
+                                 timerange=timerange)
     dataframes = optimize.preprocess(tickers)
 
+    # NOTE: the dataframes are of unequal length,
+    # 'dates' is an merged date array of them all.
+
+    dates = misc.common_datearray(dataframes)
+    max_x = dates.size
+
     # Make an average close price of all the pairs that was involved.
     # this could be useful to gauge the overall market trend
-
-    # FIX: since the dataframes are of unequal length,
-    # andor has different dates, we need to merge them
-    # But we dont have the date information in the
-    # backtesting results, this is needed to match the dates
-    # For now, assume the dataframes are aligned.
-    max_x = 0
-    for pair, pair_data in dataframes.items():
-        n = len(pair_data['close'])
-        max_x = max(max_x, n)
-    #    if max_x != n:
-    #        raise Exception('Please rerun script. Input data has different lengths %s'
-    #                         %('Different pair length: %s <=> %s' %(max_x, n)))
-    print('max_x: %s' % (max_x))
-
     # We are essentially saying:
     #  array <- sum dataframes[*]['close'] / num_items dataframes
     #  FIX: there should be some onliner numpy/panda for this
@@ -130,29 +125,32 @@ def plot_profit(args) -> None:
     # Plot the pairs average close prices, and total profit growth
     #
 
-    fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
-    fig.suptitle('total profit')
-    ax1.plot(avgclose, label='avgclose')
-    ax2.plot(pg, label='profit')
-    ax1.legend(loc='upper left')
-    ax2.legend(loc='upper left')
+    avgclose = go.Scattergl(
+        x=dates,
+        y=avgclose,
+        name='Avg close price',
+    )
+    profit = go.Scattergl(
+        x=dates,
+        y=pg,
+        name='Profit',
+    )
+
+    fig = tools.make_subplots(rows=3, cols=1, shared_xaxes=True, row_width=[1, 1, 1])
+
+    fig.append_trace(avgclose, 1, 1)
+    fig.append_trace(profit, 2, 1)
 
-    # FIX if we have one line pair in paris
-    #     then skip the plotting of the third graph,
-    #     or change what we plot
-    # In third graph, we plot each profit separately
     for pair in pairs:
         pg = make_profit_array(data, max_x, pair)
-        ax3.plot(pg, label=pair)
-    ax3.legend(loc='upper left')
-    # black background to easier see multiple colors
-    ax3.set_facecolor('black')
+        pair_profit = go.Scattergl(
+            x=dates,
+            y=pg,
+            name=pair,
+        )
+        fig.append_trace(pair_profit, 3, 1)
 
-    # Fine-tune figure; make subplots close to each other and hide x ticks for
-    # all but bottom plot.
-    fig.subplots_adjust(hspace=0)
-    plt.setp([a.get_xticklabels() for a in fig.axes[:-1]], visible=False)
-    plt.show()
+    plot(fig, filename='freqtrade-profit-plot.html')
 
 
 if __name__ == '__main__':