From b09fb5826f9404bd60963736307b6efa3649461f Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 26 Mar 2023 16:17:10 +0200
Subject: [PATCH] don't use "can_short" in backtesting to determine application
 of leverage

---
 freqtrade/optimize/backtesting.py                  | 2 +-
 tests/optimize/test_backtest_detail.py             | 4 +++-
 tests/optimize/test_backtesting_adjust_position.py | 5 +++--
 3 files changed, 7 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 702b4fb85..cd77c75a5 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -739,7 +739,7 @@ class Backtesting:
                 proposed_leverage=1.0,
                 max_leverage=max_leverage,
                 side=direction, entry_tag=entry_tag,
-            ) if self._can_short else 1.0
+            ) if self.trading_mode != TradingMode.SPOT else 1.0
             # Cap leverage between 1.0 and max_leverage.
             leverage = min(max(leverage, 1.0), max_leverage)
 
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 2cb42c003..dd9e42971 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence.trade_model import LocalTrade
 from tests.conftest import EXMS, patch_exchange
@@ -925,11 +925,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
     mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
+    mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
     # TODO: Should we initialize this properly??
     backtesting._can_short = True
+    backtesting.trading_mode = TradingMode.MARGIN
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.required_startup = 0
     backtesting.strategy.advise_entry = lambda a, m: frame
diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py
index 9fc726bd1..0d57ff89a 100644
--- a/tests/optimize/test_backtesting_adjust_position.py
+++ b/tests/optimize/test_backtesting_adjust_position.py
@@ -10,7 +10,7 @@ from arrow import Arrow
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import EXMS, patch_exchange
 
@@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     default_conf.update({
         "stake_amount": 100.0,
         "dry_run_wallet": 1000.0,
-        "strategy": "StrategyTestV3"
+        "strategy": "StrategyTestV3",
     })
     backtesting = Backtesting(default_conf)
+    backtesting.trading_mode = TradingMode.FUTURES
     backtesting._can_short = True
     backtesting._set_strategy(backtesting.strategylist[0])
     pair = 'XRP/USDT'