Merge fix/pd-mem-leak

freqtrade/configuration/timerange.py

@@ -3,11 +3,12 @@ This module contains the argument manager class
 """
 import logging
 import re
-from datetime import datetime
+from datetime import datetime, timezone
 from typing import Optional
 
 import arrow
 
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.exceptions import OperationalException
 
 
@@ -29,6 +30,52 @@ class TimeRange:
         self.startts: int = startts
         self.stopts: int = stopts
 
+    @property
+    def startdt(self) -> Optional[datetime]:
+        if self.startts:
+            return datetime.fromtimestamp(self.startts, tz=timezone.utc)
+        return None
+
+    @property
+    def stopdt(self) -> Optional[datetime]:
+        if self.stopts:
+            return datetime.fromtimestamp(self.stopts, tz=timezone.utc)
+        return None
+
+    @property
+    def timerange_str(self) -> str:
+        """
+        Returns a string representation of the timerange as used by parse_timerange.
+        Follows the format yyyymmdd-yyyymmdd - leaving out the parts that are not set.
+        """
+        start = ''
+        stop = ''
+        if startdt := self.startdt:
+            start = startdt.strftime('%Y%m%d')
+        if stopdt := self.stopdt:
+            stop = stopdt.strftime('%Y%m%d')
+        return f"{start}-{stop}"
+
+    @property
+    def start_fmt(self) -> str:
+        """
+        Returns a string representation of the start date
+        """
+        val = 'unbounded'
+        if (startdt := self.startdt) is not None:
+            val = startdt.strftime(DATETIME_PRINT_FORMAT)
+        return val
+
+    @property
+    def stop_fmt(self) -> str:
+        """
+        Returns a string representation of the stop date
+        """
+        val = 'unbounded'
+        if (stopdt := self.stopdt) is not None:
+            val = stopdt.strftime(DATETIME_PRINT_FORMAT)
+        return val
+
     def __eq__(self, other):
         """Override the default Equals behavior"""
         return (self.starttype == other.starttype and self.stoptype == other.stoptype

freqtrade/data/converter.py

@@ -3,7 +3,6 @@ Functions to convert data from one format to another
 """
 import itertools
 import logging
-from datetime import datetime, timezone
 from operator import itemgetter
 from typing import Dict, List
 
@@ -138,11 +137,9 @@ def trim_dataframe(df: DataFrame, timerange, df_date_col: str = 'date',
         df = df.iloc[startup_candles:, :]
     else:
         if timerange.starttype == 'date':
-            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            df = df.loc[df[df_date_col] >= timerange.startdt, :]
-            df = df.loc[df[df_date_col] >= start, :]
     if timerange.stoptype == 'date':
-        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+        df = df.loc[df[df_date_col] <= timerange.stopdt, :]
-        df = df.loc[df[df_date_col] <= stop, :]
     return df
 
 

freqtrade/data/history/history_utils.py

@@ -1,6 +1,6 @@
 import logging
 import operator
-from datetime import datetime, timezone
+from datetime import datetime
 from pathlib import Path
 from typing import Dict, List, Optional, Tuple
 
@@ -160,9 +160,9 @@ def _load_cached_data_for_updating(
     end = None
     if timerange:
         if timerange.starttype == 'date':
-            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            start = timerange.startdt
         if timerange.stoptype == 'date':
-            end = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+            end = timerange.stopdt
 
     # Intentionally don't pass timerange in - since we need to load the full dataset.
     data = data_handler.ohlcv_load(pair, timeframe=timeframe,

freqtrade/data/history/idatahandler.py

@@ -366,13 +366,11 @@ class IDataHandler(ABC):
         """
 
         if timerange.starttype == 'date':
-            start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+            if pairdata.iloc[0]['date'] > timerange.startdt:
-            if pairdata.iloc[0]['date'] > start:
                 logger.warning(f"{pair}, {candle_type}, {timeframe}, "
                                f"data starts at {pairdata.iloc[0]['date']:%Y-%m-%d %H:%M:%S}")
         if timerange.stoptype == 'date':
-            stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
+            if pairdata.iloc[-1]['date'] < timerange.stopdt:
-            if pairdata.iloc[-1]['date'] < stop:
                 logger.warning(f"{pair}, {candle_type}, {timeframe}, "
                                f"data ends at {pairdata.iloc[-1]['date']:%Y-%m-%d %H:%M:%S}")
 

freqtrade/edge/edge_positioning.py

@@ -392,7 +392,7 @@ class Edge:
         # Returning a list of pairs in order of "expectancy"
         return final
 
-    def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
+    def _find_trades_for_stoploss_range(self, df, pair: str, stoploss_range) -> list:
         buy_column = df['enter_long'].values
         sell_column = df['exit_long'].values
         date_column = df['date'].values
@@ -407,7 +407,7 @@ class Edge:
         return result
 
     def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
-                                        ohlc_columns, stoploss, pair):
+                                        ohlc_columns, stoploss, pair: str):
         """
         Iterate through ohlc_columns in order to find the next trade
         Next trade opens from the first buy signal noticed to

freqtrade/freqai/data_kitchen.py

@@ -433,9 +433,7 @@ class FreqaiDataKitchen:
             timerange_train.stopts = timerange_train.startts + train_period_days
 
             first = False
-            start = datetime.fromtimestamp(timerange_train.startts, tz=timezone.utc)
+            tr_training_list.append(timerange_train.timerange_str)
-            stop = datetime.fromtimestamp(timerange_train.stopts, tz=timezone.utc)
-            tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
             tr_training_list_timerange.append(copy.deepcopy(timerange_train))
 
             # associated backtest period
@@ -447,9 +445,7 @@ class FreqaiDataKitchen:
             if timerange_backtest.stopts > config_timerange.stopts:
                 timerange_backtest.stopts = config_timerange.stopts
 
-            start = datetime.fromtimestamp(timerange_backtest.startts, tz=timezone.utc)
+            tr_backtesting_list.append(timerange_backtest.timerange_str)
-            stop = datetime.fromtimestamp(timerange_backtest.stopts, tz=timezone.utc)
-            tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d"))
             tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest))
 
             # ensure we are predicting on exactly same amount of data as requested by user defined
@@ -491,11 +487,9 @@ class FreqaiDataKitchen:
                    it is sliced down to just the present training period.
         """
 
-        start = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+        df = df.loc[df["date"] >= timerange.startdt, :]
-        stop = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
-        df = df.loc[df["date"] >= start, :]
         if not self.live:
-            df = df.loc[df["date"] < stop, :]
+            df = df.loc[df["date"] < timerange.stopdt, :]
 
         return df
 
@@ -1058,9 +1052,7 @@ class FreqaiDataKitchen:
         backtest_timerange.startts = (
             backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY
         )
-        start = datetime.fromtimestamp(backtest_timerange.startts, tz=timezone.utc)
+        full_timerange = backtest_timerange.timerange_str
-        stop = datetime.fromtimestamp(backtest_timerange.stopts, tz=timezone.utc)
-        full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")
         config_path = Path(self.config["config_files"][0])
 
         if not self.full_path.is_dir():

freqtrade/freqai/freqai_interface.py

@@ -13,7 +13,7 @@ from numpy.typing import NDArray
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DATETIME_PRINT_FORMAT, Config
+from freqtrade.constants import Config
 from freqtrade.enums import RunMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_seconds
@@ -788,14 +788,8 @@ class IFreqaiModel(ABC):
         :return: if the data exists or not
         """
         if self.config.get("freqai_backtest_live_models", False) and len(dataframe_backtest) == 0:
-            tr_backtest_startts_str = datetime.fromtimestamp(
+            logger.info(f"No data found for pair {pair} from "
-                                            tr_backtest.startts,
+                        f"from { tr_backtest.start_fmt} to {tr_backtest.stop_fmt}. "
-                                            tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
-            tr_backtest_stopts_str = datetime.fromtimestamp(
-                                            tr_backtest.stopts,
-                                            tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
-            logger.info(f"No data found for pair {pair} from {tr_backtest_startts_str} "
-                        f" from {tr_backtest_startts_str} to {tr_backtest_stopts_str}. "
                         "Probably more than one training within the same candle period.")
             return False
         return True
@@ -810,18 +804,11 @@ class IFreqaiModel(ABC):
         :param pair: the current pair
         :param total_trains: total trains (total number of slides for the sliding window)
         """
-        tr_train_startts_str = datetime.fromtimestamp(
-                                            tr_train.startts,
-                                            tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
-        tr_train_stopts_str = datetime.fromtimestamp(
-                                            tr_train.stopts,
-                                            tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)
-
         if not self.config.get("freqai_backtest_live_models", False):
             logger.info(
                 f"Training {pair}, {self.pair_it}/{self.total_pairs} pairs"
-                f" from {tr_train_startts_str} "
+                f" from {tr_train.start_fmt} "
-                f"to {tr_train_stopts_str}, {train_it}/{total_trains} "
+                f"to {tr_train.stop_fmt}, {train_it}/{total_trains} "
                 "trains"
             )
     # Following methods which are overridden by user made prediction models.

freqtrade/freqai/utils.py

@@ -230,7 +230,4 @@ def get_timerange_backtest_live_models(config: Config) -> str:
     dk = FreqaiDataKitchen(config)
     models_path = dk.get_full_models_path(config)
     timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
-    start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
+    return timerange.timerange_str
-    end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
-    tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}"
-    return tr

freqtrade/freqtradebot.py

@@ -354,7 +354,7 @@ class FreqtradeBot(LoggingMixin):
         if self.trading_mode == TradingMode.FUTURES:
             self._schedule.run_pending()
 
-    def update_closed_trades_without_assigned_fees(self):
+    def update_closed_trades_without_assigned_fees(self) -> None:
         """
         Update closed trades without close fees assigned.
         Only acts when Orders are in the database, otherwise the last order-id is unknown.
@@ -379,7 +379,7 @@ class FreqtradeBot(LoggingMixin):
                                             stoploss_order=order.ft_order_side == 'stoploss',
                                             send_msg=False)
 
-        trades: List[Trade] = Trade.get_open_trades_without_assigned_fees()
+        trades = Trade.get_open_trades_without_assigned_fees()
         for trade in trades:
             if trade.is_open and not trade.fee_updated(trade.entry_side):
                 order = trade.select_order(trade.entry_side, False)

freqtrade/misc.py

@@ -262,7 +262,10 @@ def dataframe_to_json(dataframe: pandas.DataFrame) -> str:
     :param dataframe: A pandas DataFrame
     :returns: A JSON string of the pandas DataFrame
     """
-    return dataframe.to_json(orient='split')
+    # https://github.com/pandas-dev/pandas/issues/24889
+    # https://github.com/pandas-dev/pandas/issues/40443
+    # We need to convert to a dict to avoid mem leak
+    return dataframe.to_dict(orient='tight')
 
 
 def json_to_dataframe(data: str) -> pandas.DataFrame:
@@ -271,7 +274,7 @@ def json_to_dataframe(data: str) -> pandas.DataFrame:
     :param data: A JSON string
     :returns: A pandas DataFrame from the JSON string
     """
-    dataframe = pandas.read_json(data, orient='split')
+    dataframe = pandas.DataFrame.from_dict(data, orient='tight')
     if 'date' in dataframe.columns:
         dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True)
 

freqtrade/optimize/backtesting.py

@@ -166,7 +166,7 @@ class Backtesting:
         PairLocks.use_db = True
         Trade.use_db = True
 
-    def init_backtest_detail(self):
+    def init_backtest_detail(self) -> None:
         # Load detail timeframe if specified
         self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
         if self.timeframe_detail:
@@ -1286,8 +1286,7 @@ class Backtesting:
     def _get_min_cached_backtest_date(self):
         min_backtest_date = None
         backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT)
-        if self.timerange.stopts == 0 or datetime.fromtimestamp(
+        if self.timerange.stopts == 0 or self.timerange.stopdt > datetime.now(tz=timezone.utc):
-           self.timerange.stopts, tz=timezone.utc) > datetime.now(tz=timezone.utc):
             logger.warning('Backtest result caching disabled due to use of open-ended timerange.')
         elif backtest_cache_age == 'day':
             min_backtest_date = datetime.now(tz=timezone.utc) - timedelta(days=1)

freqtrade/persistence/migrations.py

@@ -1,5 +1,5 @@
 import logging
-from typing import List
+from typing import List, Optional
 
 from sqlalchemy import inspect, select, text, tuple_, update
 
@@ -31,9 +31,9 @@ def get_backup_name(tabs: List[str], backup_prefix: str):
     return table_back_name
 
 
-def get_last_sequence_ids(engine, trade_back_name, order_back_name):
+def get_last_sequence_ids(engine, trade_back_name: str, order_back_name: str):
-    order_id: int = None
+    order_id: Optional[int] = None
-    trade_id: int = None
+    trade_id: Optional[int] = None
 
     if engine.name == 'postgresql':
         with engine.begin() as connection:

freqtrade/rpc/api_server/ws/channel.py

@@ -76,13 +76,14 @@ class WebSocketChannel:
         Close the WebSocketChannel
         """
 
+        self._closed.set()
+        self._relay_task.cancel()
+
         try:
             await self._websocket.close()
         except Exception:
             pass
 
-        self._closed.set()
-
     def is_closed(self) -> bool:
         """
         Closed flag

freqtrade/rpc/api_server/ws/serializer.py

@@ -4,7 +4,7 @@ from typing import Any, Dict, Union
 
 import orjson
 import rapidjson
-from pandas import DataFrame
+from pandas import DataFrame, Timestamp
 
 from freqtrade.misc import dataframe_to_json, json_to_dataframe
 from freqtrade.rpc.api_server.ws.proxy import WebSocketProxy
@@ -51,6 +51,11 @@ def _json_default(z):
             '__type__': 'dataframe',
             '__value__': dataframe_to_json(z)
         }
+    # Pandas returns a Timestamp object, we need to
+    # convert it to a timestamp int (with ms) for orjson
+    # to handle it
+    if isinstance(z, Timestamp):
+        return z.timestamp() * 1e3
     raise TypeError
 
 

freqtrade/rpc/telegram.py

@@ -1062,7 +1062,7 @@ class Telegram(RPCHandler):
                 self._rpc._rpc_force_entry(pair, price, order_side=order_side)
             except RPCException as e:
                 logger.exception("Forcebuy error!")
-                self._send_msg(str(e))
+                self._send_msg(str(e), ParseMode.HTML)
 
     def _force_enter_inline(self, update: Update, _: CallbackContext) -> None:
         if update.callback_query:

pyproject.toml

@@ -30,6 +30,8 @@ asyncio_mode = "auto"
 
 [tool.mypy]
 ignore_missing_imports = true
+namespace_packages = false
+implicit_optional = true
 warn_unused_ignores = true
 exclude = [
     '^build_helpers\.py$'

requirements-dev.txt

@@ -8,7 +8,7 @@
 coveralls==3.3.1
 flake8==5.0.4
 flake8-tidy-imports==4.8.0
-mypy==0.982
+mypy==0.990
 pre-commit==2.20.0
 pytest==7.2.0
 pytest-asyncio==0.20.2

requirements.txt

@@ -4,7 +4,8 @@ pandas-ta==0.3.14b
 
 ccxt==2.1.75
 # Pin cryptography for now due to rust build errors with piwheels
-cryptography==38.0.3
+cryptography==38.0.1; platform_machine == 'armv7l'
+cryptography==38.0.3; platform_machine != 'armv7l'
 aiohttp==3.8.3
 SQLAlchemy==1.4.44
 python-telegram-bot==13.14

scripts/ws_client.py

@@ -101,7 +101,7 @@ def json_deserialize(message):
     :param message: The message to deserialize
     """
     def json_to_dataframe(data: str) -> pandas.DataFrame:
-        dataframe = pandas.read_json(data, orient='split')
+        dataframe = pandas.DataFrame.from_dict(data, orient='tight')
         if 'date' in dataframe.columns:
             dataframe['date'] = pandas.to_datetime(dataframe['date'], unit='ms', utc=True)
 

tests/rpc/test_rpc.py

@@ -33,6 +33,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'freqtrade.exchange.Exchange',
         fetch_ticker=ticker,
         get_fee=fee,
+        _is_dry_limit_order_filled=MagicMock(side_effect=[False, True]),
     )
 
     freqtradebot = get_patched_freqtradebot(mocker, default_conf)
@@ -44,6 +45,91 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         rpc._rpc_trade_status()
 
     freqtradebot.enter_positions()
+
+    # Open order...
+    results = rpc._rpc_trade_status()
+    assert results[0] == {
+        'trade_id': 1,
+        'pair': 'ETH/BTC',
+        'base_currency': 'ETH',
+        'quote_currency': 'BTC',
+        'open_date': ANY,
+        'open_timestamp': ANY,
+        'is_open': ANY,
+        'fee_open': ANY,
+        'fee_open_cost': ANY,
+        'fee_open_currency': ANY,
+        'fee_close': fee.return_value,
+        'fee_close_cost': ANY,
+        'fee_close_currency': ANY,
+        'open_rate_requested': ANY,
+        'open_trade_value': 0.0010025,
+        'close_rate_requested': ANY,
+        'sell_reason': ANY,
+        'exit_reason': ANY,
+        'exit_order_status': ANY,
+        'min_rate': ANY,
+        'max_rate': ANY,
+        'strategy': ANY,
+        'buy_tag': ANY,
+        'enter_tag': ANY,
+        'timeframe': 5,
+        'open_order_id': ANY,
+        'close_date': None,
+        'close_timestamp': None,
+        'open_rate': 1.098e-05,
+        'close_rate': None,
+        'current_rate': 1.099e-05,
+        'amount': 91.07468124,
+        'amount_requested': 91.07468124,
+        'stake_amount': 0.001,
+        'trade_duration': None,
+        'trade_duration_s': None,
+        'close_profit': None,
+        'close_profit_pct': None,
+        'close_profit_abs': None,
+        'current_profit': 0.0,
+        'current_profit_pct': 0.0,
+        'current_profit_abs': 0.0,
+        'profit_ratio': 0.0,
+        'profit_pct': 0.0,
+        'profit_abs': 0.0,
+        'profit_fiat': ANY,
+        'stop_loss_abs': 0.0,
+        'stop_loss_pct': None,
+        'stop_loss_ratio': None,
+        'stoploss_order_id': None,
+        'stoploss_last_update': ANY,
+        'stoploss_last_update_timestamp': ANY,
+        'initial_stop_loss_abs': 0.0,
+        'initial_stop_loss_pct': None,
+        'initial_stop_loss_ratio': None,
+        'stoploss_current_dist': -1.099e-05,
+        'stoploss_current_dist_ratio': -1.0,
+        'stoploss_current_dist_pct': pytest.approx(-100.0),
+        'stoploss_entry_dist': -0.0010025,
+        'stoploss_entry_dist_ratio': -1.0,
+        'open_order': '(limit buy rem=91.07468123)',
+        'realized_profit': 0.0,
+        'exchange': 'binance',
+        'leverage': 1.0,
+        'interest_rate': 0.0,
+        'liquidation_price': None,
+        'is_short': False,
+        'funding_fees': 0.0,
+        'trading_mode': TradingMode.SPOT,
+        'orders': [{
+            'amount': 91.07468123, 'average': 1.098e-05, 'safe_price': 1.098e-05,
+            'cost': 0.0009999999999054, 'filled': 0.0, 'ft_order_side': 'buy',
+            'order_date': ANY, 'order_timestamp': ANY, 'order_filled_date': ANY,
+            'order_filled_timestamp': ANY, 'order_type': 'limit', 'price': 1.098e-05,
+            'is_open': True, 'pair': 'ETH/BTC', 'order_id': ANY,
+            'remaining': 91.07468123, 'status': ANY, 'ft_is_entry': True,
+        }],
+    }
+
+    # Fill open order ...
+    freqtradebot.manage_open_orders()
     trades = Trade.get_open_trades()
     freqtradebot.exit_positions(trades)
 

tests/rpc/test_rpc_apiserver.py

@@ -67,7 +67,7 @@ def botclient(default_conf, mocker):
 
 def client_post(client, url, data={}):
     return client.post(url,
-                       data=data,
+                       content=data,
                        headers={'Authorization': _basic_auth_str(_TEST_USER, _TEST_PASS),
                                 'Origin': 'http://example.com',
                                 'content-type': 'application/json'

tests/test_timerange.py

@@ -1,4 +1,6 @@
 # pragma pylint: disable=missing-docstring, C0103
+from datetime import datetime, timezone
+
 import arrow
 import pytest
 
@@ -8,16 +10,28 @@ from freqtrade.exceptions import OperationalException
 
 def test_parse_timerange_incorrect():
 
-    assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-')
+    timerange = TimeRange.parse_timerange('20100522-')
-    assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522')
+    assert TimeRange('date', None, 1274486400, 0) == timerange
+    assert timerange.timerange_str == '20100522-'
+    timerange = TimeRange.parse_timerange('-20100522')
+    assert TimeRange(None, 'date', 0, 1274486400) == timerange
+    assert timerange.timerange_str == '-20100522'
     timerange = TimeRange.parse_timerange('20100522-20150730')
     assert timerange == TimeRange('date', 'date', 1274486400, 1438214400)
+    assert timerange.timerange_str == '20100522-20150730'
+    assert timerange.start_fmt == '2010-05-22 00:00:00'
+    assert timerange.stop_fmt == '2015-07-30 00:00:00'
 
     # Added test for unix timestamp - BTC genesis date
     assert TimeRange('date', None, 1231006505, 0) == TimeRange.parse_timerange('1231006505-')
     assert TimeRange(None, 'date', 0, 1233360000) == TimeRange.parse_timerange('-1233360000')
     timerange = TimeRange.parse_timerange('1231006505-1233360000')
     assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
+    assert isinstance(timerange.startdt, datetime)
+    assert isinstance(timerange.stopdt, datetime)
+    assert timerange.startdt == datetime.fromtimestamp(1231006505, tz=timezone.utc)
+    assert timerange.stopdt == datetime.fromtimestamp(1233360000, tz=timezone.utc)
+    assert timerange.timerange_str == '20090103-20090131'
 
     timerange = TimeRange.parse_timerange('1231006505000-1233360000000')
     assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange
@@ -45,6 +59,7 @@ def test_subtract_start():
     x = TimeRange(None, 'date', 0, 1438214400)
     x.subtract_start(300)
     assert not x.startts
+    assert not x.startdt
 
     x = TimeRange('date', None, 1274486400, 0)
     x.subtract_start(300)